We analyze the inward and outward transmission of regulatory changes through German banks' (international) loan portfolio. Overall, our results provide evidence for international spillovers of prudential instruments, these spillovers are however quite heterogeneous between types of banks and can...

Domestic prudential regulation can have unintended effects across borders and may be less effective in an environment where banks operate globally. Using U.S. micro-banking data for the first quarter of 2000 through the third quarter of 2013, this study shows that some regulatory changes indeed...

The large and concentrated international activities of Dutch banks make the Netherlands particularly relevant for assessing the outward transmission of prudential policies. Analysis of the quarterly international claims of 25 Dutch banks in 63 countries over 2000-2013 indicates that Dutch banks...

This paper examines the spillover effects of corporate bond defaults on the non-performing loans of local city commercial banks. Using a staggered difference-in-differences model, we find that the emergence of corporate bond defaults significantly increases the non-performing loans of local...

This paper examines the spillover effects of corporate bond defaults on the non-performing loans of local city commercial banks. Using a staggered difference-in-differences model, we find that the emergence of corporate bond defaults significantly increases the non-performing loans of local...

The emerging-market banking sector plays a significant role in modern-day banking sector stability. In this study, we have used the dynamic conditional correlation (DCC) version of the Generalised autoregressive conditional heteroscedasticity (GARCH) model to estimate the correlation among...