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Credit supply : identifying balance-sheet channels with loan applications and granted loans
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2010
Persistent link: https://www.econbiz.de/10003945530
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Credit supply versus demand : bank and firm balance-sheet channels in good and crisis times
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2012
Persistent link: https://www.econbiz.de/10009512698
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Credit supply : identifying balance-sheet channels with loan applications and granted loans
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2010
Persistent link: https://www.econbiz.de/10008701543
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Credit supply: identifying balance-sheet channels with loan applications and granted loans
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis - 2010
resultant credit restriction by turning to other banks. Importantly the bank-lending channel is notably stronger when we account …
Persistent link: https://www.econbiz.de/10003972699
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Do demand or supply factors drive bank credit, in good and crisis times?
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2017
Persistent link: https://www.econbiz.de/10011686971
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Do demand or supply factors drive bank credit : in good and crisis times?
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2017
Persistent link: https://www.econbiz.de/10011697384
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An anatomy of a sudden stop and the credit supply channel
Fendoğlu, Salih; Ongena, Steven - Türkiye Cumhuriyet Merkez Bankası - 2018
Persistent link: https://www.econbiz.de/10011957930
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Credit supply and demand in unconventional times
Altavilla, Carlo; Boucinha, Miguel; Holton, Sarah; … - 2018
Do borrowers demand less credit from banks with weak balance sheet positions? To answer this question we use novel bank … conventional monetary policy shock, bank balance sheet strength influences not only credit supply but also credit demand. The … bank-specific demand, borrower quality, and balance sheet strength. …
Persistent link: https://www.econbiz.de/10011929805
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Modelling intraday trading activity using Box-Cox-ACD models
Hautsch, Nikolaus - 2002
In this paper, I model the intraday trading activity based on volume durations, i.e. the waiting time until a predetermined volume is absorbed by the market. Since this concept measures the trading volume per time it is strongly related to market liquidity. I focus on volumes measured...
Persistent link: https://www.econbiz.de/10011543789
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Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank; Hautsch, Nikolaus - 2000
This paper puts focus on the hazard function of inter-trade durations to characterize the intraday trading process. It sheds light on the time varying trade intensity and, thus, on the liquidity of an asset and the informations channels which propagate price signals among asymmetrically informed...
Persistent link: https://www.econbiz.de/10011543945