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Mortgage prepayment, race, and monetary policy
Gerardi, Kristopher; Willen, Paul; Zhang, David Hao - 2021
mortgages or moving. Black and Hispanic white borrowers face challenges refinancing because, on average, they have lower credit …
Persistent link: https://www.econbiz.de/10012392369
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Lending conditions in EU : the role of credit demand and supply
Kapounek, Svatopluk; Kučerová, Zuzana; Fidrmuc, Jarko - 2017
We analyse the bank lending activity after the financial crisis and focus on bank-specific supply factors. Using a rich microeconomic dataset from Bankscope and macroeconomic shocks data, we employ OLS and 2SLS fixed effects models with banking controls, macroeconomic shocks and institutional...
Persistent link: https://www.econbiz.de/10011598900
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Hazardous times for monetary policy : what do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 2, pp. 463-505
Persistent link: https://www.econbiz.de/10010404517
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The analytical credit dataset : a magnifying glass for analysing credit in the euro area
Israël, Jean-Marc; Damia, Violetta; Bonci, Riccardo; … - 2017
persons based on a core set of harmonised concepts and definitions. Starting with reference data from September 2018, credit …) individual credit exposures falling within the reporting scope. The reporting framework is the outcome of in-depth discussions … Regulation, AnaCredit will, already in Stage 1, significantly enhance the value for analysis on credit and credit risk in the …
Persistent link: https://www.econbiz.de/10011639632
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Hazardous times for monetary policy : what do twenty-three million bank loans say about the effects on credit risk-taking?
Jiménez, Gabriel; Ongena, Steven; Peydró, José-Luis; … - 2013
Persistent link: https://www.econbiz.de/10012176242
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Fed liftoff and subprime loan interest rates : evidence from the peer-to-peer lending market
Bertsch, Christoph; Hull, Isaiah; Zhang, Xin - 2016
inclusion of a broad set of loan-level controls and fixed effects. We also find that the spread between high and low credit …
Persistent link: https://www.econbiz.de/10011457389
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Lending standards, credit booms and monetary policy
Afanasyeva, Elena; Güntner, Jochen - 2014 - This Version: October 31, 2014
This paper investigates the risk channel of monetary policy on the asset side of banks' balance sheets. We use a factoraugmented vector autoregression (FAVAR) model to show that aggregate lending standards of U.S. banks, such as their collateral requirements for firms, are significantly loosened...
Persistent link: https://www.econbiz.de/10010422940
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The Bank of England credit conditions survey
Bell, Venetia; Pugh, Alice - 2014
Persistent link: https://www.econbiz.de/10010497706
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Lending standards, credit booms and monetary policy
Afanasyeva, Elena; Güntner, Jochen - 2014 - This Version: October 31, 2014
This paper investigates the risk channel of monetary policy on the asset side of banks' balance sheets. We use a factoraugmented vector autoregression (FAVAR) model to show that aggregate lending standards of U.S. banks, such as their collateral requirements for firms, are significantly loosened...
Persistent link: https://www.econbiz.de/10010432276
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Financial Shocks, Credit Spreads and the International Credit Channel
Cesa-Bianchi, Ambrogio - 2017
Recent empirical evidence on the cross-country synchronization of credit spreads in response to US monetary policy … shocks has led to the notion of an ‘international credit channel' of US monetary policy. This paper provides novel evidence … on the existence of an international credit channel for the transmission of US financial shocks across borders, and …
Persistent link: https://www.econbiz.de/10012943439