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Report NEP-BAN-2011-08-02
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:
- Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011, "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers, Czech National Bank, Research and Statistics Department, number 2011/03, Jul.
- Bert WILLEMS & Joris MORBEE, 2011, "Risk spillovers and hedging: why do firms invest too much in systemic risk?," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces11.17, May.
- Jie (Jack) He & Jun 'QJ' Qian & Philip E. Strahan, 2011, "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities," NBER Working Papers, National Bureau of Economic Research, Inc, number 17238, Jul.
- Item repec:dgr:kubcen:2011080 is not listed on IDEAS anymore
- George M. von Furstenberg, 2011, "Concocting Marketable Cocos," Working Papers, Hong Kong Institute for Monetary Research, number 222011, Jul.
- Erel, Isil & Nadauld, Taylor & Stulz, Rene M., 2011, "Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2011-16, Jul.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011, "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series, European Central Bank, number 1362, Jul.
- Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/26, Jul.
- Anne-Sophie Bergerès & Philippe d'Astous & Georges Dionne, 2011, "Is there Any Dependence Between Consumer Credit Line Utilization and Default Probability on a Term Loan? Evidence from Bank-Level Data," Cahiers de recherche, CIRPEE, number 1119.
- Giovanni Melina & Stefania Villa, 2011, "Fiscal Policy and Lending Relationships," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1103, Jul.
- Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral, 2011, "GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/28, Jul.
- Stefano Puddu & Andreas Waelchli, 2011, "Too TAF Towards the Risk," IRENE Working Papers, IRENE Institute of Economic Research, number 11-01, Jul.
- Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011, "Endogenous debt constraints in collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 719, Jun.
- Raven S. Molloy & Hui Shan, 2011, "The post-foreclosure experience of U.S. households," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-32.
- Paula Antão & Miguel A. Ferreira, 2011, "Banks’ corporate control and relationship lending: evidence from retail loans," Working Papers, Banco de Portugal, Economics and Research Department, number w201117.
- Krenar Avdulaj, 2011, "The Extreme Value Theory as a Tool to Measure Market Risk," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/26, Jul, revised Jul 2011.
- Tatom, John, 2010, "Crises and the recent recession," MPRA Paper, University Library of Munich, Germany, number 31914, Oct.
- Delis, Manthos D & Kouretas, Georgios & Tsoumas, Chris, 2011, "Anxious periods and bank lending," MPRA Paper, University Library of Munich, Germany, number 32422, Jul.
- O. Emre Ergungor & Leonardo Madureira & Nandkumar Nayar & Ajai K. Singh, 2011, "Banking relationships and sell-side research," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1114.
- Item repec:iwh:dispap:11-11 is not listed on IDEAS anymore
- Scott Schuh & Oz Shy & Joanna Stavins & Robert K. Triest, 2011, "An economic analysis of the 2010 proposed settlement between the Department of Justice and credit card networks," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 11-4.
- Item repec:ecb:ecbops:20110126 is not listed on IDEAS anymore
- Ahmad, Nor Hayati Bt & Noor, Mohamad Akbar Noor Mohamad & Sufian, Fadzlan, 2010, "Measuring Islamic banks efficiency: the case of world Islamic banking sectors," MPRA Paper, University Library of Munich, Germany, number 29497, Oct.
- David Hulme & Thankom Arun, 2011, "What’s wrong and right with microfinance – missing an angle on responsible finance?," Global Development Institute Working Paper Series, GDI, The University of Manchester, number 15511.