Peter Rosenkranz

Asian Development Bank

Economist

6 ADB Avenue, Mandaluyong City 1550

Metro Manila

Philippines

SCHOLARLY PAPERS

7

DOWNLOADS

436

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Determinants of Peer-to-Peer Lending Expansion: The Roles of Financial Development and Financial Literacy

Asian Development Bank Economics Working Paper Series No. 613
Number of pages: 26 Posted: 05 May 2020
Eun Young Oh and Peter Rosenkranz
University of Portsmouth and Asian Development Bank
Downloads 109 (303,959)
Citation 1

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financial development, financial literacy, fintech, peer-to-peer lending

2.

A Small Open Economy in the Great Depression: The Case of Switzerland

University of Zurich, Department of Economics, Working Paper No. 164
Number of pages: 45 Posted: 27 Jun 2014
Peter Rosenkranz, Tobias Straumann and Ulrich Woitek
Asian Development Bank, University of Zurich - Department of Economics and University of Zurich
Downloads 89 (346,922)
Citation 2

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Great Depression, Switzerland, New Keynesian Business Cycle Model

3.

Nonperforming Loans in Asia: Determinants and Macrofinancial Linkages

Asian Development Bank Economics Working Paper Series No. 574 (2019)
Number of pages: 38 Posted: 21 Mar 2019 Last Revised: 21 Jul 2020
Peter Rosenkranz and Junkyu Lee
Asian Development Bank and Asian Development Bank - Economic Research and Regional Cooperation Department (ERCD)
Downloads 74 (386,752)
Citation 2

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dynamic panel model, emerging Asia, financial stability, macrofinancial feedback effects, nonperforming loans, panel vector autoregression model

4.

Business Cycles in Emerging Markets: The Role of Liability Dollarization and Valuation Effects

University of Zurich, Department of Economics, Working Paper No. 163
Number of pages: 57 Posted: 27 Jun 2014
Stefan Notz and Peter Rosenkranz
University of Zurich - Department of Economics and Asian Development Bank
Downloads 73 (389,648)

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Emerging Markets, Liability Dollarization, Valuation Effects, Financial Frictions, Real Business Cycles, DSGE Model, Bayesian Estimation

5.

Stress-Testing of Liquidity Risk in Target2

ECB Occasional Paper No. 183
Number of pages: 39 Posted: 22 Feb 2017
European Central Bank (ECB), Bank of Italy, Banco de España, Bank of Finland, National Bank of Belgium, Bank of Greece, Deutsche Bundesbank, Bank of Finland, Banque de France, Deutsche Bundesbank, Banco de España, Banque de France, Bank of Italy, Asian Development Bank and European Central Bank (ECB)
Downloads 61 (428,093)
Citation 1

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TARGET2, stress testing, simulation, liquidity risk, principles for FMIs

Concentration in Asia’s Cross-border Banking: Determinants and Impacts

Number of pages: 36 Posted: 18 Feb 2021
Ana Kristel Lapid, Rogelio Mercado and Peter Rosenkranz
Asian Development Bank - Economic Research and Regional Cooperation Department (ERCD), Asian Development Bank and Asian Development Bank
Downloads 14 (696,448)

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cross-border bank exposures, cross-border bank concentration, credit growth, non-performing loans, bank profitability, Asia and the Pacific

Concentration in Asia’s Cross-Border Banking: Determinants and Impacts

Asian Development Bank Economics Working Paper Series No. 636
Number of pages: 39 Posted: 24 May 2021
Ana Kristel Lapid, Rogelio Mercado Jr. and Peter Rosenkranz
Asian Development Bank - Economic Research and Regional Cooperation Department (ERCD), Asian Development Bank and Asian Development Bank
Downloads 7 (755,268)

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Asia and the Pacific, bank profitability, credit growth, cross-border bank concentration, cross-border bank exposures, nonperforming loans

7.

The Influence of US Dollar Funding Conditions on Asian Financial Markets

Asian Development Bank Economics Working Paper Series No. 634
Number of pages: 34 Posted: 20 Apr 2021
Junkyu Lee, Peter Rosenkranz, Arief Ramayandi and Hoang Pham
Asian Development Bank - Economic Research and Regional Cooperation Department (ERCD), Asian Development Bank, Asian Development Bank - Economic Research and Oregon State University - Department of Economics
Downloads 9 (709,946)

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bond spread, emerging Asian economies, exchange rate, US dollar funding conditions