Report NEP-BAN-2021-08-30

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.

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Other reports in NEP-BAN

The following items were announced in this report:

• Michael D. Bordo, 2021, "Central Bank Digital Currency in Historical Perspective: Another Crossroad in Monetary History," NBER Working Papers, National Bureau of Economic Research, Inc, number 29171, Aug.
• Raul Anibal Feliz, 2021, "The Fed Explained: What the Central Bank Does," Reports and Studies, Board of Governors of the Federal Reserve System (U.S.), number 4860, Aug, DOI: 10.17016/0199-9729.11.
• Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2021, "A Time-Varying Network for Cryptocurrencies," Papers, arXiv.org, number 2108.11921, Aug.
• Constantine Yannelis & Anthony Lee Zhang, 2021, "Competition and Selection in Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29169, Aug.
• Yusuf Emre Akgunduz & Seyit Mumin Cilasun & H. Ozlem Dursun-de Neef & Yavuz Selim Hacihasanoglu & Ibrahim Yarba, 2021, "How do banks propagate economic shocks?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2124.
• Ozili, Peterson Kitakogelu & Adamu, Ahmed, 2021, "Does financial inclusion reduce non-performing loans and loan loss provisions?," MPRA Paper, University Library of Munich, Germany, number 109321, Aug.
• Sung Je Byun & Aaron L. Game & Alexander Jiron & Pavel Kapinos & Kelly Klemme & Bert Loudis, 2021, "The Pandemic's Impact on Credit Risk: Averted or Delayed?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-07-30-3, Jul, DOI: 10.17016/2380-7172.2957.
• Selva Bahar Baziki & Tanju Capacioglu, 2021, "Loan-to-Value Caps, Bank Lending, and Spillover to General-Purpose Loans," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2123.
• Enisse Kharroubi, 2021, "Global lending conditions and international coordination of financial regulation policies," BIS Working Papers, Bank for International Settlements, number 962, Aug.
• Jakob Albers & Mihai Cucuringu & Sam Howison & Alexander Y. Shestopaloff, 2021, "Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets," Papers, arXiv.org, number 2108.09750, Aug.
• Francis Breedon & Thórarinn G. Pétursson & Paolo Vitale, 2021, "The currency that came in from the cold - Capital controls and the information content of order flow," Economics, Department of Economics, Central bank of Iceland, number wp86, Jun.
• Martin Cesnak & Jan Klacso & Roman Vasil, 2021, "Analysis of the Impact of Borrower-Based Measures," Working and Discussion Papers, Research Department, National Bank of Slovakia, number OP 3/2021, Aug.
• Luca Benati, 2021, "The Joint Dynamics of Money and Credit Multipliers Since the Gold Standard Era," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2112, Aug.
• Martin Baumgaertner & Johannes Zahner, 2021, "Whatever it takes to understand a central banker - Embedding their words using neural networks," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202130.
• Bechlioulis, Alexandros P. & Karamanis, Dimitrios, 2020, "The impact of the Covid-19 lockdown on the i-banking use: An empirical inquiry from Greece," MPRA Paper, University Library of Munich, Germany, number 109392, Nov.
• Gao, Penghui & Secor, William & Escalante, Cesar L., 2021, "U.S. agricultural banks’ efficiency under COVID-19 Pandemic conditions: A two-stage DEA analysis," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 312923, Aug, DOI: 10.22004/ag.econ.312923.
• Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020, "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2020-14, May.
• Байкулаков Шалкар // Baikulakov Shalkar & Белгибаев Зангар // Belgibayev Zanggar, 2021, "Анализ рисков потребительских кредитов с помощью алгоритмов машинного обучения // Consumer credit risk analysis via machine learning algorithms," Working Papers, National Bank of Kazakhstan, number #2021-4.
• Marcus Buckmann & Andy Haldane & Anne-Caroline Hüser, 2021, "Comparing minds and machines: implications for financial stability," Bank of England working papers, Bank of England, number 937, Aug.
• PINSHI, Christian P. & MALATA, Alain, 2020, "Canal d’incertitude de la COVID-19 : Quelles stratégies et tactiques pour la politique monétaire ?
  [COVID-19 Uncertainty Channel: What Strategies and Tactics for Monetary Policy?]," MPRA Paper, University Library of Munich, Germany, number 109313, Sep.
• Lorie Logan, 2021, "Liquidity Shocks: Lessons Learned from the Global Financial Crisis and the Pandemic," Speech, Federal Reserve Bank of New York, number 92982, Aug.
• Ye Li & Simon Mayer & Simon Mayer, 2021, "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series, CESifo, number 9260.
• Matteo Benetton & Alessandro Gavazza & Paolo Surico, 2021, "Mortgage pricing and monetary policy," Bank of England working papers, Bank of England, number 936, Aug.
• M. Ali Choudhary & Anil K. Jain, 2021, "Corporate stress and bank nonperforming loans: Evidence from Pakistan," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1327, Aug, DOI: 10.17016/IFDP.2021.1327.
• Ali Recayi Ogcem & Ruth Tacneng & Amine Tarazi, 2021, "Trust and Financial Development: Forms of Trust and Ethnic Fractionalization Matter," Working Papers, HAL, number hal-03322592, Aug.
• Dario Caldara & Chiara Scotti & Molin Zhong, 2021, "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1326, Aug, DOI: 10.17016/IFDP.2021.1326.
• Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021, "Crypto Wash Trading," Papers, arXiv.org, number 2108.10984, Aug.
• Leslie Sheng Shen, 2021, "Global Banking and Firm Financing: A Double Adverse Selection Channel of International Transmission," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1325, Aug, DOI: 10.17016/IFDP.2021.1325.
• Eduardo Dávila & Ansgar Walther, 2021, "Corrective Regulation with Imperfect Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 29160, Aug.

Report NEP-BAN-2021-08-30

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: