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This paper develops a model and structural dynamic estimation of bank behavior to map the relationship between U.S. banks’ choices of foreign banking activities, and bank and foreign market traits. This estimation framework is applied to a unique bank-level dataset compiled from regulatory...
Persistent link: https://www.econbiz.de/10010785399
corporate debt in the manufacturing sectors in eight Central, Eastern and Southeastern European (CESEE) countries in the …
Persistent link: https://www.econbiz.de/10010818101
countries of Central, Eastern and Southeastern Europe. …
Persistent link: https://www.econbiz.de/10010576212
, households have come to perceive foreign currency loans as riskier, above all in those Central, Eastern and Southeastern European …
Persistent link: https://www.econbiz.de/10008855702
On February 12, 2010, SUERF, the Oesterreichische Nationalbank and the Bankwissenschaftliche Gesellschaft continued their established tradition of jointly organised conferences. As evidenced also by the 115 conference participants, this year's subject of "Contagion and Spillovers – New...
Persistent link: https://www.econbiz.de/10008838228
The recent global financial turmoil raised questions about the stability of foreign banks’ financing to emerging market countries. W<span style="mso-bidi-font-size: 12.0pt;">hile foreign banks’ lending growth to most emerging market regions contracted sharply, lending to Latin America and the Caribbean (LAC) was significantly more...</span>
Persistent link: https://www.econbiz.de/10011031618
Exploring the determinants and dynamics of the current account balance is one of the priorities of academic literature and policy circles. Although the effects of structural variables are deeply analyzed, a lesser attention has been paid to the impact of financial variables. Drawing on standard...
Persistent link: https://www.econbiz.de/10010941498
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption risk sharing: we find that countries with the most...
Persistent link: https://www.econbiz.de/10005406369
focuses on credit default contagion in the Central and Eastern European (CEE) region, which originated in bank runs generated …
Persistent link: https://www.econbiz.de/10011265378
This paper estimates a two-country model with a global bank, using US and Euro Area (EA) data, and Bayesian methods. The estimated model matches key US and EA business cycle statistics. Empirically, a model version with a bank capital requirement outperforms a structure without such a...
Persistent link: https://www.econbiz.de/10011084059