Report NEP-BAN-2013-01-07

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:

• María Rodríguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña, 2012, "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 21/12, Dec.
• Yuliya Demyanyk & Elena Loutskina, 2012, "Mortgage companies and regulatory arbitrage," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1220R.
• Maurin, Laurent & Toivanen, Mervi, 2012, "Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks," Working Paper Series, European Central Bank, number 1499, Nov.
• Trapp, Monika & Wewel, Claudio, 2012, "Transatlantic systemic risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 12-10.
• Ongena, Steven & Popov, Alexander & Udell, Gregory F., 2012, "When the cat's away the mice will play: does regulation at home affect bank risk taking abroad?," Working Paper Series, European Central Bank, number 1488, Nov.
• Arvid Raknerud & Bjørn Helge Vatne, 2012, "The relation between banks' funding costs, retail rates and loan volumes: An analysis of Norwegian bank micro data," Working Paper, Norges Bank, number 2012/17, Dec.
• Zabczyk, Pawel & Andreasen, Martin M. & Ferman, Marcelo, 2012, "The business cycle implications of banks' maturity transformation," Working Paper Series, European Central Bank, number 1489, Nov.
• Item repec:dgr:uvatin:20120146 is not listed on IDEAS anymore

• Item repec:dnb:dnbwpp:361 is not listed on IDEAS anymore

• Todd Keister & Huberto Ennis, 2012, "Optimal banking contracts and financial fragility," 2012 Meeting Papers, Society for Economic Dynamics, number 179.
• Steven Ongena & Kasper Roszbach & Geraldo Cerqueiro, 2012, "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," 2012 Meeting Papers, Society for Economic Dynamics, number 235.
• Christian Gourieroux & Heam, J.C. & Alain Monfort, 2012, "Bilateral Exposures and Systemic Solvency Risk," Working papers, Banque de France, number 414.
• Q. Farook Akram, 2012, "Macro effects of capital requirements and macroprudential policy," Working Paper, Norges Bank, number 2012/21, Dec.
• Asaf Manela & Zhiguo He, 2012, "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers, Society for Economic Dynamics, number 170.
• William Goulding & Daniel E. Nolle, 2012, "Foreign banks in the U.S.: a primer," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1064.
• Artashes Karapetyan & Bogdan Stacescu, 2012, "Does information sharing reduce the role of collateral as a screening device?," Working Paper, Norges Bank, number 2012/19, Dec.
• Rannenberg, Ansgar, 2012, "Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics," Working Paper Series, European Central Bank, number 1487, Oct.
• Javier Bianchi, 2012, "Efficient Bailouts?," 2012 Meeting Papers, Society for Economic Dynamics, number 162.
• Ross Levine & Alexey Levkov & Yona Rubinstein, 2012, "Bank deregulation and racial inequality in America," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 12-5.
• Eichengreen, Barry & Gupta, Poonam, 2012, "The global financial crisis and indian banks: survival of the fittest?," MPRA Paper, University Library of Munich, Germany, number 43365, Dec.
• Item repec:ner:tilbur:urn:nbn:nl:ui:12-5661648 is not listed on IDEAS anymore

• Josef Schroth, 2012, "Financial Crisis Resolution," Staff Working Papers, Bank of Canada, number 12-42, DOI: 10.34989/swp-2012-42.
• Horváth, Roman & Seidler, Jakub & Weill, Laurent, 2012, "Bank capital and liquidity creation: Granger-causality evidence," Working Paper Series, European Central Bank, number 1497, Nov.
• Hasumi, Ryo & Hirata, Hideaki & Ono, Arito, 2012, "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from Firm-Bank Matched Data in Japan," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 23, Dec.
• Artashes Karapetyan & Bogdan Stacescu, 2012, "Collateral and repeated lending," Working Paper, Norges Bank, number 2012/18, Dec.
• David Murphy, 2012, "Maintaining Confidence," FMG Special Papers, Financial Markets Group, number sp216, Dec.
• Item repec:dgr:uvatin:20120142 is not listed on IDEAS anymore

• Vítor Castro, 2012, "Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI," NIPE Working Papers, NIPE - Universidade do Minho, number 11/2012.
• Collard, F. & Dellas, H. & Diba, B. & Olivier Loisel, 2012, "Optimal Monetary and Prudential Policies," Working papers, Banque de France, number 413.
• Telyukova, Irina A., 2012, "Household Need for Liquidity and the Credit Card Debt Puzzle," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0ww2c04z, Oct.
• Susan Herbst-Murphy, 2012, "Small business use of credit cards in the U.S. market," Consumer Finance Institute discussion papers, Federal Reserve Bank of Philadelphia, number 12-05.
• Cândida Ferreira, 2012, "Bank efficiency, market concentration and economic growth in the European Union," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2012/38, Oct.
• Shuichi UEMURA, 2012, "Japan's Experience with Credit Ceilings for Real Estate Lending (Japanese)," Policy Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 12019, Nov.
• Durré, Alain & Beaupain, Renaud, 2012, "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series, European Central Bank, number 1500, Dec.
• Hazama, Makoto & Uesugi, Iichiro, 2012, "Measuring the Systemic Risk in Interfirm Transaction Networks," Working Paper Series, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University, number 20, Dec.
• Tobias Adrian, 2012, "Discussion of “An Integrated Framework for Multiple Financial Regulations”," Staff Reports, Federal Reserve Bank of New York, number 583, Nov.
• Giannone, Domenico & Reichlin, Lucrezia & Lenza, Michele, 2012, "The ECB and the interbank market," Working Paper Series, European Central Bank, number 1496, Nov.
• Gelain, Paolo & Lansing, Kevin J. & Mendicino, Caterina, 2012, "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," Dynare Working Papers, CEPREMAP, number 21, Dec.
• Alessio D'Ignazio & Carlo Menon, 2012, "The Causal Effect of Credit Guarantees for SMEs: Evidence from Italy," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0123, Dec.
• Rubio, Margarita & Carrasco-Gallego, José A., 2012, "Macroprudential Measures, Housing Markets, and Monetary Policy," Dynare Working Papers, CEPREMAP, number 23, Dec.
• Yasushi Hamao & Kenji Kutsuna & Joe Peek, 2012, "Nice to be on the A-list," Working Papers, Federal Reserve Bank of Boston, number 12-13.
• Óscar Arce & Sergio Mayordomo, 2012, "Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 25/12, Dec.
• Giuseppe Coco & David De Meza & Giuseppe Pignataro & Francesco Reito, 2012, "Take the Money and Run: Making Profi ts by Paying Borrowers to Stay Home," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2012_27.rdf.
• Andreas Fuster & Paul S. Willen, 2012, "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-10.
• Item repec:hhs:bofrdp:2012_036 is not listed on IDEAS anymore

• Sergio Mayordomo & Juan Ignacio Peña & María Rodríguez-Moreno, 2012, "Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 23/12, Dec.
• Gregory Connor & Brian O’Kelly, 2012, "A Coasean Approach to Bank Resolution Policy in the Eurozone," FMG Special Papers, Financial Markets Group, number sp214, Dec.
• Item repec:hal:wpaper:hal-00768571 is not listed on IDEAS anymore

• Roger Myerson, 2012, "Moral hazard credit cycles with risk-averse agents," 2012 Meeting Papers, Society for Economic Dynamics, number 182.
• Mathias Hoffmann & Toshihiro Okubo, 2012, "By a Silken Thread: regional banking integration and pathways to financial development in Japan's Great Recession," Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program, number 2012-021, Dec.
• Nikolov, Kalin & Aoki, Kosuke, 2012, "Bubbles, banks and financial stability," Working Paper Series, European Central Bank, number 1495, Nov.
• Gaetano Antinolfi & Francesca Carapella & Charles M. Kahn & Antoine Martin & David C. Mills & Ed Nosal, 2012, "Repos, fire sales, and bankruptcy policy," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2012-15.
• Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2012, "Explaining adoption and use of payment instruments by U. S. consumers," Working Papers, Federal Reserve Bank of Boston, number 12-14.
• Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores, 2012, "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9269, Dec.
• Tamas Briglevics & Oz Shy, 2012, "Why don’t most merchants use price discounts to steer consumer payment choice?," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-9.
• Matteo Ciccarelli & Eva Ortega & Maria Teresa Valderrama, 2012, "Heterogeneity and cross-country spillovers in macroeconomic-financial linkages," Working Papers, Banco de España, number 1241, Dec.
• Item repec:dnb:dnbwpp:362 is not listed on IDEAS anymore

• Pierre-Olivier Gourinchas & Olivier Jeanne, 2012, "Global safe assets," BIS Working Papers, Bank for International Settlements, number 399, Dec.
• Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012, "Liquidity and volatility in the U.S. treasury market," Staff Reports, Federal Reserve Bank of New York, number 590, Dec.
• Roger E.A. Farmer & Carine Nourry & Alain Venditti, 2012, "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," NBER Working Papers, National Bureau of Economic Research, Inc, number 18647, Dec.
• Stephen Williamson & Francesca Carapella, 2012, "Credit Markets, Limited Commitment, and Government Debt," 2012 Meeting Papers, Society for Economic Dynamics, number 226.
• Alan M. Taylor, 2012, "The great leveraging," BIS Working Papers, Bank for International Settlements, number 398, Dec.

Report NEP-BAN-2013-01-07

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: