Narrow search
Showing 1 - 10 of 10,829
Cover Image
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
Cover Image
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
Cover Image
Bank Risks, Monetary Shocks and the Credit Channel in Brazil : Identification and Evidence from Panel Data
Ramos-Tallada, Julio - 2015
ways. First, I apply a micro-founded strategy for disentangling demand from supply shifts in credit. Using this … period. The sensitivity of credit supply to monetary shocks is not related to the bank characteristics generally used in the …
Persistent link: https://www.econbiz.de/10013023320
Cover Image
Heterogeneity in corporate debt structures and the transmission of monetary policy
Holm-Hadulla, Fédéric; Thürwächter, Claire - 2020
find that: bond finance dampens the overall response of firm credit to monetary policy shocks in economies with a high …
Persistent link: https://www.econbiz.de/10012212853
Cover Image
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
Cover Image
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
Cover Image
Bank risk taking, credit booms and monetary policy : conference paper
Afanasyeva, Elena; Guentner, Jochen - 2014 - Very preliminary and incomplete, This version: February 28, 2014
This paper investigates the risk-taking channel of monetary policy on the asset side of banks' balance sheets. We use a factor-augmented vector autoregression (FAVAR) model to show that aggregate lending standards of U.S. banks, e.g. their collateral requirements for firms, are significantly...
Persistent link: https://www.econbiz.de/10010485247
Cover Image
The Role of Credit in the Theory of Endogenous Money - A Post-Keynesian Analysis of Credit Institutions
Pilkington, Marc - 2014
-Keynesian analysis of credit institutions will help us determine new solutions for economic policy aiming at full employment. Following … rather a practical reflection on the optimal economic policies resting on an in-depth understanding of money and credit …
Persistent link: https://www.econbiz.de/10012709217
Cover Image
International Monetary Policy, Credit Supply, and Bank Lending Channels
Yahyaei, Hamid; Singh, Abhay; Smith, Tom - 2023
panel of data on Australian Authorized Deposit-Taking Institutions (ADIs), we show that the supply of credit is vulnerable …
Persistent link: https://www.econbiz.de/10014354754
Cover Image
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