Similar Search Results

The influence of monetary policy on bank profitability

Borio, Claudio E. V.; Gambacorta, Leonardo; Hofmann, Boris - In: International finance 20 (2017) 1, pp. 48-63

Persistent link: https://www.econbiz.de/10011811314

Bank heterogeneity and interest rate setting : what lessons have we learned since Lehman brothers?

Gambacorta, Leonardo; Mistrulli, Paolo Emilio - In: Journal of money, credit and banking : JMCB 46 (2014) 4, pp. 753-778

Persistent link: https://www.econbiz.de/10010466728

Endogenous crisis dating and contagion using smooth transition structural GARCH

Dungey, Mardi H.; Milunovich, George; Thorp, Susan; … - In: Journal of banking & finance 58 (2015), pp. 71-79

Persistent link: https://www.econbiz.de/10011543895

Contagion and banking crisis : international evidence for 2007-2009

Dungey, Mardi H.; Gajurel, Dinesh - In: Journal of banking & finance 60 (2015), pp. 271-283

Persistent link: https://www.econbiz.de/10011545024

Has the transmission of policy rates to lending rates changed in the wake of the global financial crisis?

Gambacorta, Leonardo; Illes, Anamaria; Lombardi, Marco - In: International finance 18 (2015) 3, pp. 263-280

Persistent link: https://www.econbiz.de/10011417794

Basel III : long-term impact on economic performance and fluctuations

Angelini, Paolo; Clerc, Laurent; Cúrdia, Vasco; … - In: The Manchester School 83 (2015) 2, pp. 217-251

Persistent link: https://www.econbiz.de/10011374728

Systemic risk in the US : interconnectedness as a circuit breaker

Dungey, Mardi H.; Luciani, Matteo; Veredas, David - In: Economic modelling 71 (2018), pp. 305-315

Persistent link: https://www.econbiz.de/10012062528

The changing international network of sovereign debt and financial institutions

Dungey, Mardi H.; Harvey, John; Volkov, V. V. - In: Journal of international financial markets, … 60 (2019), pp. 149-168

Persistent link: https://www.econbiz.de/10012127979

Information flow in times of crisis : the case of the European banking and sovereign sectors

Dungey, Mardi H.; Hurn, Stan; Shi, Shuping; Volkov, V. V. - In: Econometrics : open access journal 7 (2019) 1/5, pp. 1-20

Crises in the banking and sovereign debt sectors give rise to heightened financial fragility. Of particular concern is the development of self-fulfilling feedback loops where crisis conditions in one sector are transmitted to the other sector and back again. We use time-varying tests of Granger...

Persistent link: https://www.econbiz.de/10012025706

Relationship and transaction lending in a crisis

Bolton, Patrick; Freixas, Xavier; Gambacorta, Leonardo; … - In: The review of financial studies 29 (2016) 10, pp. 2643-2676

Persistent link: https://www.econbiz.de/10011611037