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The role of credit in the Great Moderation : a multivariate GARCH approach

Grydaki, Maria; Bezemer, Dirk Johan - In: Journal of banking & finance 37 (2013) 11, pp. 4615-4626

Persistent link: https://www.econbiz.de/10010248518

The Shift in Bank Credit Allocation : New Data and New Findings

Bezemer, Dirk Johan - 2017

In this paper we present a new data set on bank credit in four categories: home mortgages, consumer credit, bank loans to non-bank financials, and loans to non-financial business, for 74 economies over 1990–2013. We offer a full description of sources and methods of data collection and...

Persistent link: https://www.econbiz.de/10012953465

The shift in bank credit allocation : new data and new findings

Bezemer, Dirk Johan; Samarina, Anna; Zhang, Lu - 2017

Persistent link: https://www.econbiz.de/10011667055

Do capital flows change domestic credit allocation?

Samarina, Anna; Bezemer, Dirk Johan - In: Journal of international money and finance 62 (2016), pp. 98-121

Persistent link: https://www.econbiz.de/10011668312

Credit cycle coherence in the eurozone : was there a euro effect?

Samarina, Anna; Zhang, Lu; Bezemer, Dirk Johan - In: Journal of international money and finance 77 (2017), pp. 77-98

Persistent link: https://www.econbiz.de/10011788093

Does mortgage lending impact business credit? : evidence from a new disaggregated bank credit data set

Bezemer, Dirk Johan; Samarina, Anna; Zhang, Lu - In: Journal of banking & finance 113 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012226126

Credit composition and the severity of post-crisis recessions

Bezemer, Dirk Johan; Zhang, Lu - In: Journal of financial stability 42 (2019), pp. 52-66

Persistent link: https://www.econbiz.de/10012259893