Zobrazeno 1 - 9
of 9
pro vyhledávání: '"MATIAS OSSANDON BUSCH"'
Autor:
Matias Ossandon Busch, José Manuel Sánchez-Martínez, Anahí Rodríguez-Martínez, Ricardo Montañez-Enríquez, Serafín Martínez-Jaramillo
Publikováno v:
Latin American Journal of Central Banking, Vol 3, Iss 3, Pp 100068- (2022)
This article describes the construction of an open-source growth-at-risk (GaR) model. The model provides a flexible analytical tool for policymakers and researchers aiming to use the GaR approach to characterize the probability density of GDP growth
Externí odkaz:
https://doaj.org/article/39b46842442a493db82e5e262e0dc588
Publikováno v:
Journal of Money, Credit and Banking.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b64445e5b0ee02c62c877bf32a250dba
https://doi.org/10.1111/jmcb.13037
https://doi.org/10.1111/jmcb.13037
Autor:
Matias Ossandon Busch, José Manuel Sánchez-Martínez, Anahl Rodriguez, Ricardo Montañez-Enríquez, Serafin Martinez Jaramillo, Manuel Ramos-Francia
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8a9a534b037ff368aaa355438534367c
https://doi.org/10.2139/ssrn.4086443
https://doi.org/10.2139/ssrn.4086443
Publikováno v:
Journal of Corporate Finance, 71:102096, 1-23. Elsevier
Becker, C, Ossandon Busch, M & Tonzer, L 2021, ' Macroprudential policy and intra-group dynamics : The effects of reserve requirements in Brazil ', Journal of Corporate Finance, vol. 71, 102096, pp. 1-23 . https://doi.org/10.1016/j.jcorpfin.2021.102096
Becker, C, Ossandon Busch, M & Tonzer, L 2021, ' Macroprudential policy and intra-group dynamics : The effects of reserve requirements in Brazil ', Journal of Corporate Finance, vol. 71, 102096, pp. 1-23 . https://doi.org/10.1016/j.jcorpfin.2021.102096
We examine whether liquidity dynamics within banking groups matter for the transmission of macroprudential policy. Using matched bank headquarters-branch data for identification, we find a lending channel of reserve requirements for municipal branche
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48b1d4d1d995dd652180d91d1a4fe210
https://research.vu.nl/en/publications/b8f78f3f-3cb8-4499-ba37-2e542a4b858f
https://research.vu.nl/en/publications/b8f78f3f-3cb8-4499-ba37-2e542a4b858f
Publikováno v:
Journal of International Money and Finance. 119:102474
We investigate whether idiosyncratic interbank funding shocks affecting a bank headquarters can trigger a liquidity hoarding reaction by their regional branches. Shock-affected branches of Brazilian banks increase liquid assets and cut lending in the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::98b37a522d0d3dca4cd1844fcede4914
https://doi.org/10.1016/j.jimonfin.2021.102474
https://doi.org/10.1016/j.jimonfin.2021.102474
Autor:
Felix Noth, Matias Ossandon Busch
Publikováno v:
Journal of Financial Stability. 56:100933
Recent financial crises have prompted the interest in understanding how banking globalization interacts with domestic institutions in shaping foreign shocks’ transmission. This paper uses regional banking data from Brazil to show that a foreign fun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::abb16a418f58c258ec9493d89e9ba1f0
https://doi.org/10.1016/j.jfs.2021.100933
https://doi.org/10.1016/j.jfs.2021.100933
Autor:
Matias Ossandon Busch, Felix Noth
Publikováno v:
Finance Research Letters. 19:222-227
We document for a set of Latin American emerging countries that the different nature of foreign funding accessed by foreign and local banks affected their lending performance after September 2008. We show that lending growth was weaker for shock-affe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::498d079c97266b3469255aaf767d29ce
https://doi.org/10.1016/j.frl.2016.08.003
https://doi.org/10.1016/j.frl.2016.08.003
Publikováno v:
SSRN Electronic Journal.
This paper provides novel empirical evidence on the effect of dislocations in FX swap markets (‘CIP deviations’) on bank lending. Using balance sheet data from UK banks we show that when the cost of obtaining swap-based funds in a particular fore
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bef8ffaa824c129e11fbefc552ccf34e
https://doi.org/10.2139/ssrn.3274731
https://doi.org/10.2139/ssrn.3274731
Autor:
Felix Noth, Matias Ossandon Busch
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0e06df5cc78973cc7ef7b5329b3bb38a
https://doi.org/10.2139/ssrn.2986798
https://doi.org/10.2139/ssrn.2986798