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Spillover Effects of Foreign Currency Loans: The Role of the Bank Lending Channel

Local currency borrowers are statistically significantly affected by exchange rate fluctuations due to the bank lending channel. Using microdata on borrowers from Hungary, this study examines the spillover effects of foreign currency loans on local currency borrowers following an unexpected appreciation of the Swiss franc (CHF) in January 2015.
Filep-Mosberger, Palma   +2 more
openaire   +2 more sources

Foreign Currency Loans and Credit Risk: Evidence From U.S. Banks

Journal of International Economics, 2022
Tim Schmidt-Eisenlohr   +1 more
exaly  

The Cost of Foreign-Currency Lending

Journal of Banking and Finance, 2022
Manthos D. Delis   +1 more
exaly  

THE FOREIGN CURRENCY LOANS AFFAIR: REJOINDER

Australian Economic Papers, 1997
openaire   +1 more source

Monetary and Macroprudential Policy With Foreign Currency Loans

Journal of Macroeconomics, 2017
Michal Brzoza-Brzezina   +2 more
exaly  

Foreign currency housing loans and exchange rates – risk evaluation

Copernican Journal of Finance & Accounting, 2012
The aim of this paper is an evaluation of foreign exchange housing loans granted in Poland. In the paper, there was conducted research of portfolio of housing loans, its structure and changes, especially with consideration to the currency of debts. Also, a foreign currency loans profitability accordingly to the time of obtaining the loan by the debtor ...
openaire   +1 more source

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