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Macroeconomic factors and micro-level bank risk

Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010

address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …

Persistent link: https://www.econbiz.de/10008697545

Central bank policies and financial markets : lessons from the Euro crisis

Mody, Ashoka; Nedeljkovic, Milan - 2018 - This version: November 20, 2018

The European Central Bank (ECB) took many measures to combat the eurozone's rolling financial crisis. For providing …

Persistent link: https://www.econbiz.de/10011942687

The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021

This paper analyses the effects of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the daily S&P500, the US Treasury Bond Index (USTB), the S&P...

Persistent link: https://www.econbiz.de/10012584220

The funds concentration effect and discriminatory bailout

Erlenmaier, Ulrich; Gersbach, Hans - 2001

In the presence of macroeconomic shocks severe enough to threaten the liquidity or solvency of the banking system, the regulator can rely on the funds concentration effect to save long-term investment projects. Some banks are forced into bankruptcy with the result that other banks obtain more...

Persistent link: https://www.econbiz.de/10011400865

How banks respond to negative interest rates : evidence from the Swiss exemption threshold

Basten, Christoph; Mariathasan, Mike - 2018

Switzerland. For identification, we compare changes in the behavior of banks that had different fractions of their central bank …

Persistent link: https://www.econbiz.de/10011795014

A cross-country empirical analysis of international reserves

Cheung, Yin-Wong; Itō, Hiro - 2009

Using data from more than 100 economies for the period of 1975 to 2005, we conduct an extensive empirical analysis of the determinants of international reserve holdings. Four groups of determinants, namely, traditional macro variables, financial variables, institutional variables, and dummy...

Persistent link: https://www.econbiz.de/10003850507

Towards a macroprudential surveillance and remedial policy formulation system for monitoring financial crisis

Bhattacharyay, Biswanath - 2009

Several developing economies witnessed a large number of systemic financial and currency crises since the 1980s which resulted in severe economic, social, and political problems. The devastating impact of the 1982 and 1994-95 Mexican crises, the 1997-98 Asian financial crisis, the 1998 Russian...

Persistent link: https://www.econbiz.de/10003887495

Early warning system for economic and financial risks in Kazakhstan

Bhattacharyay, Biswanath; Dlugosch, Dennis; Kolb, Benedikt - 2009

This paper proposes a macro-prudential financial soundness analysis that can be used by most developing and transformation countries with or without crisis experience as well as by developed countries with limited data. The objective is to detect economic and financial sector vulnerability,...

Persistent link: https://www.econbiz.de/10003897420

The transmission of German monetary policy in the pre-Euro period

Lütkepohl, Helmut; Wolters, Jürgen - 2001

A small macroeconomic model is constructed to study the transmission of the monetary policy conducted by the Deutsche Bundesbank (DBB) since the middle of the 1970s. For this purpose quarterly, seasonally unadjusted data for the period from 1975 to 1998 are used, that is, the period until the...

Persistent link: https://www.econbiz.de/10011400913

Are there differences in the effectiveness of quantitative easing at the zero-lower-bound in Japan over time?

Michaelis, Henrike; Watzka, Sebastian - 2014

changing effectiveness of the Bank of Japan's Quantitative Easing policies over time. We analyse the Zero-Interest Rate Policy …

Persistent link: https://www.econbiz.de/10010383204