Central Bank Research Hub - JEL classification G20: General

Title Author(s)

Do negative interest rates make banks less safe?

European Central Bank Working papers [View] (Paper: 2098, 01.09.2017)

JEL: G20, G21

Competition and credit procyclicality in European banking

Bank of Estonia Working papers [View] (Paper: 09/2017, 31.08.2017)

JEL: C33, D40, E32, E51, G20

Financial development, rule of law and wealth inequality : Bayesian model averaging evidence

Bank of Finland BOFIT Discussion Papers [View] (Paper: 12/2017, 21.08.2017)

JEL: G10, G20

Sources of the small firm financing premium: evidence from euro area banks

European Central Bank Working papers [View] (Paper: 2092, 04.08.2017)

JEL: E51, G20, G21

The Treasury Market Practices Group: creation and early initiatives

New York Fed Staff reports [View] (Paper: 822, 01.08.2017)

JEL: E58, G20, N22

The missing links: A global study on uncovering financial network structures from partial data

European Systemic Risk Board Working papers [View] (Paper: WP51, 14.07.2017)

JEL: C63, D85, G20, L14

The Optimal Response of Bank Capital Requirements to Credit and Risk in a Model with Financial Spillovers

Cleveland Fed Working papers [View] (Paper: 1711, 06.06.2017)

JEL: G20, G28

Strategic Complementarities and Money Market Fund Liquidity Management

Bank of Canada Working papers [View] (Paper: 2017-14, 21.04.2017)

JEL: F30, G01, G18, G20

Endogenous/Exogenous Segmentation in the A-IRB Framework and the Pro-cyclicality of Capital: An Application to Mortgage Portfolios

Philadelphia Fed Working Papers [View] (Paper: 17-9, 19.04.2017)

JEL: G20, G32, G33

External financing and economic activity in the euro area - Why are bank loans special?

Deutsche Bundesbank Discussion Papers [View] (Paper: 04/2017, 24.03.2017)

JEL: E30, E40, E50, G20, G30

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