Printed from https://ideas.repec.org/n/nep-ban/2011-03-12.html
Report NEP-BAN-2011-03-12
This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmès (Christian Calmes) issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-BAN
The following items were announced in this report:
- Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011, "BASEL III: Long-term impact on economic performance and fluctuations," BIS Working Papers, Bank for International Settlements, number 338, Feb.
- Guillaume Plantin, 2011, "Good Securitization, Bad Securitization," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-04, Feb.
- Éric Tymoigne, 2011, "Measuring Macroprudential Risk: Financial Fragility Indexes," Economics Working Paper Archive, Levy Economics Institute, number wp_654, Mar.
- Demirguc-Kunt , Asli & Huizinga, Harry, 2011, "Do we need big banks ? evidence on performance, strategy and market discipline," Policy Research Working Paper Series, The World Bank, number 5576, Feb.
- Shigenori Shiratsuka, 2011, "A Macroprudential Perspective in Central Banking," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-03, Feb.
- Beck, Thorsten & Brown, Martin, 2011, "Which households use banks? Evidence from the transition economies," Working Paper Series, European Central Bank, number 1295, Feb.
- Song Han & Hao Zhou, 2011, "Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Working Papers, Hong Kong Institute for Monetary Research, number 022011, Jan.
- Sule Alan & Ruxandra Dumitrescu & Gyongyi Loranth, 2011, "Subprime Consumer Credit Demand: Evidence from a Lender's Pricing Experiment," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1105, Mar.
- Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011, "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2011-02.
- Masier, Giacomo & Villanueva, Ernesto, 2011, "Consumption and initial mortgage conditions: evidence from survey data," Working Paper Series, European Central Bank, number 1297, Feb.
- Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011, "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 154.
- William T. Shaw, 2011, "Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution," Papers, arXiv.org, number 1102.5665, Feb.
- L. Randall Wray, 2011, "A Minskyan Road to Financial Reform," Economics Working Paper Archive, Levy Economics Institute, number wp_655, Mar.
- Bhattacharya, Rabi & Majumdar, Mukul, 2010, "Failure of a Credit System: Implications of the Large Deviation Theory," Working Papers, Cornell University, Center for Analytic Economics, number 11-01, Apr.
- Yochanan Shachmurove, 2011, "Reoccurring Financial Crises in the United States," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-006, Jul.
- Jo~ao P. da Cruz & Pedro G. Lind, 2011, "The dynamics of financial stability in complex networks," Papers, arXiv.org, number 1103.0717, Mar, revised Jan 2013.
- Pflüger, Michael P. & Russek, Stephan, 2011, "Business Conditions and Default Risks across Countries," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5541, Feb.
- L. Randall Wray, 2011, "Money in Finance," Economics Working Paper Archive, Levy Economics Institute, number wp_656, Mar.
- Kumiko Okazaki & Tomoyuki Fukumoto, 2011, "Macro-financial Linkage and Financial Deepening in China after the Global Financial Crisis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 11-E-02, Jan.
- Item repec:dgr:uvatin:20110001 is not listed on IDEAS anymore
- Sagamba, Moïse & Shchetinin, Oleg & Yusupov, Nurmukhammad, 2011, "Do Microloan Officers Want to Lend to the Less Advantaged? Evidence from a Choice Experiment," Working Papers in Economics, University of Gothenburg, Department of Economics, number 492, Feb.