Report NEP-BAN-2011-03-12

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Christian Calmes issued this report. It is usually issued weekly.

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Other reports in NEP-BAN

The following items were announced in this report:

• Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlcek, 2011. "BASEL III: Long-term impact on economic performance and fluctuations," BIS Working Papers 338, Bank for International Settlements.
• Guillaume Plantin, 2011. "Good Securitization, Bad Securitization," IMES Discussion Paper Series 11-E-04, Institute for Monetary and Economic Studies, Bank of Japan.
• Éric Tymoigne, 2011. "Measuring Macroprudential Risk: Financial Fragility Indexes," Economics Working Paper Archive wp_654, Levy Economics Institute.
• Demirguc-Kunt , Asli & Huizinga, Harry, 2011. "Do we need big banks ? evidence on performance, strategy and market discipline," Policy Research Working Paper Series 5576, The World Bank.
• Shigenori Shiratsuka, 2011. "A Macroprudential Perspective in Central Banking," IMES Discussion Paper Series 11-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
• Beck, Thorsten & Brown, Martin, 2011. "Which households use banks? Evidence from the transition economies," Working Paper Series 1295, European Central Bank.
• Song Han & Hao Zhou, 2011. "Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Working Papers 022011, Hong Kong Institute for Monetary Research.
• Sule Alan & Ruxandra Dumitrescu & Gyongyi Loranth, 2011. "Subprime Consumer Credit Demand: Evidence from a Lender's Pricing Experiment," Koç University-TUSIAD Economic Research Forum Working Papers 1105, Koc University-TUSIAD Economic Research Forum.
• Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral, 2011. "Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures," Documentos de Trabajo del ICAE 2011-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Masier, Giacomo & Villanueva, Ernesto, 2011. "Consumption and initial mortgage conditions: evidence from survey data," Working Paper Series 1297, European Central Bank.
• Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The University of Manchester.
• William T. Shaw, 2011. "Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution," Papers 1102.5665, arXiv.org.
• L. Randall Wray, 2011. "A Minskyan Road to Financial Reform," Economics Working Paper Archive wp_655, Levy Economics Institute.
• Bhattacharya, Rabi & Majumdar, Mukul, 2010. "Failure of a Credit System: Implications of the Large Deviation Theory," Working Papers 11-01, Cornell University, Center for Analytic Economics.
• Yochanan Shachmurove, 2011. "Reoccurring Financial Crises in the United States," PIER Working Paper Archive 11-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Jo~ao P. da Cruz & Pedro G. Lind, 2011. "The dynamics of financial stability in complex networks," Papers 1103.0717, arXiv.org, revised Jan 2013.
• Pflüger, Michael P. & Russek, Stephan, 2011. "Business Conditions and Default Risks across Countries," IZA Discussion Papers 5541, Institute of Labor Economics (IZA).
• L. Randall Wray, 2011. "Money in Finance," Economics Working Paper Archive wp_656, Levy Economics Institute.
• Kumiko Okazaki & Tomoyuki Fukumoto, 2011. "Macro-financial Linkage and Financial Deepening in China after the Global Financial Crisis," IMES Discussion Paper Series 11-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
• Item repec:dgr:uvatin:20110001 is not listed on IDEAS anymore

• Sagamba, Moïse & Shchetinin, Oleg & Yusupov, Nurmukhammad, 2011. "Do Microloan Officers Want to Lend to the Less Advantaged? Evidence from a Choice Experiment," Working Papers in Economics 492, University of Gothenburg, Department of Economics.