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The levels of bank capital, risk and efficiency in the Eurozone and the U.S. in the aftermath of the financial crisis

Kolia, Dimitra Loukia; Papadopoulos, Simeon - In: Quantitative finance and economics 4 (2020) 1, pp. 66-90

Persistent link: https://www.econbiz.de/10012176727

Bank heterogeneity and monetary policy transmission

Brissimis, Sophocles N.; Delēs, Manthos D. - 2009

Persistent link: https://www.econbiz.de/10003939755

Financial factors in economic fluctuations

Christiano, Lawrence J.; Motto, Roberto; Rostagno, Massimo - 2010

We augment a standard monetary DSGE model to include a banking sector and financial markets. We fit the model to Euro Area and US data. We find that agency problems in financial contracts, liquidity constraints facing banks and shocks that alter the perception of market risk and hit financial...

Persistent link: https://www.econbiz.de/10003973320

Bank heterogeneity and monetary policy transmission

Brissimis, Sophocles N.; Delēs, Manthos D. - 2010

this policy through banks. This paper examines the role of bank liquidity, capitalization and market power as internal … monetary policy change on bank performance is also considered. The empirical analysis, using large panel datasets for the … rates by disaggregating down to the individual bank level. This is achieved by the use of a Local GMM technique that also …