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Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George; Theodoridis, Konstantinos - 2020
Persistent link: https://www.econbiz.de/10012793438
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Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George; Theodoridis, Konstantinos - 2020
This paper identifies a precautionary banking liquidity shock via a set of sign, zero and forecast variance restrictions imposed. The shock proxies the reluctance of the banking sector to "lend" to the real economy induced by an exogenous change in financial intermediaries' preference for "high"...
Persistent link: https://www.econbiz.de/10012483779
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Precautionary liquidity shocks, excess reserves and business cycles
Bratsiotis, George; Theodoridis, Konstantinos - In: Journal of international financial markets, … 77 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013357095
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The golden rule of banking : funding cost risks of bank business models
Großmann, David; Scholz, Peter - In: Journal of banking regulation 20 (2019) 2, pp. 174-196
Persistent link: https://www.econbiz.de/10012259690
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Financial regulation policy uncertainty and credit spreads in the US
Nodari, Gabriela - In: Journal of macroeconomics 41 (2014), pp. 122-132
Persistent link: https://www.econbiz.de/10010514753
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An assessment of the Bank of Canada's term PRA facility
Enenajor, Emanuella; Sebastian, Alex; Witmer, Jonathan - In: The North American journal of economics and finance : a … 23 (2012) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10009673884
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The Basel III framework for liquidity standards and monetary policy
Bindseil, Ulrich; Lamoot, Jeroen - 2011
Basel III introduces for the first time an international framework for liquidity risk regulation, reflecting the … and in a financial crisis, the treatment of central bank operations in the regulation is obviously important. To ensure … liquidity support by the banks, the regulation deliberately does not establish a direct close link with the monetary policy …
Persistent link: https://www.econbiz.de/10009229720
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Consumer default with complete markets : default-based pricing and finite punishment
Mateos-Planas, Xavier; Seccia, Giulio - In: Economic theory : official journal of the Society for … 56 (2014) 3, pp. 549-583
Persistent link: https://www.econbiz.de/10010388049
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On the individual optimality of economic integration
Castro, Rui; Koumtingué, Nelnan - In: Journal of monetary economics 68 (2014), pp. 115-135
Persistent link: https://www.econbiz.de/10011290216
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Consumer default with complete markets : default-based pricing and finite punishment
Mateos-Planas, Xavier; Seccia, Giulio - 2013
This paper studies economies with complete markets where there is positive default on consumer debt. In a simple tractable two-period model, households can default partially, at a finite punishment cost, and competitive intermediaries price loans of different sizes separately. This environment...
Persistent link: https://www.econbiz.de/10010210815