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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
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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
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An Empirical Analysis of the Risk Taking Channel of Monetary Policy in Turkey
Ozsuca, Ekin Ayse; Akbostanci, Elif - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2012
The mechanism by which monetary policy affects financial institutions’ risk perception and/or tolerance has been called … the ‘risk-taking channel’ of monetary policy. It has been recently argued that periods of low interest rates due to … expansionary monetary policy, might induce an increase in bank risk-appetite and risk-taking behavior. This paper investigates the …
Persistent link: https://www.econbiz.de/10010837135
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An Empirical Analysis of the Bank Lending Channel in turkey
Ozsuca, Ekin Ayse; Akbostanci, Elif - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2012
This paper studies the role of banking sector in monetary policy transmission in Turkey covering the period 1988-2009. Specifically, we investigate the impact of monetary policy changes on banks’ lending behavior. Given the changes in the policy stance and developments in the financial system...
Persistent link: https://www.econbiz.de/10010837141
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Determinants of lending rates and interest rate spreads in Macedonia
Georgievska, Ljupka; Kabashi, Rilind; … - Narodna Banka na Republika Makedonija - 2010
This paper focuses on investigating the determinants of lending rates and interest rate spreads in Macedonia. In order to quantify the effect of various factors on lending rates and interest rate spreads during the 2001-2009 period, we use panel estimation techniques on a sample of commercial...
Persistent link: https://www.econbiz.de/10011623362
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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
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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
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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
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The Impact of Foreign Banks on Monetary Policy Transmission : Evidence from the Bank-Level Panel Data in Korea
Jeon, Bang Nam - 2015
This paper examines the impact of foreign banks on the monetary policy transmission mechanism in the Korean economy during the period from 2000 to 2012, with a specific focus on the lending behavior of banks with different types of ownership. The recent global financial crisis of 2008-2009...
Persistent link: https://www.econbiz.de/10013028116
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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