Printed from https://ideas.repec.org/n/nep-ban/2013-06-04.html
Report NEP-BAN-2013-06-04
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:
- Georgarakos, Dimitris & Haliassos, Michael & Pasini, Giacomo, 2012, "Household debt and social interactions," CFS Working Paper Series, Center for Financial Studies (CFS), number 2012/05.
- Christian Gouriéroux & Alain Monfort & Jean-Paul Renne, 2013, "Pricing Default Events : Surprise, Exogeneity and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2013-03, Jan.
- Jean-Bernard Chatelain, 2013, "Goodhart, Charles A.E. and Tsomocos, Dimitros P.: The challenge of financial stability: a new model and its applications," Papers, arXiv.org, number 1305.6148, May.
- Serge Darolles & Christian Gouriéroux & Emmanuelle Jay, 2012, "Robust Portfolio Allocation with Systematic Risk Contribution Restrictions," Working Papers, Center for Research in Economics and Statistics, number 2012-35, Dec.
- Mei Li & Frank Milne & Junfeng Qiu, 2013, "Uncertainty In An Interconnected Financial System, Contagion, And Market Freezes," Working Paper, Economics Department, Queen's University, number 1308, May.
- Item repec:dnb:dnbwpp:378 is not listed on IDEAS anymore
- Christian Gouriéroux & Jean-Cyprien Heam & Alain Monfort, 2013, "Liquidation Equilibrium with Seniority and Hidden CDO," Working Papers, Center for Research in Economics and Statistics, number 2013-06, Feb.
- Alter, Adrian & Beyer, Andreas, 2012, "The dynamics of spillover effects during the European sovereign debt turmoil," CFS Working Paper Series, Center for Financial Studies (CFS), number 2012/13.
- Xiao, Tim, 2013, "The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling," MPRA Paper, University Library of Munich, Germany, number 47136, May.
- Victor Gorshkov, 2013, "Inward entry of Japanese banks into the Russian market," KIER Working Papers, Kyoto University, Institute of Economic Research, number 864, May.
- Item repec:dgr:uvatin:2009039 is not listed on IDEAS anymore
- Vítor Castro & Megumi Kubota, 2013, "Duration dependence and change-points in the likelihood of credit booms ending," NIPE Working Papers, NIPE - Universidade do Minho, number 09/2013.
- Lawrence L Kreicher & Robert N McCauley & Patrick McGuire, 2013, "The 2011 FDIC assessment on banks managed liabilities: interest rate and balance-sheet responses," BIS Working Papers, Bank for International Settlements, number 413, May.
- Hannah, Lincoln, 2013, "Funding Cost and a New Capital Model," MPRA Paper, University Library of Munich, Germany, number 47111, May.
- Victor Stango & Jonathan Zinman, 2013, "Borrowing High vs. Borrowing Higher: Sources and Consequences of Dispersion in Individual Borrowing Costs," NBER Working Papers, National Bureau of Economic Research, Inc, number 19069, May.
- Santiago Fernandez de Lis & Saifeddine Chaibi & Jose Felix Izquierdo & Felix Lores & Ana Rubio & Jaime Zurita, 2013, "Some international trends in the regulation of mortgage markets: Implications for Spain," Working Papers, BBVA Bank, Economic Research Department, number 1317, Apr.
- Xiao, Tim, 2013, "An Accurate Solution for Credit Value Adjustment (CVA) and Wrong Way Risk," MPRA Paper, University Library of Munich, Germany, number 47104, May.
- Item repec:dgr:uvatin:2013070 is not listed on IDEAS anymore
- Valentina Bruno & Hyun Song Shin, 2013, "Assessing Macroprudential Policies: Case of Korea," NBER Working Papers, National Bureau of Economic Research, Inc, number 19084, May.
- Sugawara, Naotaka & Zalduendo, Juan, 2013, "Credit-less recoveries : neither a rare nor an insurmountable challenge," Policy Research Working Paper Series, The World Bank, number 6459, May.
- Jan Kregel, 2013, "Lessons from the Cypriot Deposit Haircut for EU Deposit Insurance Schemes," Economics Policy Note Archive, Levy Economics Institute, number 13-04, Apr.
- Samuel Fosu, 2013, "Banking Competition in Africa: Sub-regional Comparative Studies," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 13/12, May, revised Jun 2013.
- Marco Pelliccia, 2013, "Ambiguous Networks," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1303, Feb.
- Item repec:dgr:uvatin:2013073 is not listed on IDEAS anymore