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Financial shocks, credit spreads and the international credit channel

Cesa-Bianchi, Ambrogio; Sokol, Andrej - 2017

Persistent link: https://www.econbiz.de/10011912910

Financial Shocks, Credit Spreads and the International Credit Channel

Cesa-Bianchi, Ambrogio - 2017

Recent empirical evidence on the cross-country synchronization of credit spreads in response to US monetary policy … shocks has led to the notion of an ‘international credit channel' of US monetary policy. This paper provides novel evidence … on the existence of an international credit channel for the transmission of US financial shocks across borders, and …

Persistent link: https://www.econbiz.de/10012943439

Lending conditions in EU : the role of credit demand and supply

Kapounek, Svatopluk; Kučerová, Zuzana; Fidrmuc, Jarko - 2017

We analyse the bank lending activity after the financial crisis and focus on bank-specific supply factors. Using a rich microeconomic dataset from Bankscope and macroeconomic shocks data, we employ OLS and 2SLS fixed effects models with banking controls, macroeconomic shocks and institutional...

Persistent link: https://www.econbiz.de/10011598900

China's monetary policy and the loan market : how strong is the credit channel in China?

Breitenlechner, Max; Nuutilainen, Riikka - In: Open economies review 34 (2023) 3, pp. 555-577

Persistent link: https://www.econbiz.de/10014334871

Credit shocks and monetary policy in Brazil : a structural FAVAR approach

Fonseca, Marcelo Gonçalves da Silva; Pereira, Pedro L. … - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 2, pp. 169-200

Persistent link: https://www.econbiz.de/10011538554

Financial shocks and inflation dynamics

Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2016

We assess the effects of financial shocks on inflation, and to what extent financial shocks can account for the "missing disinflation" during the Great Recession. We apply a vector autoregressive model to US data and identify financial shocks through sign restrictions. Our main finding is that...