Showing 1 - 10 of 131
analyse the differential responses, to monetary policy changes, of bank lending by banks with different size, liquidity and … results are mostly against the existence of a bank-lending channel in the period under analysis. This result appears to be …
Persistent link: https://www.econbiz.de/10008520560
monetary policy does alter bank loan supply, with the effects most dependent on the liquidity of individual banks. Unlike in … the US, the size of a bank does generally not explain its lending reaction. We also show that the standard publicly …
Persistent link: https://www.econbiz.de/10008520568
use the model to look at monetary policy and show that allowing banks to sell long-term assets to the central bank after a …
Persistent link: https://www.econbiz.de/10010678674
This paper forms part of the research on the transmission of monetary policy via the interest rates of Spanish banks and savings banks, analysed from a disaggregated perspective. In this respect, it considers structural factors that cannot be taken into account in more aggregated studies, as for...
Persistent link: https://www.econbiz.de/10005155225
This paper investigates the size distribution of the whole population of Spanish commercial, savings and cooperative banks from a dynamic perspective over the 1970 2006 period. To investigate the evolution of the size distribution, we determine whether the data satisfies the Law of Proportionate...
Persistent link: https://www.econbiz.de/10005155206
In this paper we present the estimation results of a dynamic panel data model that explains the dynamic behaviour of default ratios in Spain for loans extended to the household sector. We estimate the models for two alternative definitions of default and for two different loan categories. The...
Persistent link: https://www.econbiz.de/10010678682
Do laws to protect borrowers curb foreclosures? This question is addressed by analysing the impact of foreclosure laws on default rates at state level in the US mortgage market. Using panel data techniques, we find a statistically significant effect of regulation on the different stages of the...
Persistent link: https://www.econbiz.de/10010862277
We develop a dynamic general equilibrium model with an imperfectly competitive bank-loans market and collateral …
Persistent link: https://www.econbiz.de/10005155229
This paper examines the determinants of the non-performing loans ratio of Uruguayan banks and studies the existence of cointegration relationships between this ratio and a set of macroeconomic variables. Authors find evidence of the existence of a relationship between non-performing loans ratio,...
Persistent link: https://www.econbiz.de/10005155268
While banks may change their credit supply due to bank balance-sheet shocks (the local lending channel), firms can … dynamics nullify the strong local (bank-level) lending channel of securitization on credit quantity for firms with multiple … expansion on the extensive margin towards first-time bank clients, which are more likely to default. Finally, the 2008 …
Persistent link: https://www.econbiz.de/10009319591