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Report NEP-BAN-2012-10-20
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:
- Kris Boudt & Jon Danielsson & Siem Jan Koopman & Andre Lucas, 2012, "Regime switches in the volatility and correlation of financial institutions," Working Paper Research, National Bank of Belgium, number 227, Oct.
- Markus K. Brunnermeier & Yuliy Sannikov, 2012, "A macroeconomic model with a financial sector," Working Paper Research, National Bank of Belgium, number 236, Oct.
- Gary B. Gorton & Andrew Metrick, 2012, "Who Ran on Repo?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18455, Oct.
- Item repec:cda:wpaper:12-24 is not listed on IDEAS anymore
- Lóránth, Gyöngyi & Castiglionesi, Fabio & Feriozzi, Fabio, 2012, "Liquidity Coinsurance and Bank Capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9162, Oct.
- Düwel, Cornelia & Frey, Rainer, 2012, "Competition for internal funds within multinational banks: Foreign affiliate lending in the crisis," Discussion Papers, Deutsche Bundesbank, number 19/2012.
- Bräuning, Falk & Fecht, Falko, 2012, "Relationship lending in the interbank market and the price of liquidity," Discussion Papers, Deutsche Bundesbank, number 22/2012.
- Carlos Castro & Stijn Ferrari, 2012, "Measuring and testing for the systemically important financial institutions," Working Paper Research, National Bank of Belgium, number 228, Oct.
- Claudia Miani & Giulio Nicoletti & Alessandro Notarpietro & Massimiliano Pisani, 2012, "Banks� balance sheets and the macroeconomy in the Bank of Italy Quarterly Model," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 135, Sep.
- Zhiguo He & Arvind Krishnamurthy, 2012, "A macroeconomic framework for quantifying systemic risk," Working Paper Research, National Bank of Belgium, number 233, Oct.
- Robert Kollmann & Marco Ratto & Werner Roeger & Jan in't Veld, 2012, "Fiscal policy, banks and the financial crisis," Working Paper Research, National Bank of Belgium, number 234, Oct.
- Hetland, Ove Rein & Mjøs, Aksel, 2012, "Credit supply shocks, financial constraints and investments for small and medium-sized firms," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2012/11, Sep, revised 30 Mar 2018.
- Hans Dewachter & Raf Wouters, 2012, "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research, National Bank of Belgium, number 235, Oct.
- Bielecki, Tomasz R. & Cousin, Areski & Crépey, Stéphane & Herbertsson, Alexander, 2011, "Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model (Previous title: Dynamic Modeling of Portfolio Credit Risk with Common Shocks)," Working Papers in Economics, University of Gothenburg, Department of Economics, number 502, May, revised 12 Oct 2012.
- Andrea Ajello, 2012, "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-67.
- Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012, "Market microstructure, bank's behaviour and interbank spreads," Working Papers, Department of Economics, City St George's, University of London, number 12/06.
- Hau, Harald & , & Langfield, Sam, 2012, "Bank ratings: What determines their quality?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9171, Oct.
- Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2012, "Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments," Working Paper Research, National Bank of Belgium, number 231, Oct.
- Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012, "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research, National Bank of Belgium, number 232, Oct.
- Cesar Sosa-Padilla, 2012, "Sovereign Defaults and Banking Crises," Department of Economics Working Papers, McMaster University, number 2012-09, Sep, revised Aug 2015.
- Barrutia Legarreta, José María & Espinosa Alejos, María Paz, 2012, "Consumer Expertise or Credit Risk? An empirical analysis of mortgage pricing," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X.
- Victor Pontines & Reza Y. Siregar, 2012, "How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies," ADBI Working Papers, Asian Development Bank Institute, number 386, Oct.
- Jens Hagendorff & María J. Nieto & Larry D. Wall, 2012, "The safety and soundness effects of bank M&As in the EU: does prudential regulation have any impact?," Working Papers, Banco de España, number 1236, Oct.
- Elizabeth K. Kiser & Robin A. Prager & Jason R. Scott, 2012, "Supervisor ratings and the contraction of bank lending to small businesses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-59.
- Christopher Crowe & Rodney Ramcharan, 2012, "The impact of house prices on consumer credit: evidence from an internet bank," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-60.
- Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012, "Contagion in CDS, Banking and Equity Markets," Working Papers Series, Central Bank of Brazil, Research Department, number 293, Oct.
- Ghatak, Maitreesh & Fetzer, Thiemo & de Quidt, Jonathan, 2012, "Market Structure and Borrower Welfare in Microfinance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9165, Oct.
- Leonardo Becchetti & Stefano Castriota & Pierluigi Conzo, 2012, "Bank strategies in catastrophe settings: empirical evidence and policy suggestions," CEIS Research Paper, Tor Vergata University, CEIS, number 254, Oct, revised 08 Oct 2012.
- Kirchner, Markus & van Wijnbergen, Sweder, 2012, "Fiscal deficits, financial fragility, and the effectiveness of government policies," Discussion Papers, Deutsche Bundesbank, number 20/2012.