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Assessing the non-linear effects of credit market shocks

Barnichon, Régis; Matthes, Christian; Ziegenbein, Alexander - 2016

Persistent link: https://www.econbiz.de/10011524333

The Anatomy of a Credit Supply Shock : Evidence from an Internal Credit Market

Liberti, Jose Maria - 2017

supply shock using micro-level data from a multinational bank. Borrowers with stronger lending relationships, higher non …. Consistent with a tightening of financing constraints post shock, borrower composition shifts toward larger and less risky firms …

Persistent link: https://www.econbiz.de/10012973528

The anatomy of a credit supply shock : evidence from an internal credit market

Liberti, José María; Sturgess, Jason - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 2, pp. 547-579

Persistent link: https://www.econbiz.de/10011929488

Global credit shocks and real economies

Herwartz, Helmut; Ochsner, Christian; Rohloff, Hannes - 2021

We estimate the marginal effects of identified components of global liquidity on 43 real economies. To this end, we employ global public and private credit components of Herwartz, Ochsner, and Rohloff (2021) in factor-augmented vector-autoregressions to trace credit shocks through the real...

Persistent link: https://www.econbiz.de/10012543597

The Euro Area credit crunch conundrum : was it demand or supply driven?

Pacicco, Fausto; Serati, Massimiliano; Venegoni, Andrea - In: Economic modelling 106 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013347523

Identifying credit demand, financial intermediation, and supply of funds shocks : a structural VAR approach

Balke, Nathan S.; Zeng, Zheng; Zhang, Ren - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012821445

Identifying credit supply shocks with bank-firm data : methods and applications

Degryse, Hans; De Jonghe, Olivier; Jakovljević, Sanja; … - 2018

shocks are associated with bank risk-taking behaviour at the extensive margin. Importantly, to capture these effects it is …

Persistent link: https://www.econbiz.de/10011920502

Credit crunch and downward nominal wage rigidities

Rouillard, Jean-François - In: Journal of money, credit and banking : JMCB 55 (2023) 4, pp. 889-914

Persistent link: https://www.econbiz.de/10014306165

Rational inattention in uncertain business cycles

Zhang, Fang - In: Journal of money, credit and banking : JMCB 49 (2017) 1, pp. 215-253

Persistent link: https://www.econbiz.de/10011708006

The impact of credit market sentiment shocks : a TVAR approach

Böck, Maximilian; Zörner, Thomas - 2019

Persistent link: https://www.econbiz.de/10012050751

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