Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010
the sources of bank heterogeneity, and what explains differences in individual banks’ responses to macroeconomic shocks … less while risk of riskier and domestic banks reacts more in response to house price shocks. -- FAVAR ; bank risk ; macro …The interplay between banks and the macroeconomy is of key importance for financial and economic stability. We analyze …