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Determinants of non-performing consumer loans for Turkey : ARDL bounds testing approach

Yilmaz Küçük, Şeyma - In: Business, mangagement and economics engineering : BMEE 20 (2022) 2, pp. 312-328

operating in Turkey. Besides the internal factors specific to banks, the effect of macroeconomic factors is also investigated …. Research methodology - monthly data of deposit banks operating in Turkey and data on macroeconomic indicators for the period … 2005:1-2021:12 is used is the study. With these data, ARDL bound testing approach is applied. If there is cointegration …

Persistent link: https://www.econbiz.de/10014281631

Monetary policy transmission in Poland : a study of the importance of interest rate and credit channels

Łyziak, Tomasz; Przystupa, Jan; Wróbel, Ewa - 2008

The importance of credit in the monetary transmission mechanism has recently attained a lot of attention due to a growing understanding that credit market imperfections can have an impact on the monetary policy effectiveness. In this study, using Vector Error Correction Models (VECMs) and...

Persistent link: https://www.econbiz.de/10011704610

Access to public capital markets and bank lending

Chu, Yongqiang; Zhao, Daxuan - In: Real estate economics 52 (2024) 1, pp. 184-213

Persistent link: https://www.econbiz.de/10014470382

BigTech credit, small business, and monetary policy transmission : theory and evidence

Huang, Yiping; Li, Xiang; Qiu, Han; Su, Dan; Yu, Changhua - Leibniz-Institut für Wirtschaftsforschung Halle - 2024 - This version: 22.04.2024

This paper provides both theoretical and empirical analyses of the differences between BigTech lenders and traditional banks in response to monetary policy changes. Our model integrates Knightian uncertainty into portfolio selection and posits that BigTech lenders possess a diminishing...

Persistent link: https://www.econbiz.de/10014517651

Determinants of lending activity in the Euro area

Behrendt, Stefan - 2016

Empirical estimations of the drivers for loan extension mainly apply the outstanding stock of bank credit as the dependent variable. This paper picks up the critique of Behrendt (2016), namely that such estimations may lead to misleading results, as the change of the stock is not only driven by...

Persistent link: https://www.econbiz.de/10011562650

Taking Stock : credit measures in monetary transmission

Behrendt, Stefan - 2016 - Current version: January 4, 2016

Empirical research on the monetary transmission mechanism considering credit developments is almost exclusively limited to the amount of outstanding credit in an economy. Two issues arise out of this. First, stock-flow inconsistencies might occur. Second, the change of the outstanding amount of...

Persistent link: https://www.econbiz.de/10011446178

Quantitative easing, portfolio rebalancing and credit growth : micro evidence from Germany

Tischer, Johannes - In: Banks and unconventional monetary policy, (pp. 91-147). 2019

Persistent link: https://www.econbiz.de/10012586520

Quantitative easing, portfolio rebalancing and credit growth : micro evidence from Germany

Tischer, Johannes - 2018

This paper sheds light on the effect of quantitative easing (QE) on bank lending. Using data on German banks for 2014-2016, I show that QE encourages banks to rebalance from securities to loans. For identification, I use bond redemptions as exogenous variation in banks' need to rebalance their...

Persistent link: https://www.econbiz.de/10011874231

Negative interest rates, deposit funding and bank lending

Schelling, Tan; Towbin, Pascal - 2020

Persistent link: https://www.econbiz.de/10012210855

Quantitative easing,safe asset scarcity and bank lending

Tischer, Johannes - 2021

The Eurosystem’s Public Sector Purchase Programme (PSPP) increased the scarcity of safe assets, which caused significant declines and substantial dispersion in European repo rates. However, banks holding these safe assets benefited from this development: First, using the German security...

Persistent link: https://www.econbiz.de/10012651072