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Estimating the impact of shocks to bank capital in the euro area

Kanngiesser, Derrick; Martin, Reiner; Maurin, Laurent; … - 2017

We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a Bayesian VAR model identified with sign restrictions. The variables included in the VAR are those typically used in monetary policy analysis, extended to include aggregate banking...

Persistent link: https://www.econbiz.de/10011662933

Size of banks as a factor which impacts the efficiency of the bank lending channel

Świtała, Filip; Kowalska, Iwona; Malajkat, Karolina - In: Financial internet quarterly 16 (2020) 1, pp. 36-44

In most economies the banking sector plays the major role in the financial system. Therefore, it is of great importance to analyse and understand the mechanism of transmission of monetary policy and its impact on the banking sector. One of the possible repercussions of changing the level of...

Persistent link: https://www.econbiz.de/10012197223

Monetary policy effects on bank loans in Germany : a panel-econometric analysis

Worms, Andreas - 2001

A crucial condition for the existence of a credit channel through bank loans is that monetary policy should be able to change bank loan supply. This paper contributes to the discussion on this issue by presenting empirical evidence from dynamic panel estimations based on a dataset that comprises...

Persistent link: https://www.econbiz.de/10011419446

Net interoffice accounts of global banks : the role of domestic funding

D'Avino, Carmela - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 177-193

Existing literature has identified domestic restrictive monetary policy and deteriorating funding conditions as the predominant factors explaining the increase in net interoffice accounts of global banks, that is, the net liabilities of parent offices due to their related foreign offices. The...

Persistent link: https://www.econbiz.de/10011312233

Can low interest rates be harmful : an assessment of the bank risk-taking channel in Asia

Ramayandi, Arief; Rawat, Umang; Hsiao Chink Tang - 2014

interest rates and bank risk-taking. This paper also finds the presence of the risk-taking channel based on a panel of publicly … bank risk-taking. …

Persistent link: https://www.econbiz.de/10010336963

Has the Financial Crisis Eroded Citizens’ Trust in the European Central Bank? Panel Data Evidence for the Euro Area 1999-2011

Roth, Felix - 2012

In the aftermath of the financial crisis trust, in the European Central Bank (ECB) has reached an historical low. Taking panel data and using a fixed effects DFGLS estimation for a 12–country sample over the time period 1999 to 2011 with a total of 312 observations, this paper detects a...

Persistent link: https://www.econbiz.de/10013114710

Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Vitek, Francis - 2017

economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis. This panel dynamic …

Persistent link: https://www.econbiz.de/10012956470

Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Vitek, Francis - 2016

This paper develops a structural macroeconometric model of the world economy,disaggregated into forty national economies. This panel dynamic stochastic generalequilibrium model features a range of nominal and real rigidities, extensivemacrofinancial linkages, and diverse spillover transmission...

Persistent link: https://www.econbiz.de/10013002153

Quantitative Easing and Bank Lending : A Panel Data Approach

Joyce, Michael - 2014

Studies of the Bank of England's quantitative easing (QE) policy have tended to focus on its impact on financial markets and the broader macroeconomy. Less attention has been given to the effect on banks' balance sheets and bank lending. In this paper we use a new non-publicly available panel...

Persistent link: https://www.econbiz.de/10013048392

Using a panel data approach to determining the key factors of Islamic banks' profitability in Bahrain

ElSeoud, Mohamed Sayed Abou; Yassin, Mohamed; Ali, … - In: Cogent business & management 7 (2020) 1, pp. 1-16

regression model shows that there are negative significant effects of credit risk, operating efficiency and GDP growth rate on … recommends that Islamic banks in Bahrain should achieve full benefits form economics of scale, should concentrate on credit risk … credit risk management techniques. Finally, Bahraini policy makers must boost the development of the equity market in order …

Persistent link: https://www.econbiz.de/10012650177

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