Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Plosser, Matthew C"'
Autor:
Plosser, Matthew C1 (AUTHOR) matthew.plosser@ny.frb.org, Santos, João A C1,2 (AUTHOR)
Publikováno v:
Review of Financial Studies. Mar2024, Vol. 37 Issue 3, p685-726. 42p.
Publikováno v:
The Review of Financial Studies, 2018 Jun 01. 31(6), 2080-2112.
Externí odkaz:
https://www.jstor.org/stable/48615698
Publikováno v:
In Journal of Financial Intermediation April 2018 34:17-31
We study the impact of the Community Reinvestment Act (CRA) on access to consumer credit since 1999 using an individual-level panel and three distinct identification strategies: a regression discontinuity design centered on a CRA-eligibility cutoff;
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::f9ff2bfa8c1d5e0a1bdc3fa3c2839764
https://hdl.handle.net/10419/272861
https://hdl.handle.net/10419/272861
Publikováno v:
NBER Working Papers; 10/12/2020, Preceding p1-67, 68p
The Basel I Accord introduced a discontinuity in required capital for undrawn credit commitments. While banks had to set aside capital when they extended commitments with maturities in excess of one year, short-term commitments were not subject to a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5b2f3a430751072f21d76e06c2ba2065
https://hdl.handle.net/10419/210705
https://hdl.handle.net/10419/210705
We investigate the U.S. experience with macroprudential policies by studying the interagency guidance on leveraged lending. We find that the guidance primarily impacted large, closely supervised banks, but only after supervisors issued important clar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::d9721ef4aa4e681162c1cea5f5f67915
https://hdl.handle.net/10419/189856
https://hdl.handle.net/10419/189856
We discover a novel monetary policy shock that has a widespread impact on aggregate financial conditions. Our shock can be summarized by the response of long-horizon yields to Federal Open Market Committee (FOMC) announcements; not only is it orthogo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6269cfa5f71fb8e03793f0e7cef66394
https://hdl.handle.net/10419/146672
https://hdl.handle.net/10419/146672
Autor:
Plosser, Matthew C.
This paper empirically investigates banks' investment allocations over the recent business cycle. I identify unsolicited deposit shocks resulting from unconventional energy development and estimate bank allocations of these deposits. In the pre-reces
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5fac066561e372b7e416a386d9cd676c
https://hdl.handle.net/10419/120777
https://hdl.handle.net/10419/120777
This paper investigates the incentives for banks to bias their internally generated risk estimates. We are able to estimate bank biases at the credit level by comparing bank-generated risk estimates within loan syndicates. The biases are positively c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::64b2b6d73702b565c2465e3d94e77573
https://hdl.handle.net/10419/120802
https://hdl.handle.net/10419/120802