Similar Search Results

International banking and liquidity risk transmission : lessons from across countries

Buch, Claudia M.; Goldberg, Linda S. - 2014

financial crisis. Yet, we know little about the actual magnitudes and mechanisms for transmission of liquidity shocks through … studies conducted in 11 countries to explore liquidity risk transmission. Among the main results is, first, that explanatory … power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk …

Persistent link: https://www.econbiz.de/10010393856

International banking and liquidity risk transmission : lessons from across countries

Buch, Claudia M.; Goldberg, Linda S. - 2014

financial crisis. Yet we know little about the actual magnitudes and mechanisms for transmission of liquidity shocks through … studies conducted in eleven countries to explore liquidity risk transmission. Among the main results is, first, that … explanatory power of the empirical model is higher for domestic lending than for international lending. Second, how liquidity risk …

Persistent link: https://www.econbiz.de/10010404142

Determinants of short-term debt

Buch, Claudia M.; Lusinyan, Lusine - 2000

One key focus of the on-going debate on the integration of international financial markets have been measures to lengthen the maturity of foreign debt. Short-term debt is typically considered to be volatile and thus a potential trigger of currency crises. In contrast to the vivid policy debate...

Persistent link: https://www.econbiz.de/10011472278

Information or regulation : what Is driving the international activities of commercial banks?

Buch, Claudia M. - 2000

Information costs and regulatory barriers are the main distinguishing features of international financial markets as compared to national financial markets. This paper presents a simple model of the impact of these factors on banks' cross-border activities and provides empirical evidence. Our...

Persistent link: https://www.econbiz.de/10011473701

Distance and international banking

Buch, Claudia M. - 2001

If the technological revolution which has taken place over the past decades has lowered information costs and if information costs increase in distance, distance should - ceteris paribus - become less important in determining international bank lending. We are using a dataset on assets and...

Persistent link: https://www.econbiz.de/10011474062

Why do banks go abroad? : evidence from German data

Buch, Claudia M. - 1999

This paper provides empirical evidence on the determinants of foreign activities of German banks. We use regionally disaggregated panel data for the years 1981-98 and distinguish foreign direct investment from total foreign assets of domestic banks, of their foreign branches and their...

Persistent link: https://www.econbiz.de/10011475868

Cross-border bank mergers : what lures the rare animal?

Buch, Claudia M.; DeLong, Gayle L. - 2001

Although domestic mergers and acquisitions (M&As) in the financial services industry have increased steadily over the past two decades, international M&As were relatively rare until recently. This paper uses a novel dataset of over 2,300 mergers that took place between 1978 and 2001 to analyse...

Persistent link: https://www.econbiz.de/10011476366

What determines maturity? : an analysis for foreign assets of German commercial banks

Buch, Claudia M. - 2000

Surges and reversals of short-term foreign liabilities are often held responsible for instabilities in international financial markets. Yet, empirical evidence on the factors determining the maturity of capital flows is scant. This paper analyzes the determinants of foreign assets of German...

Persistent link: https://www.econbiz.de/10011476909

Cross-border prudential policy spillovers : how much? how important? ; evidence from the International Banking Research Network

Buch, Claudia M.; Goldberg, Linda S. - 2016

The development of macroprudential policy tools has been one of the most significant changes in banking regulation in recent years. In this multi-study initiative of the International Banking Research Network, researchers from fifteen central banks and two international organizations use...

Persistent link: https://www.econbiz.de/10011568519

Big banks and macroeconomic outcomes : theory and cross-country evidence of granularity ; conference paper

Bremus, Franziska; Buch, Claudia M.; Russ, Katheryn Niles; … - 2013

Does the mere presence of big banks affect macroeconomic outcomes? Gabaix (2011) shows that idosyncratic shocks can have aggregate effects if the distribution of firm sizes in manufacturing follows a power law distribution. Our contribution is two-fold. First, we expand the theory of granularity...

Persistent link: https://www.econbiz.de/10010336792