Evidence on the bank lending channel in Europe
By Yener Altunbaş, Otabek Fazylov, Phil Molyneux. 2002
333 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/3cccdc8da397314f367532b3472e4805fa83e2cb
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- L. Gambacorta
- P. Mistrulli
- Piti Disyatat
- G. Ferri
- Eeva Kerola
- Panu Kalmi
- Yener Altunbaş
- David Marqués-Ibáñez
In Finance
- L. Gambacorta
- P. Mistrulli
- Piti Disyatat
- G. Ferri
- Eeva Kerola
- Panu Kalmi
- Yener Altunbaş
- David Marqués-Ibáñez
Citations in the corpus
- Bank competition and monetary policy transmission through the bank lending channel: Evidence from ASEAN (2016, background): “…can be found in Bernanke and Blinder (1988, 1992), Bernanke and Gertler (1995), Kashyap and Stein (1995), Kishan and Opiela (2000), Ehrmann, Gambacorta, Martínez-Pagés, Sevestre, and Worms (2001), Altunbaş et al. (2002), Ehrmann et al. (2003), Ehrmann andWorms (2004), Brissimis and Delis (2009).”
- Bank capital and loan asymmetry in the transmission of monetary policy (2006, background): “Note, however, that in this period the difference is consistent with the BLC theory and with the empirical results obtained by Kishan and Opiela (2000) and Altunbus et al. (2002). These cross-sectional results are consistent with a more stringent effective capital constraint in the post-Basel/FDICIA”
- Does bank ownership affect lending behavior? Evidence from the Euro area (2014, methodology): “Among others, Altunbas et al. (2002) use the BankScope database and classify banks according to asset size and capital strength.”
- The Bank Lending Channel Revisited (2011, background): “Given that banks can obtain funds from households at the rate of , their lending rate will be determined by8 (1 + ) = (1 +)+ (1− ) (7)”
- Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2001, neutral): “(2001) do not find evidence for a bank lending channel in Europe, De Bondt (1999a), King (2000) and Altunbas et al. (2002) do. However, the latter studies report conflicting findings: whereas King’s results support the existence of the bank lending channel in France and Italy, the evidence on these ”
- Monetary Policy Transparency and Pass-Through of Retail Interest Rates (2008, background): “Most of the studies on the transmission mechanism of monetary policy assume immediate and complete pass-through of changes in official rates to retail bank rates (for example, Bernanke and Gertler, 1995; Kashyap and Stein, 2000; Altunbas et al, 2002).”
- Does bank capital affect lending behavior (2004, methodology): “Some evidence of the effect of capitalization on the lending of Italian banks is detected by Altunbas et al. (2002). Apart from the differences in specification, all these paper use the BankScope data set which suffers from two weaknesses.”
- Banks’ procyclical behavior: Does provisioning matter? (2008, background): “The bank lending view is relevant for European banks as well (Altunbas et al., 2002; Ehrmann et al 2003) even if studies on the role of banks capital display mixed results.”