H. Özlem Dursun-de Neef

Goethe University Frankfurt

House of Finance, Campus Westend

Theodor-W.-Adorno-Platz 3

Frankfurt am Main, Frankfurt am Main 60629

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

515

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

The Transmission of Bank Liquidity Shocks: Evidence from House Prices

Number of pages: 51 Posted: 20 Oct 2012 Last Revised: 28 Mar 2018
H. Özlem Dursun-de Neef
Goethe University Frankfurt
Downloads 197 (164,934)
Citation 2

Abstract:

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Financial crisis; Bank liquidity shocks; Bank capital; Credit supply shocks; House prices

2.

Procyclical Leverage: Evidence from Banks' Lending and Financing Decisions

Journal of Banking and Finance, Forthcoming
Number of pages: 52 Posted: 17 Mar 2016 Last Revised: 20 Jan 2020
H. Özlem Dursun-de Neef and Alexander Schandlbauer
Goethe University Frankfurt and University of Southern Denmark
Downloads 179 (179,810)
Citation 1

Abstract:

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Bank lending, Bank capital, Geographical segmentation, Leverage, Procyclicality

3.

Equilibrium Effects of Liquidity Constraints

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 30 Posted: 17 Sep 2012 Last Revised: 12 Nov 2012
H. Özlem Dursun-de Neef
Goethe University Frankfurt
Downloads 83 (318,378)

Abstract:

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Financial crisis, prudential regulation, Basel III, financial intermediaries

4.

Bank Concentration, Mortgage Lending and House Prices

Number of pages: 44 Posted: 12 Jun 2019 Last Revised: 23 Mar 2020
H. Özlem Dursun-de Neef
Goethe University Frankfurt
Downloads 34 (478,450)

Abstract:

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Bank concentration, Mortgage lending, House prices

5.

The Effect of Loan Sales on the Capital Structure of Banks

Number of pages: 32 Posted: 14 May 2018
H. Özlem Dursun-de Neef
Goethe University Frankfurt
Downloads 22 (543,526)

Abstract:

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Loan Sales, Secondary Loan Markets, Securitization, Bank Capital Structure