Search Results

Your search found 15 documents


Differential Effects of Macroprudential Policy

Author/Editor: Nina Biljanovska, Sophia Chen.

Release Date:February, 2023

We explore the differential effects of lender-based macroprudential policies on new mortgage borrowing for households of different income using a comprehensive dataset that links macroprudential more...



Price: $20.00
Do Lenders Make Less-Informed Investments in High-Growth Housing Markets?

Author/Editor: Sophia Chen, Lev Ratnovski, Yangfan Sun.

Release Date:May, 2021

Nonlocal mortgage lenders with greater exposure to high-growth housing markets accept fewer loan applications in these markets and experience greater stock return volatility. When these lenders more...



Price: $18.00
Pricing Protest: The Response of Financial Markets to Social Unrest

Author/Editor: Philip Barrett, Mariia Bondar, Sophia Chen, Mali Chivakul, Deniz O Igan.

Release Date:March, 2021

Using a new daily index of social unrest, we provide systematic evidence on the negative impact of social unrest on stock market performance. An average social unrest episode in an typical country more...



Price: $18.00
Social Repercussions of Pandemics

Author/Editor: Philip Barrett, Sophia Chen.

Release Date:January, 2021

Epidemics may have social scarring effects, increasing the likelihood of social unrest. They may also have mitigating effect, suppressing unrest by dissuading social activities. Using a new monthly more...



Price: $18.00
Small and Vulnerable: Small Firm Productivity in the Great Productivity Slowdown

Author/Editor: Sophia Chen, Do Lee.

Release Date:December, 2020

We provide broad-based evidence of a firm size premium of total factor productivity (TFP) growth in Europe after the Global Financial Crisis. The TFP growth of smaller firms was more adversely more...



Price: $18.00
Tracking the Economic Impact of COVID-19 and Mitigation Policies in Europe and the United States

Author/Editor: Sophia Chen, Deniz O Igan, Nicola Pierri, Andrea F Presbitero.

Release Date:July, 2020

We use high-frequency indicators to analyze the economic impact of COVID-19 in Europe and the United States during the early phase of the pandemic. We document that European countries and U.S. states more...



Price: $18.00
The Dynamics of Non-Performing Loans during Banking Crises: A New Database

Author/Editor: Anil Ari, Sophia Chen, Lev Ratnovski.

Release Date:December, 2019

This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during more...



Price: $18.00
International Technology Sourcing and Knowledge Spillovers: Evidence from OECD Countries

Author/Editor: Sophia Chen, Estelle Dauchy.

Release Date:March, 2018

How much do firms benefit from foreign R&D and through what channel? We construct a global network of corporate innovation using more than 1.5 million patents granted to firms in OECD countries. more...



Price: $18.00
Credit and Fiscal Multipliers in China

Author/Editor: Sophia Chen, Lev Ratnovski, Pi-Han Tsai.

Release Date:December, 2017

We jointly estimate credit and fiscal multipliers in China. We use the tenure of the provincial party secretary, interacted with the type of stimulus used in other provinces, to obtain separate more...



Price: $18.00
A Toolkit to Assess the Consistency Between Real Sector and Financial Sector Forecasts

Author/Editor: Sophia Chen, Paola Ganum, Pau Rabanal.

Release Date:June, 2017

e develop a toolkit to assess the consistency between real sector and financial sector forecasts. The toolkit draws upon empirical regularities on real sector and financial sector outcomes for 182 more...



Price: $0.00
1 2  Next