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Securities trading by banks and credit supply: Micro-evidence from the crisis

Citations

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As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Do investors amplify or cushion corporate bond market sell-offs?
    by bankunderground in Bank Underground on 2017-10-24 13:00:15

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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Cited by:

  1. Opp, Marcus & Harris, Milton & Opp, Christian, 2020. "The aggregate demand for bank capital," CEPR Discussion Papers 14524, C.E.P.R. Discussion Papers.
  2. Dr. Andrada Bilan & Yalin Gündüz, 2022. "CDS market structure and bond spreads," Working Papers 2022-09, Swiss National Bank.
  3. Crosignani, Matteo & Faria-e-Castro, Miguel & Fonseca, Luís, 2020. "The (Unintended?) consequences of the largest liquidity injection ever," Journal of Monetary Economics, Elsevier, vol. 112(C), pages 97-112.
  4. Luc Laeven & Fabian Valencia, 2020. "Systemic Banking Crises Database II," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(2), pages 307-361, June.
  5. Orame, Andrea & Ramcharan, Rodney & Robatto, Roberto, 2023. "Quantitative easing, accounting and prudential frameworks, and bank lending," ESRB Working Paper Series 144, European Systemic Risk Board.
  6. John Krainer & Pascal Paul, 2023. "Monetary Transmission through Bank Securities Portfolios," Working Paper Series 2023-18, Federal Reserve Bank of San Francisco.
  7. Kurz, Michael & Kleimeier, Stefanie, 2019. "Credit Supply: Are there negative spillovers from banks’ proprietary trading? (RM/19/005-revised-)," Research Memorandum 026, Maastricht University, Graduate School of Business and Economics (GSBE).
  8. Czech, Robert, 2021. "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, vol. 48(C).
  9. Kundu, Shohini, 2023. "The externalities of fire sales: evidence from collateralized loan obligations," ESRB Working Paper Series 141, European Systemic Risk Board.
  10. Tomas Williams, 2018. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
  11. Chavaz, Matthieu & Elliott, David, 2020. "Separating retail and investment banking: evidence from the UK," Bank of England working papers 892, Bank of England, revised 18 Feb 2021.
  12. Laeven, Luc & Valencia, Fabian, 2020. "Systemic Banking Crises Database: A Timely Update in COVID-19 Times," CEPR Discussion Papers 14569, C.E.P.R. Discussion Papers.
  13. Kevork, Ilias S. & Pange, Jenny & Tzeremes, Panayiotis & Tzeremes, Nickolaos G., 2017. "Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1125-1140.
  14. Frey, Rainer & Weth, Mark Andreas, 2019. "Banks' holdings of risky sovereign bonds in the absence of the nexus: Yield seeking with central bank funding or de-risking?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203537, Verein für Socialpolitik / German Economic Association.
  15. Pietrovito, Filomena & Pozzolo, Alberto Franco, 2023. "Did small banks trade off lending with government bond purchases during the Sovereign debt crisis?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 666-683.
  16. Matías Lamas & David Martínez-Miera, 2021. "Sectorial holdings and stock prices: the household-bank nexus," Working Papers 2130, Banco de España.
  17. Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020. "Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 52(S1), pages 197-231.
  18. Abbassi, Puriya & Bräuning, Falk, 2020. "Real effects of foreign exchange risk migration: Evidence from matched firm-bank microdata," Discussion Papers 53/2020, Deutsche Bundesbank.
  19. Gabriel Jiménez & José-Luis Peydró & Rafael Repullo & Jesús Saurina, 2017. "Burning Money? Government Lending in a Credit Crunch," Working Papers 984, Barcelona School of Economics.
  20. Jakab, Zoltan & Kumhof, Michael, 2018. "Banks are not intermediaries of loanable funds — facts, theory and evidence," Bank of England working papers 761, Bank of England, revised 17 Jan 2020.
  21. Irani, Rustom & Iyer, Rajkamal & Meisenzahl, Ralf & Peydró, José-Luis, 2021. "The rise of shadow banking: Evidence from capital regulation," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 34(5), pages 2181-2235.
  22. Tischer, Johannes, 2021. "Quantitative easing, safe asset scarcity and bank lending," Discussion Papers 35/2021, Deutsche Bundesbank.
  23. Roberto Savona, 2022. "Bank business models, negative policy rates, and prudential regulation," Annals of Finance, Springer, vol. 18(3), pages 355-392, September.
  24. Kurz, Michael & Kleimeier, Stefanie, 2019. "Credit Supply: Are there negative spillovers from banks’ proprietary trading?," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
  25. Paul E. Soto, 2021. "Breaking the Word Bank: Measurement and Effects of Bank Level Uncertainty," Journal of Financial Services Research, Springer;Western Finance Association, vol. 59(1), pages 1-45, April.
  26. Martijn A. Boermans & Robert Vermeulen, 2020. "International investment positions revisited: Investor heterogeneity and individual security characteristics," Review of International Economics, Wiley Blackwell, vol. 28(2), pages 466-496, May.
  27. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
  28. Turalay Kenç, 2016. "Macroprudential regulation: history, theory and policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 1-15, Bank for International Settlements.
  29. Czech, Robert & Roberts-Sklar, Matt, 2017. "Investor behaviour and reaching for yield: evidence from the sterling corporate bond market," Bank of England working papers 685, Bank of England.
  30. Irani, Rustom & Iyer, Rajkamal & Meisenzahl, Ralf & Peydró, José-Luis, 2021. "The rise of shadow banking: Evidence from capital regulation," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 2181-2235.
  31. Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, vol. 129(2), pages 268-286.
  32. Philipp Meinen & Ana Cristina Soares, 2022. "Markups and Financial Shocks," The Economic Journal, Royal Economic Society, vol. 132(647), pages 2471-2499.
  33. Alves, Nuno & Bonfim, Diana & Soares, Carla, 2021. "Surviving the perfect storm: The role of the lender of last resort☆," Journal of Financial Intermediation, Elsevier, vol. 47(C).
  34. Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020. "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," CEPR Discussion Papers 15473, C.E.P.R. Discussion Papers.
  35. Abbassi, Puriya & Bräuning, Falk, 2023. "Exchange rate risk, banks' currency mismatches, and credit supply," Journal of International Economics, Elsevier, vol. 141(C).
  36. Liu, Cai & Varotto, Simone, 2021. "Is small beautiful? The resilience of small banks during the European debt crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
  37. Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2021. "Monetary policy at work: Security and credit application registers evidence," Journal of Financial Economics, Elsevier, vol. 140(3), pages 789-814.
  38. Cahn, Christophe & Duquerroy, Anne & Mullins, William, 2017. "Unconventional Monetary Policy and Bank Lending Relationships," SocArXiv vgk25, Center for Open Science.
  39. Elena Beccalli & Ludovico Rossi, 2020. "Economies or diseconomies of scope in the EU banking industry?," European Financial Management, European Financial Management Association, vol. 26(5), pages 1261-1293, November.
  40. Jijun Niu & Victor Y. Song, 2019. "Bank Trading, Capital, and Profitability," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(6), pages 1-14.
  41. Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Soto, Paul, 2020. "Stressed Banks? Evidence from the Largest-Ever Supervisory Review," EconStor Preprints 217048, ZBW - Leibniz Information Centre for Economics.
  42. Benetton, Matteo & Fantino, Davide, 2021. "Targeted monetary policy and bank lending behavior," Journal of Financial Economics, Elsevier, vol. 142(1), pages 404-429.
  43. Rhys Bidder & John Krainer & Adam Shapiro, 2021. "De-leveraging or de-risking? How banks cope with loss," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
  44. Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
  45. Mählmann, Thomas, 2022. "Negative externalities of mutual fund instability: Evidence from leveraged loan funds," Journal of Banking & Finance, Elsevier, vol. 134(C).
  46. Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
  47. Cao, Jie & Wen, Fenghua & Stanley, H. Eugene & Wang, Xiong, 2021. "Multilayer financial networks and systemic importance: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
  48. Martina Jasova & Caterina Mendicino & Dominik Supera, 2018. "Rollover Risk and Bank Lending Behavior: Evidence from Unconventional Central Bank Liquidity," 2018 Meeting Papers 500, Society for Economic Dynamics.
  49. Joost Bats, 2020. "Corporates dependence on banks: The impact of ECB corporate sector purchases," Working Papers 667, DNB.
  50. Carla Soares & Diana Bonfim & Nuno Alves, 2016. "Surviving the perfect storm: the role of the lender of last resort," Working Papers w201617, Banco de Portugal, Economics and Research Department.
  51. Vergote, Olivier & Sugo, Tomohiro, 2020. "Who takes the ECB’s targeted funding?," Working Paper Series 2439, European Central Bank.
  52. Fedorova, E. & Pyltsin, I. & Kovalchuk, Yu. & Drogovoz, P., 2022. "News and social networks of Russian companies: Degree of influence on the securities market," Journal of the New Economic Association, New Economic Association, vol. 53(1), pages 32-52.
  53. Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
  54. Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 18, European Systemic Risk Board.
  55. Bischof, Jannis & Laux, Christian & Leuz, Christian, 2021. "Accounting for financial stability: Bank disclosure and loss recognition in the financial crisis," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1188-1217.
  56. Podlich, Natalia & Schnabel, Isabel & Tischer, Johannes, 2017. "Banks' trading after the Lehman crisis: The role of unconventional monetary policy," Discussion Papers 19/2017, Deutsche Bundesbank.
  57. Bischof, Jannis & Laux, Christian & Leuz, Christian, 2020. "Accounting for financial stability: Lessons from the financial crisis and future challenges," SAFE Working Paper Series 283, Leibniz Institute for Financial Research SAFE.
  58. Wedow, Michael & Koetter, Michael & Podlich, Natalia, 2017. "Inside asset purchase programs: the effects of unconventional policy on banking competition," Working Paper Series 2017, European Central Bank.
  59. Tischer, Johannes, 2022. "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics 264035, Verein für Socialpolitik / German Economic Association.
  60. André Lucas & Julia Schaumburg & Bernd Schwaab, 2019. "Bank Business Models at Zero Interest Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 542-555, July.
  61. Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
  62. Dwenger, Nadja & Fossen, Frank M. & Simmler, Martin, 2020. "Firms’ financial and real responses to credit supply shocks: Evidence from firm-bank relationships in Germany," Journal of Financial Intermediation, Elsevier, vol. 41(C).
  63. Dang, Van Dan & Dang, Van Cuong, 2021. "Liquidity injection, bank lending, and security holdings: The asymmetric effects in Vietnam," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
  64. Paludkiewicz, Karol, 2018. "Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio Rebalancing Channel," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181669, Verein für Socialpolitik / German Economic Association.
  65. Rhys Bidder & John Krainer & Adam Shapiro, 2021. "De-leveraging or de-risking? How banks cope with loss," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
  66. Vinas, Frédéric, 2021. "How financial shocks transmit to the real economy? Banking business models and firm size," Journal of Banking & Finance, Elsevier, vol. 123(C).
  67. Altavilla, Carlo & Fernandes, Cecilia Melo & Ongena, Steven & Scopelliti, Alessandro, 2022. "Bank bond holdings and bail-in regulatory changes: evidence from euro area security registers," Working Paper Series 2758, European Central Bank.
  68. Kurz, Michael & Kleimeier, Stefanie, 2019. "Credit Supply: Are there negative spillovers from banks’ proprietary trading?," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
  69. Igor Kravchuk & Viktoriia Stoika, 2021. "Business Μodels of Βanks for the Financial Markets in the EU," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 371-382.
  70. Li, Boyao, 2024. "A balance sheet analysis of monetary policy effects on banks," MPRA Paper 120882, University Library of Munich, Germany.
  71. Sondershaus, Talina, 2019. "Spillovers of asset purchases within the real sector: Win-win or joy and sorrow?," IWH Discussion Papers 22/2019, Halle Institute for Economic Research (IWH).
  72. Baldo, Luca & Heider, Florian & Hoffmann, Peter & Sigaux, Jean-David & Vergote, Olivier, 2022. "How do banks manage liquidity? Evidence from the ECB’s tiering experiment," Working Paper Series 2732, European Central Bank.
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