Výsledky vyhledávání - "Falk Bräuning"

Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging

Publikováno v: The Review of Financial Studies. 34:4177-4215

Using contract-level supervisory data, we show that dollar forward sales by non-U.S. banks that are initiated at the end of a quarter and mature shortly after it concludes trade at higher prices and higher volumes. These effects are driven by banks w

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::274f87d1fc69307c9c2bc32f61e81b07
https://doi.org/10.1093/rfs/hhaa123

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Bargaining power and outside options in the interbank lending market

Autor: Puriya Abbassi, Falk Bräuning, Niels Schulze

Publikováno v: Financial Management. 50:553-586

We study the role of bargaining power and outside options with respect to the pricing of over-the-counter interbank loans using a bilateral Nash bargaining model, and we test the model predictions with detailed transaction-level data from the euro-ar

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7ed0f46583e30c9bb78d10930096cec
https://doi.org/10.1111/fima.12332

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Monetary Policy and Global Banking

Autor: Falk Bräuning, Victoria Ivashina

Publikováno v: The Journal of Finance. 75:3055-3095

When central banks adjust interest rates, the opportunity cost of lending in local currency changes, but—absent frictions—there is no spillover effect to lending in other currencies. However, when equity capital is limited, global banks must benc

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a53dadfef1045b580cde0850d1658d37
https://doi.org/10.1111/jofi.12959

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U.S. monetary policy and emerging market credit cycles

Autor: Falk Bräuning, Victoria Ivashina

Publikováno v: Journal of Monetary Economics. 112:57-76

Foreign banks’ lending to firms in emerging market economies (EMEs) is large and denominated predominantly in U.S. dollars. This creates a direct connection between U.S. monetary policy and EME credit cycles. We estimate that over a typical U.S. mo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::12d37a91502ed31fff825c6ce8ae1733
https://doi.org/10.1016/j.jmoneco.2019.02.005

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The dynamic factor network model with an application to international trade

Autor: Falk Bräuning, Siem Jan Koopman

Publikováno v: Journal of Econometrics, 216(2), 494-515. Elsevier BV
Bräuning, F & Koopman, S J 2020, ' The dynamic factor network model with an application to international trade ', Journal of Econometrics, vol. 216, no. 2, pp. 494-515 . https://doi.org/10.1016/j.jeconom.2019.10.007

We introduce a dynamic network model with probabilistic link functions that depend on stochastically time-varying parameters. We adopt a blockmodel framework and allow the high-dimensional vector of link probabilities to be a function of a low-dimens

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::323109d05aca02dce0c765eb1494c49f
http://www.scopus.com/inward/record.url?scp=85076213289&partnerID=8YFLogxK

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