We analyze how international financial integration is affected by the recent financial and sovereign crises, exploiting euro-area proprietary interbank data, crisis and monetary shocks, and loan terms to the same borrower ...
We analyze how financial crises affect international financial integration, exploiting euro-area
proprietary interbank data, crisis and monetary shocks, and loan terms to the same borrower-day
by domestic versus foreign ...
We analyze securities trading by banks during the crisis and the associated spillovers to the supply of credit. We use a proprietary data set that has the investments of banks at the security level for 2005 2012 in conjunction ...
We analyze securities trading by banks during the crisis and the associated spillovers to the supply of credit. We use a proprietary data set that has the investments of banks at the security level for 2005–2012 in conjunction ...
Abbassi, Puriya; Iyer, Rajkamal; Peydró, José-Luis; Soto, Paul E.(2020-02-01)
Regulation needs effective supervision; but regulated entities may deviate with unobserved actions. For identification, we analyze banks, exploiting ECB's asset-quality-review (AQR) and supervisory security and credit ...
