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Documentos de Trabajo 2008

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Impact of bank competition on the interest rate pass-through in the euro area
Leuvensteijn, Michiel van; Kok Sørensen, Christoffer; Bikker, Jacob A.; Rixtel, Adrian van
4-dic-2008
Monetary transmission; Banks; Retail rates; Competition; Panel data; Créditos; Operaciones y política bancaria; Teoría monetaría; Países de la UE
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Term structure and the estimated monetary policy rule in the Eurozone
María-Dolores Pedrero, Ramón; Vazquez, Jesús
2-ene-2009
NKM model; Term structure; Policy rule; Indirect inference; Política monetaria; Modelos econométricos; Zona euro
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Inflation targeting in Latin America : empirical analysis using GARCH models
Broto, Carmen
1-dic-2008
Inflation targets; Inflation uncertainty; GARCH; Structural time series model; Fluctuaciones y ciclos económicos; Modelos econométricos; América Latina
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Search cost and price dispersion in vertically related markets : the case of bank loans and deposits
Martín Oliver, Alfredo; Salas Fumás, Vicente; Saurina, Jesús
17-nov-2008
Interest rate dispersion; Market structure; Search costs; Créditos; Operaciones y política bancaria; Valoración de activos; Mercados de dinero; España
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Price adjustments in a general model of state-dependent pricing
Costain, James; Nakov, Anton
14-nov-2008
Price stickiness; State-dependent pricing; Stochastic menu costs; Generalized (S,s); Bounded rationality; Métodos Econométricos y Estadísticos; Fluctuaciones y ciclos económicos
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Determinants of domestic and cross-border bank acquisitions in the European Union
Hernando, Ignacio; Nieto, María J.; Wall, Larry D.
12-nov-2008
Bank acquisitions; Merger gains; Probability of acquisition; Instituciones crediticias de depósito; Países de la UE
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Exchange rate pass-through in new member states and candidate countries of the EU
María-Dolores Pedrero, Ramón
7-oct-2008
Echange rates; Pass-through; Monetary union; Panel cointegration; Finanzas internacionales; Modelos econométricos; Integración monetaria europea; Economía internacional; Países de la UE
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Empirical analysis of corporate credit lines
Jiménez Zambrano, Gabriel; López, José A.; Saurina, Jesús
2-oct-2008
Credit lines; Firm default; Bank lending; Exposure at default; Créditos; Fluctuaciones y ciclos económicos; Regulación y supervisión de instituciones financieras
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The impact of financial position on investment : an analysis for non-financial corporations in the euro-area
Martínez Carrascal, Carmen; Ferrando, Annalisa
29-sep-2008
Financial pressure; Fixed investment; Balance sheet channel; Panel data; Financiación de la empresa; Modelos econométricos; Zona euro
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Multiple safety net regulators and agency problems in the EU : is Prompt Corrective Action partly the solution?
Mayes, David G.; Nieto, María J.; Wall, Larry D.
23-sep-2008
Banking supervision; European Union; Prompt Correctve Action; Regulación y supervisión de instituciones financieras; Países de la UE
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