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address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks’ responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …
Persistent link: https://www.econbiz.de/10008697445
this policy through banks. This paper examines the role of bank liquidity, capitalization and market power as internal … monetary policy change on bank performance is also considered. The empirical analysis, using large panel datasets for the … rates by disaggregating down to the individual bank level. This is achieved by the use of a Local GMM technique that also …
Persistent link: https://www.econbiz.de/10008657136
Austria, Japan and the USA. Further I deal with the concept of stock market efficiency, the question whether or not …
Persistent link: https://www.econbiz.de/10009750238
Persistent link: https://www.econbiz.de/10001735438
this policy through banks. This paper examines the role of bank liquidity, capitalization and market power as internal … monetary policy change on bank performance is also considered. The empirical analysis, using large panel datasets for the … rates by disaggregating down to the individual bank level. This is achieved by the use of a Local GMM technique that also …
Persistent link: https://www.econbiz.de/10011605279
address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …
Persistent link: https://www.econbiz.de/10008697545
constrained through the U.S. bank stress tests, reflected in a lower minimum capital ratio in the severely adverse scenario. This … bigger capital buffer. We conjecture that bank lending to emerging markets during the zero-lower bound period would have been …
Persistent link: https://www.econbiz.de/10012858696
results suggest that bank-specific mortgage supply shocks indeed affect house price growth at the regional level. The larger …
Persistent link: https://www.econbiz.de/10011589399
results suggest that bank-specific mortgage supply shocks indeed affect house price growth at the regional level. The larger …
Persistent link: https://www.econbiz.de/10011595488
House financing has played a prominent role in advanced economies. In addition, most of the banking crises in advanced economies were associated with boom-bust cycles in house prices. Prominent researchers suggest that more grants for household debt reduction would have provided a significant...
Persistent link: https://www.econbiz.de/10011635333