Showing 1 - 10 of 28
examines the impact of supply constraints on bank lending in the euro area with a special focus on this turmoil period. The …
Persistent link: https://www.econbiz.de/10013136644
Using a unique dataset of the Euro area and the U.S. bank lending standards, we find that low (monetary policy) short …
Persistent link: https://www.econbiz.de/10013138019
unique Euro area bank lending surveys. Embedding this information within a standard VAR model, we find that: (1) the credit …) during the crisis, credit supply restrictions to firms in the Euro area and tighter standards for mortgage loans in the US …
Persistent link: https://www.econbiz.de/10013141032
The Euro area economic activity and banking sector have shown substantial fragility over the last years with remarkable … affected the transmission mechanism of the single Euro area monetary policy during the crisis until the end of 2011. The …
Persistent link: https://www.econbiz.de/10013085173
the 26 largest euro area banking groups. Banks with more customer deposits are negatively affected by negative rates, as …
Persistent link: https://www.econbiz.de/10012836176
total assets for a broad sample of euro area banks. Using the estimated parameters, it conducts a scenario analysis …
Persistent link: https://www.econbiz.de/10012961950
We analyse the interaction between monetary and macroprudential policies in the euro area by means of a two …-country DSGE model with financial frictions and cross-border spillover effects. We calibrate the model for the four largest euro …
Persistent link: https://www.econbiz.de/10012889411
This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within … risk of the euro area banking system based on bilateral linkages. We then develop a Contagion Mapping (CoMap) methodology … that tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a …
Persistent link: https://www.econbiz.de/10012894738
benefits of LAW using the Svensson (2017) framework for the euro area and find that the costs outweigh the benefits. Second, we … macroprudential policy has net marginal benefits in addressing risks to financial stability in the euro area, whereas monetary policy …
Persistent link: https://www.econbiz.de/10012894739
We present new evidence on the structure of euro area securities markets using a multilayer network approach. Layers …
Persistent link: https://www.econbiz.de/10012871535