Research publications based on Quarterly borrowers statistics

External research publications

2017

  • Abbassi, Puriya; Brownlees, Christian T.; Hans, Christina and Podlich, Natalia (2017): “Credit Risk Interconnectedness: What Does the Market Really Know?”, Journal of Financial Stability, volume 29, pp. 1-12.

2016

  • Abbassi, Puriya; Iyer, Rajkamal; Peydro, Jose-Luis  and Tous, Francesc Rodríguez (2016): “Securities trading by banks and credit supply: Micro-evidence from the crisis”, Journal of Financial Economics, volume 121 (3), pp. 569-594.  

2015

  • Alter, Adrian; Craig, Ben and Raupach, Peter (2015): “Centrality-based capital allocations”, International Journal of Central Banking, volume 11(3), pp. 329-377.