Foreign currency bank funding and global factors /
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| Author / Creator: | Krogstrup, Signe, author. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, [2018] ©2018 |
| Description: | 1 online resource (65 pages) |
| Language: | English |
| Series: | IMF Working Paper ; WP/18/97 IMF working paper ; WP/18/97. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12507906 |
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| 100 | 1 | |a Krogstrup, Signe, |e author. |0 http://id.loc.gov/authorities/names/nr2006033240 | |
| 245 | 1 | 0 | |a Foreign currency bank funding and global factors / |c by Signe Krogstrup and Cédric Tille. |
| 264 | 1 | |a [Washington, D.C.] : |b International Monetary Fund, |c [2018] | |
| 264 | 4 | |c ©2018 | |
| 300 | |a 1 online resource (65 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF Working Paper ; |v WP/18/97 | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Foreign Currency Bank Funding and Global Factors; 1 Introduction; 2 Related literature; 3 A model of wholesale bank funding; 4 The Data and Stylized Facts; 5 Results; 6 Conclusion. | |
| 520 | 3 | |a The literature on the drivers of capital flows stresses the prominent role of global financial factors. Recent empirical work, however, highlights how this role varies across countries and time, and this heterogeneity is not well understood. We revisit this question by focusing on financial intermediaries' funding flows in different currencies. A concise portfolio model shows that the sign and magnitude of the response of foreign currency funding flows to global risk factors depend on the financial intermediary's pre-existing currency exposure. An analysis of a rich dataset of European banks' aggregate balance sheets lends support to the model predictions, especially in countries outside the euro area. | |
| 650 | 0 | |a Capital movements |x Econometric models. | |
| 650 | 0 | |a Banks and banking, International |x Econometric models. | |
| 650 | 6 | |a Mouvements de capitaux |x Modèles économétriques. | |
| 650 | 6 | |a Banques internationales |x Modèles économétriques. | |
| 650 | 7 | |a Banks and banking, International |x Econometric models. |2 fast |0 (OCoLC)fst00827106 | |
| 650 | 7 | |a Capital movements |x Econometric models. |2 fast |0 (OCoLC)fst00846376 | |
| 650 | 7 | |a All Countries. |2 imf | |
| 650 | 7 | |a International Lending And Debt Problems. |2 imf | |
| 650 | 7 | |a Financial Aspects Of Economic Integration. |2 imf | |
| 650 | 7 | |a Current Account Adjustments. |2 imf | |
| 650 | 7 | |a Currency Mismatch. |2 imf | |
| 700 | 1 | |a Tille, Cédric, |d 1970- |e author. |0 http://id.loc.gov/authorities/names/nr98028995 | |
| 776 | 0 | 8 | |i Print version: |a Krogstrup, Signe. |t Foreign Currency Bank Funding and Global Factors. |d Washington, D.C. : International Monetary Fund, ©2018 |z 9781484353660 |
| 830 | 0 | |a IMF working paper ; |v WP/18/97. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2018/097/001.2018.issue-097-en.xml |y INTERNATIONAL MONETARY FUND |
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