Zobrazeno 1 - 10
of 245
pro vyhledávání: '"Steven Ongena"'
Autor:
LIZETHE MÉNDEZ-HERAS, STEVEN ONGENA
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 8, Iss 1, Pp 2050001-1-2050001-28 (2020)
We test whether the relationship between finance and growth is present in 48 countries over 20 different periods of an equal length of 15 years, starting in 1980 (to 1995) and ending in 1999 (to 2014). We estimate growth regressions using an IV appro
Externí odkaz:
https://doaj.org/article/cf094c7851a04b2ead2c8c2c59d5d623
Publikováno v:
Applied Economics. :1-21
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10bfc8527c14a7cd76515bd889dd743a
https://doi.org/10.1080/00036846.2023.2203462
https://doi.org/10.1080/00036846.2023.2203462
We model the evolution of stylised bank loan portfolios to assess the impact of IFRS 9 and US GAAP expected loss model (ECL) on the cyclicality of loan loss provisions (LLPs), realised losses and capital ratios of banks, relative to the incurred loss
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::7930191bb46e5d9e085456695d3785ca
https://hdl.handle.net/10447/599393
https://hdl.handle.net/10447/599393
PurposeIn this paper, the authors investigate whether coronavirus disease 2019 (COVID-19) impacts household finances, like household debt repayments in the UK.Design/methodology/approachThis paper employs a vector autoregressive (VAR) model that nest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::359336deaa9c90a5d92b5ba1fc551158
https://doi.org/10.1108/jes-10-2022-0540
https://doi.org/10.1108/jes-10-2022-0540
Autor:
Oliver Rehbein, Steven Ongena
Publikováno v:
Journal of Financial and Quantitative Analysis
This article demonstrates that low bank capital carries a negative externality because it amplifies local shock spillovers. We exploit a natural disaster that is transmitted to firms in nondisaster areas via their banks. Firms connected to a strongly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ecfd30199e7cf0902ac10ed719dd5a28
https://research.wu.ac.at/de/publications/065980a7-4ef3-4deb-aad4-d40d2aebb2fe
https://research.wu.ac.at/de/publications/065980a7-4ef3-4deb-aad4-d40d2aebb2fe
Using a difference-in-differences approach and relying on conftdential supervisory data and an unique proprietary data set available at the European Central Bank related to the 2016 EU-wide stress test, this paper presents novel empirical evidence th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a109a7552b53c622d72cb1e9e54b4b67
We assess the impact on bank bond holdings of regulatory changes in the requirements for bail-inable liabilities designed to facilitate an orderly resolution process, while reducing taxpayers-funded bailouts. Analyzing confidential data on securities
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a2660e0a747521c3dab2f4d50cd74d0f
https://lirias.kuleuven.be/handle/20.500.12942/712327
https://lirias.kuleuven.be/handle/20.500.12942/712327
Publikováno v:
Empirical Economics.
This paper investigates responses of household debt to COVID-19-related data like confirmed cases and confirmed deaths within a neural networks panel VAR for OECD countries. Our model also includes a plethora of non-pharmaceutical and pharmaceutical
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::72d90fbec8c2e7570857ceefd6d1d103
https://doi.org/10.1007/s00181-022-02325-2
https://doi.org/10.1007/s00181-022-02325-2
Publikováno v:
Review of Finance
We show that lenders charge higher interest rates for mortgages on properties exposed to a greater risk of sea level rise (SLR). This SLR premium is not evident in short-term loans and is not related to borrowers’ short-term realized default or cre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83f293611679ea681ca8da2dfdee3774
https://www.zora.uzh.ch/id/eprint/223456/
https://www.zora.uzh.ch/id/eprint/223456/