Report NEP-BAN-2019-10-21This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian CalmÃ¨s issued this report. It is usually issued weekly.
The following items were announced in this report:
- Tamayo, Cesar E. & Gomez, Jose E. & Valencia, Oscar, 2019. "Bank Market Power and Firm Finance: Evidence from Bank and Loan Level Data," Working papers 20, Red Investigadores de Economía.
- Bersch, Johannes & Degryse, Hans & Kick, Thomas & Stein, Ingrid, 2019. "The real effects of bank distress: Evidence from bank bailouts in Germany," ZEW Discussion Papers 19-041, ZEW - Leibniz Centre for European Economic Research.
- Garyn Tan, 2019. "Beyond the zero lower bound: negative policy rates and bank lending," DNB Working Papers 649, Netherlands Central Bank, Research Department.
- Auer, Raphael & Ongena, Steven, 2019. "The countercyclical capital buffer and the composition of bank lending," CEPR Discussion Papers 13942, C.E.P.R. Discussion Papers.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Working Papers 2019-056, Human Capital and Economic Opportunity Working Group.
- Faia, Ester, 2019. "Insolvency-Illiquidity, Macro Externalities and Regulation," CEPR Discussion Papers 14055, C.E.P.R. Discussion Papers.
- Simon Cornée & Panu Kalmi & Ariane Szafarz, 2019. "The Business Model of Social Banks," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2019-08, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small firms and domestic bank dependence in Europe’s great recession," CAMA Working Papers 2019-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bengui, Julien & Bianchi, Javier, 2019. "Macroprudential Policy with Leakages," CEPR Discussion Papers 13951, C.E.P.R. Discussion Papers.
- Valentin Haddad & David A. Sraer, 2019. "The Banking View of Bond Risk Premia," NBER Working Papers 26369, National Bureau of Economic Research, Inc.
- Sara Biancini & David Ettinger & Baptiste Venet, 2019. "Mission Drift in Microcredit: A Contract Theory Approach," Working Papers hal-02304352, HAL.
- Guangling Liu & Thabang Molise, 2018. "Is Basel III counter-cyclical: The case of South Africa?," Working Papers 757, Economic Research Southern Africa.
- Walther, Ansgar & White, Lucy, 2019. "Rules versus Discretion in Bank Resolution," CEPR Discussion Papers 14048, C.E.P.R. Discussion Papers.
- Thiemann, Matthias & Tröger, Tobias, 2019. "It's the tail-risk, stupid! Precluding regulatory arbitrage in shadow banking with a normatively charged approach to supervision capitalizing on multipolar regulatory dialogues," SAFE Working Paper Series 260, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Álvaro Chamizo & Alfonso Novales, 2019. "Splitting credit risk into systemic, sectorial and idiosyncratic components," Documentos de Trabajo del ICAE 2019-30, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Donaldson, Jason Roderick & Piacentino, Giorgia, 2019. "Money Runs," CEPR Discussion Papers 13955, C.E.P.R. Discussion Papers.
- Lenel, Moritz & Piazzesi, Monika & Schneider, Martin, 2019. "The Short Rate Disconnect in a Monetary Economy," CEPR Discussion Papers 13947, C.E.P.R. Discussion Papers.
- Philibert Andriamanantena & Issouf Abdou & Mamy Raoul Ravelomanana & Rivo Rakotozafy, 2019.
"Markovian model for granting credit in microfinance
[Modèle markovien d'octroi de crédit en microfinance]," Working Papers hal-02302135, HAL.
- Tanja Jakimova & Neda Popovska Kamnar, 2019. "Bank financing to SMEs in the Republic of North Macedonia: Evidence from Survey Data," Working Papers 2019-01, National Bank of the Republic of North Macedonia.
- Altavilla, Carlo & Burlon, Lorenzo & Giannetti, Mariassunta & Holton, Sarah, 2019. "Is There a Zero Lower Bound? The Effects of Negative Policy Rates on Banks and Firms," CEPR Discussion Papers 14050, C.E.P.R. Discussion Papers.
- Lagos, Ricardo & Zhang, Shengxing, 2019. "On Money As a Latent Medium of Exchange," CEPR Discussion Papers 14051, C.E.P.R. Discussion Papers.