Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Terhi Jokipii"'
Publikováno v:
Swiss Journal of Economics and Statistics, Vol 157, Iss 1, Pp 1-19 (2021)
Abstract A growing body of literature has highlighted two important caveats to the credit-to-GDP gap as advocated by the Bank for International Settlements (BIS). The first relates to the approach used to normalise credit (i.e. dividing nominal credi
Externí odkaz:
https://doaj.org/article/638f319389ec4e438cbb8aa7629a9d78
Publikováno v:
Swiss Journal of Economics and Statistics, Vol 157, Iss 1, Pp 1-19 (2021)
A growing body of literature has highlighted two important caveats to the credit-to-GDP gap as advocated by the Bank for International Settlements (BIS). The first relates to the approach used to normalise credit (i.e. dividing nominal credit by GDP)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4fc000631381da83c27b0b69042ecb7b
https://doi.org/10.1186/s41937-021-00073-1
https://doi.org/10.1186/s41937-021-00073-1
Autor:
Terhi Jokipii, Pierre Monnin
Publikováno v:
Journal of International Money and Finance. 32:1-16
This article studies the relationship between the degree of banking sector stability and the subsequent evolution of real output growth and inflation. Adopting a panel VAR methodology for a sample of 18 OECD countries, we find a positive link between
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b59881ea17d54c9018b95b7c64014eaf
https://doi.org/10.1016/j.jimonfin.2012.02.008
https://doi.org/10.1016/j.jimonfin.2012.02.008
Autor:
Christian Merkl, Pablo Rovira Kaltwasser, Terhi Jokipii, Philipp Engler, Lúcio Vinhas de Souza
Publikováno v:
Empirica. 34:411-425
This paper analyzes the role of bank capitalization on the transmission of monetary policy, using a quarterly dataset for Austrian banks spanning from 1997 to 2003. A substantial understanding of the transmission mechanism in different countries of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fc605b04163b1d59d64e3f66acc170db
https://doi.org/10.1007/s10663-007-9041-4
https://doi.org/10.1007/s10663-007-9041-4
Autor:
Terhi Jokipii, Brian M. Lucey
Publikováno v:
Economic Systems. 31:71-96
This paper examines whether banking sector co-movements between the three largest Central and Eastern European Countries (CEECs) over the last decade can be attributed to contagion or to interdependence. Addressing various econometric problems put fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::558d898de7d01808ac4d076b83ceff0a
https://doi.org/10.1016/j.ecosys.2006.05.001
https://doi.org/10.1016/j.ecosys.2006.05.001
Autor:
Christian Hott, Terhi Jokipii
In this paper we assess whether persistently too low interest rates can cause housing bubbles. For a sample of 14 OECD countries, we calculate the deviations of house prices from their (theoretically implied) fundamental value and define them as bubb
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::8346d3ac218b655c2a1e6fc53a061747
https://www.snb.ch/n/mmr/reference/working_paper_2012_07/source/working_paper_2012_07.n.pdf
https://www.snb.ch/n/mmr/reference/working_paper_2012_07/source/working_paper_2012_07.n.pdf
Autor:
Terhi Jokipii, Brian M. Lucey
Publikováno v:
SSRN Electronic Journal.
Making use of ten years of daily data, this paper examines whether banking sector co-movements between the three largest Central and Eastern European Countries (CEECs) can be attributed to contagion or to interdependence. Our tests based on simple un
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb01208e9a4acd7b7270bac13f66d9b4
https://doi.org/10.2139/ssrn.2914024
https://doi.org/10.2139/ssrn.2914024
Autor:
Terhi Jokipii, Brian Lucey
This paper examines banking and financial sector return co-movements between the three largest Central and Eastern European countries to have recently joined the European Union, namely the Czech Republic, Hungary and Poland. In order to build up an u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::960c4a9f7df10f20f527d8b652b30041
http://www.tcd.ie/iiis/documents/discussion/pdfs/iiisdp77.pdf
http://www.tcd.ie/iiis/documents/discussion/pdfs/iiisdp77.pdf
This paper investigates the existence of a bank lending and a bank capital channel in Austria by applying the dynamic Arellano-Bond GMM-estimator to a quarterly bank level dataset spanning from 1997 to 2003. While we do find evidence that the bank le
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::e38105494e546dbf6b8fda5ec69fcd20
http://www.tcd.ie/iiis/documents/discussion/pdfs/iiisdp66.pdf
http://www.tcd.ie/iiis/documents/discussion/pdfs/iiisdp66.pdf