Report NEP-BAN-2013-03-30This 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.
The following items were announced in this report:
- Xisong Jin & Francisco Nadal De Simone, 2013. "Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach," BCL working papers 82, Central Bank of Luxembourg.
- Moore, Kyle & Zhou, Chen, 2013. ""Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance," MPRA Paper 45589, University Library of Munich, Germany.
- BÃ©nassy-quÃ©rÃ©, A. & Roussellet, A., 2013. "Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries," Working papers 428, Banque de France.
- Tsvetomira Tsenova, 2013. "International Monetary Transmission with Bank Heterogeneity and Default Risk," FIW Working Paper series 110, FIW.
- Dumontaux, N. & Pop, A., 2013. "Contagion Effects in the Aftermath of LehmanÂ’s Collapse: Evidence from the US Financial Services Industry," Working papers 427, Banque de France.
- P. Manasse & R. Savona & M. Vezzoli, 2013. "Rules of Thumb for Banking Crises in Emerging Markets," Working Papers wp872, Dipartimento Scienze Economiche, Universita' di Bologna.
- Sabbah Gueddoudj, 2013. "Fluctuations Economiques et Dynamiques de la Constitution de Provisions Pour Créances Douteuses des Banques Luxembourgeoises," BCL working papers 81, Central Bank of Luxembourg.
- Darne, O. & Levy-Rueff, O. & Pop, A., 2013. "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers 426, Banque de France.
- Michiel Bijlsma & Gijsbert T. J. Zwart, 2013. "The changing landscape of financial markets in Europe, the United States and Japan," Working Papers 774, Bruegel.
- Brian T. Melzer, 2013. "Spillovers From Costly Credit," Working Papers 13-11, Center for Economic Studies, U.S. Census Bureau.
- Umit G. Gurun & Gregor Matvos & Amit Seru, 2013. "Advertising Expensive Mortgages," NBER Working Papers 18910, National Bureau of Economic Research, Inc.
- Andrew G. Atkeson & Andrea L. Eisfeldt & Pierre-Olivier Weill, 2013. "The Market for OTC Derivatives," NBER Working Papers 18912, National Bureau of Economic Research, Inc.
- Roman Horváth & Dan Vaško, 2013. "Central Bank Transparency and Financial Stability: Measurement, Determinants and Effects," FIW Working Paper series 113, FIW.
- Chen, Pu & Semmler, Willi, 2013. "Financial stress, regime switching and macrodynamics: Theory and empirics for the US, EU and non-EU countries," Economics Discussion Papers 2013-24, Kiel Institute for the World Economy (IfW).
- Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.