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Interest rate pass-through in the Euro area during the financial crisis: A multivariate regime-switching approach

Aristei, David; Gallo, Manuela - In: Journal of Policy Modeling 36 (2014) 2, pp. 273-295

interbank and retail bank rates in the Euro area. Empirical results, based on monthly data for the period 2003–2011, show that … during periods of financial distress bank lending rates to both households and non-financial corporations show a reduction of …

Persistent link: https://www.econbiz.de/10010906732

Lending Booms in Europe’s Periphery: South-Western Lessons for Central-Eastern Members

Brzoza-Brzezina, Michal - EconWPA - 2005

In this paper we analyse the potential for lending booms in three biggest new EU member states (Czech Republic, Hungary and Poland) during the process of Euro adoption. Experience of old members (Greece, Ireland and Portugal) as well as econometric evidence speak in favour of strong increases in...

Persistent link: https://www.econbiz.de/10005126434

Bank Lending and Asset Prices in the Euro Area

Frömmel, Michael; Schmidt, Torsten - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2006

We examine the dynamics of bank lending to the private sector for countries of the Euro area by applying a Markov … comovement with the development of the stock market. We interpret this as evidence for constraints in bank lending. In contrast …

Persistent link: https://www.econbiz.de/10005464712

Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach

Aristei, David; Gallo, Manuela - Dipartimento di Economia, Università degli Studi di Perugia - 2012

interbank and retail bank interest rates in the Euro area. Empirical results, based on monthly data for the period 2003 …-2011, show that during periods of financial distress bank lending rates to both households and non-financial corporations show a …

Persistent link: https://www.econbiz.de/10010593727

Sovereign debt exposures and banking risks in the current EU financial crisis

Arnold, Ivo J.M. - In: Journal of Policy Modeling 34 (2012) 6, pp. 906-920

This paper explores the relationship between sovereign risk and banking risk during the European sovereign debt crisis in May 2010. We link banks’ stock returns and CDS rates to sovereign CDS rates, to examine the spillover of sovereign risk to the banking system in the EU. More specifically,...

Persistent link: https://www.econbiz.de/10010594852

Does competition influence the bank lending channel in the euro area?

Fungáčová, Zuzana; Solanko, Laura; Weill, Laurent - In: Journal of Banking & Finance 49 (2014) C, pp. 356-366

This paper examines how competition influences the bank lending channel in the euro area countries. Using a large panel … actions depending on the degree of bank competition. We find that the effect of monetary policy on bank lending is dependent … on bank competition: the transmission of monetary policy via the bank lending channel is less pronounced for banks with …

Persistent link: https://www.econbiz.de/10011118103