Jason Allen
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Jason Allen & Milena Wittwer, 2023.
"Intermediary Market Power and Capital Constraints,"
Staff Working Papers
23-51, Bank of Canada.
Cited by:
- Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
- Assa Cohen & Mahyar Kargar & Benjamin Lester & Pierre-Olivier Weill, 2024. "Inventory, Market Making, and Liquidity in OTC Markets," Working Papers 24-22, Federal Reserve Bank of Philadelphia.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna Trubnikova, 2023.
"The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending,"
Staff Working Papers
23-12, Bank of Canada.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna V. Trubnikova, 2023. "The Role of Intermediaries in Selection Markets: Evidence form Mortgage Lending," NBER Working Papers 31989, National Bureau of Economic Research, Inc.
Cited by:
- Liudmila TSVETKOVA & Larisa ORLANIUK-MALITSKAIA & Leonid KHUZHAMOV & Alexandra ERMOLAEVA, 2024. "Rebalancing Tools For Comprehensive Real Estate Management: Modeling The Demand Function For Mortgage Buyers," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 19(3), pages 5-29, December.
- Chung, Sol & Agnew, Julie & Bateman, Hazel & Eckert, Christine & Liu, Junhao & Thorp, Susan, 2024. "The impact of mortgage broker use on borrower confusion and preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 229-247.
- Jason Allen & Milena Wittwer, 2021.
"Centralizing Over-the-Counter Markets?,"
Staff Working Papers
21-39, Bank of Canada.
- Jason Allen & Milena Wittwer, 2023. "Centralizing Over-the-Counter Markets?," Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
Cited by:
- Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
- Coen, Jamie & Coen, Patrick, 2022. "A structural model of liquidity in over‑the‑counter markets," Bank of England working papers 979, Bank of England.
- Jullien, Bruno & Pavan, Alessandro & Rysman, Marc, 2021.
"Two-sided Markets, Pricing, and Network Effects,"
TSE Working Papers
21-1238, Toulouse School of Economics (TSE).
- Bruno Jullien & Alessandro Pavan & Marc Rysman, 2022. "Two-sided Markets, Pricing, and Network Effects," Working Papers hal-03629451, HAL.
- Pavan, Alessandro & Jullien, Bruno & Rysman, Marc, 2021. "Two-sided Markets, Pricing, and Network Effects," CEPR Discussion Papers 16480, C.E.P.R. Discussion Papers.
- Bruno Jullien & Alessandro Pavan & Marc Rysman, 2021. "Two-sided markets, pricing, and network effects," Post-Print hal-03828345, HAL.
- Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
- Haoyang Liu & Zhaogang Song & James Vickery, 2021.
"Defragmenting Markets: Evidence from Agency MBS,"
Staff Reports
965, Federal Reserve Bank of New York.
- Haoyang Liu & Zhaogang Song & James Vickery, 2021. "Defragmenting Markets: Evidence from Agency MBS," Working Papers 21-25, Federal Reserve Bank of Philadelphia.
- Rostek, Marzena, 2021. "Comments on “Regulation and security design in concentrated markets” by A. Babus and K. Hachem (2021)," Journal of Monetary Economics, Elsevier, vol. 121(C), pages 152-154.
- Pinter, Gabor & Uslu, Semih, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
- Ari Kutai & Daniel Nathan & Milena Wittwer, 2024. "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers 2024.03, Bank of Israel.
- Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024. "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 157(C).
- Abudy, Menachem (Meni) & Shust, Efrat, 2023. "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, vol. 123(C).
- Jason Allen & Jakub Kastl & Milena Wittwer, 2020.
"Maturity Composition and the Demand for Government Debt,"
Staff Working Papers
20-29, Bank of Canada.
- Jason Allen & Jakub Kastl & Milena Wittwer, 2022. "Maturity Composition and the Demand for Government Debt," Working Papers 2022-12, Princeton University. Economics Department..
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2021.
"Debt-Relief Programs and Money Left on the Table: Evidence from Canada's Response to COVID-19,"
Staff Working Papers
21-13, Bank of Canada.
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2022. "Debt‐relief programs and money left on the table: Evidence from Canada's response to COVID‐19," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 9-53, February.
Cited by:
- Yaming Zhang & Jiaqi Zhang & Yaya Hamadou Koura & Changyuan Feng & Yanyuan Su & Wenjie Song & Linghao Kong, 2023. "Multiple Concurrent Causal Relationships and Multiple Governance Pathways for Non-Pharmaceutical Intervention Policies in Pandemics: A Fuzzy Set Qualitative Comparative Analysis Based on 102 Countries," IJERPH, MDPI, vol. 20(2), pages 1-16, January.
- Ho, Anson T.Y. & Morin, Lealand & Paarsch, Harry J. & Huynh, Kim P., 2022. "A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1129-1157.
- Jason Allen & Jakub Kastl & Milena Wittwer, 2020.
"Maturity Composition and the Demand for Government Debt,"
Staff Working Papers
20-29, Bank of Canada.
- Jason Allen & Jakub Kastl & Milena Wittwer, 2022. "Maturity Composition and the Demand for Government Debt," Working Papers 2022-12, Princeton University. Economics Department..
Cited by:
- Jason Allen & Milena Wittwer, 2021.
"Centralizing Over-the-Counter Markets?,"
Staff Working Papers
21-39, Bank of Canada.
- Jason Allen & Milena Wittwer, 2023. "Centralizing Over-the-Counter Markets?," Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
- José Miguel Cardoso da Costa & Rui Albuquerque, 2023.
"Price elasticity of demand and risk-bearing capacity in sovereign bond auctions,"
Working Papers
w202302, Banco de Portugal, Economics and Research Department.
- Albuquerque, Rui & Costa, José & Faias, Jose, 2022. "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," CEPR Discussion Papers 17095, C.E.P.R. Discussion Papers.
- Wittwer, Milena, 2020. "Interconnected pay-as-bid auctions," Games and Economic Behavior, Elsevier, vol. 121(C), pages 506-530.
- Jason Allen & Shaoteng Li, 2020.
"Dynamic Competition in Negotiated Price Markets,"
Staff Working Papers
20-22, Bank of Canada.
Cited by:
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna Trubnikova, 2023.
"The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending,"
Staff Working Papers
23-12, Bank of Canada.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna V. Trubnikova, 2023. "The Role of Intermediaries in Selection Markets: Evidence form Mortgage Lending," NBER Working Papers 31989, National Bureau of Economic Research, Inc.
- Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023.
"Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market,"
NBER Working Papers
31778, National Bureau of Economic Research, Inc.
- Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers 24-1542, Toulouse School of Economics (TSE).
- Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish, 2024.
"Refinancing cross-subsidies in the mortgage market,"
Journal of Financial Economics, Elsevier, vol. 158(C).
- Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish, 2021. "Refinancing cross-subsidies in the mortgage market," Bank of England working papers 948, Bank of England.
- Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish, 2022. "Refinancing Cross-Subsidies in the Mortgage Market," CEPR Discussion Papers 17491, C.E.P.R. Discussion Papers.
- Fisher, Jack & Gavazza, Alessandro & Liu, Lu & Ramadorai, Tarun & Tripathy, Jagdish, 2024. "Refinancing cross-subsidies in the mortgage market," LSE Research Online Documents on Economics 123686, London School of Economics and Political Science, LSE Library.
- Phoebe Tian & Chen Zheng, 2024. "Unintended Consequences of the Home Affordable Refinance Program," Staff Working Papers 24-11, Bank of Canada.
- David P Byrne & Leslie A Martin & Jia Sheen Nah, 2023. "Price Discrimination by Negotiation: a Field Experiment in Retail Electricity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 137(4), pages 2499-2537.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna Trubnikova, 2023.
"The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending,"
Staff Working Papers
23-12, Bank of Canada.
- Jason Allen & Jakub Kastl & Milena Wittwer, 2020.
"Primary Dealers and the Demand for Government Debt,"
Working Papers
2020-27, Princeton University. Economics Department..
Cited by:
- Shida, Jakob, 2023. "Primary market demand for German government bonds," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Jason Allen & Robert Clark & Brent Hickman & Eric Richert, 2019.
"Resolving Failed Banks: Uncertainty, Multiple Bidding & Auction Design,"
Staff Working Papers
19-30, Bank of Canada.
- Jason Allen & Robert Clark & Brent R. Hickman & Eric Richert, 2022. "Resolving Failed Banks: Uncertainty, Multiple Bidding & Auction Design," Working Paper 1422, Economics Department, Queen's University.
Cited by:
- Sergio Mayordomo & Nicola Pavanini & Emanuele Tarantino, 2020.
"The impact of alternative forms of bank consolidation on credit supply and financial stability,"
Working Papers
2021, Banco de España.
- Tarantino, Emanuele & Pavanini, Nicola & Mayordomo, Sergio, 2020. "The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability," CEPR Discussion Papers 15069, C.E.P.R. Discussion Papers.
- Yao Luo & Ruli Xiao, 2022.
"Identification of Auction Models Using Order Statistics,"
Papers
2205.12917, arXiv.org, revised Apr 2023.
- Yao Luo & Ruli Xiao, 2019. "Identification of Auction Models Using Order Statistics," Working Papers tecipa-630, University of Toronto, Department of Economics.
- Luo, Yao & Xiao, Ruli, 2023. "Identification of auction models using order statistics," Journal of Econometrics, Elsevier, vol. 236(1).
- Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017.
"The impact of macroprudential housing finance tools in Canada,"
BIS Working Papers
632, Bank for International Settlements.
- Allen, Jason & Grieder, Timothy & Peterson, Brian & Roberts, Tom, 2020. "The impact of macroprudential housing finance tools in canada," Journal of Financial Intermediation, Elsevier, vol. 42(C).
Cited by:
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna Trubnikova, 2023.
"The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending,"
Staff Working Papers
23-12, Bank of Canada.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna V. Trubnikova, 2023. "The Role of Intermediaries in Selection Markets: Evidence form Mortgage Lending," NBER Working Papers 31989, National Bureau of Economic Research, Inc.
- Saha, Asish & Rooj, Debasis & Sengupta, Reshmi, 2023. "Macroprudential Policy and mortgage leverage decisions—Evidence from micro data," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1430-1444.
- Robert Clark & Shaoteng Li, 2022.
"The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?],"
Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
- Gambacorta, Leonardo & Murcia, Andres, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
- Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Lars E. O. Svensson, 2018.
"Monetary policy and macroprudential policy: Different and separate?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 802-827, August.
- Lars E. O. Svensson, 2018. "Monetary policy and macroprudential policy: Different and separate?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 802-827, August.
- Svensson, Lars E.O., 2018. "Monetary Policy and Macroprudential Policy: Different and Separate?," CEPR Discussion Papers 13043, C.E.P.R. Discussion Papers.
- Ugochi Emenogu & Brian Peterson, 2022. "Unregulated Lending, Mortgage Regulations and Monetary Policy," Staff Working Papers 22-28, Bank of Canada.
- Rita Basto & Sandra Gomes & Diana Lima, 2018.
"Exploring the implications of di erent loan-to-value macroprudential policy designs,"
GEE Papers
0113, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Oct 2018.
- Basto, R. & Gomes, S. & Lima, D., 2019. "Exploring the implications of different loan-to-value macroprudential policy designs," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 66-83.
- Sandra Gomes & Rita Basto, 2018. "Exploring the implications of different loan-to-value macroprudential policy designs," Working Papers w201823, Banco de Portugal, Economics and Research Department.
- Andrea Ferrero & Richard Harrison & Benjamin Nelson, 2024.
"House Price Dynamics, Optimal LTV Limits and the Liquidity Trap,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 940-971.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2022. "House price dynamics, optimal LTV limits and the liquidity trap," Bank of England working papers 969, Bank of England.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2018. "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," CEPR Discussion Papers 13400, C.E.P.R. Discussion Papers.
- Thibaut Duprey & Alexander Ueberfeldt, 2018. "How to Manage Macroeconomic and Financial Stability Risks: A New Framework," Staff Analytical Notes 2018-11, Bank of Canada.
- Gerth, Florian & Temnov, Grigory, 2021. "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 217-236.
- Chen, Yunping & Chen, Huanhuan & Li, Guorong & Jiao, Dongdan & Xu, Xiangyun, 2021. "Time-varying effect of macro-prudential policies on household credit growth: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 241-254.
- Marina Tiunova, 2019. "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 38-70, September.
- Gaganis, Chrysovalantis & Hasan, Iftekhar & Pasiouras, Fotios, 2020. "National culture and housing credit," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 19-41.
- Stefanie Behncke, 2020.
"Effects of macroprudential policies on bank lending and credit risks,"
Working Papers
2020-06, Swiss National Bank.
- Stefanie Behncke, 2023. "Effects of Macroprudential Policies on Bank Lending and Credit Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 175-199, April.
- Ho, Anson T.Y. & Morin, Lealand & Paarsch, Harry J. & Huynh, Kim P., 2022. "A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1129-1157.
- Robert McKeown, 2017. "How Vulnerable Is The Canadian Banking System To Fire-sales?," Working Paper 1381, Economics Department, Queen's University.
- Jason Allen & Kyra Carmichael & Robert Clark & Shaoteng Li & Nicolas Vincent, 2024. "Housing Affordability and Parental Income Support," Staff Working Papers 24-28, Bank of Canada.
- Leonardo Gambacorta & Andrés Murcia Pabón, 2017.
"The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data,"
BIS Working Papers
636, Bank for International Settlements.
- Leonardo Gambacorta & Andrés Murcia, 2019. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
- Karpestam, Peter & Johansson, Sebastian, 2019. "Interest-only-mortgages and housing market fluctuations in Denmark," Journal of Housing Economics, Elsevier, vol. 46(C).
- Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
- Kiana Basiri & Babak Mahmoudi & Chenggang Zhou, 2023. "Who benefits the most? Risk pooling in mortgage loan insurance: Evidence from the Canadian mortgage market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 311-337, March.
- McQuinn, Kieran & O’Toole, Conor & Slaymaker, Rachel, 2021. "Credit access, macroprudential rules and policy interventions: Lessons for potential first time buyers," Journal of Policy Modeling, Elsevier, vol. 43(5), pages 944-963.
- Mr. Adrian Alter & Elizabeth M. Mahoney, 2020. "Household Debt and House Prices-at-risk: A Tale of Two Countries," IMF Working Papers 2020/042, International Monetary Fund.
- Jason Allen & Shaoteng Li, 2020. "Dynamic Competition in Negotiated Price Markets," Staff Working Papers 20-22, Bank of Canada.
- González, Francisco, 2022. "Macroprudential policies and bank competition: International bank-level evidence," Journal of Financial Stability, Elsevier, vol. 58(C).
- Hodula, Martin & Ngo, Ngoc Anh, 2024. "Does macroprudential policy leak? Evidence from shadow bank lending in EU countries," Economic Modelling, Elsevier, vol. 132(C).
- Park, Sungmin & Kim, Young-Han, 2023. "The impact of macroprudential policy on inequality and implications for inclusive financial stability," Journal of Banking & Finance, Elsevier, vol. 146(C).
- Mengtao Chen & Haojie Zhu & Yongming Sun & Ruoxi Jin, 2023. "The impact of housing macroprudential policy on firm innovation: empirical evidence from China," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-11, December.
- Alter, Adrian & Mahoney, Elizabeth M., 2021. "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, vol. 54(C).
- Scalco, Paulo R. & Tabak, Benjamin M. & Teixeira, Anderson M., 2021. "Prudential measures and their adverse effects on bank competition: The case of Brazil," Economic Modelling, Elsevier, vol. 100(C).
- Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts, 2016.
"The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10,"
Staff Working Papers
16-41, Bank of Canada.
Cited by:
- Robert Clark & Shaoteng Li, 2022.
"The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?],"
Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
- Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Lars E. O. Svensson, 2018.
"Monetary policy and macroprudential policy: Different and separate?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 802-827, August.
- Lars E. O. Svensson, 2018. "Monetary policy and macroprudential policy: Different and separate?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(3), pages 802-827, August.
- Svensson, Lars E.O., 2018. "Monetary Policy and Macroprudential Policy: Different and Separate?," CEPR Discussion Papers 13043, C.E.P.R. Discussion Papers.
- Rita Basto & Sandra Gomes & Diana Lima, 2018.
"Exploring the implications of di erent loan-to-value macroprudential policy designs,"
GEE Papers
0113, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Oct 2018.
- Basto, R. & Gomes, S. & Lima, D., 2019. "Exploring the implications of different loan-to-value macroprudential policy designs," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 66-83.
- Sandra Gomes & Rita Basto, 2018. "Exploring the implications of different loan-to-value macroprudential policy designs," Working Papers w201823, Banco de Portugal, Economics and Research Department.
- Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47, Bank for International Settlements.
- Stefanie Behncke, 2020.
"Effects of macroprudential policies on bank lending and credit risks,"
Working Papers
2020-06, Swiss National Bank.
- Stefanie Behncke, 2023. "Effects of Macroprudential Policies on Bank Lending and Credit Risks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(2), pages 175-199, April.
- Lu Han & Chandler Lutz & Benjamin Sand & Derek Stacey, 2018. "Do Financial Constraints Cool a Housing Boom?," Working Papers 073, Toronto Metropolitan University, Department of Economics.
- Jason Allen & Shaoteng Li, 2020. "Dynamic Competition in Negotiated Price Markets," Staff Working Papers 20-22, Bank of Canada.
- Kinghan, Christina & McCarthy, Yvonne & O’Toole, Conor, 2022. "How do macroprudential loan-to-value restrictions impact first time home buyers? A quasi-experimental approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Robert Clark & Shaoteng Li, 2022.
"The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?],"
Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
- Jason Allen & Kiana Basiri, 2016.
"The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit,"
Staff Working Papers
16-26, Bank of Canada.
Cited by:
- Sumit Agarwal & Slava Mikhed & Barry Scholnick & Man Zhang, 2022. "Reducing Strategic Default in a Financial Crisis," Working Papers 21-36, Federal Reserve Bank of Philadelphia.
- Jason Allen & Robert Clark & Jean-François Houde, 2013.
"The Effect of Mergers in Search Market: Evidence from the Canadian Mortgage Industry,"
NBER Working Papers
19126, National Bureau of Economic Research, Inc.
- Jason Allen & Robert Clark & Jean-Fran?ois Houde, 2014. "The Effect of Mergers in Search Markets: Evidence from the Canadian Mortgage Industry," American Economic Review, American Economic Association, vol. 104(10), pages 3365-3396, October.
Cited by:
- Guillermo Marshall, 2020. "Search and Wholesale Price Discrimination," RAND Journal of Economics, RAND Corporation, vol. 51(2), pages 346-374, June.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2023.
"Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1211-1237, December.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022. "Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data," CSEF Working Papers 642, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022. "Job protection and mortgage conditions: Evidence from Italian administrative data," Mo.Fi.R. Working Papers 173, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Orley C. Ashenfelter & Daniel Hosken & Matthew C. Weinberg, 2013.
"Efficiencies Brewed: Pricing and Consolidation in the US Beer Industry,"
Working Papers
2013-1, Princeton University. Economics Department..
- Orley C. Ashenfelter & Daniel Hosken & Matthew C. Weinberg, 2013. "Efficiencies Brewed: Pricing and Consolidation in the U.S. Beer Industry," NBER Working Papers 19353, National Bureau of Economic Research, Inc.
- Orley C. Ashenfelter & Daniel S. Hosken & Matthew C. Weinberg, 2015. "Efficiencies brewed: pricing and consolidation in the US beer industry," RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 328-361, June.
- Sandro Shelegia & Chris M. Wilson, 2016.
"A generalized model of sales,"
Economics Working Papers
1541, Department of Economics and Business, Universitat Pompeu Fabra.
- Sandro Shelegia & Chris M. Wilson, 2016. "A Generalized Model of Sales," Working Papers 934, Barcelona School of Economics.
- Shelegia, Sandro & Wilson, Chris, 2016. "A Generalized Model of Sales," EconStor Preprints 147411, ZBW - Leibniz Information Centre for Economics.
- Denis Cormier & Daniel Coulombe & Luania Gomez Gutierrez & Bruce J. Mcconomy, 2018. "Firms in Transition: A Review of the Venture Capital, IPO, and M&A Literature," Accounting Perspectives, John Wiley & Sons, vol. 17(1), pages 9-88, March.
- Rodrigo Carril & Mark Duggan, 2018.
"The Impact of Industry Consolidation on Government Procurement: Evidence from Department of Defense Contracting,"
NBER Working Papers
25160, National Bureau of Economic Research, Inc.
- Carril, Rodrigo & Duggan, Mark, 2020. "The impact of industry consolidation on government procurement: Evidence from Department of Defense contracting," Journal of Public Economics, Elsevier, vol. 184(C).
- Atayev, Atabek, 2022. "Uncertain product availability in search markets," Journal of Economic Theory, Elsevier, vol. 204(C).
- Dubois, Pierre & Perrone, Helena, 2015.
"Price Dispersion and Informational Frictions: Evidence from Supermarket Purchases,"
TSE Working Papers
15-606, Toulouse School of Economics (TSE), revised Sep 2017.
- Pierre Dubois & Helena Perrone, 2018. "Price Dispersion and Informational Frictions: Evidence From Supermarket Purchases," CRC TR 224 Discussion Paper Series crctr224_2018_047, University of Bonn and University of Mannheim, Germany.
- Dubois, Pierre & Perrone, Helena, 2015. "Price Dispersion and Informational Frictions: Evidence from Supermarket Purchases," CEPR Discussion Papers 10906, C.E.P.R. Discussion Papers.
- Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro, 2017.
"The role of prepayment penalties in mortgage loans,"
Journal of Banking & Finance, Elsevier, vol. 82(C), pages 165-179.
- Beltratti, Andrea & Benetton, Matteo & Gavazza, Alessandro, 2017. "The role of prepayment penalties in mortgage loans," LSE Research Online Documents on Economics 81841, London School of Economics and Political Science, LSE Library.
- Beltratti, Andrea & Gavazza, Alessandro & Benetton, Matteo, 2015. "The Role of Prepayment Penalties in Mortgage Loans," CEPR Discussion Papers 10504, C.E.P.R. Discussion Papers.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2010.
"Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada,"
2010 Meeting Papers
1072, Society for Economic Dynamics.
- Jason Allen & Robert Clark & Jean-François Houde, 2019. "Search Frictions and Market Power in Negotiated-Price Markets," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1550-1598.
- Jason Allen & Robert Clark & Jean-François Houde, 2012. "Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market," Staff Working Papers 12-30, Bank of Canada.
- Jason Allen & Robert Clark & Jean-Francois Houde, 2018. "Search Frictions And Market Power In Negotiated Price Markets," Working Paper 1403, Economics Department, Queen's University.
- Jason Allen & Robert Clark & Jean-François Houde, 2014. "Search Frictions and Market Power in Negotiated Price Markets," NBER Working Papers 19883, National Bureau of Economic Research, Inc.
- Myśliwski, Mateusz & Rostom, May, 2022. "Value of information, search, and competition in the UK mortgage market," Bank of England working papers 967, Bank of England.
- Atabek Atayev, 2021. "Uncertain Product Availability in Search Markets," Papers 2109.15211, arXiv.org.
- Heng Chen & Matthew Strathearn, 2020. "A Spatial Model of Bank Branches in Canada," Staff Working Papers 20-4, Bank of Canada.
- Cao, Yiran & Chen, Yongmin & Ding, Yucheng & Zhang, Tianle, 2022.
"Search and competition in expert markets,"
MPRA Paper
122509, University Library of Munich, Germany, revised 27 Oct 2024.
- Cao, Yiran & Chen, Yongmin & Ding, Yucheng & Zhang, Tianle, 2022. "Search and competition in expert markets," MPRA Paper 114170, University Library of Munich, Germany.
- Arthur Acolin & Xudong An & Susan M. Wachter, 2022. "Lending competition, regulation, and nontraditional mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(2), pages 340-365, June.
- Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2018.
"Multiple Testing and the Distributional Effects of Accountability Incentives in Education,"
MPRA Paper
89532, University Library of Munich, Germany.
- Steven F. Lehrer & R. Vincent Pohl & Kyungchul Song, 2022. "Multiple Testing and the Distributional Effects of Accountability Incentives in Education," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1552-1568, October.
- Lehrer, Steven F. & Pohl, R. Vincent & Song, Kyungchul, 2019. "Multiple testing and the distributional effects of accountability incentives in education," Ruhr Economic Papers 799, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Robert McKeown, 2017. "Where Are The Economies Of Scale In Canadian Banking?," Working Paper 1380, Economics Department, Queen's University.
- David Hao Zhang & Paul S. Willen, 2021.
"Do Lenders Still Discriminate? A Robust Approach for Assessing Differences in Menus,"
NBER Working Papers
29142, National Bureau of Economic Research, Inc.
- Paul S. Willen & David Hao Zhang, 2020. "Do Lenders Still Discriminate? A Robust Approach for Assessing Differences in Menus," Working Papers 20-19, Federal Reserve Bank of Boston.
- Uchino, Taisuke & Uesugi, Iichiro, 2022. "The effects of a megabank merger on firm-Bank relationships and loan availability☆," Journal of the Japanese and International Economies, Elsevier, vol. 63(C).
- Orley Ashenfelter & Daniel Hosken & Matthew Weinberg, 2014.
"Did Robert Bork Understate the Competitive Impact of Mergers? Evidence from Consummated Mergers,"
Journal of Law and Economics, University of Chicago Press, vol. 57(S3), pages 67-100.
- Orley C. Ashenfelter & Daniel Hosken & Matthew C. Weinberg, 2014. "Did Robert Bork Understate the Competitive Impact of Mergers? Evidence from Consummated Mergers," NBER Working Papers 19939, National Bureau of Economic Research, Inc.
- Sumit Agarwal & John Grigsby & Ali Hortaçsu & Gregor Matvos & Amit Seru & Vincent Yao, 2024.
"Searching for Approval,"
Econometrica, Econometric Society, vol. 92(4), pages 1195-1231, July.
- Sumit Agarwal & John Grigsby & Ali Hortaçsu & Gregor Matvos & Amit Seru & Vincent Yao, 2020. "Searching for Approval," NBER Working Papers 27341, National Bureau of Economic Research, Inc.
- Sumit Agarwal & John R. Grigsby & Ali Hortaçsu & Gregor Matvos & Amit Seru, 2020. "Searching for Approval," Working Papers 2020-1, Princeton University. Economics Department..
- Ulrike Malmendier & Enrico Moretti & Florian S. Peters, 2012.
"Winning by Losing: Evidence on the Long-Run Effects of Mergers,"
NBER Working Papers
18024, National Bureau of Economic Research, Inc.
- Ulrike Malmendier & Enrico Moretti & Florian S Peters, 2018. "Winning by Losing: Evidence on the Long-run Effects of Mergers," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 3212-3264.
- Moretti, Enrico & Malmendier, Ulrike M. & Peters, Florian, 2018. "Winning by Losing: Evidence on the Long-Run Effects of Mergers," CEPR Discussion Papers 12830, C.E.P.R. Discussion Papers.
- Tim Hazledine, 2017. "Mixed pricing in monopoly and oligopoly: theory and implications for merger analysis," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(2), pages 122-135, May.
- Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023.
"Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market,"
NBER Working Papers
31778, National Bureau of Economic Research, Inc.
- Brown, Zach Y. & Egan, Mark & Jeon, Jihye & Jin, Chuqing & Wu, Alex A., 2024. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," TSE Working Papers 24-1542, Toulouse School of Economics (TSE).
- Sergio Mayordomo & Nicola Pavanini & Emanuele Tarantino, 2020.
"The impact of alternative forms of bank consolidation on credit supply and financial stability,"
Working Papers
2021, Banco de España.
- Tarantino, Emanuele & Pavanini, Nicola & Mayordomo, Sergio, 2020. "The Impact of Alternative Forms of Bank Consolidation on Credit Supply and Financial Stability," CEPR Discussion Papers 15069, C.E.P.R. Discussion Papers.
- Santiago Carbo-Valverde & Héctor Pérez Saiz & Hongyu Xiao, 2023. "Geographical and Cultural Proximity in Retail Banking," Staff Working Papers 23-2, Bank of Canada.
- Laura Bakkensen & Toan Phan & Russell Wong, 2023. "Leveraging the Disagreement on Climate Change: Theory and Evidence," Working Paper 23-01, Federal Reserve Bank of Richmond.
- Nathan H. Miller & Gloria Sheu, 2021. "Quantitative Methods for Evaluating the Unilateral Effects of Mergers," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 58(1), pages 143-177, February.
- Franco Mairuzzo & Peter Ormosi, 2022. "Do the poor pay more for increasing market concentration? A study of retail petroleum," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2021-08, Centre for Competition Policy, University of East Anglia, Norwich, UK..
- Miroslav Gabrovski & Victor Ortego-Marti, 2020.
"Search and Credit Frictions in the Housing Market,"
Working Papers
202016, University of California at Riverside, Department of Economics.
- Gabrovski, Miroslav & Ortego-Marti, Victor, 2021. "Search and credit frictions in the housing market," European Economic Review, Elsevier, vol. 134(C).
- Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Search and Credit Frictions in the Housing Market," Working Papers 201811, University of Hawaii at Manoa, Department of Economics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Search and Credit Frictions in the Housing Market," Working Papers 201816, University of California at Riverside, Department of Economics.
- Louis-Gaëtan Giraudet & Anna Petronevich & Laurent Faucheux, 2019. "How do lenders price energy efficiency? Evidence from personal consumption loans," Working papers 716, Banque de France.
- Chorniy, Anna & Miller, Daniel & Tang, Tilan, 2020. "Mergers in Medicare Part D: Assessing market power, cost efficiencies, and bargaining power," International Journal of Industrial Organization, Elsevier, vol. 68(C).
- Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts, 2016. "The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10," Staff Working Papers 16-41, Bank of Canada.
- Miroslav Gabrovski & Victor Ortego-Marti, 2025.
"Home Construction Financing and Search Frictions in the Housing Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 55, January.
- Miroslav Gabrovski & Victor Ortego-Marti, 2024. "Code and data files for "Home Construction Financing and Search Frictions in the Housing Market"," Computer Codes 23-17, Review of Economic Dynamics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2022. "Home Construction Financing and Search Frictions in the Housing Market," Working Papers 202217, University of California at Riverside, Department of Economics.
- Ma, Chao, 2020. "Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market," International Journal of Industrial Organization, Elsevier, vol. 70(C).
- Eren Bilen & Deniz Dizdar & Chun‐Hui Miao, 2023. "Search less for a better price," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(2), pages 622-646, May.
- Garrod, Luke & Li, Ruochen & Russo, Antonio & Wilson, Chris M, 2024. "Understanding Cost Pass-Through when Prices are Dispersed," MPRA Paper 123285, University Library of Munich, Germany.
- Sumit Agarwal & Artashes Karapetyan, 2022. "Information Salience and Mispricing in Housing," Management Science, INFORMS, vol. 68(12), pages 9082-9106, December.
- Badarinza, Cristian & Campbell, John Y. & Ramadorai, Tarun, 2016.
"International Comparative Household Finance,"
Scholarly Articles
27535132, Harvard University Department of Economics.
- Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2016. "International Comparative Household Finance," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 111-144, October.
- Cristian Badarinza & John Y. Campbell & Tarun Ramadorai, 2016. "International Comparative Household Finance," NBER Working Papers 22066, National Bureau of Economic Research, Inc.
- Bhutta, Neil & Hizmo, Aurel, 2020.
"Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market,"
CEPR Discussion Papers
14924, C.E.P.R. Discussion Papers.
- Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Swiss Finance Institute Research Paper Series 24-21, Swiss Finance Institute.
- Neil Bhutta & Andreas Fuster & Aurel Hizmo, 2024. "Paying Too Much? Borrower Sophistication and Overpayment in the US Mortgage Market," Working Papers 24-11, Federal Reserve Bank of Philadelphia.
- Atayev, Atabek, 2021. "Uncertain product availability in search markets," ZEW Discussion Papers 21-089, ZEW - Leibniz Centre for European Economic Research.
- Sandro Shelegia & Chris M. Wilson, 2021.
"A Generalized Model of Advertised Sales,"
American Economic Journal: Microeconomics, American Economic Association, vol. 13(1), pages 195-223, February.
- Shelegia, Sandro & Wilson, Christopher, 2019. "A Generalized Model of Advertised Sales," CEPR Discussion Papers 14113, C.E.P.R. Discussion Papers.
- Robert McKeown, 2017. "Costs, Size And Returns To Scale Among Canadian And U.s. Commercial Banks," Working Paper 1382, Economics Department, Queen's University.
- Mosk, Thomas, 2018. "Bargaining with a bank," SAFE Working Paper Series 211, Leibniz Institute for Financial Research SAFE.
- Jason Allen & Shaoteng Li, 2020. "Dynamic Competition in Negotiated Price Markets," Staff Working Papers 20-22, Bank of Canada.
- Giraudet, Louis-Gaëtan & Petronevich, Anna & Faucheux, Laurent, 2021. "Differentiated green loans," Energy Policy, Elsevier, vol. 149(C).
- Hong Zhu & Qi Zhu, 2016. "Mergers and acquisitions by Chinese firms: A review and comparison with other mergers and acquisitions research in the leading journals," Asia Pacific Journal of Management, Springer, vol. 33(4), pages 1107-1149, December.
- Tetsuji OKAZAKI & Ken ONISHI & Naoki WAKAMORI, 2019.
"Compatible Mergers: Assets, ServiceAreas, and Market Power,"
CIGS Working Paper Series
19-007E, The Canon Institute for Global Studies.
- Tetsuji Okazaki & Ken Onishi & Naoki Wakamori, 2019. "Compatible Mergers: Assets, Service Areas, and Market Power," CIRJE F-Series CIRJE-F-1134, CIRJE, Faculty of Economics, University of Tokyo.
- Ali Umut Guler & Kanishka Misra & Vishal Singh, 2020. "Heterogeneous Price Effects of Consolidation: Evidence from the Car Rental Industry," Marketing Science, INFORMS, vol. 39(1), pages 52-70, January.
- Kong, Yunmi, 2022. "Identification of English auctions when losing entrants are not observed," International Journal of Industrial Organization, Elsevier, vol. 85(C).
- Lan, Yanfei & Yan, Haikuan & Ren, Da & Guo, Rui, 2019. "Merger strategies in a supply chain with asymmetric capital-constrained retailers upon market power dependent trade credit," Omega, Elsevier, vol. 83(C), pages 299-318.
- Smith, Howard & Beckert, Walter & Takahashi, Yuya, 2020.
"Competition in a spatially-differentiated product market with negotiated prices,"
CEPR Discussion Papers
15379, C.E.P.R. Discussion Papers.
- Howard Smith & Walter Beckert & Yuya Takahashi, 2020. "Competition in a spatially-differentiated product market with negotiated prices," Economics Series Working Papers 921, University of Oxford, Department of Economics.
- Byrne, David P. & Martin, Leslie A., 2021. "Consumer search and income inequality," International Journal of Industrial Organization, Elsevier, vol. 79(C).
- Tobias Salz, 2020. "Intermediation and Competition in Search Markets: An Empirical Case Study," NBER Working Papers 27700, National Bureau of Economic Research, Inc.
- Daria Gunina & Michal Novák & Tomáš Kincl & Lenka Komárková, 2018. "Mass Media Communication & Companies' Market Position: The Case Of The Czech Mortgage Market," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2018(2), pages 41-55.
- Hsin‐Tien Tsai, 2023. "Advantageous selection with intermediaries: a study of GSE‐securitized mortgage loans," RAND Journal of Economics, RAND Corporation, vol. 54(4), pages 668-694, December.
- Liebersohn, Jack, 2024. "How does competition affect retail banking? Quasi-experimental evidence from bank mergers," Journal of Financial Economics, Elsevier, vol. 154(C).
- Agnese Carella & Valentina Michelangeli, 2021. "Information or persuasion in the mortgage market: the role of brand names," Temi di discussione (Economic working papers) 1340, Bank of Italy, Economic Research and International Relations Area.
- Shelegia, Sandro & Wilson, Chris M., 2022. "Costly participation and default allocations in all-pay contests," MPRA Paper 115027, University Library of Munich, Germany.
- Hill, Nicholas & Wagner, Mathis, 2021. "Heterogeneous effects of consolidation on premiums in Medicare Part D," Journal of Health Economics, Elsevier, vol. 80(C).
- Thorsten V. Koeppl & James C. MacGee, 2017. "Mortgage Insurance Deductibles: An Idea Whose Time Hasn’t Come," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 485, July.
- Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2012.
"Efficiency and Bargaining Power in the Interbank Loan Market,"
Staff Working Papers
12-29, Bank of Canada.
- Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2016. "Efficiency And Bargaining Power In The Interbank Loan Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 691-716, May.
Cited by:
- Silvio Schumacher, 2016. "Networks and lending conditions: Empirical evidence from the Swiss franc money markets," Working Papers 2016-12, Swiss National Bank.
- Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
- Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
- Marius A. Zoican & Lucyna A. Górnicka, 2013. "Banking Unions: Distorted Incentives and Efficient Bank Resolution," Tinbergen Institute Discussion Papers 13-184/VI, Tinbergen Institute, revised 16 May 2014.
- Carlos Noton & Andrés Elberg, 2013.
"Revealing Bargaining Power through Actual Wholesale Prices,"
Documentos de Trabajo
304, Centro de Economía Aplicada, Universidad de Chile.
- Carlos Noton & Andres Elberg, 2014. "Revealing Bargaining Power through Actual Wholesale Prices," Working Papers 51, Facultad de Economía y Empresa, Universidad Diego Portales.
- Olivier Armantier & Adam Copeland, 2015. "Challenges in identifying interbank loans," Economic Policy Review, Federal Reserve Bank of New York, issue 21-1, pages 1-17.
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2012.
"Consumer Bankruptcy and Information,"
Staff Working Papers
12-18, Bank of Canada.
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2016. "Consumer Bankruptcy, Bank Mergers, and Information," Review of Finance, European Finance Association, vol. 20(4), pages 1289-1320.
Cited by:
- Panagiotis Avramidis & Nikolaos Mylonopoulos & George G. Pennacchi, 2022. "The Role of Marketplace Lending in Credit Markets: Evidence from Bank Mergers," Management Science, INFORMS, vol. 68(4), pages 3090-3111, April.
- Kartashova, Katya & Tomlin, Ben, 2017.
"House prices, consumption and the role of non-Mortgage debt,"
Journal of Banking & Finance, Elsevier, vol. 83(C), pages 121-134.
- Katya Kartashova & Ben Tomlin, 2013. "House Prices, Consumption and the Role of Non-Mortgage Debt," Staff Working Papers 13-2, Bank of Canada.
- Santiago Carbo-Valverde & Héctor Pérez Saiz & Hongyu Xiao, 2023. "Geographical and Cultural Proximity in Retail Banking," Staff Working Papers 23-2, Bank of Canada.
- Hibbeln, Martin & Norden, Lars & Usselmann, Piet & Gürtler, Marc, 2020. "Informational synergies in consumer credit," Journal of Financial Intermediation, Elsevier, vol. 44(C).
- Hongchang Wang & Eric M. Overby, 2022. "How Does Online Lending Influence Bankruptcy Filings?," Management Science, INFORMS, vol. 68(5), pages 3309-3329, May.
- Danisewicz, Piotr & Elard, Ilaf, 2023. "The real effects of financial technology: Marketplace lending and personal bankruptcy," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Panagiotis Avramidis & Ioannis Asimakopoulos & Dimitris Malliaropulos, 2023. "Disrupted Lending Relationship and Borrower's Strategic Default," Journal of Financial Services Research, Springer;Western Finance Association, vol. 63(1), pages 91-116, February.
- Joan Calzada & Xavier Fageda & Fernando Martínez-Santos, 2023. "Mergers and bank branches: two decades of evidence from the USA," Empirical Economics, Springer, vol. 64(5), pages 2411-2447, May.
- Lončarski, Igor & Marinč, Matej, 2020. "The political economy of relationship banking," Research in International Business and Finance, Elsevier, vol. 51(C).
- Bright Senanu & Bedman Narteh, 2023. "Banking sector reforms and customer switching intentions: evidence from the Ghanaian banking industry," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(1), pages 15-29, March.
- Panagiotis Avramidis & Ioannis Asimakopoulos & Dimitris Malliaropulos, 2021. "Disrupted lending relationship and borrower's strategic default: evidence from the tourism industry during the Greek economic crisis," Working Papers 285, Bank of Greece.
- Jason Allen & Robert Clark & Jean-François Houde, 2012.
"Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending,"
Staff Working Papers
12-4, Bank of Canada.
Cited by:
- Steven Ongena & Florentina Paraschiv & Endre J Reite, 2021.
"Counteroffers and Price Descrimination in Mortgage Lending,"
Swiss Finance Institute Research Paper Series
21-67, Swiss Finance Institute, revised May 2023.
- Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2023. "Counteroffers and Price Discrimination in Mortgage Lending," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2012.
"Consumer Bankruptcy and Information,"
Staff Working Papers
12-18, Bank of Canada.
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2016. "Consumer Bankruptcy, Bank Mergers, and Information," Review of Finance, European Finance Association, vol. 20(4), pages 1289-1320.
- Steven Ongena & Florentina Paraschiv & Endre J Reite, 2021.
"Counteroffers and Price Descrimination in Mortgage Lending,"
Swiss Finance Institute Research Paper Series
21-67, Swiss Finance Institute, revised May 2023.
- Jason Allen & Robert Clark & Jean-François Houde, 2012.
"Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market,"
Staff Working Papers
12-30, Bank of Canada.
- Jason Allen & Robert Clark & Jean-François Houde, 2019. "Search Frictions and Market Power in Negotiated-Price Markets," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1550-1598.
- Jason Allen & Robert Clark & Jean-Francois Houde, 2018. "Search Frictions And Market Power In Negotiated Price Markets," Working Paper 1403, Economics Department, Queen's University.
- Jason Allen & Robert Clark & Jean-François Houde, 2014. "Search Frictions and Market Power in Negotiated Price Markets," NBER Working Papers 19883, National Bureau of Economic Research, Inc.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2010. "Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada," 2010 Meeting Papers 1072, Society for Economic Dynamics.
Cited by:
- Gautam Gowrisankaran & Aviv Nevo & Robert Town, 2015.
"Mergers When Prices Are Negotiated: Evidence from the Hospital Industry,"
American Economic Review, American Economic Association, vol. 105(1), pages 172-203, January.
- Gautam Gowrisankaran & Aviv Nevo & Robert Town, 2013. "Mergers When Prices are Negotiated: Evidence from the Hospital Industry," NBER Working Papers 18875, National Bureau of Economic Research, Inc.
- Bonaccorsi di Patti, Emilia & Moscatelli, Mirko & Pietrosanti, Stefano, 2023. "The impact of bank regulation on the cost of credit: Evidence from a discontinuity in capital requirements," Journal of Financial Intermediation, Elsevier, vol. 55(C).
- Guillermo Marshall, 2020. "Search and Wholesale Price Discrimination," RAND Journal of Economics, RAND Corporation, vol. 51(2), pages 346-374, June.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna Trubnikova, 2023.
"The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending,"
Staff Working Papers
23-12, Bank of Canada.
- Jason Allen & Robert Clark & Jean-François Houde & Shaoteng Li & Anna V. Trubnikova, 2023. "The Role of Intermediaries in Selection Markets: Evidence form Mortgage Lending," NBER Working Papers 31989, National Bureau of Economic Research, Inc.
- Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020.
"Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence,"
Research Africa Network Working Papers
20/087, Research Africa Network (RAN).
- Kusi, Baah & Agbloyor, Elikplimi & Gyeke-Dako, Agyapomaa & Asongu, Simplice, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," MPRA Paper 107513, University Library of Munich, Germany.
- Baah Kusi & Elikplimi Agbloyor & Agyapomaa Gyeke‐Dako & Simplice Asongu, 2022. "Financial sector transparency, financial crises and market power: A cross‐country evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4431-4450, October.
- Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Working Papers of the African Governance and Development Institute. 20/087, African Governance and Development Institute..
- Baah A. Kusi & Elikplimi K. Agbloyor & Agyapomaa Gyeke-Dako & Simplice A. Asongu, 2020. "Financial Sector Transparency, Financial Crises and Market Power: A Cross-Country Evidence," Working Papers 20/087, European Xtramile Centre of African Studies (EXCAS).
- Matthew Backus & Thomas Blake & Bradley Larsen & Steven Tadelis, 2018.
"Sequential Bargaining in the Field: Evidence from Millions of Online Bargaining Interactions,"
NBER Working Papers
24306, National Bureau of Economic Research, Inc.
- Matthew Backus & Thomas Blakee & Brad Larsen & Steven Tadelis, 2020. "Sequential Bargaining in the Field: Evidence from Millions of Online Bargaining Interactions," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 135(3), pages 1319-1361.
- Franziska Bremus & Claudia M. Buch & Katheryn N. Russ & Monika Schnitzer, 2018.
"Big Banks and Macroeconomic Outcomes: Theory and Cross‐Country Evidence of Granularity,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1785-1825, December.
- Bremus, Franziska & Buch, Claudia M. & Russ, Katheryn N. & Schnitzer, Monika, 2018. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," Munich Reprints in Economics 62873, University of Munich, Department of Economics.
- Bremus, Franziska & Buch, Claudia M. & Russ, Katheryn N. & Schnitzer, Monika, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80048, Verein für Socialpolitik / German Economic Association.
- Franziska Bremus & Claudia Buch & Katheryn Russ & Monika Schnitzer, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," NBER Working Papers 19093, National Bureau of Economic Research, Inc.
- Franziska Bremus & Claudia M. Buch & Katheryn N. Russ & Monika Schnitzer, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," Discussion Papers of DIW Berlin 1348, DIW Berlin, German Institute for Economic Research.
- Garrett, Daniel & Gomes, Renato & Maestri, Lucas, 2021.
"Oligopoly under incomplete information: On the welfare effects of price discrimination,"
International Journal of Industrial Organization, Elsevier, vol. 79(C).
- Garrett, Daniel F. & Gomes, Renato & Maestri, Lucas, 2022. "Oligopoly under incomplete information: On the welfare effects of price discrimination," TSE Working Papers 21-1282, Toulouse School of Economics (TSE).
- Robert Clark & Shaoteng Li, 2022.
"The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?],"
Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
- Elisabeth Honka & Ali Hortaçsu & Maria Ana Vitorino, 2017.
"Advertising, consumer awareness, and choice: evidence from the U.S. banking industry,"
RAND Journal of Economics, RAND Corporation, vol. 48(3), pages 611-646, August.
- Maria Ana Vitorino & Ali Hortacsu & Elisabeth Honka, 2014. "Advertising, Consumer Awareness and Choice: Evidence from the U.S. Banking Industry," 2014 Meeting Papers 574, Society for Economic Dynamics.
- Ferrari, Alessandro & Loseto, Marco, 2023. "Liquidity constraints and demand for maturity the case of mortgages," Working Paper Series 2859, European Central Bank.
- Silvia Del Prete & Cristina Demma & Paola Rossi, 2017. "From few to many: product differentiation in the Italian mortgage market," Questioni di Economia e Finanza (Occasional Papers) 383, Bank of Italy, Economic Research and International Relations Area.
- Sebastien Houde & Erica Myers, 2019.
"Heterogeneous (Mis-) Perceptions of Energy Costs: Implications for Measurement and Policy Design,"
CER-ETH Economics working paper series
19/314, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
- Sébastien Houde & Erica Myers, 2019. "Heterogeneous (Mis-) Perceptions of Energy Costs: Implications for Measurement and Policy Design," NBER Working Papers 25722, National Bureau of Economic Research, Inc.
- Xavier D'Haultfoeuille & Isis Durrmeyer & Philippe Février, 2017.
"Automobile Prices in Market Equilibrium with Unobserved Price Discrimination,"
Working Papers
2017-18, Center for Research in Economics and Statistics.
- D'Haultfoeuille, Xavier & Durrmeyer, Isis & Février, Philippe, 2017. "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," TSE Working Papers 17-854, Toulouse School of Economics (TSE).
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"Searching for Approval,"
Econometrica, Econometric Society, vol. 92(4), pages 1195-1231, July.
- Sumit Agarwal & John Grigsby & Ali Hortaçsu & Gregor Matvos & Amit Seru & Vincent Yao, 2020. "Searching for Approval," NBER Working Papers 27341, National Bureau of Economic Research, Inc.
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- Galenianos, Manolis & Gavazza, Alessandro, 2017.
"A structural model of the retail market for illicit drugs,"
LSE Research Online Documents on Economics
80287, London School of Economics and Political Science, LSE Library.
- Gavazza, Alessandro & Galenianos, Manolis, 2015. "A Structural Model of the Retail Market for Illicit Drugs," CEPR Discussion Papers 10363, C.E.P.R. Discussion Papers.
- Manolis Galenianos & Alessandro Gavazza, 2017. "A Structural Model of the Retail Market for Illicit Drugs," American Economic Review, American Economic Association, vol. 107(3), pages 858-896, March.
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"The geographic flow of bank funding and access to credit: Branch networks, local synergies and competition,"
Papers
2407.03517, arXiv.org.
- Aguirregabiria, Victor & Clark, Robert & Wang, Hui, 2019. "The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition," CEPR Discussion Papers 13741, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2019. "The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition," Working Papers tecipa-639, University of Toronto, Department of Economics.
- Leong, Kaiwen & Li, Huailu & Pavanini, Nicola & Walsh, Christoph, 2022.
"The Effects of Policy Interventions to Limit Illegal Money Lending,"
CEPR Discussion Papers
16779, C.E.P.R. Discussion Papers.
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"Behavioral lock-in: aggregate implications of reference dependence in the housing market,"
Bank of England working papers
1054, Bank of England.
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- Laura Bakkensen & Toan Phan & Russell Wong, 2023. "Leveraging the Disagreement on Climate Change: Theory and Evidence," Working Paper 23-01, Federal Reserve Bank of Richmond.
- Howard Smith & Walter Beckert & Yuya Takahashi, 2020.
"Competition in a spatially-differentiated product market with negotiated prices,"
Economics Series Working Papers
921, University of Oxford, Department of Economics.
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- Manolis Galenianos & Alessandro Gavazza, 2014.
"A Quantitative Analysis of the Retail Market for Illicit Drugs,"
STICERD - Economics of Industry Papers
53, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Manolis Galenianos & Alessandro Gavazza, 2014. "A quantitative analysis of the retail market for illicit drugs," 2014 Meeting Papers 618, Society for Economic Dynamics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2020.
"Search and Credit Frictions in the Housing Market,"
Working Papers
202016, University of California at Riverside, Department of Economics.
- Gabrovski, Miroslav & Ortego-Marti, Victor, 2021. "Search and credit frictions in the housing market," European Economic Review, Elsevier, vol. 134(C).
- Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Search and Credit Frictions in the Housing Market," Working Papers 201811, University of Hawaii at Manoa, Department of Economics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Search and Credit Frictions in the Housing Market," Working Papers 201816, University of California at Riverside, Department of Economics.
- Hauschultz, Frederik Plum & Munk-Nielsen, Anders, 2020. "Markups on Drop-Downs: Prominence in Pharmaceutical Markets∗," MPRA Paper 104582, University Library of Munich, Germany.
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2022.
"Debt‐relief programs and money left on the table: Evidence from Canada's response to COVID‐19,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 9-53, February.
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2021. "Debt-Relief Programs and Money Left on the Table: Evidence from Canada's Response to COVID-19," Staff Working Papers 21-13, Bank of Canada.
- H. Evren Damar & Reint Gropp & Adi Mordel, 2020.
"Banks' Funding Stress, Lending Supply, and Consumption Expenditure,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 685-720, June.
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- Popiel Michal Ksawery, 2017.
"Interest rate pass-through: a nonlinear vector error-correction approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
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"Counteroffers and Price Descrimination in Mortgage Lending,"
Swiss Finance Institute Research Paper Series
21-67, Swiss Finance Institute, revised May 2023.
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"Home Construction Financing and Search Frictions in the Housing Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 55, January.
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"Distinguishing Incentive from Selection Effects in Auction-Determined Contracts,"
Post-Print
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"Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy,"
Journal of Political Economy, University of Chicago Press, vol. 132(2), pages 616-693.
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- Rafael R. Guthmann, 2024. "Price dispersion in dynamic competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1203-1232, December.
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"The Cost of Steering in Financial Markets: Evidence from the Mortgage Market,"
Temi di discussione (Economic working papers)
1252, Bank of Italy, Economic Research and International Relations Area.
- Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The cost of steering in financial markets: evidence from the mortgage market," BIS Working Papers 835, Bank for International Settlements.
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- Jason Allen & Kyra Carmichael & Robert Clark & Shaoteng Li & Nicolas Vincent, 2024. "Housing Affordability and Parental Income Support," Staff Working Papers 24-28, Bank of Canada.
- Chen, Yuquan & Yu, Xiaohua, 2018. "Does the centralized slaughtering policy create market power for pork industry in China?," China Economic Review, Elsevier, vol. 50(C), pages 59-71.
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"Mortgage Pricing and Monetary Policy,"
CEPR Discussion Papers
16456, C.E.P.R. Discussion Papers.
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"Regulatory Interventions in Consumer Financial Markets: The Case of Credit Cards,"
CEPR Discussion Papers
13807, C.E.P.R. Discussion Papers.
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- Galenianos, Manolis & Gavazza, Alessandro, 2022. "Regulatory interventions in consumer financial markets: the case of credit cards," LSE Research Online Documents on Economics 113612, London School of Economics and Political Science, LSE Library.
- Matteo Benetton & Giovanni Compiani, 2020. "Investors’ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand," Working Papers 2020-107, Becker Friedman Institute for Research In Economics.
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"The potential impact of financial portability measures on mortgage refinancing: Evidence from Chile,"
Journal of International Money and Finance, Elsevier, vol. 117(C).
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- Dahl, Gordon B. & Forbes, Silke J., 2023. "Doctor switching costs," Journal of Public Economics, Elsevier, vol. 221(C).
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- Jason Allen & Robert Clark & Jean-Fran?ois Houde, 2014.
"The Effect of Mergers in Search Markets: Evidence from the Canadian Mortgage Industry,"
American Economic Review, American Economic Association, vol. 104(10), pages 3365-3396, October.
- Jason Allen & Robert Clark & Jean-François Houde, 2013. "The Effect of Mergers in Search Market: Evidence from the Canadian Mortgage Industry," NBER Working Papers 19126, National Bureau of Economic Research, Inc.
- Jason Allen & Shaoteng Li, 2020. "Dynamic Competition in Negotiated Price Markets," Staff Working Papers 20-22, Bank of Canada.
- Lou, Weifang & Yin, Xiangkang, 2014. "The impact of the global financial crisis on mortgage pricing and credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 336-363.
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- Phoebe Tian & Chen Zheng, 2024. "Unintended Consequences of the Home Affordable Refinance Program," Staff Working Papers 24-11, Bank of Canada.
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"Revealing Bargaining Power through Actual Wholesale Prices,"
Documentos de Trabajo
304, Centro de Economía Aplicada, Universidad de Chile.
- Carlos Noton & Andres Elberg, 2014. "Revealing Bargaining Power through Actual Wholesale Prices," Working Papers 51, Facultad de Economía y Empresa, Universidad Diego Portales.
- Isabel Gödl-Hanisch, 2023. "Bank Concentration and Monetary Policy Pass-Through," CESifo Working Paper Series 10378, CESifo.
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- Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011.
"Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada,"
Staff Working Papers
11-17, Bank of Canada.
Cited by:
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"Improving Overnight Loan Identification in Payments Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
- Mark Rempel, 2014. "Improving Overnight Loan Identification in Payments Systems," Staff Working Papers 14-25, Bank of Canada.
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"Default and liquidity regimes in the bond market during the 2002-2012 period,"
Working Papers
13-4, HEC Montreal, Canada Research Chair in Risk Management.
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- Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Canadian Journal of Economics, Canadian Economics Association, vol. 46(4), pages 1160-1195, November.
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"On The Possibility Of Informationally Efficient Markets,"
Journal of the European Economic Association, European Economic Association, vol. 12(5), pages 1200-1239, October.
- Vives, Xavier, 2014. "On the Possibility of Informationally Efficient Markets," IESE Research Papers D/1104, IESE Business School.
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- Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
- Fuchun Li & Héctor Pérez Saiz, 2016. "Measuring Systemic Risk Across Financial Market Infrastructures," Staff Working Papers 16-10, Bank of Canada.
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"Monitoring the Unsecured Interbank Funds Market,"
Borradores de Economia
14080, Banco de la Republica.
- Miguel Sarmiento & Jorge Cely & Carlos León, 2015. "Monitoring the Unsecured Interbank Funds Market," Borradores de Economia 917, Banco de la Republica de Colombia.
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- Anna Kovner & David R. Skeie, 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
- James Chapman & H. Evren Damar, 2015. "Shock Transmission Through International Banks: Canada," Technical Reports 105, Bank of Canada.
- Nguyen, My & Perera, Shrimal & Skully, Michael, 2017. "Bank market power, asset liquidity and funding liquidity: International evidence," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 23-38.
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"Efficiency and Bargaining Power in the Interbank Loan Market,"
Staff Working Papers
12-29, Bank of Canada.
- Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2016. "Efficiency And Bargaining Power In The Interbank Loan Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 691-716, May.
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- Mark Rempel, 2016.
"Improving Overnight Loan Identification in Payments Systems,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
- Jason Allen & Teodora Paligorova, 2011.
"Bank Loans for Private and Public Firms in a Credit Crunch,"
Staff Working Papers
11-13, Bank of Canada.
Cited by:
- H. Evren Damar & Césaire Meh & Yaz Terajima, 2015. "Effects of Funding Portfolios on the Credit Supply of Canadian Banks," Staff Working Papers 15-10, Bank of Canada.
- Brei, Michael & Schclarek, Alfredo, 2013.
"Public bank lending in times of crisis,"
Journal of Financial Stability, Elsevier, vol. 9(4), pages 820-830.
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"From Housing Bust to Credit Crunch: Evidence from Small Business Loans,"
Working Papers
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- Haifang Huang & Eric Stephens, 2015. "From housing bust to credit crunch: Evidence from small business loans," Canadian Journal of Economics, Canadian Economics Association, vol. 48(3), pages 853-880, August.
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"A theoretical model of bank lending: does ownership matter in times of crisis?,"
Post-Print
hal-01410624, HAL.
- Brei, Michael & Schclarek, Alfredo, 2015. "A theoretical model of bank lending: Does ownership matter in times of crisis?," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 298-307.
- Davydov, Denis & Vähämaa, Sami, 2013. "Debt source choices and stock market performance of Russian firms during the financial crisis," Emerging Markets Review, Elsevier, vol. 15(C), pages 148-159.
- Jason Allen & Robert Clark & Jean-François Houde, 2011.
"Discounting in Mortgage Markets,"
Staff Working Papers
11-3, Bank of Canada.
Cited by:
- Robert Clark & Jason Allen & Jean-Francois Houde, 2010.
"Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada,"
2010 Meeting Papers
1072, Society for Economic Dynamics.
- Jason Allen & Robert Clark & Jean-François Houde, 2019. "Search Frictions and Market Power in Negotiated-Price Markets," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1550-1598.
- Jason Allen & Robert Clark & Jean-François Houde, 2012. "Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market," Staff Working Papers 12-30, Bank of Canada.
- Jason Allen & Robert Clark & Jean-Francois Houde, 2018. "Search Frictions And Market Power In Negotiated Price Markets," Working Paper 1403, Economics Department, Queen's University.
- Jason Allen & Robert Clark & Jean-François Houde, 2014. "Search Frictions and Market Power in Negotiated Price Markets," NBER Working Papers 19883, National Bureau of Economic Research, Inc.
- Jason Allen & Robert Clark & Jean-François Houde, 2012. "Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending," Staff Working Papers 12-4, Bank of Canada.
- Chris Stewart & Benn Robertson & Alexandra Heath, 2013. "Trends in the Funding and Lending Behaviour of Australian Banks," RBA Research Discussion Papers rdp2013-15, Reserve Bank of Australia.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2010.
"Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada,"
2010 Meeting Papers
1072, Society for Economic Dynamics.
- Jason Allen & Darcey McVanel, 2009.
"Price Movements in the Canadian Residential Mortgage Market,"
Staff Working Papers
09-13, Bank of Canada.
Cited by:
- Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca, 2019. "International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis," Empirical Economics, Springer, vol. 57(4), pages 1255-1289, October.
- Robert Clark & Shaoteng Li, 2022.
"The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?],"
Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
- Abbas Valadkhani & Sajid Anwar & Amir Arjonandi, 2012. "How to capture the full extent of price stickiness in credit card interest rates?," Economics Working Papers wp12-02, School of Economics, University of Wollongong, NSW, Australia.
- Kronick, Jeremy, 2015. "Do Loan-to-Value Ratio Regulation Changes Affect Canadian Mortgage Credit?," MPRA Paper 73671, University Library of Munich, Germany.
- Valadkhani, Abbas, 2013. "The pricing behaviour of Australian banks and building societies in the residential mortgage market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 133-151.
- Abbas Valadkhani & Sajid Anwar, 2012. "Interest Rate Pass-Through and the Asymmetric Relationship between the Cash Rate and the Mortgage Rate," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 341-350, September.
- Popiel Michal Ksawery, 2017.
"Interest rate pass-through: a nonlinear vector error-correction approach,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
- Michal Ksawery Popiel, 2016. "Interest Rate Pass-through: A Nonlinear Vector Error-correction Approach," Working Paper 1352, Economics Department, Queen's University.
- Hélène Desgagnés, 2017. "The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications," Staff Working Papers 17-36, Bank of Canada.
- Mark Dijkstra & Maarten Pieter Schinkel, 2019. "State-aided Price Coordination in the Dutch Mortgage Market," Tinbergen Institute Discussion Papers 19-014/VII, Tinbergen Institute, revised 13 Jul 2019.
- Valadkhani, Abbas & Worthington, Andrew, 2014. "Asymmetric behavior of Australia's Big-4 banks in the mortgage market," Economic Modelling, Elsevier, vol. 43(C), pages 57-66.
- Lou, Weifang & Yin, Xiangkang, 2014. "The impact of the global financial crisis on mortgage pricing and credit supply," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 336-363.
- Valadkhani, Abbas, 2013. "Do petrol prices rise faster than they fall when the market shows significant disequilibria?," Energy Economics, Elsevier, vol. 39(C), pages 66-80.
- Jason Allen & Robert Clark & Jean-François Houde, 2008.
"Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry,"
Staff Working Papers
08-32, Bank of Canada.
Cited by:
- Jason Allen & Robert Clark & Jean-François Houde, 2014. "Price Dispersion in Mortgage Markets," Journal of Industrial Economics, Wiley Blackwell, vol. 62(3), pages 377-416, September.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2010.
"Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada,"
2010 Meeting Papers
1072, Society for Economic Dynamics.
- Jason Allen & Robert Clark & Jean-François Houde, 2019. "Search Frictions and Market Power in Negotiated-Price Markets," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1550-1598.
- Jason Allen & Robert Clark & Jean-François Houde, 2012. "Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market," Staff Working Papers 12-30, Bank of Canada.
- Jason Allen & Robert Clark & Jean-Francois Houde, 2018. "Search Frictions And Market Power In Negotiated Price Markets," Working Paper 1403, Economics Department, Queen's University.
- Jason Allen & Robert Clark & Jean-François Houde, 2014. "Search Frictions and Market Power in Negotiated Price Markets," NBER Working Papers 19883, National Bureau of Economic Research, Inc.
- Heng Chen & Matthew Strathearn & Marcel Voia, 2021. "Consumer Cash Withdrawal Behaviour: Branch Networks and Online Financial Innovation," Staff Working Papers 21-28, Bank of Canada.
- Kartashova, Katya & Tomlin, Ben, 2017.
"House prices, consumption and the role of non-Mortgage debt,"
Journal of Banking & Finance, Elsevier, vol. 83(C), pages 121-134.
- Katya Kartashova & Ben Tomlin, 2013. "House Prices, Consumption and the Role of Non-Mortgage Debt," Staff Working Papers 13-2, Bank of Canada.
- Chrysovalantou Milliou & Emmanuel Petrakis, 2009.
"Timing of Technology Adoption and Product Market Competition,"
CESifo Working Paper Series
2686, CESifo.
- Milliou, Chrysovalantou & Petrakis, Emmanuel, 2011. "Timing of technology adoption and product market competition," International Journal of Industrial Organization, Elsevier, vol. 29(5), pages 513-523, September.
- Jason Allen & Robert Clark & Jean-François Houde, 2012. "Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending," Staff Working Papers 12-4, Bank of Canada.
- Gregory McKee & Albert Kagan, 2018. "Community bank structure an x-efficiency approach," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 19-41, July.
- Gropp, Reint & Damar, H. Evren & Mordel, Adi, 2014.
"Banks' financial distress, lending supply and consumption expenditure,"
Working Paper Series
1687, European Central Bank.
- H. Evren Damar & Reint Gropp & Adi Mordel, 2014. "Banks’ Financial Distress, Lending Supply and Consumption Expenditure," Staff Working Papers 14-7, Bank of Canada.
- Damar, H. Evren & Gropp, Reint E. & Mordel, Adi, 2014. "Banks' financial distress, lending supply and consumption expenditure," SAFE Working Paper Series 39, Leibniz Institute for Financial Research SAFE, revised 2014.
- Marie-Hélène Felt, 2020. "Losing Contact: The Impact of Contactless Payments on Cash Usage," Staff Working Papers 20-56, Bank of Canada.
- Ming-fei Chen & Yan-qiu Liu & Yang Song & Qi Sun, 2019. "A Contract Coordination Model of Dual-Channel Delivery between UAVs and Couriers Considering the Uncertainty of Delivery for Last Mile," Discrete Dynamics in Nature and Society, Hindawi, vol. 2019, pages 1-11, December.
- Jason Allen & Darcey McVanel, 2009. "Price Movements in the Canadian Residential Mortgage Market," Staff Working Papers 09-13, Bank of Canada.
- Gregory McKee & Albert Kagan, 2016. "Determinants of recent structural change for small asset U.S. credit unions," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 775-795, October.
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2012.
"Consumer Bankruptcy and Information,"
Staff Working Papers
12-18, Bank of Canada.
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2016. "Consumer Bankruptcy, Bank Mergers, and Information," Review of Finance, European Finance Association, vol. 20(4), pages 1289-1320.
- Joan Calzada & Xavier Fageda & Fernando Martínez-Santos, 2023. "Mergers and bank branches: two decades of evidence from the USA," Empirical Economics, Springer, vol. 64(5), pages 2411-2447, May.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2008.
"Market Structure and the diffusion of electronic banking,"
2008 Meeting Papers
1015, Society for Economic Dynamics.
Cited by:
- Chun‐Yu Ho, 2015.
"Switching Cost And Deposit Demand In China,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(3), pages 723-749, August.
- Chun-Yu Ho, 2014. "Switching Cost and Deposit Demand in China," Working Papers 062014, Hong Kong Institute for Monetary Research.
- Ho, Chun-Yu, 2014. "Switching cost and deposit demand in China," BOFIT Discussion Papers 9/2014, Bank of Finland Institute for Emerging Economies (BOFIT).
- Scott Schuh & Joanna Stavins, 2008. "Summary of the workshop on Consumer Behavior and Payment Choice," Public Policy Discussion Paper 08-5, Federal Reserve Bank of Boston.
- Chun‐Yu Ho, 2015.
"Switching Cost And Deposit Demand In China,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(3), pages 723-749, August.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008.
"Empirical Likelihood Block Bootstrapping,"
Staff Working Papers
08-18, Bank of Canada.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011. "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Paper 1156, Economics Department, Queen's University.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
Cited by:
- Seojeong Lee, 2014.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
2014-02, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
- Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
- Sanying Feng & Tiejun Tong & Sung Nok Chiu, 2023. "Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model," Mathematics, MDPI, vol. 11(22), pages 1-19, November.
- Lorenzo Camponovo & Taisuke Otsu, 2015.
"Robustness of Bootstrap in Instrumental Variable Regression,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 58185, London School of Economics and Political Science, LSE Library.
- Lorenzo Camponovo & Taisuke Otsu, 2014. "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series 572, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Camponovo, Lorenzo & Otsu, Taisuke, 2015. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 60185, London School of Economics and Political Science, LSE Library.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "Robustness of Bootstrap in Instrumental Variable Regression," Cowles Foundation Discussion Papers 1796, Cowles Foundation for Research in Economics, Yale University.
- Francesco Bravo & Federico Crudu, 2012.
"Efficient bootstrap with weakly dependent processes,"
Discussion Papers
12/08, Department of Economics, University of York.
- Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
- Franke, Reiner, 2013. "Competitive Moment Matching of a New-Keynesian and an Old-Keynesian Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79988, Verein für Socialpolitik / German Economic Association.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Reiner Franke, 2018. "Competitive moment matching of a New-Keynesian and an Old-Keynesian model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 201-239, July.
- Jason Allen & Ying Liu, 2007.
"A Note on Contestability in the Canadian Banking Industry,"
Discussion Papers
07-7, Bank of Canada.
Cited by:
- Hélène Desgagnés, 2017. "The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications," Staff Working Papers 17-36, Bank of Canada.
- Mahmood ul Hasan Khan, 2009. "Concentration and Competition in Banking Sector of Pakistan: Empirical Evidence," SBP Working Paper Series 28, State Bank of Pakistan, Research Department.
- Jason Allen & Darcey McVanel, 2009. "Price Movements in the Canadian Residential Mortgage Market," Staff Working Papers 09-13, Bank of Canada.
- Shin, Dong Jin & Kim, Brian H.S., 2013. "Bank consolidation and competitiveness: Empirical evidence from the Korean banking industry," Journal of Asian Economics, Elsevier, vol. 24(C), pages 41-50.
- Mahmood ul Hasan Khan, 2009. "An Analysis of Degree of Competition in Banking Sector of Pakistan through a Direct Measure of Market Contestability," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 5, pages 35-52.
- Farhan Akbar & Thierry Chauveau, 2009. "Exchange Rate Risk Exposure Related to Public Debt Portfolio of Pakistan: Application of Value-at-Risk Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 5, pages 15-34.
- Rezitis, Anthony N., 2010. "Evaluating the state of competition of the Greek banking industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(1), pages 68-90, February.
- Jason Allen & Walter Engert & Ying Liu, 2006.
"Are Canadian Banks Efficient? A Canada--U.S. Comparison,"
Staff Working Papers
06-33, Bank of Canada.
Cited by:
- Robert McKeown, 2017. "Where Are The Economies Of Scale In Canadian Banking?," Working Paper 1380, Economics Department, Queen's University.
- Dong Xiang & Abul Shamsuddin & Andrew C Worthington, 2011. "A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors," Discussion Papers in Finance finance:201119, Griffith University, Department of Accounting, Finance and Economics.
- Miguel SARMIENTOO & Andrés CEPEDA & Hernando MUTIS & Juan F. PÉREZ, 2013. "Nueva Evidencia sobre la Eficiencia de la Banca," Archivos de Economía 10705, Departamento Nacional de Planeación.
- Robert McKeown, 2017. "Costs, Size And Returns To Scale Among Canadian And U.s. Commercial Banks," Working Paper 1382, Economics Department, Queen's University.
- Thorsten V. Koeppl & James MacGee, 2007. "Branching Out: The Urgent Need to Transform Canada’s Financial Landscape and How to Do It," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 251, June.
- Zhen Shi & Shijiong Qin & Yung-ho Chiu & Xiaoying Tan & Xiaoli Miao, 2021. "The impact of gross domestic product on the financing and investment efficiency of China’s commercial banks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-23, December.
- Hossein Karimi Hosnijeh & Robabeh Jaberi, 2009. "The Impacts of Technical Changes on Banking Economic Indices, Case Study of Iran," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 14(2), pages 97-111, fall.
- Richard Dion & Robert Fay, 2008. "Understanding Productivity: A Review of Recent Technical Research," Discussion Papers 08-3, Bank of Canada.
- Jason Allen & Robert Amano & David Byrne & Allan Gregory, 2006.
"Canadian City Housing Prices and Urban Market Segmentation,"
Staff Working Papers
06-49, Bank of Canada.
- Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1132-1149, August.
- Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
Cited by:
- David Albouy & Alex Chernoff & Chandler Lutz & Casey Warman, 2016.
"Local Labor Markets in Canada and the United States,"
NBER Chapters, in: Small Differences II: Public Policies in Canada and the United States,
National Bureau of Economic Research, Inc.
- David Albouy & Alex Chernoff & Chandler Lutz & Casey Warman, 2019. "Local Labor Markets in Canada and the United States," NBER Working Papers 25709, National Bureau of Economic Research, Inc.
- David Albouy & Alex Chernoff & Chandler Lutz & Casey Warman, 2019. "Local Labor Markets in Canada and the United States," Staff Working Papers 19-12, Bank of Canada.
- David Albouy & Alex Chernoff & Chandler Lutz & Casey Warman, 2019. "Local Labor Markets in Canada and the United States," Journal of Labor Economics, University of Chicago Press, vol. 37(S2), pages 533-594.
- Rose Cunningham & Ilan Kolet, 2007. "Housing Market Cycles and Duration Dependence in the United States and Canada," Staff Working Papers 07-2, Bank of Canada.
- Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2016. "Search, Liquidity, and the Dynamics of House Prices and Construction: Corrigendum," American Economic Review, American Economic Association, vol. 106(4), pages 1214-1219, April.
- Kilian, Lutz & Zhou, Xiaoqing, 2018.
"The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada,"
CEPR Discussion Papers
12845, C.E.P.R. Discussion Papers.
- Lutz Kilian & Xiaoqing Zhou, 2019. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," Working Papers 1909, Federal Reserve Bank of Dallas.
- Lutz Kilian & Xiaoqing Zhou, 2018. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," Staff Working Papers 18-56, Bank of Canada.
- Lutz Kilian & Xiaoqing Zhou, 2022. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 953-987, June.
- Lutz Kilian & Xiaoqing Zhou, 2018. "The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada," CESifo Working Paper Series 7005, CESifo.
- Kilian, Lutz & Zhou, Xiaoqing, 2018. "The propagation of regional shocks in housing markets: Evidence from oil price shocks in Canada," CFS Working Paper Series 606, Center for Financial Studies (CFS).
- Luca Casolaro & Cristina Fabrizi, 2018. "House prices in local markets in Italy: dynamics, levels and the role of urban agglomerations," Questioni di Economia e Finanza (Occasional Papers) 456, Bank of Italy, Economic Research and International Relations Area.
- Kartashova, Katya & Tomlin, Ben, 2017.
"House prices, consumption and the role of non-Mortgage debt,"
Journal of Banking & Finance, Elsevier, vol. 83(C), pages 121-134.
- Katya Kartashova & Ben Tomlin, 2013. "House Prices, Consumption and the Role of Non-Mortgage Debt," Staff Working Papers 13-2, Bank of Canada.
- Andrés Alegría & Rodrigo Alfaro & Felipe Córdova, 2017.
"The Impact of Warnings Published in a Financial Stability Report on the Loan to Value Ratio,"
Working Papers Central Bank of Chile
798, Central Bank of Chile.
- Andrés Alegría & Rodrigo Alfaro & Felipe Córdova, 2017. "The impact of warnings published in a financial stability report on loan-to value ratios," BIS Working Papers 633, Bank for International Settlements.
- Alexey Akimov & Simon Stevenson & James Young, 2015. "Synchronisation and commonalities in metropolitan housing market cycles," Urban Studies, Urban Studies Journal Limited, vol. 52(9), pages 1665-1682, July.
- International Monetary Fund, 2009. "Canada: Selected Issues," IMF Staff Country Reports 2009/163, International Monetary Fund.
- Ting Zhang & Dan Gerlowski & Deborah Ford, 2014. "Housing price variability: national and local impacts," Applied Economics, Taylor & Francis Journals, vol. 46(28), pages 3494-3502, October.
- Ms. Evridiki Tsounta, 2009. "Is the Canadian Housing Market Overvalued? A Post-crisis Assessment," IMF Working Papers 2009/235, International Monetary Fund.
- Julien Reynaud, 2015. "Gauging Housing Supply in Canada: A Stock Approach," IMF Working Papers 2015/128, International Monetary Fund.
- Lei Fang & Eric Smith & Zoe Xie, 2022.
"The Short and the Long of It: Stock-Flow Matching in the US Housing Market,"
FRB Atlanta Working Paper
2022-15, Federal Reserve Bank of Atlanta.
- Eric Smith & Zoe Xie & Lei Fang, 2022. "The Short and the Long of It: Stock-Flow Matching in the US Housing Market," CESifo Working Paper Series 10035, CESifo.
- Yuan Zhang & Yiguo Sun & Thanasis Stengos, 2019. "Spatial Dependence in the Residential Canadian Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 58(2), pages 223-263, February.
- Mr. Luis M. Cubeddu & Mr. Camilo E Tovar Mora & Ms. Evridiki Tsounta, 2012. "Latin America: Vulnerabilities Under Construction?," IMF Working Papers 2012/193, International Monetary Fund.
- Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2014.
"Search, Liquidity, and the Dynamics of House Prices and Construction,"
American Economic Review, American Economic Association, vol. 104(4), pages 1172-1210, April.
- Allen Head & Amy Hongfei Sun & Huw Lloyd-Ellis, 2012. "Search, Liquidity And The Dynamics Of House Prices And Construction," Working Paper 1276, Economics Department, Queen's University.
- Tomura, Hajime, 2010. "International capital flows and expectation-driven boom-bust cycles in the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1993-2009, October.
- Jason Allen & Darcey McVanel, 2009. "Price Movements in the Canadian Residential Mortgage Market," Staff Working Papers 09-13, Bank of Canada.
- Tse, Chin-Bun & Rodgers, Timothy & Niklewski, Jacek, 2014. "The 2007 financial crisis and the UK residential housing market: Did the relationship between interest rates and house prices change?," Economic Modelling, Elsevier, vol. 37(C), pages 518-530.
- Hajime Tomura, 2008. "A Model of Housing Boom and Bust in a Small Open Economy," Staff Working Papers 08-9, Bank of Canada.
- Alegría, Andrés & Alfaro, Rodrigo & Córdova, Felipe, 2021. "The effect of warnings published in a financial stability report on loan-to-value ratios," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(4).
- Islam, Shahidul, 2007. "Neighbourhood Characteristics and Adjacent Ravines on House Prices," Annual Meeting, 2007, July 29-August 1, Portland, Oregon 10250, Canadian Agricultural Economics Society.
- Marsha J. Courchane & Cynthia Holmes, 2014. "Bubble, Bubble ¡V Is there House Price Trouble -- in Canada?," International Real Estate Review, Global Social Science Institute, vol. 17(1), pages 109-135.
- Jason Allen & Ying Liu, 2005.
"Efficiency and Economies of Scale of Large Canadian Banks,"
Staff Working Papers
05-13, Bank of Canada.
- Jason Allen & Ying Liu, 2007. "Efficiency and economies of scale of large Canadian banks," Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 225-244, February.
- Jason Allen & Ying Liu, 2007. "Efficiency and economies of scale of large Canadian banks," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(1), pages 225-244, February.
Cited by:
- Diego Restrepo-Tobón & Subal Kumbhakar & Kai Sun, 2015. "Obelix vs. Asterix: Size of US commercial banks and its regulatory challenge," Journal of Regulatory Economics, Springer, vol. 48(2), pages 125-168, October.
- Christian Calm¨¨s & Raymond Th¨¦oret, 2013. "Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 1-18, November.
- Prosper F. Bangwayo-Skeete & Ryan W. Skeete, 2007. "Regional Integration and Elasticities of Export Demand in Barbados," Money Affairs, CEMLA, vol. 0(1), pages 23-41, January-J.
- Simper, Richard & Dadoukis, Aristeidis & Bryce, Cormac, 2019. "European bank loan loss provisioning and technological innovative progress," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 119-130.
- Mario Fortin & Andre Leclerc, 2009.
"Économies d’échelle et de gamme dans les coopératives de services financiers : une approche non paramétrique (DEA),"
Cahiers de recherche
09-08, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Leclerc, André & Fortin, Mario, 2009. "Économies d’échelle et de gamme dans les coopératives de services financiers : une approche non paramétrique (DEA)," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(3), pages 263-282, septembre.
- David Dodge, 2011. "Public Policy for the Canadian Financial System: From Porter to the Present and Beyond," New Directions for Intelligent Government in Canada: Papers in Honour of Ian Stewart, in: Fred Gorbet & Andrew Sharpe (ed.),New Directions for Intelligent Government in Canada: Papers in Honour of Ian Stewart, pages 81-100, Centre for the Study of Living Standards.
- Robert McKeown, 2017. "Where Are The Economies Of Scale In Canadian Banking?," Working Paper 1380, Economics Department, Queen's University.
- Abayomi Oredegbe, 2021. "Cost Efficiency Determinants: Evidence from the Canadian Banking Industry," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(1), pages 1-86, July.
- Kouzez, Marc, 2023. "Political environment and bank performance: Does bank size matter?," Economic Systems, Elsevier, vol. 47(1).
- Sakarya, Burchan, 2013. "A look at the Structural Bank Regulation initiatives and a discussion over Turkish banking sector," MPRA Paper 69195, University Library of Munich, Germany.
- Burçhan Sakarya, 2013. "A Look at the Structural Bank Regulation Initiatives and a Discussion over Turkish Banking Sector?," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey 21, Ekonomik Yaklasim Association.
- Scott J. Dressler & Erasmus K. Kersting, 2012.
"Economies of Scale in Banking, Confidence Shocks, and Business Cycles,"
Villanova School of Business Department of Economics and Statistics Working Paper Series
18, Villanova School of Business Department of Economics and Statistics.
- Dressler, Scott J. & Kersting, Erasmus K., 2014. "Economies Of Scale In Banking, Confidence Shocks, And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 18(5), pages 1069-1090, July.
- Dressler, Scott J., 2009. "Economies of scale in banking, confidence shocks, and business cycles," MPRA Paper 13310, University Library of Munich, Germany.
- Michalak, Tobias C. & Uhde, André, 2012. "Credit risk securitization and bank soundness in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 272-285.
- Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai, 2019.
"Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy,"
Applied Economics, Taylor & Francis Journals, vol. 51(29), pages 3184-3197, June.
- Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai, 2018. "Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy," Working Papers 2018-003, Department of Research, Ipag Business School.
- Jason Allen & Walter Engert & Ying Liu, 2006. "Are Canadian Banks Efficient? A Canada--U.S. Comparison," Staff Working Papers 06-33, Bank of Canada.
- Gonzalo Escobar Elexpuru & Ivan Valdes De la Fuente, 2021. "Economies of Scale in the Payment Card Market in Chile," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 67-81.
- Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana, Fulbert Tchana, 2013.
"Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes,"
Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3373-3387.
- Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert, 2013. "Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes," MPRA Paper 44105, University Library of Munich, Germany.
- Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019. "Determinants of CDS trading on major banks," Working Papers Dissertations 51, Paderborn University, Faculty of Business Administration and Economics.
- Thorsten V. Koeppl & James MacGee, 2007. "Branching Out: The Urgent Need to Transform Canada’s Financial Landscape and How to Do It," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 251, June.
- Christian Calmès & Raymond Théoret, 2013. "Is the Canadian banking system really “stronger” than the U.S. one?," RePAd Working Paper Series UQO-DSA-wp022013, Département des sciences administratives, UQO.
- Diego A. Restrepo-Tobón & Subal C. Kumbhakar & Kai Sun, 2013. "Are U.S. Commercial Banks Too Big?," Documentos de Trabajo de Valor Público 10943, Universidad EAFIT.
- Alicia García-Herrero & Josep Vilarrubia Author-Workplace-Name: Banco Central de la República Argentina, 2007. "The Laffer Curve of Macroeconomic Volatility and Growth: Can it be Explained by the Different Nature of Crises?," Money Affairs, CEMLA, vol. 0(1), pages 43-60, January-J.
- Prudence Serju, 2007. "Estimating Potential Output for Jamaica: a Structural VAR Approach," Money Affairs, CEMLA, vol. 0(1), pages 1-22, January-J.
- Scott J. Dressler, 2011.
"Economies Of Scale In Banking, Indeterminacy, And Monetary Policy,"
Economic Inquiry, Western Economic Association International, vol. 49(1), pages 185-193, January.
- Dressler, Scott, 2008. "Economies of scale in banking, indeterminacy, and monetary policy," MPRA Paper 8370, University Library of Munich, Germany.
- Farruggio, Christian & Uhde, André, 2015. "Determinants of loan securitization in European banking," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 12-27.
- Amarjit Gill & Craig Wilson, 2021. "Bank connections and small business performance: Evidence from Canadian survey data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5110-5134, October.
- Walid Hejazi & Eric Santor, 2005. "Degree of Internationalization and Performance: An Analysis of Canadian Banks," Staff Working Papers 05-32, Bank of Canada.
- Jason Allen & Walter Engert & Ying Liu, 2007. "A Comparison of Canadian and US Universal Banks: Efficiency, Productivity, and the Role of Technology," Money Affairs, CEMLA, vol. 0(1), pages 61-96, January-J.
- Ji Wu & Shirong Zhao, 2024. "Returns to scale in cost, revenue, and profit for European banks: New results from nonparametric local linear methods," The Financial Review, Eastern Finance Association, vol. 59(2), pages 487-517, May.
Articles
- Jason Allen & Robert Clark & Brent Hickman & Eric Richert, 2024.
"Resolving Failed Banks: Uncertainty, Multiple Bidding and Auction Design,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1201-1242.
Cited by:
- Fan Wu & Yi Xin, 2024. "Estimating Nonseparable Selection Models: A Functional Contraction Approach," Papers 2411.01799, arXiv.org, revised Feb 2025.
- Jason Allen & Milena Wittwer, 2023.
"Centralizing Over-the-Counter Markets?,"
Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
See citations under working paper version above.
- Jason Allen & Milena Wittwer, 2021. "Centralizing Over-the-Counter Markets?," Staff Working Papers 21-39, Bank of Canada.
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2022.
"Debt‐relief programs and money left on the table: Evidence from Canada's response to COVID‐19,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 9-53, February.
See citations under working paper version above.
- Jason Allen & Robert Clark & Shaoteng Li & Nicolas Vincent, 2021. "Debt-Relief Programs and Money Left on the Table: Evidence from Canada's Response to COVID-19," Staff Working Papers 21-13, Bank of Canada.
- Jason Allen & Ali Hortaçsu & Jakub Kastl, 2021.
"Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress,"
American Economic Journal: Microeconomics, American Economic Association, vol. 13(2), pages 243-275, May.
Cited by:
- José Miguel Cardoso da Costa & Rui Albuquerque, 2023.
"Price elasticity of demand and risk-bearing capacity in sovereign bond auctions,"
Working Papers
w202302, Banco de Portugal, Economics and Research Department.
- Albuquerque, Rui & Costa, José & Faias, Jose, 2022. "Price elasticity of demand and risk-bearing capacity in sovereign bond auctions," CEPR Discussion Papers 17095, C.E.P.R. Discussion Papers.
- José Miguel Cardoso da Costa & Rui Albuquerque, 2023.
"Price elasticity of demand and risk-bearing capacity in sovereign bond auctions,"
Working Papers
w202302, Banco de Portugal, Economics and Research Department.
- Allen, Jason & Grieder, Timothy & Peterson, Brian & Roberts, Tom, 2020.
"The impact of macroprudential housing finance tools in canada,"
Journal of Financial Intermediation, Elsevier, vol. 42(C).
See citations under working paper version above.
- Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017. "The impact of macroprudential housing finance tools in Canada," BIS Working Papers 632, Bank for International Settlements.
- Allen, Jason & Thompson, James R., 2019.
"Variable pay: Is it for the worker or the firm?,"
Journal of Corporate Finance, Elsevier, vol. 58(C), pages 551-566.
Cited by:
- Liu, Haiming & Chiang, Yao-Min, 2022. "Confucianism and IPO underpricing," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
- Jason Allen & Robert Clark & Jean-François Houde, 2019.
"Search Frictions and Market Power in Negotiated-Price Markets,"
Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1550-1598.
See citations under working paper version above.
- Jason Allen & Robert Clark & Jean-Francois Houde, 2018. "Search Frictions And Market Power In Negotiated Price Markets," Working Paper 1403, Economics Department, Queen's University.
- Jason Allen & Robert Clark & Jean-François Houde, 2012. "Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market," Staff Working Papers 12-30, Bank of Canada.
- Jason Allen & Robert Clark & Jean-François Houde, 2014. "Search Frictions and Market Power in Negotiated Price Markets," NBER Working Papers 19883, National Bureau of Economic Research, Inc.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2010. "Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada," 2010 Meeting Papers 1072, Society for Economic Dynamics.
- Jason Allen & Kiana Basiri, 2018.
"Impact of Bankruptcy Reform on Consumer Insolvency Choice,"
Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 100-111, June.
Cited by:
- Mikhed, Vyacheslav & Raina, Sahil & Scholnick, Barry & Zhang, Man, 2024. "Debtor income manipulation in consumer credit contracts," Journal of Financial Economics, Elsevier, vol. 157(C).
- Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2016.
"Efficiency And Bargaining Power In The Interbank Loan Market,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 691-716, May.
See citations under working paper version above.
- Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2012. "Efficiency and Bargaining Power in the Interbank Loan Market," Staff Working Papers 12-29, Bank of Canada.
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2016.
"Consumer Bankruptcy, Bank Mergers, and Information,"
Review of Finance, European Finance Association, vol. 20(4), pages 1289-1320.
See citations under working paper version above.
- Jason Allen & H. Evren Damar & David Martinez-Miera, 2012. "Consumer Bankruptcy and Information," Staff Working Papers 12-18, Bank of Canada.
- Allen, Jason & Paligorova, Teodora, 2015.
"Bank loans for private and public firms in a liquidity crunch,"
Journal of Financial Stability, Elsevier, vol. 18(C), pages 106-116.
Cited by:
- Guarin, Alexander & Lozano, Ignacio, 2017. "Credit funding and banking fragility: A forecasting model for emerging economies," Emerging Markets Review, Elsevier, vol. 32(C), pages 168-189.
- Alexander Guarín-López & Ignacio Lozano-Espitia, 2016.
"Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies,"
Borradores de Economia
931, Banco de la Republica de Colombia.
- Alexander Guarín-López & Ignacio Lozano-Espitia, 2016. "Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies," Borradores de Economia 14306, Banco de la Republica.
- Drago, Danilo & Gallo, Raffaele, 2020. "The impact of financial crises on the syndicated loan spreads applied to public and private firms," Journal of Financial Stability, Elsevier, vol. 46(C).
- Sami Ben Naceur & Jérémy Pépy & Caroline Roulet, 2017.
"Basel III and Bank-Lending: Evidence from the United States and Europe,"
IMF Working Papers
2017/245, International Monetary Fund.
- Ben Naceur, S. & Marton, Katherin & Roulet, Caroline, 2018. "Basel III and bank-lending: Evidence from the United States and Europe," Journal of Financial Stability, Elsevier, vol. 39(C), pages 1-27.
- Raffaele Gallo, 2019. "The loan cost advantage of public firms and financial market conditions: evidence from the European syndicated loan market," Temi di discussione (Economic working papers) 1255, Bank of Italy, Economic Research and International Relations Area.
- Adesina, Kolade Sunday, 2019. "Basel III liquidity rules: The implications for bank lending growth in Africa," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
- Lim, Jesslyn & Do, Viet & Vu, Tram, 2020. "Co-opted directors, covenant intensity, and covenant violations," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander, 2019.
"What are the real effects of financial market liquidity? Evidence on bank lending from the euro area,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 152-183.
- Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander, 2018. "What are the real effects of financial market liquidity? Evidence on bank lending from the euro area," Discussion Papers 34/2018, Deutsche Bundesbank.
- Marcin Borsuk & Konrad Kostrzewa, 2020. "Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?," Bank i Kredyt, Narodowy Bank Polski, vol. 51(3), pages 211-238.
- Panagiotis Karavitis & Pantelis Kazakis, 2020.
"Political Sentiment and Syndicated Loan Borrowing Costs of Multinational Enterprises,"
Working Papers
2020_29, Business School - Economics, University of Glasgow.
- Karavitis, Panagiotis & Kazakis, Pantelis, 2022. "Political sentiment and syndicated loan borrowing costs of multinational enterprises," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Ken B. Cyree & Mark D. Griffiths & Drew B. Winters, 2016. "U.S. Bank Lending Activity In The Postcrisis World," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 39(4), pages 389-410, December.
- Denis Davydov, 2018. "Does State Ownership of Banks Matter?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2), pages 250-285, August.
- Roulet, Caroline, 2018. "Basel III: Effects of capital and liquidity regulations on European bank lending," Journal of Economics and Business, Elsevier, vol. 95(C), pages 26-46.
- Dorel N. Manitiu & Giulio Pedrini, 2017. "The countercyclical role of Italian local banks during the financial crisis," Applied Economics, Taylor & Francis Journals, vol. 49(27), pages 2679-2696, June.
- Jason Allen & Robert Clark & Jean-Fran?ois Houde, 2014.
"The Effect of Mergers in Search Markets: Evidence from the Canadian Mortgage Industry,"
American Economic Review, American Economic Association, vol. 104(10), pages 3365-3396, October.
See citations under working paper version above.
- Jason Allen & Robert Clark & Jean-François Houde, 2013. "The Effect of Mergers in Search Market: Evidence from the Canadian Mortgage Industry," NBER Working Papers 19126, National Bureau of Economic Research, Inc.
- Jason Allen & Robert Clark & Jean-François Houde, 2014.
"Price Dispersion in Mortgage Markets,"
Journal of Industrial Economics, Wiley Blackwell, vol. 62(3), pages 377-416, September.
Cited by:
- Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017.
"The time-varying price of financial intermediation in the mortgage market,"
Working Papers
16-28, Federal Reserve Bank of Boston.
- Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017. "The time-varying price of financial intermediation in the mortgage market," Staff Reports 805, Federal Reserve Bank of New York.
- Andreas Fuster & Stephanie Lo & Paul Willen, 2023. "The Time-Varying Price of Financial Intermediation in the Mortgage Market," Swiss Finance Institute Research Paper Series 23-103, Swiss Finance Institute.
- Andreas Fuster & Stephanie H. Lo & Paul S. Willen, 2017. "The Time-Varying Price of Financial Intermediation in the Mortgage Market," NBER Working Papers 23706, National Bureau of Economic Research, Inc.
- Andreas Fuster & Stephanie H. Lo & Paul S. Willen, 2024. "The Time‐Varying Price of Financial Intermediation in the Mortgage Market," Journal of Finance, American Finance Association, vol. 79(4), pages 2553-2602, August.
- Kiana Basiri & Babak Mahmoudi, 2021.
"Possible income misstatement on mortgage loan applications: Evidence from the Canadian housing market,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 917-935, September.
- Basiri, Kiana & Mahmoudi, Babak, 2020. "Possible income misstatement on mortgage loan applications: Evidence from the Canadian housing market," MPRA Paper 108450, University Library of Munich, Germany.
- Katya Kartashova & Xiaoqing Zhou, 2022.
"How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers,"
Working Papers
2206, Federal Reserve Bank of Dallas.
- Katya Kartashova & Xiaoqing Zhou, 2020. "How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers," Staff Working Papers 20-18, Bank of Canada.
- Dubois, Pierre & Perrone, Helena, 2015.
"Price Dispersion and Informational Frictions: Evidence from Supermarket Purchases,"
TSE Working Papers
15-606, Toulouse School of Economics (TSE), revised Sep 2017.
- Pierre Dubois & Helena Perrone, 2018. "Price Dispersion and Informational Frictions: Evidence From Supermarket Purchases," CRC TR 224 Discussion Paper Series crctr224_2018_047, University of Bonn and University of Mannheim, Germany.
- Dubois, Pierre & Perrone, Helena, 2015. "Price Dispersion and Informational Frictions: Evidence from Supermarket Purchases," CEPR Discussion Papers 10906, C.E.P.R. Discussion Papers.
- Robert Clark & Shaoteng Li, 2022.
"The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?],"
Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
- Ferrari, Alessandro & Loseto, Marco, 2023. "Liquidity constraints and demand for maturity the case of mortgages," Working Paper Series 2859, European Central Bank.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2010.
"Price negotiation in differentiated product markets: An analysis of the market for insured mortgages in Canada,"
2010 Meeting Papers
1072, Society for Economic Dynamics.
- Jason Allen & Robert Clark & Jean-François Houde, 2019. "Search Frictions and Market Power in Negotiated-Price Markets," Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1550-1598.
- Jason Allen & Robert Clark & Jean-François Houde, 2012. "Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market," Staff Working Papers 12-30, Bank of Canada.
- Jason Allen & Robert Clark & Jean-Francois Houde, 2018. "Search Frictions And Market Power In Negotiated Price Markets," Working Paper 1403, Economics Department, Queen's University.
- Jason Allen & Robert Clark & Jean-François Houde, 2014. "Search Frictions and Market Power in Negotiated Price Markets," NBER Working Papers 19883, National Bureau of Economic Research, Inc.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020.
"Open Banking: Credit Market Competition When Borrowers Own the Data,"
NBER Working Papers
28118, National Bureau of Economic Research, Inc.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020. "Open Banking: Credit Market Competition When Borrowers Own the Data," Working Papers 2020-168, Becker Friedman Institute for Research In Economics.
- He, Zhiguo & Huang, Jing & Zhou, Jidong, 2023. "Open banking: Credit market competition when borrowers own the data," Journal of Financial Economics, Elsevier, vol. 147(2), pages 449-474.
- Zhiguo He & Jing Huang & Jidong Zhou, 2020. "Open Banking: Credit Market Competition When Borrowers Own the Data," Cowles Foundation Discussion Papers 2262, Cowles Foundation for Research in Economics, Yale University.
- Zhiguo He & Jing Huang & Jidong Zhou, 2022. "Open Banking: Credit Market Competition When Borrowers Own the Data," Cowles Foundation Discussion Papers 2262R, Cowles Foundation for Research in Economics, Yale University.
- Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017.
"The impact of macroprudential housing finance tools in Canada,"
BIS Working Papers
632, Bank for International Settlements.
- Allen, Jason & Grieder, Timothy & Peterson, Brian & Roberts, Tom, 2020. "The impact of macroprudential housing finance tools in canada," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Liu, Lu, 2019. "Non-salient fees in the mortgage market," Bank of England working papers 819, Bank of England.
- Matteo Benetton, 2017. "Lenders' Competition and Macro-prudential Regulation: A Model of the UK Mortgage Supermarket," 2017 Meeting Papers 1001, Society for Economic Dynamics.
- Robert McKeown, 2017. "Where Are The Economies Of Scale In Canadian Banking?," Working Paper 1380, Economics Department, Queen's University.
- Stefany Moreno-Burbano & Andrés Vargas-Vargas & Juan Sebastián Vélez-Velásquez, 2019. "Interest rate dispersion in commercial loans," Borradores de Economia 1088, Banco de la Republica de Colombia.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Miroslav Gabrovski & Victor Ortego-Marti, 2020.
"Search and Credit Frictions in the Housing Market,"
Working Papers
202016, University of California at Riverside, Department of Economics.
- Gabrovski, Miroslav & Ortego-Marti, Victor, 2021. "Search and credit frictions in the housing market," European Economic Review, Elsevier, vol. 134(C).
- Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Search and Credit Frictions in the Housing Market," Working Papers 201811, University of Hawaii at Manoa, Department of Economics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2018. "Search and Credit Frictions in the Housing Market," Working Papers 201816, University of California at Riverside, Department of Economics.
- Louis-Gaëtan Giraudet & Anna Petronevich & Laurent Faucheux, 2019. "How do lenders price energy efficiency? Evidence from personal consumption loans," Working papers 716, Banque de France.
- Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts, 2016. "The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10," Staff Working Papers 16-41, Bank of Canada.
- Hélène Desgagnés, 2017. "The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications," Staff Working Papers 17-36, Bank of Canada.
- Steven Ongena & Florentina Paraschiv & Endre J Reite, 2021.
"Counteroffers and Price Descrimination in Mortgage Lending,"
Swiss Finance Institute Research Paper Series
21-67, Swiss Finance Institute, revised May 2023.
- Ongena, Steven & Paraschiv, Florentina & Reite, Endre J., 2023. "Counteroffers and Price Discrimination in Mortgage Lending," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Miroslav Gabrovski & Victor Ortego-Marti, 2025.
"Home Construction Financing and Search Frictions in the Housing Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 55, January.
- Miroslav Gabrovski & Victor Ortego-Marti, 2024. "Code and data files for "Home Construction Financing and Search Frictions in the Housing Market"," Computer Codes 23-17, Review of Economic Dynamics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2022. "Home Construction Financing and Search Frictions in the Housing Market," Working Papers 202217, University of California at Riverside, Department of Economics.
- Fan Wu & Yi Xin, 2024. "Estimating Nonseparable Selection Models: A Functional Contraction Approach," Papers 2411.01799, arXiv.org, revised Feb 2025.
- Ma, Chao, 2020. "Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market," International Journal of Industrial Organization, Elsevier, vol. 70(C).
- Tracey, Belinda & Van Horen, Neeltje, 2021. "The consumption response to borrowing constraints in the mortgage market," Bank of England working papers 919, Bank of England.
- Luttmann, Alexander & Gaggero, Alberto A, 2022. "How does COVID-19 affect intertemporal price dispersion? Evidence from the airline industry," MPRA Paper 111797, University Library of Munich, Germany.
- Bronson Argyle & Taylor D. Nadauld & Christopher Palmer, 2020. "Real Effects of Search Frictions in Consumer Credit Markets," NBER Working Papers 26645, National Bureau of Economic Research, Inc.
- Fabra, Natalia & Reguant, Mar, 2020.
"A model of search with price discrimination,"
European Economic Review, Elsevier, vol. 129(C).
- Fabra, Natalia & Reguant, Mar, 2018. "A Model of Search with Price Discrimination," CEPR Discussion Papers 12823, C.E.P.R. Discussion Papers.
- Jason Allen & Robert Clark & Jean-Fran?ois Houde, 2014.
"The Effect of Mergers in Search Markets: Evidence from the Canadian Mortgage Industry,"
American Economic Review, American Economic Association, vol. 104(10), pages 3365-3396, October.
- Jason Allen & Robert Clark & Jean-François Houde, 2013. "The Effect of Mergers in Search Market: Evidence from the Canadian Mortgage Industry," NBER Working Papers 19126, National Bureau of Economic Research, Inc.
- Jason Allen & Shaoteng Li, 2020. "Dynamic Competition in Negotiated Price Markets," Staff Working Papers 20-22, Bank of Canada.
- Giraudet, Louis-Gaëtan & Petronevich, Anna & Faucheux, Laurent, 2021. "Differentiated green loans," Energy Policy, Elsevier, vol. 149(C).
- Alexei Alexandrov & Thomas S. Conkling & Sergei Koulayev, 2024. "Changing the Scope of GSE Loan Guarantees: Estimating Effects on Mortgage Pricing and Availability," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 409-451, October.
- Kang, Jung Koo & Loumioti, Maria & Wittenberg-Moerman, Regina, 2021. "The harmonization of lending standards within banks through mandated loan-level transparency," Journal of Accounting and Economics, Elsevier, vol. 72(1).
- Santiago Carbó-Valverde & Sergio Mayordomo & Francisco Rodríguez-Fernández, 2018. "Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates," The Journal of Real Estate Finance and Economics, Springer, vol. 56(1), pages 76-100, January.
- Reite, Endre J., 2022. "Information asymmetry between banks, rent extraction, and switching in mortgage lending," Finance Research Letters, Elsevier, vol. 50(C).
- Patricio Hevia & César Vásquez, 2017. "Caracterización de las Tasas de Interés de Créditos para la Vivienda," Economic Statistics Series 122, Central Bank of Chile.
- Agnese Carella & Valentina Michelangeli, 2021. "Information or persuasion in the mortgage market: the role of brand names," Temi di discussione (Economic working papers) 1340, Bank of Italy, Economic Research and International Relations Area.
- Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017.
"The time-varying price of financial intermediation in the mortgage market,"
Working Papers
16-28, Federal Reserve Bank of Boston.
- Jason Allen, 2011.
"Competition in the Canadian Mortgage Market,"
Bank of Canada Review, Bank of Canada, vol. 2010(Winter), pages 1-9.
Cited by:
- James MacGee, 2012. "The Rise in Consumer Credit and Bankruptcy: Cause for Concern?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 346, April.
- Robert McKeown, 2017. "Where Are The Economies Of Scale In Canadian Banking?," Working Paper 1380, Economics Department, Queen's University.
- Mr. Ivo Krznar & Mr. James Morsink, 2014. "With Great Power Comes Great Responsibility: Macroprudential Tools at Work in Canada," IMF Working Papers 2014/083, International Monetary Fund.
- Robert McKeown, 2017. "An Overview Of The Canadian Banking System: 1996 To 2015," Working Paper 1379, Economics Department, Queen's University.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011.
"Empirical likelihood block bootstrapping,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
See citations under working paper version above.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Paper 1156, Economics Department, Queen's University.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009.
"Canadian city housing prices and urban market segmentation,"
Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
- Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1132-1149, August.
See citations under working paper version above.- Jason Allen & Robert Amano & David Byrne & Allan Gregory, 2006. "Canadian City Housing Prices and Urban Market Segmentation," Staff Working Papers 06-49, Bank of Canada.
- Jason Allen & Walter Engert & Ying Liu, 2007.
"A Comparison of Canadian and US Universal Banks: Efficiency, Productivity, and the Role of Technology,"
Money Affairs, CEMLA, vol. 0(1), pages 61-96, January-J.
Cited by:
- Abayomi Oredegbe, 2021. "Cost Efficiency Determinants: Evidence from the Canadian Banking Industry," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(1), pages 1-86, July.
- Marie-Hélène Felt & Fumiko Hayashi & Joanna Stavins & Angelika Welte, 2021. "Distributional Effects of Payment Card Pricing and Merchant Cost Pass-through in Canada and the United States," Staff Working Papers 21-8, Bank of Canada.
- Jason Allen & Walter Engert, 2007.
"Efficiency and Competition in Canadian Banking,"
Bank of Canada Review, Bank of Canada, vol. 2007(Summer), pages 33-45.
Cited by:
- Jason Allen & Robert Clark & Jean-François Houde, 2008. "Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry," Staff Working Papers 08-32, Bank of Canada.
- González, Luis Otero & Razia, Alaa & Búa, Milagros Vivel & Sestayo, Rubén Lado, 2017. "Competition, concentration and risk taking in Banking sector of MENA countries," Research in International Business and Finance, Elsevier, vol. 42(C), pages 591-604.
- Daniel Schwanen & Jeremy Kronick & Ramya Muthukumaran, 2016. "Playing from Strength: Canada’s Trade Deal Priorities for Financial Services," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 461, November.
- Abayomi Oredegbe, 2021. "Cost Efficiency Determinants: Evidence from the Canadian Banking Industry," International Journal of Business and Management, Canadian Center of Science and Education, vol. 15(1), pages 1-86, July.
- Damar, H. Evren & Meh, Césaire A. & Terajima, Yaz, 2013.
"Leverage, balance-sheet size and wholesale funding,"
Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 639-662.
- H. Evren Damar & Césaire Meh & Yaz Terajima, 2010. "Leverage, Balance Sheet Size and Wholesale Funding," Staff Working Papers 10-39, Bank of Canada.
- Abayomi Oredegbe, 2020. "Canadian Banking Industry Profitability: Exploring the Relevance of Two Competing Hypotheses," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(4), pages 1-67, April.
- Olaf Weber, 2012. "Environmental Credit Risk Management in Banks and Financial Service Institutions," Business Strategy and the Environment, Wiley Blackwell, vol. 21(4), pages 248-263, May.
- Jimmy Yicheng Huang, 2021. "Basel III FRTB: data pooling innovation to lower capital charges," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-13, December.
- International Monetary Fund, 2014. "Canada: Financial Sector Assessment Program-Intensity and Effectiveness of Federal Bank Supervision in Canada-Technical Note," IMF Staff Country Reports 2014/070, International Monetary Fund.
- Wouter J. Den Haan & Steven W. Sumner & Guy M. Yamashiro, 2009. "Bank loan portfolios and the Canadian monetary transmission mechanism," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(3), pages 1150-1175, August.
- Mahmood ul Hasan Khan, 2009. "Concentration and Competition in Banking Sector of Pakistan: Empirical Evidence," SBP Working Paper Series 28, State Bank of Pakistan, Research Department.
- Mahmood ul Hasan Khan, 2009. "An Analysis of Degree of Competition in Banking Sector of Pakistan through a Direct Measure of Market Contestability," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 5, pages 35-52.
- Wulong Gu & Amélie Lafrance, 2010. "Productivity Growth in Canadian and U.S. Regulated Industries," International Productivity Monitor, Centre for the Study of Living Standards, vol. 19, pages 50-65, Spring.
- Jeremy Kronick, 2018. "Productivity and the Financial Sector – What’s Missing?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 508, April.
- Moses Nyangu & Nyankomo Marwa & Ashenafi Fanta & Latacz-Lohmann Uwe, 2022. "The Dynamics of Bank Concentration, Competition and Efficiency in the East African Community," Journal of Industry, Competition and Trade, Springer, vol. 22(1), pages 21-49, March.
- Robert Clark & Jason Allen & Jean-Francois Houde, 2008. "Market Structure and the diffusion of electronic banking," 2008 Meeting Papers 1015, Society for Economic Dynamics.
- Angelika Welte & Jozsef Molnar, 2021.
"The market for acquiring card payments from small and medium-sized Canadian merchants,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 56(2), pages 87-97, April.
- Angelika Welte & Jozsef Molnar, 2020. "The Market for Acquiring Card Payments from Small and Medium-Sized Canadian Merchants," Discussion Papers 2020-5, Bank of Canada.
- Farhan Akbar & Thierry Chauveau, 2009. "Exchange Rate Risk Exposure Related to Public Debt Portfolio of Pakistan: Application of Value-at-Risk Approaches," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 5, pages 15-34.
- Daniel Schwanen & Dan Ciuriak & Jeremy Kronick, 2015. "Opening up New Trade Routes for Financial Services: Canada’s Priorities," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 442, December.
- Dombi, Akos & Grigoriadis, Theocharis & Zhu, Junbing, 2020. "Antiquity and capitalism: The finance-growth perspective," Discussion Papers 2020/9, Free University Berlin, School of Business & Economics.
- Jason Allen & Ying Liu, 2007.
"Efficiency and economies of scale of large Canadian banks,"
Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 225-244, February.
- Jason Allen & Ying Liu, 2007. "Efficiency and economies of scale of large Canadian banks," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(1), pages 225-244, February.
See citations under working paper version above.- Jason Allen & Ying Liu, 2005. "Efficiency and Economies of Scale of Large Canadian Banks," Staff Working Papers 05-13, Bank of Canada.