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Report NEP-BAN-2018-01-01
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:
- Aldasoro, Iñaki & Barth, Andreas, 2017, "Syndicated loans and CDS positioning," ESRB Working Paper Series, European Systemic Risk Board, number 58, Nov.
- Laura Blattner & Luisa Farinha & Francisca Rebelo, 2017, "When Losses Turn Into Loans: The Cost of Undercapitalized Banks," 2017 Papers, Job Market Papers, number pbl215, Dec.
- Federico Lubello & Abdelaziz Rouabah, 2017, "Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries," BCL working papers, Central Bank of Luxembourg, number 114, Oct.
- Budnik, Katarzyna & Bochmann, Paul, 2017, "Capital and liquidity buffers and the resilience of the banking system in the euro area," Working Paper Series, European Central Bank, number 2120, Dec.
- Schoenmaker, Dirk, 2017, "A macro approach to international bank resolution," ESRB Working Paper Series, European Systemic Risk Board, number 56, Nov.
- Bos, Jaap & Li, Runliang, 2017, "Understanding the Trembles of Nature: How Do Disaster Experiences Shape Bank Risk Taking?," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 033, Dec, DOI: 10.26481/umagsb.2017033.
- Galina Besstremyannaya & Jaak Simm & Sergei Golovan, 2017, "Robust estimation of cost efficiency in non-parametric frontier models," Working Papers, Center for Economic and Financial Research (CEFIR), number w0244, Dec.
- Item repec:imf:imfwpa:17/252 is not listed on IDEAS anymore
- Crosignani, Matteo, 2017, "Why are banks not recapitalized during crises?," ESRB Working Paper Series, European Systemic Risk Board, number 57, Nov.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017, "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Working Papers, HAL, number hal-01636253, Nov.
- Nikolaos I. Papanikolaou, 2017, "To Be Bailed Out or To Be Left to Fail? A Dynamic Competing Risks Hazard Analysis," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES12, Dec.
- Item repec:dnb:dnbwpp:577 is not listed on IDEAS anymore
- Matthieu Chavaz, 2017, "Liquidity holdings, diversification, and aggregate shocks," Bank of England working papers, Bank of England, number 698, Dec.
- Costas Lapavitsas & Ivan Mendieta-MuÃ’oz, 2017, "Explaining the Historic Rise in Financial Profits in the US Economy," Working Papers, Department of Economics, SOAS University of London, UK, number 205, Oct.
- Karima Bouaiss & Hervé Alexandre & Catherine Refait-Alexandre, 2017, "Will Bank Transparency really Help Financial Markets and Regulators?," Working Papers, HAL, number hal-01637917, Nov.
- Mateusz Buczyński & Marcin Chlebus, 2017, "Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2017-29.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2017, "A Macroeconomic Model with Financial Panics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1219, Dec, DOI: 10.17016/IFDP.2017.1219.
- Leopoldo Catania & Stefano Grassi, 2017, "Modelling Crypto-Currencies Financial Time-Series," CEIS Research Paper, Tor Vergata University, CEIS, number 417, Dec, revised 11 Dec 2017.