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States, Banks and the Financing of the Economy: Monetary Policy and Regulatory Perspectives
Balling, Morten; Jackson, Patricia; Gnan, Ernest; … - 2013
On 5-6 September 2012 SUERF held its 30th Colloquium “States, Banks, and the Financing of the Economy” at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the papers in this publication discuss from different...
Persistent link: https://www.econbiz.de/10011689959
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States, banks, and the financing of the economy : monetary policy and regulatory perspectives
Balling, Morten (ed., introduction);  … - Colloquium "States, Banks and the Financing of the …; … - 2013
On 5-6 September 2012 SUERF held its 30th Colloquium "States, Banks, and the Financing of the Economy" at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the chapters in this publication discuss from different...
Persistent link: https://www.econbiz.de/10011711721
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Bank risk-taking and monetary policy transmission : evidence from China
Li, Xiaoming; Liu, Zheng; Peng, Yuchao; Xu, Zhiwei - 2021
We study the impact of China's 2013 implementation of Basel III on bank risk-taking and its responses to monetary …
Persistent link: https://www.econbiz.de/10012665291
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Conservatorship, Quantitative Easing, and Mortgage Spreads : A New Multi-Equation Score-Driven Model of Policy Actions
Blazsek, Szabolcs; Kobor, Adam; Blazsek, Virág Ilona - 2021
This paper studies how United States (US) policy actions impacted mortgage-backed securities (MBS) investors and mortgage borrowers during the subprime mortgage crisis of 2007 to 2010. The effects of the following policy actions on MBS spreads and mortgage lending spreads are studied: (i) US...
Persistent link: https://www.econbiz.de/10013222373
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Interbank lending and monetary policy transmission : evidence for Germany
Ehrmann, Michael; Worms, Andreas - 2001
. Our VAR analysis shows that following a monetary contraction, the banking system as a whole attracts additional funds from …
Persistent link: https://www.econbiz.de/10011419387
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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 … policy analysis, extended to include aggregate banking sector variables. We estimate two shocks affecting the euro area … economy, namely a demand shock and a shock to bank capital. The main findings of the paper are as follows: i) Impulse …
Persistent link: https://www.econbiz.de/10011662933
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Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability
Elekdag, Selim - 2020
This paper explores the determinants of profitability across large euro area banks using a novel approach based on conditional profitability distributions. Real GDP growth and the NPL ratio are shown to be the most reliable determinants of bank profitability. However, the estimated conditional...
Persistent link: https://www.econbiz.de/10012843521
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Estimating the Impact of Shocks to Bank Capital in the Euro Area
Kanngiesser, Derrick - 2017
We contribute to the empirical literature on the impact of shocks to bank capital in the euro area by estimating a … policy analysis, extended to include aggregate banking sector variables. We estimate two shocks affecting the euro area … economy, namely a demand shock and a shock to bank capital. The main findings of the paper are as follows: i) Impulse …
Persistent link: https://www.econbiz.de/10012953872
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The Transmission of Financial Shocks and Leverage of Banks : An Endogenous Regime Switching Framework
Hubrich, Kirstin; Waggoner, Daniel F. - 2021
We investigate the transmission of financial shocks through the macroeconomy. To that end we develop an endogenous regime-switching structural vector autoregressive model with time-varying transition probabilities. First, we allow for the transition probabilities to be dependent on the state of...
Persistent link: https://www.econbiz.de/10013242248
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The transmission of financial shocks and leverage of financial institutions : an endogenous regime-switching framework
Hubrich, Kirstin; Waggoner, Daniel F. - 2022
We conduct a novel empirical analysis of the role of leverage of financial institutions for the transmission of financial shocks to the macroeconomy. For that purpose, we develop an endogenous regime-switching structural vector autoregressive model with time-varying transition probabilities that...
Persistent link: https://www.econbiz.de/10013206631