Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Siregar, Reza & Lim, Vincent C.S., 2011. "Living with Macro-financial Linkages: Policy Perspectives and Challenges for SEACEN Countries," MPRA Paper 28417, University Library of Munich, Germany.
References listed on IDEAS
- Maximilian J. B. Hall, 2009.
"The Subprime Crisis, the Credit Squeeze, and Northern Rock: The Lessons To Be Learnt,"
Palgrave Macmillan Books, in: Robert R. Bliss & George G. Kaufman (ed.), Financial Institutions and Markets, chapter 2, pages 25-49,
Palgrave Macmillan.
- Maximilian J.B. Hall, 2008. "The sub‐prime crisis, the credit squeeze and Northern Rock: the lessons to be learned," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 16(1), pages 19-34, February.
- Maximilian J. B. Hall, 2008. "The sub-prime crisis, the credit squeeze and Northern Rock: The lessons to be learnt," Discussion Paper Series 2008_09, Department of Economics, Loughborough University, revised Aug 2008.
- repec:fip:fedgsq:y:2010:x:11 is not listed on IDEAS
- Reza Siregar, 2011.
"Macro-Prudential Approaches to Banking Regulation : Perspectives of Selected Asian Central Banks,"
Finance Working Papers
23211, East Asian Bureau of Economic Research.
- Siregar, Reza, 2011. "Macro-Prudential Approaches to Banking Regulation: Perspectives of Selected Asian Central Banks," ADBI Working Papers 325, Asian Development Bank Institute.
- Reza Siregar, 2011. "Macro-Prudential Approaches to Banking Regulation : Perspectives of Selected Asian Central Banks," Macroeconomics Working Papers 23211, East Asian Bureau of Economic Research.
- Beverly Hirtle & Til Schuermann & Kevin J. Stiroh, 2009. "Macroprudential supervision of financial institutions: lessons from the SCAP," Staff Reports 409, Federal Reserve Bank of New York.
- Nicola Cetorelli & Linda S. Goldberg, 2008.
"Banking globalization, monetary transmission, and the lending channel,"
Staff Reports
333, Federal Reserve Bank of New York.
- Cetorelli, Nicola & Goldberg, Linda S., 2008. "Banking globalization, monetary transmission and the lending channel," Discussion Paper Series 1: Economic Studies 2008,21, Deutsche Bundesbank.
- Nicola Cetorelli & Linda S. Goldberg, 2008. "Banking Globalization, Monetary Transmission, and the Lending Channel," NBER Working Papers 14101, National Bureau of Economic Research, Inc.
- Reza Y Siregar & Keen Meng Choy, 2010.
"Determinants of International Bank Lending from the Developed World to East Asia,"
IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 484-516, June.
- Siregar, Reza Yamora & Choy, KM, 2009. "Determinants of International Bank Lending from the Developed World to East Asia," MPRA Paper 14989, University Library of Munich, Germany.
- Wall, Larry D., 2009.
"Prudential Discipline for Financial Firms: Micro, Macro, and Market Structures,"
ADBI Working Papers
176, Asian Development Bank Institute.
- Larry D. Wall, 2010. "Prudential discipline for financial firms: micro, macro, and market structures," FRB Atlanta Working Paper 2010-09, Federal Reserve Bank of Atlanta.
- Larry D. Wall, 2010. "Prudential Discipline for Financial Firms: Micro, Macro, and Market Structures," Working Papers id:3040, eSocialSciences.
- Mr. Garry J. Schinasi, 2004. "Defining Financial Stability," IMF Working Papers 2004/187, International Monetary Fund.
- Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999.
"Paper tigers?: A model of the Asian crisis,"
European Economic Review, Elsevier, vol. 43(7), pages 1211-1236, June.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper Tigers? A Model of the Asian Crisis," NBER Working Papers 6783, National Bureau of Economic Research, Inc.
- Giancarlo Corsetti & Paolo Pesenti & Nouriel Roubini, 1998. "Paper tigers? A model of the Asian crisis," Research Paper 9822, Federal Reserve Bank of New York.
- Makoto Hosoya & Tokiko Shimizu, 2002. "Implications of a Macro Stress Test on Financial Stability: Summary of the second census on stress tests," Bank of Japan Review Series Market Review E-series, 2, Bank of Japan.
- Janet L Yellen, 2011.
"Macroprudential Supervision and Monetary Policy in the Post-crisis World,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 46(1), pages 3-12, January.
- Janet L. Yellen, 2010. "Macroprudential supervision and monetary policy in the post-crisis world," Speech 551, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009.
"How to Find Plausible, Severe and Useful Stress Scenarios,"
International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 205-224, September.
- Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer, 2009. "How to find plausible, severe, and useful stress scenarios," Working Papers 150, Oesterreichische Nationalbank (Austrian Central Bank).
- Roberto Chang & Andres Velasco, 1998. "Financial Crises in Emerging Markets," NBER Working Papers 6606, National Bureau of Economic Research, Inc.
- De Graeve, F. & Kick, T. & Koetter, M., 2008. "Monetary policy and financial (in)stability: An integrated micro-macro approach," Journal of Financial Stability, Elsevier, vol. 4(3), pages 205-231, September.
- Cornelia Holthausen & Thomas Rønde, 2003.
"Cooperation in International Banking Supervision,"
CIE Discussion Papers
2004-02, University of Copenhagen. Department of Economics. Centre for Industrial Economics.
- Rønde, Thomas & Holthausen, Cornelia, 2005. "Cooperation in International Banking Supervision," CEPR Discussion Papers 4990, C.E.P.R. Discussion Papers.
- Eisenbeis, Robert A. & Kaufman, George G., 2008. "Cross-border banking and financial stability in the EU," Journal of Financial Stability, Elsevier, vol. 4(3), pages 168-204, September.
- Rodrigo Alfaro & Mathias Drehmann, 2009. "Macro stress tests and crises: what can we learn?," BIS Quarterly Review, Bank for International Settlements, December.
- Reza Yamora SIREGAR & Vincent Choon Seng LIM, 2010.
"The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability,"
Journal of Advanced Studies in Finance, ASERS Publishing, vol. 1(1), pages 83-99.
- Siregar, Reza Yamora & Lim & C.S. Vincent, 2010. "The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp74.
- Siregar, Reza Yamora & Lim, CS Vincent, 2010. "The Role of Central Banks in Sustaining Economic Recovery and in Achieving Financial Stability," MPRA Paper 20846, University Library of Munich, Germany.
- Reza Siregar & Willam James, 2004. "Designing an Integrated Financial Supervision Agency: Selected Lessons and Challenges for Indonesia," Centre for International Economic Studies Working Papers 2004-05, University of Adelaide, Centre for International Economic Studies.
- Cihák, Martin & Podpiera, Richard, 2008. "Integrated financial supervision: Which model?," The North American Journal of Economics and Finance, Elsevier, vol. 19(2), pages 135-152, August.
- Nicola Cetorelli & Linda S. Goldberg, 2009. "Globalized banks: lending to emerging markets in the crisis," Staff Reports 377, Federal Reserve Bank of New York.
- Mr. Tamim Bayoumi & Ola Melander, 2008. "Credit Matters: Empirical Evidence on U.S. Macro-Financial Linkages," IMF Working Papers 2008/169, International Monetary Fund.
- International Monetary Fund, 2008. "Cross-Border Coordination of Prudential Supervision and Deposit Guarantees," IMF Working Papers 2008/283, International Monetary Fund.
- Delano Villanueva, 1998. "Financial System Soundness and Risk-Based Supervision," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp38, April.
- Tientip Subhanij, 2010. "Liquidity Measurement and Management in the SEACEN Countries," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp81, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hookyu Rhu & C.S. Lim Vincent & L.C. Ong Vivien, 2012. "Rethink Policy Collaboration," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp88.
- Andrew Filardo, 2012. "Ensuring price stability in post-crisis Asia: lessons from the recovery," BIS Working Papers 378, Bank for International Settlements.
- Eufrocinio M. Bernabe, Jr, 2012. "Framework for Macro-prudential Policies for Emerging Economies in a Globalized Environment," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp88, April.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Siregar, Reza, 2011.
"Macro-Prudential Approaches to Banking Regulation: Perspectives of Selected Asian Central Banks,"
ADBI Working Papers
325, Asian Development Bank Institute.
- Reza Siregar, 2011. "Macro-Prudential Approaches to Banking Regulation : Perspectives of Selected Asian Central Banks," Macroeconomics Working Papers 23211, East Asian Bureau of Economic Research.
- Reza Siregar, 2011. "Macro-Prudential Approaches to Banking Regulation : Perspectives of Selected Asian Central Banks," Finance Working Papers 23211, East Asian Bureau of Economic Research.
- Victor Pontines & Reza Siregar, 2011.
"Cross-border Bank Lending to Selected SEACEN Economies: An Integrative Report,"
Staff Papers,
South East Asian Central Banks (SEACEN) Research and Training Centre, number sp82, April.
- Pontines, Victor & Siregar, Reza Yamora, 2011. "Cross-border bank lending to selected SEACEN economies: an integrative report," MPRA Paper 31455, University Library of Munich, Germany.
- Reza Siregar & Lim C.S. Vincent & Victor Pontines, 2011. "Post Global Financial Crisis: Issues and Challenges for Central Banks of Emerging Markets," Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number sp80.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012.
"A Survey of Systemic Risk Analytics,"
Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.
- Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.
- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014.
"Stress-testing macro stress testing: Does it live up to expectations?,"
Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014.
"Testing macroprudential stress tests: The risk of regulatory risk weights,"
Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
- Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9431, C.E.P.R. Discussion Papers.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA 2014022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Dua, Pami & Kapur, Hema, 2018. "Macro stress testing and resilience assessment of Indian banking," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 452-475.
- Nan Chen & Paul Glasserman & Behzad Nouri & Markus Pelger, 2013. "CoCos, Bail-In, and Tail Risk," Working Papers 13-04, Office of Financial Research, US Department of the Treasury.
- Siregar, Reza & Miyaki, Keita, 2013. "Regional Financial Arrangement: An Impetus for Regional Policy Cooperation," MPRA Paper 51050, University Library of Munich, Germany.
- Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1, May.
- Eijffinger Sylvester C. W. & Goderis Benedikt, 2007.
"Currency Crises, Monetary Policy and Corporate Balance Sheets,"
German Economic Review, De Gruyter, vol. 8(3), pages 309-343, August.
- Sylvester C. W. Eijffinger & Benedikt Goderis, 2007. "Currency Crises, Monetary Policy and Corporate Balance Sheets," German Economic Review, Verein für Socialpolitik, vol. 8(3), pages 309-343, August.
- Dissem, Sonia & Lobez, Frederic, 2020. "Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk," Research in International Business and Finance, Elsevier, vol. 51(C).
- Tabak, Benjamin Miranda, 2013.
"Financial Stability and Monetary Policy - The case of Brazil,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 67(4), November.
- Benjamin M. Tabak & Marcela T. Laiz & Daniel O. Cajueiro, 2010. "Financial Stability and Monetary Policy - The Case of Brazil," Working Papers Series 217, Central Bank of Brazil, Research Department.
- Allen, Franklin & Gale, Douglas, 2000.
"Optimal currency crises,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 53(1), pages 177-230, December.
- Franklin Allen & Douglas Gale, 2000. "Optimal Currency Crises," Center for Financial Institutions Working Papers 00-23, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Aaron Tornell & Frank Westermann & Lorenza Martinez, 2003. "Liberalization, Growth, and Financial Crises: Lessons from Mexico and the Developing World," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 34(2), pages 1-112.
- Xu, T.T., 2012.
"The role of credit in international business cycles,"
Cambridge Working Papers in Economics
1202, Faculty of Economics, University of Cambridge.
- TengTeng Xu, 2012. "The Role of Credit in International Business Cycles," Staff Working Papers 12-36, Bank of Canada.
- Meixing Dai, 2012.
"External Constraint and Financial Crises with Balance Sheet Effects,"
International Economic Journal, Taylor & Francis Journals, vol. 26(4), pages 567-585, March.
- Meixing DAI, 2009. "External constraint and financial crises with balance sheet effects," Working Papers of BETA 2009-02, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Meixing Dai, 2010. "External constraint and financial crises with balance sheet effects," Working Papers of BETA 2010-23, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Dai, Meixing, 2010. "External constraint and financial crises with balance sheet effects," MPRA Paper 21625, University Library of Munich, Germany.
- Eufrocinio M. Bernabe, Jr, 2012. "Framework for Macro-prudential Policies for Emerging Economies in a Globalized Environment," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp88, April.
- Ari, Ali, 2008.
"An Early Warning Signals Approach for Currency Crises: The Turkish Case,"
MPRA Paper
25858, University Library of Munich, Germany, revised 2009.
- Ali ARI, 2009. "An Early Warning Signals Approach to the Currency Crises: The Turkish Case," 2009 Meeting Papers 1045, Society for Economic Dynamics.
- Aaron Tornell & Frank Westermann & Lorenza Martinez, 2004.
"The Positive Link Between Financial Liberalization Growth and Crises,"
UCLA Economics Working Papers
834, UCLA Department of Economics.
- Aaron Tornell & Frank Westermann & Lorenza Martínez, 2004. "The Positive Link Between Financial Liberalization, Growth, and Crises," CESifo Working Paper Series 1164, CESifo.
- Aaron Tornell & Frank Westermann & Lorenza Martinez, 2004. "The Positive Link Between Financial Liberalization, Growth and Crises," NBER Working Papers 10293, National Bureau of Economic Research, Inc.
More about this item
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G01 - Financial Economics - - General - - - Financial Crises
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sea:spaper:sp79. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Azharin (email available below). General contact details of provider: https://edirc.repec.org/data/seacemy.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.