The Central, Eastern and South-Eastern Europe (CESEE) Bank Lending Survey was developed in the context of the Vienna Initiative 2.0 and has been endorsed by the various participating institutions as an instrument for: monitoring cross-border banking activities and deleveraging in the region;...

The Central, Eastern and South-Eastern Europe (CESEE) Bank Lending Survey was developed in the context of the Vienna Initiative 2.0 and has been endorsed by the various participating institutions as an instrument for: monitoring cross-border banking activities and deleveraging in the region;...

The CESEE Bank Lending Survey is a unique instrument developed in the context of the Vienna Initiative to monitor cross-border banking activities and deleveraging in Central, Eastern and South-Eastern Europe. It serves to better understand the determinants/constraints influencing credit growth...

We assess the impact of the sovereign risk spill-overs onto corporate cost of borrowing in selected euro area countries. We utilize a novel nonparametric dependence filtering frame- work to remove the effects of sovereign risk in the interest rate pass-through context. The main findings confirm...

We develop a sovereign default risk index using natural language processing techniques and 10 million news articles covering over 100 countries. The index is a highfrequency measure of countries' default risk, particularly for those lacking marketbased measures: it correlates with sovereign CDS...