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Report NEP-BAN-2013-06-09
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:
- Sinha, Pankaj & Sharma, Sakshi & Sondhi, Kriti, 2013, "Market Valuation and Risk Assessment of Indian Banks using Black -Scholes -Merton Model," MPRA Paper, University Library of Munich, Germany, number 47442, Jun.
- Dirk Schoenmaker, 2013, "An Integrated Financial Framework for the Banking Union: Don’t Forget Macro-Prudential Supervision," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 495, Apr.
- Maurice Obstfeld, 2013, "Finance at Center Stage: Some Lessons of the Euro Crisis," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 493, Apr.
- Grydaki, Maria & Bezemer, Dirk, 2013, "Did Credit Decouple from Output in the Great Moderation?," MPRA Paper, University Library of Munich, Germany, number 47424, Jun.
- Bezemer, Dirk & Grydaki, Maria, 2013, "Debt and the U.S. Great Moderation," MPRA Paper, University Library of Munich, Germany, number 47399, Jun.
- Dirk Schoenmaker, 2013, "Post-Crisis Reversal in Banking and Insurance Integration: An Empirical Survey," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 496, Apr.
- Gianni La Cava, 2013, "Liquidity Shocks and the US Housing Credit Crisis of 2007–2008," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2013-05, May.
- Xavier Vives, 2012, "Strategic Complementarity, Fragility, and Regulation," 2012 Meeting Papers, Society for Economic Dynamics, number 789.
- Zsolt Darvas & Guntram B. Wolff, 2013, "Should non-euro area countries join the single supervisory mechanism?," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 1305, May.
- Jean-Bernard Chatelain, 2013, "Goodhart, Charles A.E. and Tsomocos, Dimitros P.: The challenge of financial stability: a new model and its applications," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00826206, Apr, DOI: 10.1007/s00712-013-0345-5.
- Thibaut Duprey, 2013, "Bank Ownership and Credit Cycle: the lower sensitivity of public bank lending to the business cycle," PSE Working Papers, HAL, number halshs-00829474, Jun.
- Andreas Joseph & Stephan Joseph & Guanrong Chen, 2013, "Cross-border Portfolio Investment Networks and Indicators for Financial Crises," Papers, arXiv.org, number 1306.0215, Jun, revised Jan 2014.
- Elyas Elyasiani & Loretta J. Mester & Michael S. Pagano, 2013, "Large capital infusions, investor reactions, and the return and risk performance of financial institutions over the business cycle and recent finanical crisis," Working Papers, Federal Reserve Bank of Philadelphia, number 13-23.
- Novriana Sumarti & Iman Gunadi, 2013, "Reserve Requirement Analysis using a Dynamical System of a Bank based on Monti-Klein model of Bank's Profit Function," Papers, arXiv.org, number 1306.0468, Jun.
- Rainer Kattel & Ringa Raudla, 2012, "The Wrong Risks: What a Hedge Gone Awry at JPMorgan Chase Tells Us about What's Wrong with Dodd-Frank," Economics Policy Note Archive, Levy Economics Institute, number 12-06, Jun.
- Leonard I. Nakamura & Kasper Roszbach, 2013, "Credit ratings and bank monitoring ability," Working Papers, Federal Reserve Bank of Philadelphia, number 13-21.
- Franziska Bremus & Claudia Buch & Katheryn Russ & Monika Schnitzer, 2013, "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," NBER Working Papers, National Bureau of Economic Research, Inc, number 19093, May.
- Jon R. Moen & Ellis W. Tallman, 2013, "Close but not a central bank: The New York Clearing House and issues of clearing house loan certificates," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1308, DOI: 10.26509/frbc-wp-201308.
- Pastor Monsálvez José Manuel & Fernández de Guevara Radoselovics Juan & Salvador Muñoz Carlos, 2012, "Impact of the Subprime Crisis on Bank Ratings: The Effect of the Hardening of Rating Policies and Worsening of Solvency," Working Papers, Fundacion BBVA / BBVA Foundation, number 2012120, Sep.
- Julapa Jagtiani & Wenli Li, 2013, "Credit access and credit performance after consumer bankruptcy filing: new evidence," Working Papers, Federal Reserve Bank of Philadelphia, number 13-24.
- Miguel A. Iraola & Juan Pablo Torres-Martinez, 2013, "Liquidity Contractions, Incomplete Financial Participation and the Prevalence of Negative Equity Non-Recourse Loans," Working Papers, University of Miami, Department of Economics, number 2013-08, May.
- Robert Kollmann, 2012, "Global Banks, Financial Shocks and International Business Cycles: Evidence from Estimated Models," 2012 Meeting Papers, Society for Economic Dynamics, number 840.
- Niccolò Battistini & Marco Pagano & Saverio Simonelli, 2013, "Systemic Risk and Home Bias in the Euro Area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 494, Apr.
- Werner Roeger & Robert Kollmann & Marco Ratto & Jan in 't Veld, 2012, "Estimating the Effects of Standard Fiscal and Bank Rescue Measures," 2012 Meeting Papers, Society for Economic Dynamics, number 764.
- Steven Laufer, 2013, "Equity extraction and mortgage default," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2013-30.
- Zhu Wang, 2013, "Demand externalitites and price cap regulation: Learning from a two-sided market," Working Paper, Federal Reserve Bank of Richmond, number 13-06.
- Xiao, Tim, 2013, "Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds," MPRA Paper, University Library of Munich, Germany, number 47366, May.
- Alexander Schaefer & Isabel Schnabel & Beatrice Weder di Mauro, 2013, "Financial Sector Reform After the Crisis: Has Anything Happened?," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1304, May, revised 24 May 2013.