Report NEP-BAN-2019-10-07

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmès issued this report. It is usually issued weekly.

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Other reports in NEP-BAN

The following items were announced in this report:

• Christopher Johnson, 2019. "International Shadow Banking and Macroprudential Policy," 2019 Meeting Papers 780, Society for Economic Dynamics.
• Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2019. "Diversified Syndicate Structure and Loan Spreads for Non-U.S. Firms," MPRA Paper 96297, University Library of Munich, Germany.
• Min Ouyang & Shengxing Zhang, 2019. "Corruption as Collateral," 2019 Meeting Papers 944, Society for Economic Dynamics.
• Alessi, Lucia & Bruno, Brunella & Carletti, Elena & Neugebauer, Katja, 2019. "What drives bank coverage ratios: Evidence from the euro area," Working Papers 2019-14, Joint Research Centre, European Commission.
• Meraj Allahrakha & Jill Cetina & Benjamin Munyan & Sumudu Watugala, 2019. "The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption," Working Papers 19-02, Office of Financial Research, US Department of the Treasury.
• Takaaki Koike & Marius Hofert, 2019. "Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations," Papers 1909.11794, arXiv.org, revised May 2020.
• Linh D. Nguyen & Bertram Steininger, 2019. "The Impact of Under-Pricing of Default Risk on Investment: Evidence from Real Estate Investment Trusts (REITs)," ERES eres2019_288, European Real Estate Society (ERES).
• Thibaut Piquard & Dilyara Salakhova, 2019. "Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral," Working papers 730, Banque de France.
• Sara Biancini & David Ettinger & Baptiste Venet, 2019. "Mission Drift in microcredit and Microfinance Institution Incentives," Working Papers hal-02294739, HAL.
• Matteo, Gatti & Tommaso, Oliviero, 2019. "Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy Change," Working Papers 419, University of Milano-Bicocca, Department of Economics, revised 19 Aug 2019.
• Sandrine Lecarpentier & Cyril Pouvelle & Olivier de Bandt, 2019. "Determinants of banks' liquidity : a French perspective on market and regulatory ratio interactions," EconomiX Working Papers 2019-18, University of Paris Nanterre, EconomiX.
• Carlos Garriga & Athena Tsouderou & Pedro Gete, 2019. "Housing Dynamics without Homeowners. The Role of I," 2019 Meeting Papers 1407, Society for Economic Dynamics.
• Kyle Dempsey & Felicia Ionescu, 2019. "Lending Standards and Consumption Insurance over the Business Cycle," 2019 Meeting Papers 1428, Society for Economic Dynamics.
• Nuno Paixao, 2019. "Propagation of House Price Shocks through the Banking System," 2019 Meeting Papers 1237, Society for Economic Dynamics.
• Leandro Carvalho & Arna Olafsson & Dan Silverman, 2019. "Misfortune and Mistake: The Financial Conditions and Decision-making Ability of High-cost Loan Borrowers," NBER Working Papers 26328, National Bureau of Economic Research, Inc.
• Hans Vrensen & Irene Fosse, 2019. "Commercial real estate mortgage margins: A Pan European study," ERES eres2019_74, European Real Estate Society (ERES).
• Jason R. Donaldson & Giorgia Piacentino, 2019. "Money Runs," NBER Working Papers 26298, National Bureau of Economic Research, Inc.
• Gustavo S. Cortes & Thiago Christiano Silva & Bernardus F. N. Van Doornik, 2019. "Credit Shock Propagation in Firm Networks: evidence from government bank credit expansions," Working Papers Series 507, Central Bank of Brazil, Research Department.
• René M. Stulz, 2019. "FinTech, BigTech, and the Future of Banks," NBER Working Papers 26312, National Bureau of Economic Research, Inc.
• Laura Garcia-Jorcano & Alfonso Novales, 2019. "Volatility specifications versus probability distributions in VaR forecasting," Documentos de Trabajo del ICAE 2019-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Haelim Anderson & Guillermo Ordonez & Selman Erol, 2019. "Interbank Networks in the Shadows of the Federal Reserve Act," 2019 Meeting Papers 1285, Society for Economic Dynamics.
• Lukasz Drozd & Michal Kowalik, 2019. "Credit Cards and the Great Recession: The Collapse of Teasers," 2019 Meeting Papers 1047, Society for Economic Dynamics.
• Thiago Christiano Silva & Benjamin Miranda Tabak & Marcela Tetzner Laiz, 2019. "The Finance-Growth Nexus: the role of banks," Working Papers Series 506, Central Bank of Brazil, Research Department.
• Nathaniel Pancost & Roberto Robatto, 2019. "The Effects of Capital Requirements on Good and Bad Risk Taking," 2019 Meeting Papers 638, Society for Economic Dynamics.