Have a personal or library account? Click to login
Transparency in Central Bank and Credit Expansion: Empirical Evidence from Asian Countries Cover

Transparency in Central Bank and Credit Expansion: Empirical Evidence from Asian Countries

Open Access
|Sep 2024

References

  1. Alpanda, S., & Honig, A. (2009). The impact of central bank independence on political monetary cycles in advanced and developing nations. Journal of Money, Credit and Banking, 41(7), 1365-1389.
  2. Arnone, M., & Romelli, D. (2013). Dynamic central bank independence indices and inflation rate: A new empirical exploration. Journal of Financial Stability, 9(3), 385-398.
  3. Andrieş, A. M., Nistor, S., & Sprincean, N. (2020). The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe. Research in International Business and Finance, 51.
  4. Aydemir, R., & Guloglu, B. (2017). How do banks determine their spreads under credit and liquidity risks during business cycles?. Journal of International Financial Markets, Institutions and Money, 46, 147-157.
  5. Akhter, S., & Daly, K. (2009). Bank health in varying macroeconomic conditions: A panel study. International Review of Financial Analysis, 18(5), 285-293.
  6. Arellano, M. (2003). Panel data econometrics. Oxford university press.
  7. Baltagi, H. B. (2005). Econometric Analysis of Panel Data . New York: John Wiley& Sons.
  8. Bond, S. R., Hoeffler, A., & Temple, J. R. (2001). GMM estimation of empirical growth models.
  9. Bond, S. R. (2002). Dynamic panel data models: a guide to micro data methods and practice. Portuguese economic journal, 1(2), 141-162.
  10. Blinder, A. S., Ehrmann, M., Fratzscher, M., De Haan, J., & Jansen, D. J. (2008). Central bank communication and monetary policy: A survey of theory and evidence. Journal of Economic Literature, 46(4), 910-45.
  11. Born, B., Ehrmann, M., & Fratzscher, M. (2012). Communicating About Macro‐prudential Supervision–A New Challenge for Central Banks. International Finance, 15(2), 179-203.
  12. Barth, J. R., Lin, C., Ma, Y., Seade, J., & Song, F. M. (2013). Do bank regulation, supervision and monitoring enhance or impede bank efficiency?. Journal of Banking & Finance, 37(8), 2879-2892.
  13. Birchwood, A., Brei, M., & Noel, D. M. (2017). Interest margins and bank regulation in Central America and the Caribbean. Journal of Banking & Finance, 85, 56-68.
  14. Bouakez, H., & Normandin, M. (2010). Fluctuations in the foreign exchange market: How important are monetary policy shocks?. Journal of International Economics, 81(1), 139-153.
  15. Cecchetti, S. G., & Krause, S. (2002). Central bank structure, policy efficiency, and macroeconomic performance: exploring empirical relationships. Review-Federal Reserve Bank of Saint Louis, 84(4), 47-60.
  16. Cukierman, A. (2008). Central bank independence and monetary policymaking institutions—Past, present and future. European Journal of Political Economy, 24(4), 722-736.
  17. Cihak, M.,Munoz, S ., Teh Sharifuddin, S. & Tintchev, K. (2012). Financial Stability Reports: What Are They Good For?,. IMF Working Paper WP/12/1, 4.
  18. Dincer, N., & Eichengreen, B. (2014). Central bank transparency: Causes, consequences and updates. Theoretical Inquiries in Law, 11(1), 75–123.
  19. Dincer, N., Eichengreen, B., & Geraats, P. (2022). Trends in monetary policy transparency: further updates. International Journal of Central Banking, 18(1), 331-348.
  20. De Moraes, C., Barroso, G., & Nicolay, R. (2018). Monetary Policy and Credit Spread: A New Risk-Taking Channel. The Empirical Economics Letters., 17(12), 1497-1506.
  21. Eichler, S., Littke, H. C., & Tonzer, L. (2017). Central bank transparency and cross-border banking. Journal of International Money and Finance, 74, 1-30.
  22. Eijffinger, S. C., & Geraats, P. M. (2006). How transparent are central banks?. European Journal of Political Economy, 22(1), 1-21.
  23. Förch, T., & Sunde, U. (2012). Central bank independence and stock market returns in emerging economies. Economics Letters, 115(1), 77-80.
  24. Fatum, R., & Scholnick, B. (2008). Monetary policy news and exchange rate responses: Do only surprises matter?. Journal of Banking & Finance, 32(6), 1076-1086.
  25. Geraats, P. M. (2002). Central bank transparency. The economic journal, 112(483), F532-F565.
  26. Ho, T. S., & Saunders, A. (1981). The determinants of bank interest margins: theory and empirical evidence. Journal of Financial and Quantitative analysis, 581-600.
  27. Honohan, P., & Beck, T. (2007). Making finance work for Africa. The World Bank.
  28. Hawtrey, K., & Liang, H. (2008). Bank interest margins in OECD countries. The North American Journal of Economics and Finance, 19(3), 249-260.
  29. Jappelli, T., & Pagano, M. (2000). Information sharing in credit markets: a survey (Vol. 36). CSEF working paper.
  30. Johnson, J., Arel‐Bundock, V., & Portniaguine, V. (2019). Adding rooms onto a house we love: Central banking after the global financial crisis. Public administration, 97(3), 546-560.
  31. Knütter, R., Mohr, B., & Wagner, H. (2011). The effects of central bank communication on financial stability: A systematization of the empirical evidence. FernUniversität in Hagen.
  32. Kuttner, K. N., & Posen, A. S. (2001). Inflation, monetary transparency, and G3 exchange rate volatility. Adapting to financial globalisation, 14, 229.
  33. Kurov, A. (2012). What determines the stock market’s reaction to monetary policy statements?. Review of Financial Economics, 21(4), 175-187.
  34. Klomp, J., & de Haan, J. (2010). Inflation and central bank independence: A meta‐regression analysis. Journal of Economic Surveys, 24(4), 593-621.
  35. Liao, G. Y. (2020). Credit migration and covered interest rate parity. Journal of Financial Economics, 138(2), 504-525.
  36. Montes, G. C., & Nicolay, R. T. F. (2017). Does clarity of central bank communication affect credibility? Evidences considering governor-specific effects. Applied Economics, 49(32), 3163-3180.
  37. Ordonez, G. (2013). The asymmetric effects of financial frictions. Journal of Political Economy, 121(5), 844-895.
  38. Papadamou, S., Sidiropoulos, M., & Spyromitros, E. (2014). Does central bank transparency affect stock market volatility?. Journal of International Financial Markets, Institutions and Money, 31, 362-377.
  39. Papadamou, S., Sidiropoulos, M., & Spyromitros, E. (2017). Does central bank independence affect stock market volatility?. Research in International Business and Finance, 42, 855-864.
  40. Pelizzon, L., Subrahmanyam, M. G., Tomio, D., & Uno, J. (2016). Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?. Journal of Financial Economics, 122(1), 86-115.
  41. Powel, J. H. (2018). “Financial Stability and Central Bank Transparency: 350 years of Central Banking: The Past, the Present and the Future”. (Accessed on 25 May 2018).
  42. Rhee, H. J., & Turdaliev, N. (2013). Central bank transparency: Does it matter?. International Review of Economics & Finance, 27, 183-197.
  43. Roodman, D. (2009). How to do xtabond2: An introduction to difference and system GMM in Stata. The Stata Journal, 9(1), 86-136.
  44. Schinasi, G. J. (2004). Defining financial stability, IMF Working Paper no. 187, Washington, DC.
  45. Tiberto, B. P., De Moraes, C. O., & Corrêa, P. P. (2020). Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets. The North American Journal of Economics and Finance, 101207.
  46. Trabelsi, E. (2022). Macroprudential transparency and price stability in emerging and developing countries. Journal of Central Banking Theory and Practice, 11(1), 105-129.
  47. Ugur, A., & Erkus, H. (2010). Determinants of the net interest margins of banks in Turkey. Journal of Economic and Social Research, 12(2), 101.
  48. Woodford, M. (2010). Financial intermediation and macroeconomic analysis. Journal of Economic Perspectives, 24(4), 21-44.
  49. Weber, C. S. (2019). The effect of central bank transparency on exchange rate volatility. Journal of International Money and Finance, 95, 165-181.
  50. Yıldırım-Karaman, S. (2017). Uncertainty shocks, central bank characteristics and business cycles. Economic Systems, 41(3), 379-388.
  51. Zhou, K., & Wong, M. C. (2008). The determinants of net interest margins of commercial banks in mainland China. Emerging Markets Finance and Trade, 44(5), 41-53.
Language: English
Page range: 271 - 289
Submitted on: Feb 27, 2023
Accepted on: Jul 11, 2023
Published on: Sep 19, 2024
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2024 Saeed Sazzad Jeris, Omar Bari Md. Ibrahim, Ferdous Ahmed Chowdhury, Humaira Begum, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution 4.0 License.