Showing 1 - 10 of 15,159
We provide evidence on the effect of the slope of the yield curve on economic activity through bank lending. Using … rates) boosts bank profits and the supply of bank loans. Intuitively, a higher term premium represents greater expected … profits on maturity transformation, which is at the core of banks' business model, and therefore incentivizes bank lending …
Persistent link: https://www.econbiz.de/10014368571
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression … analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model …, deposits and in some cases the ratio of non-performing loans, are the most significant predictors of bank failure in both Japan …
Persistent link: https://www.econbiz.de/10013121773
This paper empirically investigates the causes of bank failures in Japan and Indonesia. Using logistic regression … analysis of financial ratios, we explore the usefulness of domestic bank failure prediction models with a cross-country model …, deposits and in some cases the ratio of non-performing loans, are the most significant predictors of bank failure in both Japan …
Persistent link: https://www.econbiz.de/10013121776
Our concern in this article is two-fold: first to see whether the determinants of bank distress and failure have been … risk-weighted counterparts as predictors, despite the focus on the later in the Basel framework. This paper examines bank … technique and discrete survival time analysis, to predict bank failures and draw inferences about the stability of contributing …
Persistent link: https://www.econbiz.de/10013089322
Central bank intervention in the form of quantitative easing (QE) during times of low interest rates is a controversial …
Persistent link: https://www.econbiz.de/10014532350
forecast uncertainty. We conclude with some implications for optimal monetary policy rules and central bank watchers. …
Persistent link: https://www.econbiz.de/10010512077
We estimate forward-looking Taylor rules on data from macroeconomic forecasts of three central banks (Bank of England …, National Bank of Poland and Swiss National Bank) in order to determine the extent to which these banks are forward looking in …
Persistent link: https://www.econbiz.de/10013107503
understand the monetary policy framework of a central bank, i.e. its objectives and systematic behaviour in reacting to different … central bank. This paper reviews the main conceptual issues relating to predictability, both in its short and longer …
Persistent link: https://www.econbiz.de/10012772989
The Taylor rule has become the dominant model for academic evaluation of out-of-sample exchange rate predictability. Two versions of the Taylor rule model are the Taylor rule fundamentals model, where the variables that enter the Taylor rule are used to forecast exchange rate changes, and the...
Persistent link: https://www.econbiz.de/10012904307
forecast uncertainty. We conclude with some implications for optimal monetary policy rules and central bank watchers …
Persistent link: https://www.econbiz.de/10012971856