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Do negative interest rates make banks less safe?
Nucera, Federico; Lucas, André; Schaumburg, Julia; … - 2017
We study the impact of increasingly negative central bank policy rates on banks' propensity to become undercapitalized …
Persistent link: https://www.econbiz.de/10011719935
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Bank business models at zero interest rates
Lucas, André; Schaumburg, Julia; Schwaab, Bernd - 2017
We propose a novel observation-driven finite mixture model for the study of banking data. The model accommodates time-varying component means and covariance matrices, normal and Student's t distributed mixtures, and economic determinants of time-varying parameters. Monte Carlo experiments...
Persistent link: https://www.econbiz.de/10011668141
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Markets, banks, and shadow banks
Martinez-Miera, David; Repullo, Rafael - 2019
We analyze the effect of bank capital requirements on the structure and risk of a financial system where markets …
Persistent link: https://www.econbiz.de/10011975503
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Cross-border banking in the EU since the crisis : what is driving the great retrenchment?
Emter, Lorenz; Schmitz, Martin; Tirpák, Marcel - 2018
significance. Our results do not point to a major role of newly introduced bank levies in explaining cross-border banking …
Persistent link: https://www.econbiz.de/10011802126
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Business models of the banks in the euro area
Farnè, Matteo; Vouldis, Angelos - 2017
dimensionality reduction optimally, given the nature of our dataset which features a large number of dimensions for each bank ('fat …
Persistent link: https://www.econbiz.de/10011656196
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Digitalisation and the economy
Dedola, Luca; Ehrmann, Michael; Hoffmann, Peter; Lamo, Ana - 2023
Digitalisation has fundamentally changed the global economy and will continue to do so. This paper draws on economic research to identify some of its key implications for labour markets, inequality, e-commerce and the financial system. Beyond its potential to boost productivity and living...
Persistent link: https://www.econbiz.de/10014278692
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Consumers' payment preferences and banking digitalisation in the euro area
Meyer, Justus; Teppa, Federica - 2024
microdata from the European Central Bank's Consumer Expectations Survey, we find that most people prefer to use only one payment …
Persistent link: https://www.econbiz.de/10014490489
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Do market-based networks reflect true exposures between banks?
Craig, Ben R.; Karamysheva, Madina; Salakhova, Dilyara - 2023
We compare networks constructed using five commonly used methods and publicly available daily market data to networks based on reported exposures along several dimensions of the balance sheet, i.e., loans, bonds, equity. Our findings suggest that while the global network structure remains...
Persistent link: https://www.econbiz.de/10014482892
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The real effects of FinTech lending on SMEs : evidence from loan applications
Eça, Afonso; Ferreira, Miguel A.; Prado, Melissa Porras; … - 2022
businesses who already have access to bank credit. Firms use FinTech to obtain long-term unsecured loans and reduce their … increase leverage and substitute long-term bank debt with FinTech debt. Our findings suggest that FinTech allows firms to … preserve financial exibility, reduce their bank dependence and exposure to banking shocks. …
Persistent link: https://www.econbiz.de/10012818733
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Financial intermediation and technology : what's old, what's new?
Boot, Arnoud W. A.; Hoffmann, Peter; Laeven, Luc; … - 2020
of the traditional bank business model. Specialized providers of financial services can chip away activities that do not …
Persistent link: https://www.econbiz.de/10012241264