Details about Matjaž Volk

Access statistics for papers by Matjaž Volk.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pvo207

Working Papers

2022

1. The economic impact of the NPLcoverage expectations in the euro area
   Occasional Paper Series, European Central Bank View citations (2)

2021

2. Policies in support of lending following the coronavirus (COVID 19) pandemic
   Occasional Paper Series, European Central Bank View citations (9)
3. The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area
   Occasional Paper Series, European Central Bank View citations (8)

2020

4. Banking euro area stress test model
   Working Paper Series, European Central Bank View citations (10)

2019

5. Macroprudential stress test of the euro area banking system
   Occasional Paper Series, European Central Bank View citations (24)

2018

6. Empirical Evidence on the Effectiveness of Capital Buffer Release
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Empirical Evidence on the Effectiveness of Capital Buffer Release, International Journal of Central Banking, International Journal of Central Banking (2023) View citations (2) (2023)

2017

7. Bank Response to Policy Related Changes in Capital Requirements
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Bank response to policy-related changes in capital requirements, The Quarterly Review of Economics and Finance, Elsevier (2021) View citations (1) (2021)

Journal Articles

2025

1. Is the ECB Monetary tightening effective? The role of bank funding and asset structure
   Applied Economics Letters, 2025, 32, (4), 460-463

2024

2. The transmission of targeted monetary policy to bank credit supply
   The Quarterly Review of Economics and Finance, 2024, 94, (C), 104-112

2023

3. Empirical Evidence on the Effectiveness of Capital Buffer Release
   International Journal of Central Banking, 2023, 19, (3), 139-173 View citations (2)
   See also Working Paper Empirical Evidence on the Effectiveness of Capital Buffer Release, MPRA Paper (2018) View citations (4) (2018)

2021

4. Bank response to policy-related changes in capital requirements
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 868-877 View citations (1)
   See also Working Paper Bank Response to Policy Related Changes in Capital Requirements, MPRA Paper (2017) View citations (1) (2017)
5. Macroeconomic impact of Basel III finalisation on the euro area
   Macroprudential Bulletin, 2021, 14 View citations (6)
6. Modelin-g credit risk with a Tobit model of days past due
   Journal of Banking & Finance, 2021, 122, (C) View citations (4)

2020

7. Buffer use and lending impact
   Macroprudential Bulletin, 2020, 11 View citations (7)

2016

8. Macroprudential effects of systemic bank stress
   Macroprudential Bulletin, 2016, 2 View citations (1)

2014

9. Access to Credit as a Growth Constraint
   Journal of Banking and Financial Economics, 2014, 1, (1), 29-39 View citations (5)