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Recessions and recoveries: Multinational banks in the business cycle
Journal article   Peer reviewed

Recessions and recoveries: Multinational banks in the business cycle

Qingqing Cao, Raoul Minetti, María Pía Olivero and Giacomo Romanini
Journal of monetary economics, v 117, pp 203-219
Jan 2021

Abstract

Business cycle dynamics Multinational banks Recoveries
•We study impact of multinational banks on the dynamics, depth and duration of business cycles.•After banking shocks, multinational banks moderate depth of recessions but slow down recoveries.•We calibrate the model to Polish data and quantify the effects.•The model predictions are broadly consistent with evidence from a large panel of countries. How does the expansion of multinational banks influence the business cycle of host countries? We study an economy where multinational banks can transfer liquidity across borders through internal capital markets but are hindered in their allocation of liquidity by limited knowledge of local firms’ assets. We find that, following domestic banking shocks, multinational banks moderate the depth of the contraction but slow down the recovery. A calibration to Polish data suggests that multinational banks reduce the average depth of recessions by about 5% but increase their duration by 10%. The predictions are broadly consistent with evidence from a large panel of countries.

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UN Sustainable Development Goals (SDGs)

This publication has contributed to the advancement of the following goals:

#9 Industry, Innovation and Infrastructure
#10 Reduced Inequalities
#8 Decent Work and Economic Growth
#1 No Poverty

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Collaboration types
Domestic collaboration
Web of Science research areas
Business, Finance
Economics
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