Details about Glenn Schepens

Access statistics for papers by Glenn Schepens.

Last updated 2024-06-07. Update your information in the RePEc Author Service.

Short-id: psc554

Working Papers

2023

1. The climate and the economy
   Working Paper Series, European Central Bank View citations (5)

2022

2. Liquidation value and loan pricing
   Working Paper Series, European Central Bank View citations (1)
   See also Journal Article Liquidation Value and Loan Pricing, Journal of Finance, American Finance Association (2024) (2024)
3. The Augmented Bank Balance-Sheet Channel of Monetary Policy
   ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany View citations (15)
   Also in Working Paper Series, European Central Bank (2022) View citations (14)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
   Discussion Papers, Deutsche Bundesbank (2022) View citations (15)
   Working Papers, Banco de Portugal, Economics and Research Department (2022) View citations (15)

2021

4. Banks and negative interest rates
   Working Paper Series, European Central Bank View citations (15)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (1)
   See also Journal Article Banks and Negative Interest Rates, Annual Review of Financial Economics, Annual Reviews (2021) View citations (15) (2021)

2020

5. Going green by putting a price on pollution: Firm-level evidence from the EU
   Working Paper Research, National Bank of Belgium View citations (7)
6. Money markets, central bank balance sheet and regulation
   Working Paper Series, European Central Bank View citations (11)
7. Zombification in Europe in times of pandemic
   ECONtribute Policy Brief Series, University of Bonn and University of Cologne, Germany View citations (24)

2019

8. Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (48)
   Also in Working Paper Series, European Central Bank (2019) View citations (52)
   Working Paper Research, National Bank of Belgium (2018) View citations (17)
   See also Journal Article Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation*, Review of Finance, European Finance Association (2020) View citations (44) (2020)

2018

9. Benefits and costs of liquidity regulation
   Working Paper Series, European Central Bank View citations (23)
10. Identifying credit supply shocks with bank-firm data: methods and applications
    Working Paper Research, National Bank of Belgium View citations (17)
    See also Journal Article Identifying credit supply shocks with bank-firm data: Methods and applications, Journal of Financial Intermediation, Elsevier (2019) View citations (158) (2019)
11. Life below zero: Bank lending under negative policy rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
    Also in Working Paper Series, European Central Bank (2018) View citations (41)
    See also Journal Article Life below Zero: Bank Lending under Negative Policy Rates, The Review of Financial Studies, Society for Financial Studies (2019) View citations (294) (2019)

2013

12. Bank reactions after capital shortfalls
    Working Paper Research, National Bank of Belgium View citations (19)
    Also in Working Paper Series, European Central Bank (2013) View citations (16)

2012

13. Bank Competition and Stability: Cross-country Heterogeneity (Revised version of CentER DP 2011-080)
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
14. Bank/sovereign risk spillovers in the European debt crisis
    Working Paper Research, National Bank of Belgium View citations (40)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2012) View citations (8)
    See also Journal Article Bank/sovereign risk spillovers in the European debt crisis, Journal of Banking & Finance, Elsevier (2013) View citations (202) (2013)

2011

15. Bank competition and stability: cross-country heterogeneity
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (36)
    See also Journal Article Bank competition and stability: Cross-country heterogeneity, Journal of Financial Intermediation, Elsevier (2013) View citations (504) (2013)

Journal Articles

2024

1. Liquidation Value and Loan Pricing
   Journal of Finance, 2024, 79, (1), 95-128
   See also Working Paper Liquidation value and loan pricing, Working Paper Series (2022) View citations (1) (2022)

2021

2. Banks and Negative Interest Rates
   Annual Review of Financial Economics, 2021, 13, (1), 201-218 View citations (15)
   See also Working Paper Banks and negative interest rates, Working Paper Series (2021) View citations (15) (2021)
3. Euro area money markets over the past 15 years: changes, driving factors and implications for monetary policy
   Research Bulletin, 2021, 82

2020

4. Discussion of Berger, Irresberger, and Roman
   Journal of Money, Credit and Banking, 2020, 52, (S1), 193-195
5. Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation*
   (A theory of systemic risk and design of prudential bank regulation)
   Review of Finance, 2020, 24, (1), 1-43 View citations (44)
   See also Working Paper Some Borrowers are More Equal than Others: Bank Funding Shocks and Credit Reallocation, Swiss Finance Institute Research Paper Series (2019) View citations (48) (2019)

2019

6. Identifying credit supply shocks with bank-firm data: Methods and applications
   Journal of Financial Intermediation, 2019, 40, (C) View citations (158)
   See also Working Paper Identifying credit supply shocks with bank-firm data: methods and applications, Working Paper Research (2018) View citations (17) (2018)
7. Life below Zero: Bank Lending under Negative Policy Rates
   The Review of Financial Studies, 2019, 32, (10), 3728-3761 View citations (294)
   See also Working Paper Life below zero: Bank lending under negative policy rates, CEPR Discussion Papers (2018) View citations (42) (2018)

2018

8. Bank lending under negative policy rates
   Research Bulletin, 2018, 43 View citations (41)

2016

9. Does the tax advantage of debt impact financial stability?
   Research Bulletin, 2016, 27 View citations (1)
10. Taxes and bank capital structure
    Journal of Financial Economics, 2016, 120, (3), 585-600 View citations (110)

2015

11. Banks’ size, scope and systemic risk: What role for conflicts of interest?
    Journal of Banking & Finance, 2015, 61, (S1), S3-S13 View citations (61)

2013

12. Bank competition and stability: Cross-country heterogeneity
    Journal of Financial Intermediation, 2013, 22, (2), 218-244 View citations (504)
    See also Working Paper Bank competition and stability: cross-country heterogeneity, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2011) View citations (36) (2011)
13. Bank/sovereign risk spillovers in the European debt crisis
    Journal of Banking & Finance, 2013, 37, (12), 4793-4809 View citations (202)
    See also Working Paper Bank/sovereign risk spillovers in the European debt crisis, Working Paper Research (2012) View citations (40) (2012)
14. Loans to non-financial corporations: what can we learn from credit condition surveys?
    Financial Stability Review, 2013, 11, (1), 103-117 View citations (4)