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International financial integration, crises, and monetary policy : evidence from the Euro area interbank crises international financial integration, crises, and monetary policy : e...
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2017 - This version: July, 2017
We analyze how financial crises affect international financial integration, exploiting euro area proprietary interbank data, crisis and monetary policy shocks, and variation in loan terms to the same borrower on the same day by domestic versus foreign lenders. Crisis shocks reduce the supply of...
Persistent link: https://www.econbiz.de/10011704823
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Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya; Bräuning, Falk; Fecht, Falko; … - 2014 - This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10010471858
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Cross-Border Liquidity, Relationships and Monetary Policy : Evidence from the Euro Area Interbank Crisis
Abbassi, Puriya - 2016
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10012988708
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International Financial Integration, Crises, and Monetary Policy : Evidence from the Euro Area Interbank Crises
Abbassi, Puriya - 2017
We analyze how financial crises affect international financial integration, exploiting euro area proprietary interbank data, crisis and monetary policy shocks, and variation in loan terms to the same borrower on the same day by domestic versus foreign lenders. Crisis shocks reduce the supply of...
Persistent link: https://www.econbiz.de/10012948677
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Heterogeneous Transmission Mechanism : Monetary Policy and Financial Fragility in the Euro Area
Ciccarelli, Matteo - 2013
reducing credit availability problems stemming from deteriorated firm net worth and risk conditions, especially for small firms …
Persistent link: https://www.econbiz.de/10013085173
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Systemic Risk and Monetary Policy : The Haircut Gap Channel of the Lender of Last Resort
Jasova, Martina; Laeven, Luc; Mendicino, Caterina; … - 2021
We show that lender of the last resort (LOLR) policy contributes to higher bank interconnectedness and systemic risk …
Persistent link: https://www.econbiz.de/10013225855
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Public Guarantees, Relationship Lending and Bank Credit : Evidence from the COVID-19 Crisis
Jiménez, Gabriel; Laeven, Luc; Martinez-Miera, David; … - 2022
) credit risk. Finally, we find that banks that participate more in the public credit guarantee scheme gain market share by …
Persistent link: https://www.econbiz.de/10013297111
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Banking supervision, monetary policy and risk-taking : big data evidence from 15 credit registers
Altavilla, Carlo; Boucinha, Miguel; Peydró, José-Luis; … - 2020
supervision reduces credit supply to firms with very high ex-ante and ex-post credit risk, while stimulating credit supply to … firms without loan delinquencies. Moreover, the increased risk-sensitivity of credit supply driven by centralised … crucial complementarities between supervision and monetary policy: centralised supervision offsets excessive bank risk …
Persistent link: https://www.econbiz.de/10012137670
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From finance to fascism : the real effect of Germany's 1931 banking crisis
Doerr, Sebastian; Gissler, Stefan; Peydró, José-Luis; … - 2019
Do financial crises radicalize voters? We analyze a canonical case – Germany during the Great Depression. After a severe banking crisis in 1931, caused by foreign shocks and political inaction, radical voting increased sharply in the following year. Democracy collapsed six months later. We...
Persistent link: https://www.econbiz.de/10012014785
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The real estate and credit bubble : evidence from Spain
Akin, Ozlem; García Montalvo, José; García Villar, Jaume - In: SERIEs : Journal of the Spanish Economic Association 5 (2014) 2/3, pp. 223-243
than in the bust. Moreover, despite some adjustment in lending conditions in the good times depending on borrower risk, the … results suggest too soft lending standards and excessive risk-taking in the boom. For example, mortgage spreads for non …
Persistent link: https://www.econbiz.de/10010422334