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 Calmes issued this report. It is usually issued weekly.

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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 227, National Bank of Belgium.
• Markus K. Brunnermeier & Yuliy Sannikov, 2012. "A macroeconomic model with a financial sector," Working Paper Research 236, National Bank of Belgium.
• Gary B. Gorton & Andrew Metrick, 2012. "Who Ran on Repo?," NBER Working Papers 18455, National Bureau of Economic Research, Inc.
• Oscar Jorda & Moritz Schularick & Alan Taylor, 2012. "When Credit Bites Back: Leverage, Business Cycles and Crises," Working Papers 1224, University of California, Davis, Department of Economics.
• Lóránth, Gyöngyi & Castiglionesi, Fabio & Feriozzi, Fabio, 2012. "Liquidity Coinsurance and Bank Capital," CEPR Discussion Papers 9162, C.E.P.R. Discussion Papers.
• Düwel, Cornelia & Frey, Rainer, 2012. "Competition for internal funds within multinational banks: Foreign affiliate lending in the crisis," Discussion Papers 19/2012, Deutsche Bundesbank.
• Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
• Carlos Castro & Stijn Ferrari, 2012. "Measuring and testing for the systemically important financial institutions," Working Paper Research 228, National Bank of Belgium.
• 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) 135, Bank of Italy, Economic Research and International Relations Area.
• Zhiguo He & Arvind Krishnamurthy, 2012. "A macroeconomic framework for quantifying systemic risk," Working Paper Research 233, National Bank of Belgium.
• Robert Kollmann & Marco Ratto & Werner Roeger & Jan in't Veld, 2012. "Fiscal policy, banks and the financial crisis," Working Paper Research 234, National Bank of Belgium.
• Hetland, Ove Rein & Mjøs, Aksel, 2012. "Credit supply shocks, financial constraints and investments for small and medium-sized firms," Discussion Papers 2012/11, Norwegian School of Economics, Department of Business and Management Science, revised 30 Mar 2018.
• Hans Dewachter & Raf Wouters, 2012. "Endogenous risk in a DSGE model with capital-constrained financial intermediaries," Working Paper Research 235, National Bank of Belgium.
• 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 502, University of Gothenburg, Department of Economics, revised 12 Oct 2012.
• Andrea Ajello, 2012. "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series 2012-67, Board of Governors of the Federal Reserve System (U.S.).
• Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012. "Market microstructure, bank's behaviour and interbank spreads," Working Papers 12/06, Department of Economics, City University London.
• Hau, Harald & , & Langfield, Sam, 2012. "Bank ratings: What determines their quality?," CEPR Discussion Papers 9171, C.E.P.R. Discussion Papers.
• 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 231, National Bank of Belgium.
• Valerie De Bruyckere & Maria Gerhardt & Glenn Schepens & Rudi Vander Vennet, 2012. "Bank/sovereign risk spillovers in the European debt crisis," Working Paper Research 232, National Bank of Belgium.
• Cesar Sosa-Padilla, 2012. "Sovereign Defaults and Banking Crises," Department of Economics Working Papers 2012-09, McMaster University, revised Aug 2015.
• Item repec:ehu:dfaeii:8767 is not listed on IDEAS anymore

• 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 386, Asian Development Bank Institute.
• 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 1236, Banco de España.
• 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 2012-59, Board of Governors of the Federal Reserve System (U.S.).
• Christopher Crowe & Rodney Ramcharan, 2012. "The impact of house prices on consumer credit: evidence from an internet bank," Finance and Economics Discussion Series 2012-60, Board of Governors of the Federal Reserve System (U.S.).
• Rodrigo César de Castro Miranda & Benjamin Miranda Tabak & Mauricio Medeiros Junior, 2012. "Contagion in CDS, Banking and Equity Markets," Working Papers Series 293, Central Bank of Brazil, Research Department.
• Ghatak, Maitreesh & Fetzer, Thiemo & de Quidt, Jonathan, 2012. "Market Structure and Borrower Welfare in Microfinance," CEPR Discussion Papers 9165, C.E.P.R. Discussion Papers.
• Leonardo Becchetti & Stefano Castriota & Pierluigi Conzo, 2012. "Bank strategies in catastrophe settings: empirical evidence and policy suggestions," CEIS Research Paper 254, Tor Vergata University, CEIS, revised 08 Oct 2012.
• Kirchner, Markus & van Wijnbergen, Sweder, 2012. "Fiscal deficits, financial fragility, and the effectiveness of government policies," Discussion Papers 20/2012, Deutsche Bundesbank.