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Risk and state-dependent financial frictions
Harding, Martín; Wouters, Rafael - 2022 - Last updated: August 9, 2022
We augment a standard New Keynesian model with a financial accelerator mechanism and show that financial frictions generate large state-dependent amplification effects. We fit the model to US data and show that, when shocks drive the model far away from the steady state, the nonlinear model...
Persistent link: https://www.econbiz.de/10013335014
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Management of financial system
Mathur, Basant Lal - 2003
Persistent link: https://www.econbiz.de/10001872555
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Measures of aggregate credit conditions and their potential use by central banks
García, Alejandro; Prokopiw, Andrei - 2009
Understanding the nature of credit risk has important implications for financial stability. Since authorities notably, central banks focus on risks that have systemic implications, it is crucial to develop ways to measure these risks. The difficulty lies in finding reliable measures of aggregate...
Persistent link: https://www.econbiz.de/10003933233
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Pieniądz, instrumenty i instytucje finansowe: problemy, diagnozy, perspektywy
Franek, Sławomir (ed.); Adamczyk, Adam (ed.) - 2020
Persistent link: https://www.econbiz.de/10012490171
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Intermediary asset pricing during the national banking era
Weiss, Colin R. - 2020
Persistent link: https://www.econbiz.de/10012439079
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Did Bank Indonesia cause the credit crunch of 2006 - 2008?
Mustika, Gandjar; Suryatinc, Enny; Hall, Maximilian; … - In: Review of quantitative finance and accounting 44 (2015) 2, pp. 269-298
Persistent link: https://www.econbiz.de/10011327630
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Social centralization, bank integration and the transmission of lending shocks
Gropp, Reint; Radev, Deyan - 2017
We introduce an innovative approach to measure bank integration, based on the corporate culture of multinational … financial reports of global banks. We employ a two-step approach: as a first step, we investigate whether parent-bank or parent …-country characteristics are more important for bank integration. In a second step, we analyze whether bank integration affects the …
Persistent link: https://www.econbiz.de/10011698908
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Did QE lead banks to relax their lending standards? : evidence from the Federal Reserve's LSAPs
Kurtzman, Robert; Luck, Stephan; Zimmermann, Tom - In: Journal of banking & finance 138 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013461916
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Determinants of long- versus short-term bank credit in EU countries
Anderson, Haelim Park; Ruiz-Ortega, Claudia; Tressel, … - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 274-295
Persistent link: https://www.econbiz.de/10011960348