Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Arzu Uluc"'
Autor:
Ajay A. Palvia, Tord Krogh, Olivier de Bandt, Matías Gutiérrez Girault, Valerio Scalone, Hitoshi Mio, Simon Firestone, Martin Birn, Arzu Uluc, Michael Straughan, Alexander H. von Hafften, Donald P. Morgan, Missaka Warusawitharana, Diana Hancock
Publikováno v:
Journal of Risk and Financial Management, Vol 13, Iss 74, p 74 (2020)
Journal of Risk and Financial Management
Volume 13
Issue 4
Journal of Risk and Financial Management
Volume 13
Issue 4
In 2010, the Basel Committee on Banking Supervision published an assessment of the long-term economic impact (LEI) of stronger capital and liquidity requirements. This paper considers this assessment in light of estimates from later studies of the ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d496137d6c8f40f183fc908beab284a
https://hdl.handle.net/10419/239162
https://hdl.handle.net/10419/239162
Publikováno v:
SSRN Electronic Journal.
Macroprudential regulators worldwide have introduced regulations to limit household leverage in light of existing evidence which suggests that high leverage is associated with household distress during crisis. We analyse the distributional effects of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::592147279d5ccff1863e7060a682b307
https://doi.org/10.2139/ssrn.3613803
https://doi.org/10.2139/ssrn.3613803
Autor:
Arzu Uluc, Tomasz Wieladek
Publikováno v:
Journal of Financial Intermediation. 35:3-16
We study the effect of changes to bank-specific capital requirements on mortgage loans with a new loan-level dataset containing all new mortgages issued in the UK between 2005Q2 and 2007Q2. We find that a rise of a 100 basis points in capital require
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::877a2f471b7a837a317937fbd18bc01e
https://doi.org/10.1016/j.jfi.2018.06.007
https://doi.org/10.1016/j.jfi.2018.06.007
Publikováno v:
Fiscal Studies. 37:131-152
Every year since 2004, the Bank of England has commissioned NMG Consulting to carry out a survey on household finances. This paper describes the NMG Survey, its methodology, and its advantages and disadvantages relative to other surveys. The NMG Surv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ef69a3bd7ca1b7b37f2b5fece9743222
https://doi.org/10.1111/j.1475-5890.2016.12091
https://doi.org/10.1111/j.1475-5890.2016.12091
Publikováno v:
SSRN Electronic Journal.
Was the bank credit crunch following the collapse of Lehman Brothers in September 2008 in many economies due to a loan supply collapse or to a decrease in loan demand? This paper investigates the effects of UK banks’ pre-crises exposure to resident
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f4ce7e9600da8dced9192d7a19651fab
https://doi.org/10.2139/ssrn.2930826
https://doi.org/10.2139/ssrn.2930826
Publikováno v:
SSRN Electronic Journal.
This paper develops an agent-based model of the UK housing market to study the impact of macroprudential policies on key housing market indicators. This approach enables us to tackle the heterogeneity in this market by modelling the individual behavi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9678428d6e4411ace594e16014bc8f9c
https://doi.org/10.2139/ssrn.2850414
https://doi.org/10.2139/ssrn.2850414
Autor:
Arzu Uluc, Tomasz Wieladek
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d51871c4b94f5d4134cd994eb03481e1
https://doi.org/10.2139/ssrn.2706485
https://doi.org/10.2139/ssrn.2706485
Autor:
Arzu Uluc
Publikováno v:
SSRN Electronic Journal.
This study investigates the effects of housing futures trading on housing demand, house price volatility and housing bubbles in a theoretical framework. The baseline model is an application of the De Long, Shleifer, Summers and Waldmann (1990) model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cdc682fd6f255c5e59a3204ecd3cc7ef
https://doi.org/10.2139/ssrn.2674116
https://doi.org/10.2139/ssrn.2674116