Burkhard Raunig
Biographic Data
| ID | 5739680 |
|---|---|
| NAME | Burkhard Raunig |
| GIVEN NAMES | Burkhard |
| FAMILY NAME | Raunig |
| SIGNATURE | RAUNIG B |
| AFFILIATIONS | Oesterreichische Nationalbank |
| ORCID | 0000-0002-1215-0298 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2017 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility
Do Banks Lend Less in Uncertain Times
We study the development of bank lending in the USA after four large jumps in uncertainty using an event study approach. We find that more liquid banks slow down and lend less after a surge in uncertainty. Lending by smaller banks is also less responsive to increases in uncertainty, which points to an increased importance of bank–customer relationships. For capitalization, we find mixed evidence. These heterogeneities across banks suggest that de…
No prominent works on this page.
Do Banks Lend Less in Uncertain Times
We study the development of bank lending in the USA after four large jumps in uncertainty using an event study approach. We find that more liquid banks slow down and lend less after a surge in uncertainty. Lending by smaller banks is also less responsive to increases in uncertainty, which points to an increased importance of bank–customer relationships. For capitalization, we find mixed evidence. These heterogeneities across banks suggest that de…
Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility
Economics (2 works) · Monetary Policy and Economic Impact (2 works) · Banking stability, regulation, efficiency (1 works) · Business (1 works) · Capitalization (1 works) · Causal model (1 works) · Econometrics (1 works) · Energy, Environment, Economic Growth (1 works) · Financial economics (1 works) · Financial system (1 works)