Research classified by Journal of Economic Literature (JEL) codes

2006

• Broll, Udo & Wahl, Jack E., 2006, "Value at risk, Equity and Diversification," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 03/06.
• Broll, Udo & Wahl, Jack E., 2006, "Bankmanagement mit Value at Risk," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 11/06.
• Schüle, Tobias, 2006, "Forbearance lending and soft budget constraints in a model of multiple heterogeneous bank financing," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 303.
• Schäfer, Dorothea & Schilder, Dirk, 2006, "Informed capital in a hostile environment: the case of relational investors in Germany," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2006/03.
• Jansen, Marion & Vennes, Yannick, 2006, "Liberalizing financial services trade in Africa: Going regional and multilateral," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2006-03, DOI: 10.30875/1dc7c533-en.
• Barth, James R. & Marchetti, Juan A. & Nolle, Daniel E. & Sawangngoenyuang, Wanvimol, 2006, "Foreign banking: Do countries' WTO commitments match actual practices?," WTO Staff Working Papers, World Trade Organization (WTO), Economic Research and Statistics Division, number ERSD-2006-11, DOI: 10.30875/35f6f538-en.
• Köhler, Matthias & Hommel, Judith & Grote, Matthias, 2006, "The Role of Banks in the Transmission of Monetary Policy in the Baltics," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-005.
• Sergei Golovan, 2006, "Factors Influencing the Efficiency of the Russian Banks Performance," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 2, issue 2, pages 3-17.
• Dmitry Pavlyuk, 2006, "Efficiency model of Russian banks," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 3, issue 3, pages 3-8.
• Vladimir Babikov, 2006, "The Process of Forming Bank Credit and Deposit Portfolios," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 1, issue 1, pages 4-17.
• Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006, "Estimation of the default risk of publicly traded Canadian companies," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-5, Mar.
• Ghassem A. Homaifar, 2006, "The Case for Securitization of Credit in Iran," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 2, pages 175-197.
• Guonan Ma & Ben S. C. Fung, 2006, "Using asset management companies to resolve non-performing loans in China," Journal of Financial Transformation, Capco Institute, volume 18, pages 161-169.
• Michelle L Barnes & Nicolas Duquette, 2006, "Threshold relationships among inflation, financial development, and growth," Journal of Financial Transformation, Capco Institute, volume 17, pages 141-149.
• Carmen Loredana TOPALA, 2006, "Characteristics and Behaviors Types of Bank’s Clients and the Negotiation Tactics Adjusting," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 9, issue 2, pages 66-72, December.
• Alberto Zazzaro, 2006, "La scomparsa dei centri decisionali dal sistema bancario meridionale," Rivista di Politica Economica, SIPI Spa, volume 96, issue 2, pages 31-60, March-Apr.
• Marco Valentini, 2006, "Ristrutturazione del sistema creditizio, piccole e medie imprese e crescita economica nel mezzogiorno," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0065, Oct.
• G. Lanine & R. Vander Vennet, 2006, "Microeconomic determinants of acquisitions of Eastern European banks by Western European banks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 06/414, Sep.
• Goutam Chatterjee, 2006, "Is Inefficiency of Banks in India a Cause for Concern? Evidence from the Post-Reforms Era," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 2, pages 151-182, August, DOI: 10.1177/097265270600500203.
• Christophe J. Godlewski, 2006, "Regulatory and Institutional Determinants of Credit Risk Taking and a Bank's Default in Emerging Market Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 5, issue 2, pages 183-206, August, DOI: 10.1177/097265270600500204.
• Muhammad Sadiq Ansari, 2006, "An Empirical Investigation of Cost Efficiency in the Banking Sector of Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 12, Jun.
• Daniel Porath, 2006, "Estimating probabilities of default for German savings banks and credit cooperatives," Schmalenbach Business Review (sbr), LMU Munich School of Management, volume 58, issue 3, pages 214-233, July.
• Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino, 2006, "Towards a Measure of Financial Fragility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe04.
• Flippo Ippolito, 2006, "Convertible Preferred Stock in Venture Capital Financing," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe12.
• M. Shahid Ebrahim, 2006, "Cooperative home financing," Computing in Economics and Finance 2006, Society for Computational Economics, number 13, Jul.
• Giampaolo Gabbi & Massimo Matthias & Marco De Lerma, 2006, "CART analysis of qualitative variables to improve credit rating processes," Computing in Economics and Finance 2006, Society for Computational Economics, number 179, Jul.
• Lars Grüne & Willi Semmler & Lucas Bernard, 2006, "Firm Value and Default Correlation," Computing in Economics and Finance 2006, Society for Computational Economics, number 275, Jul.
• Andreas Mitschele & Stephan Chalup & Frank Schlottmann & Detlef Seese, 2006, "Applications of Kernel Methods in Financial Risk Management," Computing in Economics and Finance 2006, Society for Computational Economics, number 317, Jul.
• Chiara Pederzoli & Costanza Torricelli, 2006, "Optimal banks behaviour and procyclicality," Computing in Economics and Finance 2006, Society for Computational Economics, number 349, Jul.
• Ugo Albertazzi & Leonardo Gambacorta, 2006, "Bank Profitability and Taxation," Computing in Economics and Finance 2006, Society for Computational Economics, number 364, Jul.
• Elena Kalotychou & Ana-Maria Fuertes, 2006, "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006, Society for Computational Economics, number 509, Jul.
• Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006, "Underpriced Default Spread Exacerbates Market Crashes," Working Papers, Singapore Management University, School of Economics, number 12-2006, Mar.
• Martin Brown & Christian Zehnder, 2006, "Credit Reporting, Relationship Banking, and Loan Repayment," Working Papers, Swiss National Bank, number 2006-03.
• Hansjörg Lehmann & Michael Manz, 2006, "The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation," Working Papers, Swiss National Bank, number 2006-04.
• Roland Gillet & Isabelle Nagot & Ariane Szafarz, 2006, "Stratégies d'investissement en actions et fonds à capital garanti," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-008.RS, May.
• Annabel Vanroose, 2006, "The uneven development of microfinance: a Latin-American perspective," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-021.RS, Oct.
• Selma Aktaş Şen, 2006, "Bankacılık Sektörü ve Devlet Müdahaleleri: Politik Devresel Dalgalanmalar Çerçevesinde Türk Bankacılık Sektörü Etkinlik Analizi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2006-2.
• Hürriyet Olgun, 2006, "Türkiye’de Büyükşehir Belediyeleri ve Küreselleşme Sürecine Eklemlenmeleri," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2006-2.
• Jesús Pastor & C. Lovell & Henry Tulkens, 2006, "Evaluating the financial performance of bank branches," Annals of Operations Research, Springer, volume 145, issue 1, pages 321-337, July, DOI: 10.1007/s10479-006-0038-3.
• K. Kosmidou & F. Pasiouras & M. Doumpos & C. Zopounidis, 2006, "Assessing performance factors in the UK banking sector: A multicriteria methodology," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 14, issue 1, pages 25-44, February, DOI: 10.1007/s10100-006-0158-5.
• Todd Kaplan, 2006, "Why banks should keep secrets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 27, issue 2, pages 341-357, January, DOI: 10.1007/s00199-004-0597-y.
• Deba Prasad Rath & Rudra Sensarma, 2006, "Money-Price Variability and Asset Prices Volatility: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 4, issue 2, pages 59-74, July, DOI: 10.1007/BF03546448.
• Marc Gürtler & Dirk Heithecker, 2006, "Modellkonsistente Bestimmung des LGD im IRB-Ansatz von Basel II," Schmalenbach Journal of Business Research, Springer, volume 58, issue 5, pages 554-587, August, DOI: 10.1007/BF03371667.
• Franz Diboky & Jörg Finsinger, 2006, "Total Expense Ratio — eine empirische Untersuchung der Zusatzkosten von Investmentfonds," Schmalenbach Journal of Business Research, Springer, volume 58, issue 6, pages 710-729, September, DOI: 10.1007/BF03371678.
• Maurizio Polato & Josanco Floreani, 2006, "Banks and the Value Chain in the Securities Industry: The Italian Case," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 13, issue 1, pages 111-130, May, DOI: 10.1007/s11300-006-0101-4.
• Stefano Miani & Kasia Sagan, 2006, "The Role of Foreign Banks in Poland," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 13, issue 2, pages 255-269, July, DOI: 10.1007/s11300-006-0114-z.
• Evan Kraft & Richard Hofler & James Payne, 2006, "Privatization, foreign bank entry and bank efficiency in Croatia: a Fourier-flexible function stochastic cost frontier analysis," Applied Economics, Taylor & Francis Journals, volume 38, issue 17, pages 2075-2088, DOI: 10.1080/00036840500427361.
• Ross Mcleod, 2006, "Indonesia's new deposit guarantee law," Bulletin of Indonesian Economic Studies, Taylor & Francis Journals, volume 42, issue 1, pages 59-78, DOI: 10.1080/00074910600632377.
• Adnan Kasman & Saadet Kirbas-Kasman, 2006, "Technical Change in Banking: Evidence From Transition Countries," International Journal of the Economics of Business, Taylor & Francis Journals, volume 13, issue 1, pages 129-144, DOI: 10.1080/13571510500520044.
• Anthony N. Rezitis, 2006, "Productivity Growth in the Greek Banking Industry: A Non-Parametric Approach," Journal of Applied Economics, Taylor & Francis Journals, volume 9, issue 1, pages 119-138, May, DOI: 10.1080/15140326.2006.12040641.
• Mansor H. Ibrahim, 2006, "Stock Prices and Bank Loan Dynamics in a Developing Country: The Case of Malaysia," Journal of Applied Economics, Taylor & Francis Journals, volume 9, issue 1, pages 71-89, May, DOI: 10.1080/15140326.2006.12040638.
• Ihsan Isik & Emin Akcaoglu, 2006, "An Empirical Analysis of Productivity Developments in "Traditional Banks" : The Initial Post-Liberalization Experience," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 1, pages 1-36.
• Arnoud W.A. Boot & Matej Marinc, 2006, "Competition and Entry in Banking: Implications for Stability and Capital Regulation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-015/2, Jan.
• Siem Jan Koopman & Roman Kraeussl & Andre Lucas & Andre Monteiro, 2006, "Credit Cycles and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-023/2, Mar.
• Ana Babus, 2006, "The Formation of Financial Networks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-093/2, Oct.
• Konrad Banachewicz & Aad van der Vaart & André Lucas, 2006, "Modeling Portfolio Defaults using Hidden Markov Models with Covariates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-094/2, Oct.
• Degryse, H.A. & Ongena, S., 2006, "The Impact of Competition on Bank Orientation," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-68.
• Degryse, H.A. & Laeven, L. & Ongena, S., 2006, "The Impact of Organizational Structure and Lending Technology on Banking Competition," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-67.
• Ioannidou, V. & de Dreu, J., 2006, "The Impact of Explicit Deposit Insurance on Market Discipline," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-5.
• Goderis, B.V.G. & Marsh, I. & Vall Castello, J. & Wagner, W.B., 2006, "Bank Behavior with Access to Credit Risk Transfer Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-100.
• Cheng, X. & Degryse, H.A., 2006, "The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-82.
• Wagner, W.B., 2006, "Diversification at Financial Institutions and Systemic Crises," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-71.
• Wagner, W.B., 2006, "The Broadening of Activities in the Financial System : Implications for Financial Stability and Regulation," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-72.
• Degryse, H.A. & Ongena, S., 2006, "The Impact of Competition on Bank Orientation," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3225d4f4-ff7a-4de3-bb8f-8.
• Degryse, H.A. & Laeven, L. & Ongena, S., 2006, "The Impact of Organizational Structure and Lending Technology on Banking Competition," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5a47a2b6-18c1-4c5a-b647-2.
• Goderis, B.V.G. & Marsh, I. & Vall Castello, J. & Wagner, W.B., 2006, "Bank Behavior with Access to Credit Risk Transfer Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 75d3b9f4-be84-499d-b1a3-8.
• Beck, T.H.L. & Hesse, H., 2006, "Bank efficiency, ownership and market structure : Why are interest spreads so high in Uganda?," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7c680c2f-c772-409d-8346-e.
• Timo Baas & Mechthild Schrooten, 2006, "‘Relationship Banking and SMEs: A Theoretical Analysis’," Small Business Economics, Springer, volume 27, issue 2, pages 127-137, October, DOI: 10.1007/s11187-006-0018-7.
• Grace Kim, 2006, "Do Equally Owned Small Businesses Have Equal Access to Credit?," Small Business Economics, Springer, volume 27, issue 4, pages 369-386, December, DOI: 10.1007/s11187-005-2558-7.
• Takashi Hatakeda, 2006, "Share Repurchase Behavior of Japanese Banks," Discussion Papers, Kobe University, Graduate School of Business Administration, number 2006-27, May.
• Szüle, Borbála, 2006, "A pénzügyi konglomerátumok létrejöttének kockázati hatásai
  [The risk effects of the evolution of financial conglomerates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 661-680.
• Thomas Harr & Thomas Rønde, 2006, "Regulation of Banking Groups," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/01, Jan.
• Régis Blazy & Laurent Weill, 2006, "Why Do Banks Ask for Collateral and Which Ones ?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2006-03.
• Adrian R. Gourlay & Geetha Ravishankar & Tom Weyman-Jones, 2006, "Non-Parametric Analysis of Efficiency Gains from Bank Mergers in India," Discussion Paper Series, Department of Economics, Loughborough University, number 2006_18, Oct, revised Oct 2006.
• Olena Havrylchyk & Emilia Jurzyk, 2006, "Profitability of foreign and domestic banks in Central and Eastern Europe: does the mode of entry matter?," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 16606.
• Xiaoqiang Cheng & Hans Degryse, 2006, "The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 17106.
• Elsas, Ralf & Hackethal, Andreas & Holzhaeuser, Markus, 2006, "The Anatomy of Bank Diversification," Discussion Papers in Business Administration, University of Munich, Munich School of Management, number 1167, Jun.
• Lehner, Maria & Schnitzer, Monika, 2006, "Entry of Foreign Banks and their Impact on Host Countries," Discussion Papers in Economics, University of Munich, Department of Economics, number 1208, Sep.
• Rossella Bisignani & Giovanni Masala & Marco Micocci, 2006, "Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach," Economia, Societa', e Istituzioni, Dipartimento di Economia e Finanza, LUISS Guido Carli, volume 0, issue 3.
• Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006, "Estimation of the Default Risk of Publicly Traded Canadian Companies," Cahiers de recherche, CIRPEE, number 0613.
• Gropp, Reint & Vesala, Jukka & Vulpes, Giuseppe, 2006, "Equity and Bond Market Signals as Leading Indicators of Bank Fragility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 2, pages 399-428, March, DOI: 10.1353/mcb.2006.0032.
• Loayza, Norman V. & Ranciere, Romain, 2006, "Financial Development, Financial Fragility, and Growth," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 4, pages 1051-1076, June, DOI: 10.1353/mcb.2006.0060.
• Carlson, Mark & Mitchener, Kris James, 2006, "Branch Banking, Bank Competition, and Financial Stability," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 5, pages 1293-1328, August, DOI: 10.1353/mcb.2006.0067.
• Lown, Cara & Morgan, Donald P., 2006, "The Credit Cycle and the Business Cycle: New Findings Using the Loan Officer Opinion Survey," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1575-1597, September, DOI: 10.1353/mcb.2006.0086.
• Tapking, Jens & Yang, Jing, 2006, "Horizontal and Vertical Integration in Securities Trading and Settlement," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 7, pages 1765-1795, October, DOI: 10.1353/mcb.2006.0096.
• Alexei Karas & William Pyle & Koen Schoors, 2006, "Sophisticated Discipline in Nascent Deposit Markets: Evidence from Post-Communist Russia," Middlebury College Working Paper Series, Middlebury College, Department of Economics, number 0607, Apr.
• Dániel Holló & Márton Nagy, 2006, "Analysis of banking system efficiency in the European Union," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 21-26, June.
• Katalin Bodnár, 2006, "Survey evidence on the exchange rate exposure of Hungarian SMEs," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 1, pages 6-12, June.
• Ágnes Lublóy, 2006, "Topology of the Hungarian large-value transfer system," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/57.
• Dániel Holló & Márton Nagy, 2006, "Bank Efficiency in the Enlarged European Union," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/3.
• Csilla Horváth & Judit Krekó & Anna Naszódi, 2006, "Is there a bank lending channel in Hungary? Evidence from bank panel data," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2006/7.
• Hendrik Hakenes & Isabel Schnabel, 2006, "The Threat of Capital Drain: A Rationale for Public Banks?," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2006_11, Apr.
• Vincent Bouvatier & Laetitia Lepetit, 2006, "Banks'procyclicality behavior: does provisioning matter?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla06035, May.
• Helga De Doncker, 2006, "Crédits aux particuliers - Analyse des données de la Centrale des Crédits aux Particuliers," Working Paper Document, National Bank of Belgium, number 78, Jan.
• National Bank of Belgium, 2006, "Costs, advantages and drawbacks of the various means of payment," Economic Review, National Bank of Belgium, issue i, pages 41-47, June.
• H. De Doncker, 2006, "Credits to individuals – Analysis of the data recorded by the Central Individual Credit Register," Economic Review, National Bank of Belgium, issue i, pages 83-87, June.
• Patrick Van Roy, 2006, "Is there a difference between solicited and unsolicited bank ratings and if so, why ?," Working Paper Research, National Bank of Belgium, number 79, Mar.
• Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006, "A multi-factor model for the valuation and risk managment of demand deposits," Working Paper Research, National Bank of Belgium, number 83, May.
• Klaus Düllmann & Nancy Masschelein, 2006, "Sector Concentration in Loan Portfolios and Economic Capital," Working Paper Research, National Bank of Belgium, number 105, Nov.
• Howard Bodenhorn, 2006, "Bank Chartering and Political Corruption in Antebellum New York. Free Banking as Reform," NBER Chapters, National Bureau of Economic Research, Inc, "Corruption and Reform: Lessons from America's Economic History".
• A. Burak Güner & Ulrike Malmendier & Geoffrey Tate, 2006, "Financial Expertise of Directors," NBER Working Papers, National Bureau of Economic Research, Inc, number 11914, Jan.
• Kris James Mitchener, 2006, "Are Prudential Supervision and Regulation Pillars of Financial Stability? Evidence from the Great Depression," NBER Working Papers, National Bureau of Economic Research, Inc, number 12074, Mar.
• Edward J. Kane, 2006, "Inadequacy of Nation-Based and VaR-Based Safety Nets in the European Union," NBER Working Papers, National Bureau of Economic Research, Inc, number 12170, Apr.
• Evan Gatev & Til Schuermann & Philip E. Strahan, 2006, "Managing Bank Liquidity Risk: How Deposit-Loan Synergies Vary with Market Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12234, May.
• Ana Carla A. Costa & Joao M.P. De Mello, 2006, "Judicial Risk and Credit Market Performance: Micro Evidence from Brazilian Payroll Loans," NBER Working Papers, National Bureau of Economic Research, Inc, number 12252, May.
• Marco Arena & Carmen Reinhart & Francisco Vázquez, 2006, "The Lending Channel in Emerging Economics: Are Foreign Banks Different?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12340, Jun.
• Gautam Gowrisankaran & John Krainer, 2006, "The Welfare Consequences of ATM Surcharges: Evidence from a Structural Entry Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 12443, Aug.
• Atif Mian & Asim Ijaz Khwaja, 2006, "Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 12612, Oct.
• Charles Calomiris & Thanavut Pornrojnangkool, 2006, "Relationship Banking and the Pricing of Financial Services," NBER Working Papers, National Bureau of Economic Research, Inc, number 12622, Oct.
• Hamid Mehran & Rene M. Stulz, 2006, "The Economics of Conflicts of Interest in Financial Institutions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12695, Nov.
• Edward J. Kane, 2006, "Basel II: A Contracting Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 12705, Nov.
• Edward J. Kane, 2006, "Confronting divergent interests in cross-country regulatory arrangements," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, volume 69, pages 1-12., June.
• Alain de Serres & Shuji Kobayakawa & Torsten Sløk & Laura Vartia, 2006, "Regulation of Financial Systems and Economic Growth," OECD Economics Department Working Papers, OECD Publishing, number 506, Aug, DOI: 10.1787/870803826715.
• Stoica Ovidiu, 2006, "Instituţiile de credit specializate şi creşterea competitivităţii economiei româneşti în contextul integrării europene," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 01, March.
• Cerna Silviu, 2006, "Creşterea rapidă a creditului: pericole şi remedii," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Piciu Gabriela-Cornelia, 2006, "Modelarea impactului riscurilor asupra performanţelor bancare," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Jesus Crespo Cuaresma & Balázs Égert & Thomas Reininger, 2006, "Interest Rate Pass-Through in Central and Eastern Europe: Reborn from Ashes Merely to Pass Away?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 88-111.
• Peter Backé & Balázs Égert, 2006, "Credit Growth in Central and Eastern Europe: New (Over)Shooting Stars?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 112-139.
• Peter Backé & Thomas Reininger, 2006, "Main Features of Recent Banking Sector Developments in Selected Southeastern European Countries," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 11, pages 66-82.
• Stephan Barisitz, 2006, "Booming, but Risky: The Ukrainian Banking Sector – Hot Spot for Foreign Strategic Investors," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 12, pages 64-78.
• Johannes Jäger & Vanessa Redak, 2006, "Austrian Banks’ Lending and Loan Pricing Strategies against the Background of Basel II," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 12, pages 92-103.
• David Liebeg & Markus Schwaiger, 2006, "Determinants of the Interest Rate Margins of Austrian Banks," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 12, pages 104-116.
• Evelyn Hayden & Daniel Porath & Natalja von Westernhagen, 2006, "Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 110, Jan.
• Stefano Battilossi, 2006, "The Determinants of Multinational Banking during the First Globalization, 1870–1914," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 114, Feb.
• Alicia García-Herrero & Sergio Gavilá & Daniel Santabárbara, 2006, "China's Banking Reform: An Assessment of its Evolution and Possible Impact," CESifo Economic Studies, CESifo Group, volume 52, issue 2, pages 304-363, June.
• Brad Setser, 2006, "The Chinese Conundrum: External Financial Strength, Domestic Financial Weakness," CESifo Economic Studies, CESifo Group, volume 52, issue 2, pages 364-395, June.
• Paul Gertler & David I. Levine & Enrico Moretti, 2006, "Is Social Capital the Capital of the Poor? The Role of Family and Community in Helping Insure Living Standards against Health Shocks," CESifo Economic Studies, CESifo Group, volume 52, issue 3, pages 455-499, September.
• Donald H. Dutkowsky & Barry Z. Cynamon & Barry E. Jones, 2006, "U.S. Narrow Money for the Twenty-First Century," Economic Inquiry, Western Economic Association International, volume 44, issue 1, pages 142-152, January.
• François Ortalo-Magné & Sven Rady, 2006, "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ," The Review of Economic Studies, Review of Economic Studies Ltd, volume 73, issue 2, pages 459-485.
• Kane, Edward J., 2006, "Inadequacy of nation-based and VaR-based safety nets in the European Union," The North American Journal of Economics and Finance, Elsevier, volume 17, issue 3, pages 375-387, December.
• Micco, Alejandro & Panizza, Ugo, 2006, "Bank ownership and lending behavior," Economics Letters, Elsevier, volume 93, issue 2, pages 248-254, November.
• Egli, Dominik & Ongena, Steven & Smith, David C., 2006, "On the sequencing of projects, reputation building, and relationship finance," Finance Research Letters, Elsevier, volume 3, issue 1, pages 23-39, March.
• Tadesse, Solomon, 2006, "Consolidation, scale economies and technological change in Japanese banking," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 5, pages 425-445, December.
• Tadesse, Solomon, 2006, "The economic value of regulated disclosure: Evidence from the banking sector," Journal of Accounting and Public Policy, Elsevier, volume 25, issue 1, pages 32-70.
• Campa, Jose Manuel & Hernando, Ignacio, 2006, "M&As performance in the European financial industry," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3367-3392, December.
• Al-Muharrami, Saeed & Matthews, Kent & Khabari, Yusuf, 2006, "Market structure and competitive conditions in the Arab GCC banking system," Journal of Banking & Finance, Elsevier, volume 30, issue 12, pages 3487-3501, December.
• Lucas, Andre & Klaassen, Pieter, 2006, "Discrete versus continuous state switching models for portfolio credit risk," Journal of Banking & Finance, Elsevier, volume 30, issue 1, pages 23-35, January.
• Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006, "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, volume 30, issue 4, pages 1171-1199, April.
• Drake, Leigh & Hall, Maximilian J.B. & Simper, Richard, 2006, "The impact of macroeconomic and regulatory factors on bank efficiency: A non-parametric analysis of Hong Kong's banking system," Journal of Banking & Finance, Elsevier, volume 30, issue 5, pages 1443-1466, May.
• Milne, Alistair, 2006, "What is in it for us? Network effects and bank payment innovation," Journal of Banking & Finance, Elsevier, volume 30, issue 6, pages 1613-1630, June.
• Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2006, "Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1899-1926, July.
• de Haas, Ralph & van Lelyveld, Iman, 2006, "Foreign banks and credit stability in Central and Eastern Europe. A panel data analysis," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1927-1952, July.
• Bos, J.W.B. & Kool, C.J.M., 2006, "Bank efficiency: The role of bank strategy and local market conditions," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1953-1974, July.
• Chirinko, Robert S. & Elston, Julie Ann, 2006, "Finance, control and profitability: the influence of German banks," Journal of Economic Behavior & Organization, Elsevier, volume 59, issue 1, pages 69-88, January.
• Jacob Gyntelberg & Eli M Remolona, 2006, "Securitisation in Asia and the Pacific: implications for liquidity and credit risks," BIS Quarterly Review, Bank for International Settlements, June.
• Patrick McGuire & Nikola Tarashev, 2006, "Tracking international bank flows," BIS Quarterly Review, Bank for International Settlements, December.
• Haibin Zhu, 2006, "The structure of housing finance markets and house prices in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Eric Chan & Michael Davies & Jacob Gyntelberg, 2006, "The role of government-supported housing finance agencies in Asia," BIS Quarterly Review, Bank for International Settlements, December.
• Ilhyock Shim, 2006, "Dynamic prudential regulation: Is prompt corrective action optimal?," BIS Working Papers, Bank for International Settlements, number 206, May.
• Anne Beatty, 2006, "Do accounting changes affect the economic behaviour of financial firms?," BIS Working Papers, Bank for International Settlements, number 211, Aug.
• Chung‐Hua Shen & Yuen‐Hsiang Chang, 2006, "Do Regulations Affect Banking Performance? Government Governance May Matter," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 1, pages 92-105, January, DOI: 10.1093/cep/byj013.
• E. Nur Ozkan‐Gunay & Arzu Tektas, 2006, "Efficiency Analysis Of The Turkish Banking Sector In Precrisis And Crisis Period: A Dea Approach," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 3, pages 418-431, July, DOI: 10.1093/cep/byj028.
• Vedran Šošić & Evan Kraft, 2006, "Floating With A Large Life Jacket: Monetary And Exchange Rate Policies In Croatia Under Dollarization," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 4, pages 492-506, October, DOI: 10.1093/cep/byj033.
• Ta‐Cheng Chang & Yung‐Ho Chiu, 2006, "Affecting Factors On Risk‐Adjusted Efficiency In Taiwan'S Banking Industry," Contemporary Economic Policy, Western Economic Association International, volume 24, issue 4, pages 634-648, October, DOI: 10.1093/cep/byl008.
• Antonio, DI Cesare, 2006, "Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 35, issue 1, pages 121-150, February, DOI: 10.1111/j.0391-5026.2006.00161.x.
• Joshua Kirkwood & Daehoon Nahm, 2006, "Australian Banking Efficiency and Its Relation to Stock Returns," The Economic Record, The Economic Society of Australia, volume 82, issue 258, pages 253-267, September, DOI: 10.1111/j.1475-4932.2006.00338.x.
• Udo Broll & Bernhard Eckwert, 2006, "Transparency in the interbank market and the volume of bank intermediated loans," International Journal of Economic Theory, The International Society for Economic Theory, volume 2, issue 2, pages 123-133, June, DOI: 10.1111/j.1742-7363.2006.00027.x.
• Keiko Murata & Masahiro Hori, 2006, "Do Small Depositors Exit From Bad Banks? Evidence From Small Financial Institutions In Japan," The Japanese Economic Review, Japanese Economic Association, volume 57, issue 2, pages 260-278, June, DOI: 10.1111/j.1468-5876.2006.00363.x.
• Alexander Ljungqvist & Felicia Marston & William J. Wilhelm, 2006, "Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations," Journal of Finance, American Finance Association, volume 61, issue 1, pages 301-340, February, DOI: 10.1111/j.1540-6261.2006.00837.x.
• Giovanni Dell'Ariccia & Robert Marquez, 2006, "Lending Booms and Lending Standards," Journal of Finance, American Finance Association, volume 61, issue 5, pages 2511-2546, October, DOI: 10.1111/j.1540-6261.2006.01065.x.
• Yuliya Demyanyk & Charlotte Ostergaard & Bent E. Sørensen, 2006, "FU.S. banking deregulation, small businesses, and interstate insurance of personal income," Working Paper, Norges Bank, number 2006/09, Sep.
• Kjell Bjørn Nordal, 2006, "Banks’ optimal implementation strategies for a risk sensitive regulatory capital rule: a real options and signalling approach," Working Paper, Norges Bank, number 2006/12, Dec.
• Faidon Kalfaoglou & Alexandros Sarris, 2006, "Modeling the Components of Market Discipline," Working Papers, Bank of Greece, number 36, Apr.
• Sophocles N. Brissimis & Matthaios D. Delis & Efthymios G. Tsionas, 2006, "Technical and Allocative Efficiency in European Banking," Working Papers, Bank of Greece, number 46, Sep.
• Panayiotis P. Athanasoglou & Matthaios D. Delis & Christos K. Staikouras, 2006, "Determinants of Bank Profitability in the South Eastern European Region," Working Papers, Bank of Greece, number 47, Sep.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2006, "The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-18, Oct.
• Yoichi Ueno & Naohiko Baba, 2006, "Default Intensity and Expected Recovery of Japanese Banks and "Government": New Evidence from the CDS Market," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-4, Mar.
• Yasunari Inamura, 2006, "Estimating Continuous Time Transition Matrices From Discretely Observed Data," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-7, Apr.
• Sujata Visaria, 2006, "Legal Reform and Loan Repayment: The Microeconomic Impact of Debt Recovery Tribunals in India," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-157, Apr.
• Sujata Visaria, 2006, "Legal Reform and Loan Repayment:The Microeconomic Impact of Debt Recovery Tribunals in India," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-023, Apr.
• H. Al & Ahmet Faruk Aysan, 2006, "Assessing the Preconditions in Establishing an Independent Regulatory and Supervisory Agency in Globalized Financial Markets: The Case of Turkey," Working Papers, Bogazici University, Department of Economics, number 2006/06, Jun.
• Ahmet Faruk Aysan & A. Muslim, 2006, "The Failure of Competition in the Credit Card Market in Turkey: The New Empirical Evidence," Working Papers, Bogazici University, Department of Economics, number 2006/09, Sep.
• Oya Pinar Ardic & H. Evren Damar, 2006, "Financial Sector Deepening and Economic Growth: Evidence From Turkey," Working Papers, Bogazici University, Department of Economics, number 2006/19.
• Ahmet Faruk Aysan & S. P. Ceyhan, 2006, "Why Do Foreign Banks Invest in Turkey?," Working Papers, Bogazici University, Department of Economics, number 2006/22.
• Alan Cosme Rodrigues da Silva & Claudio Henrique da Silveira Barbedo & Gustavo Silva Araújo & Myrian Beatriz Eiras das Neves, 2006, "Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies," Brazilian Review of Finance, Brazilian Society of Finance, volume 4, issue 1, pages 97-118.
• Márcio Bruno Ribeiro & Joanílio Rodolpho Teixeira, 2006, "Sistema Financeiro Brasileiro, Poupança e Investimento: Análise Para o Período 1947-2004 Com o Uso dos Modelos Markov Switching," Working papers - Textos para Discussao do Departamento de Economia da Universidade de Brasilia, Departamento de Economia da Universidade de Brasilia, number 327, Jul.
• Laurent Weill, 2006, "Cost efficiency of Belgian banks during the 90s," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 49, issue 1, pages 21-36.
• Isabelle Distinguin & Philippe Rous & Amine Tarazi, 2006, "Contrôle prudentiel et détection des difficultés financières des banques. Quel est l'apport de l'information de marché ?," Revue économique, Presses de Sciences-Po, volume 57, issue 3, pages 497-506.
• Laurent Weill, 2006, "Propriété étrangère et efficience technique des banques dans les pays en transition. Une analyse par la méthode dea," Revue économique, Presses de Sciences-Po, volume 57, issue 5, pages 1093-1108.
• John Armour & Audrey Hsu & Adrian Walters, 2006, "The costs and benefits of secured creditor control in bankruptcy: Evidence from the UK," Working Papers, Centre for Business Research, University of Cambridge, number wp332, Sep.