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Bank Lending and Asset Prices in the Euro Area
Frömmel, Michael; Schmidt, Torsten - 2006
We examine the dynamics of bank lending to the private sector for countries of the Euro area by applying a Markov … comovement with the development of the stock market. We interpret this as evidence for constraints in bank lending. In contrast …
Persistent link: https://www.econbiz.de/10010262958
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Bank Lending and Asset Prices in the Euro Area
Frömmel, Michael; Schmidt, Torsten - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2006
We examine the dynamics of bank lending to the private sector for countries of the Euro area by applying a Markov … comovement with the development of the stock market. We interpret this as evidence for constraints in bank lending. In contrast …
Persistent link: https://www.econbiz.de/10005464712
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Bank Lending and Asset Prices in the Euro Area
Frömmel, Michael; Schmidt, Torsten - Rheinisch-Westfälisches Institut für … - 2006
We examine the dynamics of bank lending to the private sector for countries of the Euro area by applying a Markov …-movement with the development of the stock market. We interpret this as evidence for constraints in bank lending. In contrast, the …
Persistent link: https://www.econbiz.de/10005738704
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Bank lending and asset prices in the Euro area
Frömmel, Michael (contributor);  … - In: Ökonomische Dynamik in Zentraleuropa : Innovation, …, (pp. 1-21). 2006
Persistent link: https://www.econbiz.de/10003478381
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In Search for a Credit Crunch in Germany
Schmidt, Torsten - 2012
The purpose of this paper is to investigate whether a credit crunch occurred in Germany during the recent financial crisis and to analyze the underlying factors. In order to disentangle credit supply and demand we specify a theory-based dynamic disequilibrium model of the German credit market....
Persistent link: https://www.econbiz.de/10013100893
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In search for a credit crunch in Germany
Schmidt, Torsten; Zwick, Lina - 2012
crunch. -- Credit Crunch ; Bank Lending ; Financial Crisis …
Persistent link: https://www.econbiz.de/10009580067
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Interest rate pass-through in Germany and the euro area
Borstel, Julia von - 2008
harmonized data set on bank retail rates. In a vector error correction model, the speed and completeness of the pass-through from … market rates to bank interest rates are estimated for the period January 2003 to September 2007. We find that time deposit …
Persistent link: https://www.econbiz.de/10010206376
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States, banks, and the financing of the economy : monetary policy and regulatory perspectives
Balling, Morten (ed., introduction);  … - Colloquium "States, Banks and the Financing of the …; … - 2013
On 5-6 September 2012 SUERF held its 30th Colloquium "States, Banks, and the Financing of the Economy" at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the chapters in this publication discuss from different...
Persistent link: https://www.econbiz.de/10011711721
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The Transmission of Financial Shocks and Leverage of Banks : An Endogenous Regime Switching Framework
Hubrich, Kirstin; Waggoner, Daniel F. - 2021
via the Fed balance sheet. Using bank-level data, we shed light on the role of leverage of banks for the transmission of …
Persistent link: https://www.econbiz.de/10013242248
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Assessing the Risk-Return Trade-Off in Loans Portfolios
Mencia, Javier - 2009
This paper analyses the risk and return of loans portfolios in a joint setting. I develop a model to obtain the distribution of loans returns. I use this model to describe the investment opportunity set of lenders using mean-variance analysis with a Value at Risk constraint. I also obtain closed...
Persistent link: https://www.econbiz.de/10013158964