Report NEP-BAN-2012-12-22

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.

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Other reports in NEP-BAN

The following items were announced in this report:

• Gary Gorton & Andrew Metrick, 2012, "Securitization," NBER Working Papers, National Bureau of Economic Research, Inc, number 18611, Dec.
• Jon Faust & Simon Gilchrist & Jonathan H. Wright & Egon Zakrajšek, 2012, "Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-77.
• Barth, James R. & Caprio, Gerard, Jr. & Levine,Ross Eric, 2012, "The evolution and impact of bank regulations," Policy Research Working Paper Series, The World Bank, number 6288, Dec.
• Köhler, Matthias, 2012, "Which banks are more risky? The impact of loan growth and business model on bank risk-taking," Discussion Papers, Deutsche Bundesbank, number 33/2012.
• Gerhard Hambusch & Sherrill Shaffer, 2012, "Forecasting Bank Leverage," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 176, Dec.
• Victoria Ivashina & David Scharfstein & Jeremy C. Stein, 2012, "Dollar funding and the lending behavior of global banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-74.
• Taylor, Alan M., 2012, "External Imbalances and Financial Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9255, Dec.
• Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min, 2012, "How does deposit insurance affect bank risk ? evidence from the recent crisis," Policy Research Working Paper Series, The World Bank, number 6289, Dec.
• Allen, Franklin & Demirguc-Kunt, Asli & Klapper, Leora & Peria, Maria Soledad Martinez, 2012, "The foundations of financial inclusion : understanding ownership and use of formal accounts," Policy Research Working Paper Series, The World Bank, number 6290, Dec.
• Claudio Borio, 2012, "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers, Bank for International Settlements, number 395, Dec.
• Carolina Laureti & Ariane Szafarz, 2012, "The Time-Inconsistency Factor: How Banks Adapt to their Mix of Savers," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 12-035, Dec.
• Oren Levintal, 2012, "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers, Bar-Ilan University, Department of Economics, number 2012-07, May.
• Ricardo Correa & Horacio Sapriza & Andrei Zlate, 2012, "Liquidity shocks, dollar funding costs, and the bank lending channel during the European sovereign crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1059.
• Michele Manna & Alessandro Schiavone, 2012, "Externalities in interbank network: results from a dynamic simulation model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 893, Nov.
• Matros, Philipp & Vilsmeier, Johannes, 2012, "Measuring option implied degree of distress in the US financial sector using the entropy principle," Discussion Papers, Deutsche Bundesbank, number 30/2012.
• Degryse, Hans & Ioannidou, Vasso & von Schedvin, Erik, 2012, "On the Non-Exclusivity of Loan Contracts: An Empirical Investigation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8692, Dec.
• David ARISTEI & Manuela Gallo, 2012, "Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 107/2012, Oct.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5661159 is not listed on IDEAS anymore

• Sara Cecchetti & Giovanna Nappo, 2012, "A dynamic default dependence model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Durand, Philippe & Gündüz, Yalin & Thomazeau, Isabelle, 2012, "Estimating endogenous liquidity using transaction and order book information," Discussion Papers, Deutsche Bundesbank, number 34/2012.
• Jakob Kapeller & Bernhard Schütz, 2012, "Debt, Boom, Bust: A Theory of Minsky-Veblen Cycles," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2012-14, Dec.
• Gick, Wolfgang & Pausch, Thilo, 2012, "Persuasion by stress testing: Optimal disclosure of supervisory information in the banking sector," Discussion Papers, Deutsche Bundesbank, number 32/2012.
• Oz Shy, 2012, "Who gains and who loses from the 2011 debit card interchange fee reform?," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-6.