We show that emergency liquidity provision by the Federal Reserve transmitted to non-U.S. banking markets. Based on ….S. facilities via internal capital markets. Using proprietary interest rate data reported to the German central bank, we compare … lending and borrowing rates of banks with and without such access. U.S. liquidity shocks cause a significant decrease in the …

We show that emergency liquidity provision by the Federal Reserve transmitted to non-U.S. banking markets. Based on ….S. facilities via internal capital markets. Using proprietary interest rate data reported to the German central bank, we compare … lending and borrowing rates of banks with and without such access. U.S. liquidity shocks cause a significant decrease in the …

This paper studies how global banks transmit liquidity shocks via their internal capital markets. The unexpected access … as our liquidity shock. Using microdata on all affiliates abroad, we test whether affiliates located outside the US … actively managed internal capital markets and the increased centralization of global banks' liquidity management at the …

ofmore intensive IT use on competition, bank’s information base, and the financial stability of bothbanks and corporates. To …

affect the likelihood and the timing of bank recovery. Severe regulatory measures increase both the likelihood of recovery … exit the market due to restructuring mergers. Our results remain intact, thus providing no evidence of "bad" bank selection … timing of recovery. Macroeconomic conditions also matter for bank recovery. Hence, concerted micro- and macro …

Most bank efficiency studies that use stochastic frontier analysis (SFA) employ each bank's own implicit input price …