Details about Martin Hodula

Access statistics for papers by Martin Hodula.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: pho526

Working Papers

2023

1. Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution
   Working Papers, Czech National Bank

2022

2. Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?
   Working Papers, Czech National Bank View citations (1)
3. Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending
   Working Papers, Czech National Bank
4. Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?
   Working Papers Central Bank of Chile, Central Bank of Chile
   Also in Working Papers, Czech National Bank (2021) View citations (3)
   Staff Working Papers, Bank of Canada (2021) View citations (4)
   See also Journal Article in Journal of Financial Stability (2023)
5. Retail Fund Flows and Performance: Insights from Supervisory Data
   Working Papers, Czech National Bank
6. The effect of structural risks on financial downturns
   ESRB Working Paper Series, European Systemic Risk Board

2021

7. A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending
   Working Papers, Czech National Bank View citations (4)
8. Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries
   Working Papers, Czech National Bank View citations (1)
9. Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis
   Research and Policy Notes, Czech National Bank
10. Macroprudential Policy in Central Banks: Integrated or Separate? Survey Among Academics and Central Bankers
    Research and Policy Notes, Czech National Bank
    See also Journal Article in Journal of Financial Stability (2023)

2020

11. Does Capital-Based Regulation Affect Bank Pricing Policy?
    Working Papers, Czech National Bank
    See also Journal Article in Journal of Regulatory Economics (2022)
12. Finance, Growth and (Macro)Prudential Policy: European Evidence
    Working Papers, Czech National Bank
    See also Journal Article in Empirica (2022)
13. On the Determinants of Life and Non-Life Insurance Premiums
    Working Papers, Czech National Bank
14. Researching the Research: A Central Banking Edition
    Research and Policy Notes, Czech National Bank
15. The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics
    Working Papers, Czech National Bank View citations (2)
    See also Journal Article in Journal of Financial Stability (2022)

2019

16. Introducing a New Index of Households' Macroeconomic Conditions
    Working Papers, Czech National Bank View citations (1)
17. Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place
    Working Papers, Czech National Bank View citations (8)
18. Too Much of a Good Thing? Households' Macroeconomic Conditions and Credit Dynamics
    Working Papers, Czech National Bank View citations (2)
    See also Journal Article in German Economic Review (2022)

2018

19. A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example
    Working Papers, Czech National Bank View citations (5)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2018) View citations (5)
20. Off the Radar: Exploring the Rise of Shadow Banking in the EU
    Working Papers, Czech National Bank View citations (3)
21. The Leverage Ratio and Its Impact on Capital Regulation
    Working Papers, Czech National Bank View citations (1)

2014

22. Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Post-Communist Economies (2016)

Journal Articles

2023

1. Cooling the mortgage loan market: The effect of borrower-based limits on new mortgage lending
   Journal of International Money and Finance, 2023, 132, (C)
2. Economic uncertainty and non-bank financial intermediation: Evidence from a European panel
   Finance Research Letters, 2023, 53, (C)
3. Fintech credit, big tech credit and income inequality
   Finance Research Letters, 2023, 51, (C) View citations (2)
4. Has monetary policy fueled the rise in shadow banking?
   Economic Modelling, 2023, 123, (C)
5. Interest rates as a finance battleground? The rise of Fintech and big tech credit providers and bank interest margin
   Finance Research Letters, 2023, 53, (C) View citations (1)
6. Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers
   Journal of Financial Stability, 2023, 65, (C) View citations (1)
   See also Working Paper (2021)
7. Monetary policy spillover to small open economies: Is the transmission different under low interest rates?
   Journal of Financial Stability, 2023, 65, (C)
   See also Working Paper (2022)
8. On the macrofinancial determinants of life and non-life insurance premiums
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2023, 48, (4), 760-798

2022

9. Bringing the flashlight: Shadow banking in European Union countries
   Finance Research Letters, 2022, 47, (PB) View citations (1)
10. Does Fintech credit substitute for traditional credit? Evidence from 78 countries
    Finance Research Letters, 2022, 46, (PB) View citations (11)
11. Does capital-based regulation affect bank pricing policy?
    Journal of Regulatory Economics, 2022, 61, (2), 135-167 View citations (2)
    See also Working Paper (2020)
12. Finance, growth and (macro)prudential policy: European evidence
    Empirica, 2022, 49, (2), 537-571 View citations (1)
    See also Working Paper (2020)
13. The power of sentiment: Irrational beliefs of households and consumer loan dynamics
    Journal of Financial Stability, 2022, 59, (C) View citations (5)
    See also Working Paper (2020)
14. Too much of a good thing? Households’ macroeconomic conditions and credit dynamics
    German Economic Review, 2022, 23, (4), 529-566
    See also Working Paper (2019)

2021

15. A profit-to-provisioning approach to setting the countercyclical capital buffer
    Economic Systems, 2021, 45, (1) View citations (3)
16. New kid on the block: leverage ratio and its implications for banking regulation
    The European Journal of Finance, 2021, 27, (10), 1009-1028 View citations (2)
17. The relationship between capital and liquidity prudential instruments
    Journal of Regulatory Economics, 2021, 59, (1), 47-70 View citations (2)
    See also Chapter (2020)
18. What Does Really Drive Consumer Confidence?
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2021, 155, (3), 885-913 View citations (6)

2020

19. Debt management when monetary and fiscal policies clash: some empirical evidence
    Journal of Applied Economics, 2020, 23, (1), 253-280
20. Off the radar: Factors behind the growth of shadow banking in Europe
    Economic Systems, 2020, 44, (3) View citations (16)
21. Placing the Czech Shadow Banking Sector under the Light
    Prague Economic Papers, 2020, 2020, (1), 3-28 View citations (1)

2018

22. Fiscal-Monetary-Financial Stability Interactions in a Data-Rich Environment
    Review of Economic Perspectives, 2018, 18, (3), 195-224 View citations (5)
23. The Impact of Credit Booms and Economic Policy on Labour Productivity: A Sectoral Analysis
    ACTA VSFS, 2018, 12, (1), 10-42 View citations (1)

2017

24. Interakce kapitálové a likviditní regulace v bankovním sektoru
    (Interaction of Capital and Liquidity Regulation in the Banking Sector)
    Politická ekonomie, 2017, 2017, (5), 525-545
25. Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy
    Czech Journal of Economics and Finance (Finance a uver), 2017, 67, (4), 277-299 View citations (13)

2016

26. Sovereign default risk and state-owned bank fragility in emerging markets: evidence from China and Russia
    Post-Communist Economies, 2016, 28, (2), 232-248 View citations (2)
    See also Working Paper (2014)
27. The Long-Run Superneutrality of Money Revised: the Extended European Evidence
    Review of Economic Perspectives, 2016, 16, (3), 187-203 View citations (2)

Chapters

2020

1. The Relationship between Capital and Liquidity Prudential Instruments
   Czech National Bank
   See also Journal Article in Journal of Regulatory Economics (2021)

2016

2. The Role of the Leverage Ratio in Capital Regulation of the Banking Sector
   Chapter Thematic Article 3 in CNB Financial Stability Report 2015/2016, 2016, pp 137-148 View citations (3)