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Applied Economics Letters Volume 27, 2020 - Issue 5
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Articles

Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis

Wang ChenCollege of Economics and Institute of Finance, Jinan University, Guangzhou, ChinaView further author information
,
Shigeyuki HamoriFaculty of Economics, Kobe University, Kobe, JapanView further author information
&
Takuji KinkyoFaculty of Economics, Kobe University, Kobe, JapanCorrespondence[email protected]
View further author information
Pages 400-405 | Published online: 19 May 2019

References

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  • Chen, W., S. Hamori, and T. Kinkyo. 2014. “Macroeconomic Impacts of Oil Prices and Underlying Financial Shocks.” Journal of International Money and Finance 29: 1–12. doi:10.1016/j.intfin.2013.11.006.
  • Chen, W., S. Hamori, and T. Kinkyo. 2017. “Banking Sector Resilience to Financial Spillovers.” Applied Economics Letters 24 (6): 422–426. doi:10.1080/13504851.2016.1200173.
  • Evgenidis, A., and A. Tsagkanos. 2017. “Asymmetric Effects of the International Transmission of US FS. A threshold-VAR Approach.” International Review of Financial Analysis 51: 69–81. doi:10.1016/j.irfa.2017.03.003.
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  • Hubrich, K., and R. J. Tetlow. 2015. “FS and Economic Dynamics: The Transmission of Crises.” Journal of Monetary Economics 70: 100–115. doi:10.1016/j.jmoneco.2014.09.005.
  • Jordà, Ò. 2005. “Estimation and Inference of Impulse Responses by Local Projections.” American Economic Review 95 (1): 161–182. doi:10.1257/0002828053828518.
  • Park, C. Y., and R. V. Mercado. 2014. “Determinants of FS in Emerging Market Economies.” Journal of Banking & Finance 45: 199–224. doi:10.1016/j.jbankfin.2013.09.018.
  • Schaeck, K., and M. Cihák. 2014. “Competition, Efficiency, and Stability in Banking.” Financial Management 43 (1): 215–241. doi:10.1111/fima.12010.
  • Vazquez, F., and P. Federico. 2015. “Bank Funding Structures and Risk: Evidence from the Global Financial Crisis.” Journal of Banking & Finance 61: 1–14. doi:10.1016/j.jbankfin.2015.08.023.

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