Explanipedia

The Secondary Market for Syndicated Loans Open

Jan-Peter Siedlarek, Vladimir Yankov · 2025

The Secondary Market for Syndicated Loans Open

Jan-Peter Siedlarek, Vladimir Yankov · 2025

The Evolution of US Bank Capital around the Implementation of Basel III Open

Jan-Peter Siedlarek · 2024

Following the Global Financial Crisis of 2007-2008, the capital standards for banks operating in the United States were tightened as US banking regulators implemented the Basel III framework. This Economic Commentary briefly presents the k…

Making Friends Meet: Network Formation with Introductions Open

Jan-Peter Siedlarek · 2022

This paper proposes a parsimonious model of network formation with introductions in the presence of intermediation rents. Introductions allow two nodes to form a new connection on favorable terms with the help of a common neighbor. The dec…

How Do Banks Respond to Capital Regulation? — The Impact of the Basel III Reforms in the United States Open

Nicholas Fritsch, Jan-Peter Siedlarek · 2022

Making Friends Meet: Network Formation with Introductions Open

Jan-Peter Siedlarek · 2021

This paper proposes a parsimonious model of network formation with introductions in the presence of intermediation rents. Introductions allow two nodes to form a new connection on favorable terms with the help of a common neighbor. The dec…

Two Approaches to Predicting the Path of the COVID-19 Pandemic: Is One Better? Open

Ben R. Craig, Thomas Phelan, Jan-Peter Siedlarek, Jared Steinberg · 2021

We compare two types of models used to predict the spread of the coronavirus, both of which have been used by government officials and agencies. We describe the nature of the difference between the two approaches and their advantages and l…

Modeling Behavioral Responses to COVID-19 Open

Ben R. Craig, Thomas Phelan, Jan-Peter Siedlarek · 2021

Many models have been developed to forecast the spread of the COVID-19 virus. We present one that is enhanced to allow individuals to alter their behavior in response to the virus. We show how adding this feature to the model both changes …

Improving Epidemic Modeling with Networks Open

Ben R. Craig, Thomas Phelan, Jan-Peter Siedlarek, Jared Steinberg · 2020

Many of the models used to track, forecast, and inform the response to epidemics such as COVID-19 assume that everyone has an equal chance of encountering those who are infected with a disease. But this assumption does not reflect the fact…

The impacts of stricter merger legislation on bank mergers and acquisitions: Too-Big-To-Fail and competition Open

Elena Carletti, Steven Ongena, Jan-Peter Siedlarek, Giancarlo Spagnolo · 2020

The Impacts of Stricter Merger Legislation on Bank Mergers and Acquisitions: Too-Big-To-Fail and Competition Open

Elena Carletti, Steven Ongena, Jan-Peter Siedlarek, Giancarlo Spagnolo · 2020

The effect of regulations on the banking sector is a key question for financial intermediation. This paper provides evidence that merger control regulation, although not directly targeted at the banking sector, has substantial economic eff…

Making Friends Meet: Network Formation with Introductions Open

Jan-Peter Siedlarek · 2020

High levels of clustering—the tendency for two nodes in a network to share a neighbor—are ubiquitous in economic and social networks across different applications. In addition, many real-world networks show high payoffs for nodes that conn…

Making Friends Meet: Network Formation with Introductions Open

Jan-Peter Siedlarek · 2020

The Impact of Stricter Merger Control on Bank Mergers and Acquisitions. Too-Big-To-Fail and Competition Open

Elena Carletti, Steven Ongena, Jan-Peter Siedlarek, Giancarlo Spagnolo · 2019

The effect of regulations on the banking sector is a key question for financial intermediation. This paper provides evidence that merger control regulation, although not directly targeted at the banking sector, has substantial economic eff…

Asset Commonality in US Banks and Financial Stability Open

Jan-Peter Siedlarek, Nicholas Fritsch · 2019

One potential threat to a stable financial system is the phenomenon of contagion, where a risk that is ordinarily small becomes a problem because of the way it spreads to other institutions. Researchers have investigated multiple channels …

Convergence of cultural traits with time-varying self-confidence in the Panebianco (2014) model – A corrigendum Open

Fabrizio Panebianco, Anja Prummer, Jan-Peter Siedlarek · 2018

Convergence of Cultural Traits with Time-Varying Self-Confidence in the Panebianco (2014) Model--A Corrigendum Open

Fabrizo Panebianco, Anja Prummer, Jan-Peter Siedlarek · 2017

We highlight that convergence in repeated averaging models commonly used to study cultural traits or opinion dynamics is not equivalent to convergence in Markov chain settings if transition matrices are time-varying. We then establish a ne…

Merger Control in the Banking Sector Open

Jan-Peter Siedlarek · 2017

This Commentary discusses the implications of merger control policy on merger activity in the banking sector, drawing on an analysis of the European banking sector during a period in which stricter merger policies were being introduced. It…

Convergence of Cultural Traits with Time-Varying Self-Confidence in the Panebianco (2014) Model -- A Corrigendum Open

Fabrizio Panebianco, Anja Prummer, Jan-Peter Siedlarek · 2017

Community leaders and the preservation of cultural traits Open

Anja Prummer, Jan-Peter Siedlarek · 2016

The Impact of Merger Legislation on Bank Mergers Open

Elena Carletti, Steven Ongena, Jan-Peter Siedlarek, Giancarlo Spagnolo · 2016

We study the impact on bank merger activity of the strengthening in merger control legislation introduced in Europe between 1989 and 2004. We find that strengthening merger control increases the abnormal returns on bank target stocks in th…

The Impact of Merger Legislation on Bank Mergers Open

Elena Carletti, Steven Ongena, Jan-Peter Siedlarek, Giancarlo Spagnolo · 2016

Intermediation in Networks Open

Jan-Peter Siedlarek · 2015

I study intermediation in networked markets using a stochastic model of multilateral bargaining in which players compete on different routes through the network. I characterize stationary equilibrium payoffs as the fixed point of a set of …

Community Leaders and the Preservation of Cultural Traits Open

Anja Prummer, Jan-Peter Siedlarek · 2015

We explain persistent differences in cultural traits of immigrant groups with the presence of community leaders. Leaders influence the cultural traits of their community, which have an impact on the group's earnings. They determine whether…

Community Leaders and the Preservation of Cultural Traits Open

Anja Prummer, Jan-Peter Siedlarek · 2015

The Impact of Merger Legislationon Bank Mergers Open

Elena Carletti, Steven Ongena, Jan-Peter Siedlarek, Giancarlo Spagnolo · 2015

We study the impact on bank merger activity of the strengthening in merger control legislation introduced in Europe between 1989 and 2004. We find that strengthening merger control increases the abnormal returns on bank target stocks in th…

Intermediation in Networks Open

Jan-Peter Siedlarek · 2015

Jan-Peter Siedlarek YOU? Author Swipe