Report NEP-BAN-2021-08-30

This is the archive for NEP-BAN, a report on new working papers in the area of Banking. Sergio Castellanos-Gamboa 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:

• Michael D. Bordo, 2021. "Central Bank Digital Currency in Historical Perspective: Another Crossroad in Monetary History," NBER Working Papers 29171, National Bureau of Economic Research, Inc.
• Raul Anibal Feliz, 2021. "The Fed Explained: What the Central Bank Does," Reports and Studies 4860, Board of Governors of the Federal Reserve System (U.S.).
• Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2021. "A Time-Varying Network for Cryptocurrencies," Papers 2108.11921, arXiv.org.
• Constantine Yannelis & Anthony Lee Zhang, 2021. "Competition and Selection in Credit Markets," NBER Working Papers 29169, National Bureau of Economic Research, Inc.
• Yusuf Emre Akgunduz & Seyit Mumin Cilasun & H. Ozlem Dursun-de Neef & Yavuz Selim Hacihasanoglu & Ibrahim Yarba, 2021. "How do banks propagate economic shocks?," Working Papers 2124, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Ozili, Peterson Kitakogelu & Adamu, Ahmed, 2021. "Does financial inclusion reduce non-performing loans and loan loss provisions?," MPRA Paper 109321, University Library of Munich, Germany.
• Sung Je Byun & Aaron L. Game & Alexander Jiron & Pavel Kapinos & Kelly Klemme & Bert Loudis, 2021. "The Pandemic's Impact on Credit Risk: Averted or Delayed?," FEDS Notes 2021-07-30-3, Board of Governors of the Federal Reserve System (U.S.).
• Selva Bahar Baziki & Tanju Capacioglu, 2021. "Loan-to-Value Caps, Bank Lending, and Spillover to General-Purpose Loans," Working Papers 2123, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Enisse Kharroubi, 2021. "Global lending conditions and international coordination of financial regulation policies," BIS Working Papers 962, Bank for International Settlements.
• Jakob Albers & Mihai Cucuringu & Sam Howison & Alexander Y. Shestopaloff, 2021. "Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets," Papers 2108.09750, arXiv.org.
• Francis Breedon & Thórarinn G. Pétursson & Paolo Vitale, 2021. "The currency that came in from the cold - Capital controls and the information content of order flow," Economics wp86, Department of Economics, Central bank of Iceland.
• Martin Cesnak & Jan Klacso & Roman Vasil, 2021. "Analysis of the Impact of Borrower-Based Measures," Working and Discussion Papers OP 3/2021, Research Department, National Bank of Slovakia.
• Luca Benati, 2021. "The Joint Dynamics of Money and Credit Multipliers Since the Gold Standard Era," Diskussionsschriften dp2112, Universitaet Bern, Departement Volkswirtschaft.
• Martin Baumgaertner & Johannes Zahner, 2021. "Whatever it takes to understand a central banker - Embedding their words using neural networks," MAGKS Papers on Economics 202130, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Bechlioulis, Alexandros P. & Karamanis, Dimitrios, 2020. "The impact of the Covid-19 lockdown on the i-banking use: An empirical inquiry from Greece," MPRA Paper 109392, University Library of Munich, Germany.
• Gao, Penghui & Secor, William & Escalante, Cesar L., 2021. "U.S. agricultural banks’ efficiency under COVID-19 Pandemic conditions: A two-stage DEA analysis," 2021 Annual Meeting, August 1-3, Austin, Texas 312923, Agricultural and Applied Economics Association.
• Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers 2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Байкулаков Шалкар // Baikulakov Shalkar & Белгибаев Зангар // Belgibayev Zanggar, 2021. "Анализ рисков потребительских кредитов с помощью алгоритмов машинного обучения // Consumer credit risk analysis via machine learning algorithms," Working Papers #2021-4, National Bank of Kazakhstan.
• Buckmann, Marcus & Haldane, Andy & Hüser, Anne-Caroline, 2021. "Comparing minds and machines: implications for financial stability," Bank of England working papers 937, Bank of England.
• PINSHI, Christian P. & MALATA, Alain, 2020. "Canal d’incertitude de la COVID-19 : Quelles stratégies et tactiques pour la politique monétaire ? [COVID-19 Uncertainty Channel: What Strategies and Tactics for Monetary Policy?]," MPRA Paper 109313, University Library of Munich, Germany.
• Lorie Logan, 2021. "Liquidity Shocks: Lessons Learned from the Global Financial Crisis and the Pandemic," Speech 92982, Federal Reserve Bank of New York.
• Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
• Benetton, Matteo & Gavazza, Alessandro & Surico, Paolo, 2021. "Mortgage pricing and monetary policy," Bank of England working papers 936, Bank of England.
• M. Ali Choudhary & Anil K. Jain, 2021. "Corporate stress and bank nonperforming loans: Evidence from Pakistan," International Finance Discussion Papers 1327, Board of Governors of the Federal Reserve System (U.S.).
• Ali Recayi Ogcem & Ruth Tacneng & Amine Tarazi, 2021. "Trust and Financial Development: Forms of Trust and Ethnic Fractionalization Matter," Working Papers hal-03322592, HAL.
• Dario Caldara & Chiara Scotti & Molin Zhong, 2021. "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers 1326, Board of Governors of the Federal Reserve System (U.S.).
• Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021. "Crypto Wash Trading," Papers 2108.10984, arXiv.org.
• Leslie Sheng Shen, 2021. "Global Banking and Firm Financing: A Double Adverse Selection Channel of International Transmission," International Finance Discussion Papers 1325, Board of Governors of the Federal Reserve System (U.S.).
• Eduardo Dávila & Ansgar Walther, 2021. "Corrective Regulation with Imperfect Instruments," NBER Working Papers 29160, National Bureau of Economic Research, Inc.