Showing 1 - 10 of 43,713
This paper examines the effects of Islamic banking on the causal linkages between credit and GDP by comparing two sets … analysis provides evidence of long-run causality running from credit to GDP in countries with Islamic banks only. This is …
Persistent link: https://www.econbiz.de/10013001561
This paper examines the effects of Islamic banking on the causal linkages between credit and GDP by comparing two sets … analysis provides evidence of long-run causality running from credit to GDP in countries with Islamic banks only. This is …
Persistent link: https://www.econbiz.de/10012998263
the results depend on factors such as the severity of a credit crisis, the strength of the firm-bank relationship and the …In deciding whether to roll over a loan, a relationship bank that has imperfect private information about its borrowers … relationship bank if the firm is unable to find alternative lenders. This paper explores the differential effects of this trade …
Persistent link: https://www.econbiz.de/10013108064
We estimate a structural model of bank portfolio lending and find that the typical U.S. community bank reduced its … business lending during the global financial crisis. The decline in business credit was driven by increased risk overhang … effects (consistent with a reduction in the liquidity of assets held on bank balance sheets) and by reduced loan supply …
Persistent link: https://www.econbiz.de/10013036540
The author's study analyzes, loan valuation methods using discrete time model of contingent claims analysis. In the empirical test, the undiversifiable risk was measured by the correlation coefficient of one borrower with the average return of all borrowers. The results of the test supported the...
Persistent link: https://www.econbiz.de/10012920146
credit risk amid greater uncertainty. These adverse impacts of uncertainty on bank lending (both quantity and quality) are …The paper examines whether bank diversification in multiple dimensions can protect bank lending from uncertainty shocks … banking by the dispersion of bank-level shocks. Our results confirm that banks may reduce loan growth and experience more …
Persistent link: https://www.econbiz.de/10014518590
In this paper the authors present an agent-based model of a credit network economy. The artificial economy includes … market, the labor market, the credit market and the housing market. A set of computational experiments, based on numerical … conditions required by the banking system to grant a mortgage. The authors find that easier access to credit inflates housing …
Persistent link: https://www.econbiz.de/10009751106
This paper investigates the housing and mortgage markets by means of an agent-based macroeconomic model of a credit … households’ creditworthiness conditions required by banks in order to grant a mortgage. Results show that easier access to credit …
Persistent link: https://www.econbiz.de/10010248859
investigate a specific type of externality that originates from those borrowers that obtain liquidity from more than one bank. In … this case, contagion may occur if a bank hit by a liquidity shock calls in some loans and borrowers then pay them back by …
Persistent link: https://www.econbiz.de/10012949025
investigate a specific type of externality that originates from those borrowers that obtain liquidity from more than one bank. In … this case, contagion may occur if a bank hit by a liquidity shock calls in some loans and borrowers then pay them back by …
Persistent link: https://www.econbiz.de/10012950803