Report NEP-BAN-2021-11-22

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:

• TSURUTA Daisuke, 2021. "Distant Lending for Regional Small Businesses Using Public Credit Guarantee Schemes: Evidence from Japan," Discussion papers 21083, Research Institute of Economy, Trade and Industry (RIETI).
• Raupach, Peter & Memmel, Christoph, 2021. "Banks' credit losses and lending dynamics," Discussion Papers 36/2021, Deutsche Bundesbank.
• Carlo Altavilla & Andrew Ellul & Marco Pagano & Andrea Polo & Thomas Vlassopoulos, 2021. "Loan Guarantees, Bank Lending and Credit Risk Reallocation," EIEF Working Papers Series 2113, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
• Götz, Martin & Gozzi, Juan Carlos, 2021. "Financial integration and the co-movement of economic activity: Evidence from U.S. states," Discussion Papers 37/2021, Deutsche Bundesbank.
• Tischer, Johannes, 2021. "Quantitative easing, safe asset scarcity and bank lending," Discussion Papers 35/2021, Deutsche Bundesbank.
• Ryuichiro Hirano & Yoshihiko Hogen & Nao Sudo, 2021. "Predictive power of the Financial Activity Indexes - A case study of banking crisis in multiple countries -," Bank of Japan Review Series 21-E-5, Bank of Japan.
• Shukayev, Malik & Ueberfeldt, Alexander, 2021. "Are Bank Bailouts Welfare Improving?," Working Papers 2021-10, University of Alberta, Department of Economics.
• Angelo Baglioni & Andrea Monticini & David Peel, 2021. "The Impact of the ECB Banking Supervision Announcements on the EU Stock Market," DISCE - Working Papers del Dipartimento di Economia e Finanza def112, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Jank, Stephan & Mönch, Emanuel & Schneider, Michael, 2021. "Safe asset shortage and collateral reuse," Discussion Papers 39/2021, Deutsche Bundesbank.
• Andrew F. Haughwout & Donghoon Lee & Daniel Mangrum & Joelle Scally & Wilbert Van der Klaauw, 2021. "Credit Card Trends Begin to Normalize after Pandemic Paydown," Liberty Street Economics 20211109, Federal Reserve Bank of New York.
• Biagio Bossone, 2021. "Bank Money Creation and the Payments System," Working Papers PKWP2117, Post Keynesian Economics Society (PKES).
• Ozili, Peterson Kitakogelu, 2021. "Financial inclusion and legal system quality: are they correlated?," MPRA Paper 110518, University Library of Munich, Germany.
• Siyi Wang & Xing Yan & Bangqi Zheng & Hu Wang & Wangli Xu & Nanbo Peng & Qi Wu, 2021. "Risk and return prediction for pricing portfolios of non-performing consumer credit," Papers 2110.15102, arXiv.org.
• Angela Abbate & Dominik Thaler, 2021. "Optimal Monetary Policy with the Risk-Taking Channel," Working Papers 2137, Banco de España.
• Thomas M. Eisenbach & Gregory Phelan, 2021. "How Does Market Power Affect Fire-Sale Externalities?," Liberty Street Economics 20211110, Federal Reserve Bank of New York.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
• Karim McDaniels & Nico Palesch & Sanjam Suri & Zacharie Quiviger & John Walsh, 2021. "Updated Methodology for Assigning Credit Ratings to Sovereigns," Discussion Papers 2021-16, Bank of Canada.
• Gianni La Cava & Lydia Wang, 2021. "The Rise in Household Liquidity," RBA Research Discussion Papers rdp2021-10, Reserve Bank of Australia.
• Arthur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2021. "Measuring Market Liquidity and Liquidity Mismatches across Sectors," Bank of Russia Working Paper Series wps82, Bank of Russia.
• Fantazzini, Dean & Calabrese, Raffaella, 2021. "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper 110391, University Library of Munich, Germany.
• Eva Brandten, 2021. "The role of risk attitudes and expectations in household borrowing in Estonia," Bank of Estonia Working Papers wp2021-5, Bank of Estonia, revised 10 Nov 2021.
• Leonardo N. Ferreira, 2021. "Forecasting with VAR-teXt and DFM-teXt Models:exploring the predictive power of central bank communication," Working Papers Series 559, Central Bank of Brazil, Research Department.
• Ruipeng Liu & Rangan Gupta & Elie Bouri, 2021. "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers 202178, University of Pretoria, Department of Economics.
• Tweneboah Senzu, Emmanuel, 2019. "Creating an effective transparent banking and financial system in Ghana to promote foreign direct investment for the private sector development," MPRA Paper 110540, University Library of Munich, Germany, revised 08 Nov 2021.
• Bianchi, Francesco & Melosi, Leonardo & Rottner, Matthias, 2021. "Hitting the elusive inflation target," Discussion Papers 40/2021, Deutsche Bundesbank.
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," ECONtribute Discussion Papers Series 126, University of Bonn and University of Cologne, Germany.
• Bernard Dumas & Paul Ehling & Chunyu Yang, 2021. "The Debt Capacity of a Government," NBER Working Papers 29434, National Bureau of Economic Research, Inc.
• Ehsan, Zaeem-Al, 2021. "Assessing the nexus between mobile financial service usage and inflation – evidence from Bangladesh," MPRA Paper 110528, University Library of Munich, Germany.
• Adrian Penalver & Daniele Siena, 2021. "The Deflationary Bias of the ZLB and the FED’s Strategic Response," Working papers 843, Banque de France.
• Daniel Gros, 2021. "High Public Debt in an Uncertain World: Post-Covid-19 Dangers for Public Finance," EconPol Policy Brief 38, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Jeremy Turiel & Tomaso Aste, 2021. "Heterogenous criticality in high frequency finance: a phase transition in flash crashes," Papers 2110.13701, arXiv.org, revised Jan 2022.
• M. Eren Akbiyik & Mert Erkul & Killian Kaempf & Vaiva Vasiliauskaite & Nino Antulov-Fantulin, 2021. "Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data," Papers 2110.14317, arXiv.org, revised Dec 2022.
• Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
• Оразалин Рустем // Orazalin Rustem, 2021. "Оценка влияния финансов на экономический рост через призму инвестиций, кредитов и денежной массы // Assessing the influence of finance on economic growth through the prism of investments, credits and ," Working Papers #2021-8, National Bank of Kazakhstan.
• Ojo, Marianne & Dierker, Theodore, 2021. "Towards net zero carbon emissions: carbon pricing strategies and the role of innovative technologies," MPRA Paper 110586, University Library of Munich, Germany.