Showing 1 - 10 of 343,946
As the euro area has a predominantly bank-based financial system, changes in the composition and strength of banks … crisis, in a context of financial market stress and weak bank balance sheets, unconventional monetary policy measures have … non-standard measures were successful in stimulating lending and which bank business models were more strongly affected …
Persistent link: https://www.econbiz.de/10012009071
The author's study analyzes, loan valuation methods using discrete time model of contingent claims analysis. In the empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of all borrowers. The results of the test supported the...
Persistent link: https://www.econbiz.de/10012920146
degree of financial intermediation in banking system of North Macedonia is similar or closer to any of the EU Member States … in the similarity of the analysed characteristics of the banking system in North Macedonia to a particular country or … concentration of the banking sector, North Macedonia is grouped first with the Slovak Republic and then with Croatia which means …
Persistent link: https://www.econbiz.de/10012268097
Margins) and a set of selected banks' specific variables in SEE by employing panel data estimation methodology. This research …This paper provides an empirical analysis of factors affecting Bank Interest Margins in eight countries of the South …-East European (SEE) region between 2000 and 2014. The purpose of this paper is to examine and investigate the main drivers of Bank …
Persistent link: https://www.econbiz.de/10011877311
Eurozone for a sample of 11 euro area countries over the period 2003M1-2011M12. Considering two harmonized bank retail rates … monetary policy transmission. Findings based on a panel ECM approach and a panel interaction VAR framework indicate that …
Persistent link: https://www.econbiz.de/10013003901
Eurozone for a sample of 11 euro area countries over the period 2003M1-2011M12. Considering two harmonized bank retail rates … monetary policy transmission. Findings based on a panel ECM approach and a panel interaction VAR framework indicate that …
Persistent link: https://www.econbiz.de/10013033203
panel estimation techniques on a sample of commercial banks in Macedonia. Our results indicate that lending rates are mostly …This paper focuses on investigating the determinants of lending rates and interest rate spreads in Macedonia. In order … influenced by bank size and market share, and to a somewhat lesser extent by deposit rates and non-performing loans. In addition …
Persistent link: https://www.econbiz.de/10011785344
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
in Zimbabwean commercial banking sector. A panel data regression analysis using Stata 11.1 software is employed for the … multicurrency period (2009-2015), for 5 commercial banks in Zimbabwe listed on the Zimbabwe Stock Exchange. Through panel tests on … collected data, the study adopted the Random Effects Model. Interest rate spreads have been found to be determined by bank …
Persistent link: https://www.econbiz.de/10012983952
Bank of the Republic of Macedonia (NBRM), which is complemented with data from banks' balance sheets. By using pooled OLS … Macedonia. For this purpose we use a rather unique database of corporate loans, taken from the Credit Registry of the National …, although the effect is relatively small. The results prove to be robust after controlling for several bank, loan and time …
Persistent link: https://www.econbiz.de/10011944421