Report NEP-BAN-2022-12-12

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:

• Nobel Prize Committee, 2022, "Financial Intermediation and the Economy," Nobel Prize in Economics documents, Nobel Prize Committee, number 2022-2, Oct.
• Paolo Di Martino & Fabio C. Bagliano, 2022, "A dissonant violin in the international orchestra? Discount rate policy in Italy (1894-1913)," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 682 JEL Classification: N.
• Maureen Cowhey & Seung Jung Lee & Thomas Popeck Spiller & Cindy M. Vojtech, 2022, "Sentiment in Bank Examination Reports and Bank Outcomes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-077, Nov, DOI: 10.17016/FEDS.2022.077.
• Chiara Punzo & Giulia Rivolta, 2022, "Money versus debt financed regime: Evidence from an estimated DSGE model," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def120, Nov.
• Jackson P. Lautier & Vladimir Pozdnyakov & Jun Yan, 2022, "On the Convergence of Credit Risk in Current Consumer Automobile Loans," Papers, arXiv.org, number 2211.09176, Nov, revised Jan 2024.
• Sebastian Doerr & Gazi Kabas & Steven Ongena, 2022, "Population aging and bank risk-taking," BIS Working Papers, Bank for International Settlements, number 1050, Nov.
• Stephen Murchison & Maria teNyenhuis, 2022, "Variable-rate mortgages with fixed payments: Examining trigger rates," Staff Analytical Notes, Bank of Canada, number 2022-19, Nov, DOI: 10.34989/san-2022-19.
• Semyon Malamud & Neng Wang & Yuan Zhang, 2022, "Asset Pricing with “Buy Now, Pay Later”," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-85, Nov.
• Blanchflower, David G. & Bryson, Alex, 2022, "Recession and Deflation?," IZA Discussion Papers, IZA Network @ LISER, number 15695, Nov.
• Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022, "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-82, Oct.
• Marina Emiris & François Koulischer & Christophe Spaenjers, 2022, "Bank competition and bargaining over refinancing," Working Paper Research, National Bank of Belgium, number 422, Oct.
• Kevin J. Stiroh, 2022, "Climate Change and Double Materiality in a Micro- and Macroprudential Context," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-066, Oct, DOI: 10.17016/FEDS.2022.066.
• Mark A. Carlson & Rebecca Zarutskie, 2022, "Considerations regarding the use of the discount window to support economic activity through a funding for lending program," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-070, Oct, DOI: 10.17016/FEDS.2022.070.
• Daniel E. Rigobon & Ronnie Sircar, 2022, "Formation of Optimal Interbank Networks under Liquidity Shocks," Papers, arXiv.org, number 2211.12404, Nov, revised Oct 2024.
• Laura Barbosa de Carvalho & Gilberto Tadeu Lima & Gustavo Pereira Serra, 2022, "Household Debt, Knowledge Capital Accumulation and Macrodynamic Performance," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_23, Nov, revised 05 Dec 2022.
• Jeffrey B. Dawson, 2022, "A Closer Look at Chinese Overseas Lending," Liberty Street Economics, Federal Reserve Bank of New York, number 20221109, Nov.
• Clemens Possnig & Andreea Rotu{a}rescu & Kyungchul Song, 2022, "Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model," Papers, arXiv.org, number 2211.08995, Nov.
• Linda S. Goldberg & Stone Kalisa, 2022, "Do Exchange Rates Fully Reflect Currency Pressures?," Liberty Street Economics, Federal Reserve Bank of New York, number 20221110a, Nov.
• María Fernanda Meneses-González & Angélica María Lizarazo-Cuellar & Diego Fernando Cuesta-Mora & Daniel Osorio-Rodríguez, 2022, "Financial Development and Monetary Policy Transmission," Borradores de Economia, Banco de la Republica de Colombia, number 1219, Nov, DOI: 10.32468/be.1219.
• Arigoni, Filippo & McCann, Fergal & Yao, Fang, 2022, "Mortgage credit and house prices: evidence to inform macroprudential policy," Financial Stability Notes, Central Bank of Ireland, number 11/FS/22, Oct.
• Andrea Barbon & Angelo Ranaldo, 2022, "Non-Fungible Tokens," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-84, Nov.
• Christian Keuschnigg & Michael Kogler & Johannes Matt, 2022, "Banks, Credit Reallocation, and Creative Destruction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-83, Nov.
• Read, Oliver & Diefenbach, Carolin, 2022, "The Path to the EU Regulation Markets in Crypto-assets (MiCA)," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 13/2022.
• Gaffney, Edward, 2022, "Loan-to-income limits and mortgage lending outcomes," Financial Stability Notes, Central Bank of Ireland, number 10/FS/22, Oct.
• Jonathan Benchimol & Caroline Bozou, 2022, "Desirable Banking Competition and Stability," Bank of Israel Working Papers, Bank of Israel, number 2022.18, Oct.
• Inaki Aldasoro & Luitgard A M Veraart, 2022, "Systemic Risk in Markets with Multiple Central Counterparties," BIS Working Papers, Bank for International Settlements, number 1052, Nov.
• Sarah Kuypers & Gerlinde Verbist, 2022, "Over-indebtedness and poverty : Patterns across household types and policy effects," Working Paper Research, National Bank of Belgium, number 420, Oct.
• Lara Coulier & Selien De Schryder, 2022, "Evaluating heterogeneous effects of housing-sector-specific macroprudential policy tools on Belgian house price growth," Working Paper Research, National Bank of Belgium, number 421, Oct.
• Beere, Brendan & Byrne, Shane & Kelly, Jane & Pratap Singh, Anuj, 2022, "The Great Account Migration: Lessons from Behavioural Economics," Financial Stability Notes, Central Bank of Ireland, number 13/FS/22, Oct.
• Gara Afonso & Darrell Duffie & Lorenzo Rigon & Hyun Song Shin, 2022, "How abundant are reserves? Evidence from the wholesale payment system," BIS Working Papers, Bank for International Settlements, number 1053, Nov.
• M S, Navaneeth & Siddiqui, Ismail, 2022, "Green Finance: Perspectives in Sustainable Finance Instruments and ESG Activities," MPRA Paper, University Library of Munich, Germany, number 115344, Oct.
• Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022, "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers, arXiv.org, number 2211.06707, Nov, revised Jan 2023.
• David Finck, 2022, "Optimal Monetary Policy UnderHeterogeneous Beliefs," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202243.
• Kladívko, Kamil & Österholm, Pär, 2022, "Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey," Working Papers, Örebro University, School of Business, number 2022:14, Nov.
• Iader Giraldo & Carlos Giraldo & Jos� E. Gomez-Gonzalez & Jorge Mario Uribe, 2022, "Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries," Documentos de trabajo, FLAR, number 20541, Nov.
• Kansoy, Fatih, 2022, "FOMC Minutes : As a Source of Central Bank Communication Surprise," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1436.
• Sandra Daudignon & Oreste Tristani, 2022, "Monetary policy and the drifting natural rate of interest," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 22/1057, Nov.

Report NEP-BAN-2022-12-12

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: