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Report NEP-BAN-2013-03-23
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:
- Mary Amiti & David E. Weinstein, 2013, "How Much do Idiosyncratic Bank Shocks Affect Investment? Evidence from Matched Bank-Firm Loan Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 18890, Mar.
- Marco Cipriani & Antoine Martin & Bruno Parigi, 2013, "Money market funds intermediation, bank instability, and contagion," Staff Reports, Federal Reserve Bank of New York, number 599.
- Item repec:ecb:ecbops:20130140 is not listed on IDEAS anymore
- Han, Rui & Melecky, Martin, 2013, "Financial Inclusion for Stability: Access to Bank Deposits and the Deposit Growth during the Global Financial Crisis," MPRA Paper, University Library of Munich, Germany, number 45157, Mar.
- Adrian Van Rixtel & Gabriele Gasperini, 2013, "Financial crises and bank funding: recent experience in the euro area," BIS Working Papers, Bank for International Settlements, number 406, Mar.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013, "Financial stability monitoring," Staff Reports, Federal Reserve Bank of New York, number 601.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2013, "The Ability of Banks to Shift Corporate Income Taxes to Customers," Working Papers, CEPII research center, number 2013-09, Feb.
- Item repec:cge:warwcg:123 is not listed on IDEAS anymore
- Dennis Kuo & David R. Skeie & James Vickery & Thomas Youle, 2013, "Identifying term interbank loans from Fedwire payments data," Staff Reports, Federal Reserve Bank of New York, number 603.
- Kris James Mitchener & Gary Richardson, 2013, "Does "Skin in the Game" Reduce Risk Taking? Leverage, Liability and the Long-Run Consequences of New Deal Banking Reforms," NBER Working Papers, National Bureau of Economic Research, Inc, number 18895, Mar.
- Tasca, Paolo & Battiston, Stefano, 2013, "Market Procyclicality and Systemic Risk," MPRA Paper, University Library of Munich, Germany, number 45156, Mar, revised Mar 2013.
- Skander J. van den Heuvel & Rodney Ramcharan & Stéphane Verani, 2013, "From Wall Street to main street: the impact of the financial crisis on consumer credit supply," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-10.
- Irfan Akbar Kazi & Suzanne Salloy, 2013, "Contagion effect due to Lehman Brothers’ bankruptcy and the global financial crisis - From the perspective of the Credit Default Swaps’ G14 dealers," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2013-6.
- Periklis Gogas & Theophilos Papadimitriou & Vasilios Plakandaras, 2013, "Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection," DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics, number 2-2013, Mar.
- Marius Jurgilas & Filip Zikes, 2013, "Implicit intraday interest rate in the UK unsecured overnight money market," Working Paper, Norges Bank, number 2013/09, Mar.
- Thomas M. Eisenbach, 2013, "Rollover risk as market discipline: a two-sided inefficiency," Staff Reports, Federal Reserve Bank of New York, number 597.
- Ramdane Djoudad & Étienne Bordeleau, 2013, "Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne," Discussion Papers, Bank of Canada, number 13-2, DOI: 10.34989/sdp-2013-2.
- Viral V. Acharya & Heitor Almeida & Filippo Ippolito & Ander Perez, 2013, "Credit Lines as Monitored Liquidity Insurance: Theory and Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18892, Mar.
- Rama Cont & Andreea Minca, 2013, "Recovering portfolio default intensities implied by CDO quotes," Post-Print, HAL, number hal-00413730, Jan, DOI: 10.1111/j.1467-9965.2011.00491.x.