Lending conditions in EU: The role of credit demand and supply

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F17%3A43912768" target="_blank" >RIV/62156489:43110/17:43912768 - isvavai.cz</a>
Alternative codes found
RIV/61989100:27510/17:10236720
Result on the web
<a href="https://doi.org/10.1016/j.econmod.2017.01.003" target="_blank" >https://doi.org/10.1016/j.econmod.2017.01.003</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.econmod.2017.01.003" target="_blank" >10.1016/j.econmod.2017.01.003</a>

Result language
angličtina
Original language name
Lending conditions in EU: The role of credit demand and supply
Original language description
We analyse the bank lending activity after the financial crisis and focus on bank-specific supply factors. Using a rich microeconomic dataset from Bankscope and macroeconomic shocks data, we employ OLS and 2SLS fixed effects models with banking controls, macroeconomic shocks and institutional quality. The banks' loan-rate spreads increased despite the recent policy of low interest rates and quantitative easing. We use the bank asset quality as instruments to capture exogenous changes in loan supply. The empirical evidence shows that loan rate spread and through this the supply of loans is negatively affected by a low asset quality and capital ratios.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
50202 - Applied Economics, Econometrics

Project
<a href="/en/project/GA14-28848S" target="_blank" >GA14-28848S: Financial Crisis, Depreciation and Credit Crunch in CEECs</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)