John Robert Krainer
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- John Krainer & Pascal Paul, 2023.
"Monetary Transmission through Bank Securities Portfolios,"
Working Paper Series
2023-18, Federal Reserve Bank of San Francisco.
- Daniel Greenwald & John Krainer & Pascal Paul, 2024. "Monetary Transmission Through Bank Securities Portfolios," NBER Working Papers 32449, National Bureau of Economic Research, Inc.
Cited by:
- Mark M. Spiegel, 2025. "The Bank Lending Channel Is Back," Working Paper Series 2025-04, Federal Reserve Bank of San Francisco.
- Marcin Czaplicki, 2024. "Transmisja polityki pieniężnej poprzez kanał bilansowy banków. Przypadek Stanów Zjednoczonych," Bank i Kredyt, Narodowy Bank Polski, vol. 55(1), pages 21-54.
- Matteo Crosignani & Saketh Prazad, 2024. "Extend-and-Pretend in the U.S. CRE Market," Staff Reports 1130, Federal Reserve Bank of New York.
- Raymond Kim, 2024. "Hedging securities and Silicon Valley Bank idiosyncrasies," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(4), pages 653-672, April.
- Hale, Galina & Krainer, John & McCarthy, Erin, 2023.
"Aggregation level in stress testing models,"
Santa Cruz Department of Economics, Working Paper Series
qt863813n4, Department of Economics, UC Santa Cruz.
- Galina Hale & John Krainer & Erin McCarthy, 2020. "Aggregation Level in Stress-Testing Models," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 1-46, September.
- Galina Hale & John Krainer & Erin McCarthy, 2015. "Aggregation level in stress testing models," Working Paper Series 2015-14, Federal Reserve Bank of San Francisco.
Cited by:
- Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2020.
"Reconstructing and stress testing credit networks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2018. "Reconstructing and stress testing credit networks," ESRB Working Paper Series 84, European Systemic Risk Board.
- Partha Sengupta & Christopher H. Wheeler, 2024. "Credit card loss forecasting: Some lessons from COVID," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2448-2477, November.
- Guerrieri, Luca & Harkrader, James Collin, 2021.
"What drives bank performance?,"
Economics Letters, Elsevier, vol. 204(C).
- Luca Guerrieri & James Collin Harkrader, 2021. "What Drives Bank Peformance?," Finance and Economics Discussion Series 2021-009, Board of Governors of the Federal Reserve System (U.S.).
- Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2019. "Reconstructing and stress testing credit networks," LSE Research Online Documents on Economics 118938, London School of Economics and Political Science, LSE Library.
- Daniel L. Greenwald & John Krainer & Pascal Paul, 2020.
"The Credit Line Channel,"
Working Paper Series
2020-26, Federal Reserve Bank of San Francisco.
Cited by:
- Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023.
"Supervisory Policy Stimulus: Evidence from the Euro Area Dividend Recommendation,"
CEPR Discussion Papers
18175, C.E.P.R. Discussion Papers.
- Ernest Dautović & Leonardo Gambacorta & Alessio Reghezza, 2023. "Supervisory policy stimulus: evidence from the euro area dividend recommendation," BIS Working Papers 1085, Bank for International Settlements.
- Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023. "Supervisory policy stimulus: evidence from the euro area dividend recommendation," Working Paper Series 2796, European Central Bank.
- Ricci, Lorenzo & Soggia, Giovanni & Trimarchi, Lorenzo, 2023.
"The impact of bank lending standards on credit to firms,"
Journal of Banking & Finance, Elsevier, vol. 152(C).
- Lorenzo Ricci & Giovanni Soggia & Lorenzo Trimarchi, 2022. "The Impact of Bank Lending Standards on Credit to Firms," Working Papers ECARES 2022-01, ULB -- Universite Libre de Bruxelles.
- Andrea Bellucci & Alexander Borisov & Gianluca Gucciardi & Alberto Zazzaro, 2020.
"The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World,"
Mo.Fi.R. Working Papers
167, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Bellucci, Andrea & Borisov, Alexander & Gucciardi, Gianluca & Zazzaro, Alberto, 2023. "The reallocation effects of COVID-19: Evidence from venture capital investments around the world," Journal of Banking & Finance, Elsevier, vol. 147(C).
- Andrea Bellucci & Alexander Borisov & Gianluca Gucciardi & Alberto Zazzaro, 2021. "The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World," CSEF Working Papers 602, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Andrea Bellucci & Alexander Borisov & Gianluca Gucciardi & Alberto Zazzaro, 2022. "The Reallocation Effects of COVID-19: Evidence from Venture Capital Investments around the World," CSEF Working Papers 638, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Viral V. Acharya & Robert F. Engle III & Maximilian Jager & Sascha Steffen, 2021.
"Why Did Bank Stocks Crash During COVID-19?,"
NBER Working Papers
28559, National Bureau of Economic Research, Inc.
- Viral V Acharya & Robert Engle & Maximilian Jager & Sascha Steffen, 2024. "Why Did Bank Stocks Crash during COVID-19?," The Review of Financial Studies, Society for Financial Studies, vol. 37(9), pages 2627-2684.
- Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021. "Why did bank stocks crash during COVID-19?," CEPR Discussion Papers 15901, C.E.P.R. Discussion Papers.
- Bo Becker & Efraim Benmelech, 2021. "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers 28868, National Bureau of Economic Research, Inc.
- Deimantė Teresienė & Greta Keliuotytė-Staniulėnienė & Rasa Kanapickienė, 2021. "Sustainable Economic Growth Support through Credit Transmission Channel and Financial Stability: In the Context of the COVID-19 Pandemic," Sustainability, MDPI, vol. 13(5), pages 1-34, March.
- Berger, Allen N. & Demirgüç-Kunt, Asli, 2021.
"Banking research in the time of COVID-19,"
Journal of Financial Stability, Elsevier, vol. 57(C).
- Berger,Allen N.,Demirguc-Kunt,Asli, 2021. "Banking Research in the Time of COVID-19," Policy Research Working Paper Series 9782, The World Bank.
- Lei Li & Philip Strahan, 2020. "Who Supplies PPP Loans (And Does it Matter)? Banks, Relationships and the COVID Crisis," NBER Working Papers 28286, National Bureau of Economic Research, Inc.
- Rey, Hélène & Galaasen, Sigurd & Jamilov, Rustam & Juelsrud, Ragnar, 2020.
"Granular Credit Risk,"
CEPR Discussion Papers
15385, C.E.P.R. Discussion Papers.
- Sigurd Galaasen & Rustam Jamilov & Ragnar Juelsrud & Hélène Rey, 2020. "Granular Credit Risk," NBER Working Papers 27994, National Bureau of Economic Research, Inc.
- Sigurd Galaasen & Rustam Jamilov & Hélène Rey & Ragnar Juelsrud, 2020. "Granular credit risk," Working Paper 2020/15, Norges Bank.
- Cappelletti, Giuseppe & Mistrulli, Paolo Emilio, 2023. "The role of credit lines and multiple lending in financial contagion and systemic events," Journal of Financial Stability, Elsevier, vol. 67(C).
- Gabriel Chodorow-Reich & Olivier M. Darmouni & Stephan Luck & Matthew Plosser, 2020.
"Bank Liquidity Provision across the Firm Size Distribution,"
Staff Reports
942, Federal Reserve Bank of New York.
- Chodorow-Reich, Gabriel & Darmouni, Olivier & Luck, Stephan & Plosser, Matthew, 2022. "Bank liquidity provision across the firm size distribution," Journal of Financial Economics, Elsevier, vol. 144(3), pages 908-932.
- Gabriel Chodorow-Reich & Olivier Darmouni & Stephan Luck & Matthew C. Plosser, 2020. "Bank Liquidity Provision Across the Firm Size Distribution," NBER Working Papers 27945, National Bureau of Economic Research, Inc.
- Maria Semenova & Polina Popova, 2023. "Time to Extend Credit? Bank Credit Lines During the COVID-19 Pandemic in Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 82(2), pages 106-119, June.
- Tran, Dung Viet & Nguyen, Cuong, 2023. "Policy uncertainty and bank’s funding costs: The effects of the financial crisis, Covid-19 pandemic, and market discipline," Research in International Business and Finance, Elsevier, vol. 65(C).
- Pierre-Olivier Gourinchas & Şebnem Kalemli-Özcan & Veronika Penciakova & Nicholas Sander, 2023.
"SME Failures Under Large Liquidity Shocks: An Application to the COVID-19 Crisis,"
Staff Working Papers
23-32, Bank of Canada.
- Pierre-Olivier Gourinchas & Ṣebnem Kalemli-Özcan & Veronika Penciakova & Nick Sander, 2020. "SME Failures Under Large Liquidity Shocks: An Application to the COVID-19 Crisis," NBER Working Papers 27877, National Bureau of Economic Research, Inc.
- Gourinchas, Pierre-Olivier & Kalemli-Özcan, Ṣebnem & Penciakova, Veronika & Sander, Nick, 2022. "SME Failures Under Large Liquidity Shocks: An Application to the COVID-19 Crisis," CEPR Discussion Papers 15323, C.E.P.R. Discussion Papers.
- Lopez, Jose A. & Spiegel, Mark M., 2023.
"Small business lending under the PPP and PPPLF programs,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Jose A. Lopez & Mark M. Spiegel, 2021. "Small Business Lending Under the PPP and PPPLF Programs," Working Paper Series 2021-10, Federal Reserve Bank of San Francisco.
- Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2020.
"The great lockdown: pandemic response policies and bank lending conditions,"
Working Paper Series
2465, European Central Bank.
- Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2023. "The Great Lockdown: Pandemic response policies and bank lending conditions," European Economic Review, Elsevier, vol. 156(C).
- Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2020. "The Great Lockdown: pandemic response policies and bank lending conditions," CEPR Discussion Papers 15298, C.E.P.R. Discussion Papers.
- Alejandro Fernández-Cerezo & Beatriz Gonzalez & Mario Izquierdo Peinado & Enrique Moral-Benito, 2023.
"Firm-level heterogeneity in the impact of the COVID-19 pandemic,"
Applied Economics, Taylor & Francis Journals, vol. 55(42), pages 4946-4974, September.
- Alejandro Fernández-Cerezo & Beatriz González & Mario Izquierdo & Enrique Moral-Benito, 2021. "Firm-level heterogeneity in the impact of the COVID-19 pandemic," Working Papers 2120, Banco de España.
- Beck, Thorsten & Keil, Jan, 2022. "Have banks caught corona? Effects of COVID on lending in the U.S," Journal of Corporate Finance, Elsevier, vol. 72(C).
- Kyle Dempsey & Felicia Ionescu, 2021. "Lending Standards and Borrowing Premia in Unsecured Credit Markets," Finance and Economics Discussion Series 2021-039, Board of Governors of the Federal Reserve System (U.S.).
- Pierre-Olivier Gourinchas & Ṣebnem Kalemli-Özcan & Veronika Penciakova & Nick Sander, 2020.
"COVID-19 and SME Failures,"
FRB Atlanta Working Paper
2020-21, Federal Reserve Bank of Atlanta.
- Sebnem Kalemli-Ozcan & Pierre-Olivier Gourinchas & Veronika Penciakova & Nick Sander, 2020. "COVID-19 and SME Failures," IMF Working Papers 2020/207, International Monetary Fund.
- Ferragina, Anna Maria & Iandolo, Stefano, 2022. "Reacting to the economic fallout of the COVID-19: Evidence on debt exposure and asset management of Italian firms," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 530-547.
- Dautović, Ernest & Gambacorta, Leonardo & Reghezza, Alessio, 2023.
"Supervisory Policy Stimulus: Evidence from the Euro Area Dividend Recommendation,"
CEPR Discussion Papers
18175, C.E.P.R. Discussion Papers.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020.
"Online Appendix to "De-leveraging or de-risking? How banks cope with loss","
Online Appendices
19-100, Review of Economic Dynamics.
- Rhys Bidder & John Krainer & Adam Shapiro, 2021. "De-leveraging or de-risking? How banks cope with loss," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
Cited by:
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024.
"Macroprudential capital regulation and fiscal balances in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2024. "Macroprudential Capital Regulation and Fiscal Balances in the Euro Area," CESifo Working Paper Series 10968, CESifo.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Discussion Papers 06/2024, Deutsche Bundesbank.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019.
"The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets,"
CESifo Working Paper Series
7955, CESifo.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," International Finance Discussion Papers 1265, Board of Governors of the Federal Reserve System (U.S.).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers 14128, C.E.P.R. Discussion Papers.
- Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021. "The effect of US stress tests on monetary policy spillovers to emerging markets," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 165-194, February.
- Agarwal,Sumit & Correa,Ricardo & Morais,Bernardo & Roldan,Jessica & Ruiz Ortega,Claudia, 2020.
"Owe a Bank Millions, the Bank Has a Problem : Credit Concentration in Bad Times,"
Policy Research Working Paper Series
9202, The World Bank.
- Sumit Agarwal & Ricardo Correa & Bernardo Morais & Jessica Roldán & Claudia Ruiz-Ortega, 2020. "Owe a Bank Millions, the Bank Has a Problem: Credit Concentration in Bad Times," International Finance Discussion Papers 1288, Board of Governors of the Federal Reserve System (U.S.).
- Kirti, Divya, 2018.
"When gambling for resurrection is too risky,"
ESRB Working Paper Series
69, European Systemic Risk Board.
- Kirti, Divya, 2024. "When gambling for resurrection is too risky," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019.
"Institutional Investors, the Dollar, and U.S. Credit Conditions,"
International Finance Discussion Papers
1246, Board of Governors of the Federal Reserve System (U.S.).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023. "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Yao Axel Ehouman, 2019. "Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience," EconomiX Working Papers 2019-19, University of Paris Nanterre, EconomiX.
- Boufateh, Talel & Saadaoui, Zied, 2021. "The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 102(C).
- Teng Wang, 2020. "Branching Networks and Geographic Contagion of Commodity Price Shocks," Finance and Economics Discussion Series 2020-034, Board of Governors of the Federal Reserve System (U.S.).
- Bats, Joost V. & Houben, Aerdt C.F.J., 2020. "Bank-based versus market-based financing: Implications for systemic risk," Journal of Banking & Finance, Elsevier, vol. 114(C).
- Pegoraro, Stefano, 2024. "Risk aversion with nothing to lose," Journal of Economic Theory, Elsevier, vol. 221(C).
- Mollick, André V. & Killins, Robert N. & Egly, Peter V. & Johnk, David W., 2024. "Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018.
"Global Investors, the Dollar, and U.S. Credit Conditions,"
CESifo Working Paper Series
7288, CESifo.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018. "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers 13237, C.E.P.R. Discussion Papers.
- Fuster, Andreas & Schelling, Tan & Towbin, Pascal, 2024.
"Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment,"
Journal of Monetary Economics, Elsevier, vol. 148(C).
- Schelling, Tan & Towbin, Pascal, 2021. "Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment," CEPR Discussion Papers 16191, C.E.P.R. Discussion Papers.
- Andreas Fuster & Tan Schelling & Pascal Towbin, 2021. "Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment," Working Papers 2021-10, Swiss National Bank.
- Giovanni Favara & Camelia Minoiu & Ander Pérez-Orive, 2024. "Zombie Lending to U.S. Firms," FRB Atlanta Working Paper 2024-7, Federal Reserve Bank of Atlanta.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2018. "How Do Banks Cope with Loss?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- David P. Glancy & John Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2019.
"Intermediary Segmentation in the Commercial Real Estate Market,"
Finance and Economics Discussion Series
2019-079, Board of Governors of the Federal Reserve System (U.S.).
- David Glancy & John R. Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2022. "Intermediary Segmentation in the Commercial Real Estate Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2029-2080, October.
Cited by:
- Fetzer, Thiemo & Guin, Benjamin & Netto, Felipe & Saidi, Farzad, 2024.
"Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities,"
CAGE Online Working Paper Series
721, Competitive Advantage in the Global Economy (CAGE).
- Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi, 2024. "Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities," ECONtribute Discussion Papers Series 334, University of Bonn and University of Cologne, Germany.
- Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi, 2024. "Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities," CRC TR 224 Discussion Paper Series crctr224_2024_590, University of Bonn and University of Mannheim, Germany.
- Fetzer, Thiemo & Guin, Benjamin & Netto, Felipe, 2024. "Insurers Monitor Shocks to Collateral : Micro Evidence from Mortgage-backed Securities," The Warwick Economics Research Paper Series (TWERPS) 1514, University of Warwick, Department of Economics.
- Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi, 2024. "Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-Backed Securities," CESifo Working Paper Series 11324, CESifo.
- Beate Monika Philipps, 2021. "Commercial Real Estate Loans - Categorization of an Investment Segment," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(1), pages 5-26.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019.
"De-leveraging or De-risking? How Banks Cope with Loss,"
Working Paper Series
2017-3, Federal Reserve Bank of San Francisco.
- Rhys Bidder & John Krainer & Adam Shapiro, 2021. "De-leveraging or de-risking? How banks cope with loss," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
Cited by:
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024.
"Macroprudential capital regulation and fiscal balances in the euro area,"
Journal of International Money and Finance, Elsevier, vol. 143(C).
- Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2024. "Macroprudential Capital Regulation and Fiscal Balances in the Euro Area," CESifo Working Paper Series 10968, CESifo.
- Hristov, Nikolay & Hülsewig, Oliver & Kolb, Benedikt, 2024. "Macroprudential capital regulation and fiscal balances in the euro area," Discussion Papers 06/2024, Deutsche Bundesbank.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019.
"The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets,"
CESifo Working Paper Series
7955, CESifo.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," International Finance Discussion Papers 1265, Board of Governors of the Federal Reserve System (U.S.).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers 14128, C.E.P.R. Discussion Papers.
- Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021. "The effect of US stress tests on monetary policy spillovers to emerging markets," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 165-194, February.
- Agarwal,Sumit & Correa,Ricardo & Morais,Bernardo & Roldan,Jessica & Ruiz Ortega,Claudia, 2020.
"Owe a Bank Millions, the Bank Has a Problem : Credit Concentration in Bad Times,"
Policy Research Working Paper Series
9202, The World Bank.
- Sumit Agarwal & Ricardo Correa & Bernardo Morais & Jessica Roldán & Claudia Ruiz-Ortega, 2020. "Owe a Bank Millions, the Bank Has a Problem: Credit Concentration in Bad Times," International Finance Discussion Papers 1288, Board of Governors of the Federal Reserve System (U.S.).
- Kirti, Divya, 2018.
"When gambling for resurrection is too risky,"
ESRB Working Paper Series
69, European Systemic Risk Board.
- Kirti, Divya, 2024. "When gambling for resurrection is too risky," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019.
"Institutional Investors, the Dollar, and U.S. Credit Conditions,"
International Finance Discussion Papers
1246, Board of Governors of the Federal Reserve System (U.S.).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023. "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Yao Axel Ehouman, 2019. "Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience," EconomiX Working Papers 2019-19, University of Paris Nanterre, EconomiX.
- Boufateh, Talel & Saadaoui, Zied, 2021. "The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach," Energy Economics, Elsevier, vol. 102(C).
- Teng Wang, 2020. "Branching Networks and Geographic Contagion of Commodity Price Shocks," Finance and Economics Discussion Series 2020-034, Board of Governors of the Federal Reserve System (U.S.).
- Bats, Joost V. & Houben, Aerdt C.F.J., 2020. "Bank-based versus market-based financing: Implications for systemic risk," Journal of Banking & Finance, Elsevier, vol. 114(C).
- Pegoraro, Stefano, 2024. "Risk aversion with nothing to lose," Journal of Economic Theory, Elsevier, vol. 221(C).
- Mollick, André V. & Killins, Robert N. & Egly, Peter V. & Johnk, David W., 2024. "Bank equity returns and oil prices: The story from U.S. regional banks during the “shale oil” revolution," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018.
"Global Investors, the Dollar, and U.S. Credit Conditions,"
CESifo Working Paper Series
7288, CESifo.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018. "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers 13237, C.E.P.R. Discussion Papers.
- Fuster, Andreas & Schelling, Tan & Towbin, Pascal, 2024.
"Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment,"
Journal of Monetary Economics, Elsevier, vol. 148(C).
- Schelling, Tan & Towbin, Pascal, 2021. "Tiers of Joy? Reserve Tiering and Bank Behavior in a Negative-Rate Environment," CEPR Discussion Papers 16191, C.E.P.R. Discussion Papers.
- Andreas Fuster & Tan Schelling & Pascal Towbin, 2021. "Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment," Working Papers 2021-10, Swiss National Bank.
- Giovanni Favara & Camelia Minoiu & Ander Pérez-Orive, 2024. "Zombie Lending to U.S. Firms," FRB Atlanta Working Paper 2024-7, Federal Reserve Bank of Atlanta.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2018. "How Do Banks Cope with Loss?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Lamont K. Black & John Krainer & Joseph B. Nichols, 2017.
"Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market,"
Working Paper Series
2017-19, Federal Reserve Bank of San Francisco.
- Lamont K Black & John R Krainer & Joseph B Nichols & Stijn Van Nieuwerburgh, 2020. "Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market," The Review of Financial Studies, Society for Financial Studies, vol. 33(11), pages 5173-5211.
Cited by:
- Leu, Shawn C.-Y. & Robertson, Mari L., 2021. "Mortgage credit volumes and monetary policy after the Great Recession," Economic Modelling, Elsevier, vol. 94(C), pages 483-500.
- Yavas, Abdullah & Zhu, Shuang, 2024. "Private mortgage securitization and adverse selection—New evidence from expected loan losses," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Xudong An & Lawrence R. Cordell & Nicholas Smith, 2023. "CMBS Market Evolution and Emerging Risks," Working Papers 23-27, Federal Reserve Bank of Philadelphia.
- Reint Gropp & John Krainer & Elizabeth Laderman, 2014.
"Did Consumers Want Less Debt? Consumer Credit Demand Versus Supply in the Wake of the 2008-2009 Financial Crisis,"
Working Paper Series
2014-8, Federal Reserve Bank of San Francisco.
- Gropp, Reint E. & Krainer, John & Laderman, Elizabeth, 2014. "Did consumers want less debt? Consumer credit demand versus supply in the wake of the 2008-2009 financial crisis," SAFE Working Paper Series 42, Leibniz Institute for Financial Research SAFE.
Cited by:
- Wix, Carlo & Schüwer, Ulrich, 2016. "Monetary Policy and Bank Lending: A Natural Experiment from the US Mortgage Market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145943, Verein für Socialpolitik / German Economic Association.
- Yuriy Gorodnichenko & Marianna Kudlyak & John Mondragon & Olivier Coibion, 2014.
"Does Greater Inequality Lead to More Household Borrowing? New Evidence from Household Data,"
2014 Meeting Papers
402, Society for Economic Dynamics.
- Olivier Coibion & Yuriy Gorodnichenko & Marianna Kudlyak & John Mondragon, 2014. "Does Greater Inequality Lead to More Household Borrowing? New Evidence from Household Data," Working Paper 14-1, Federal Reserve Bank of Richmond.
- Coibion, Olivier & Gorodnichenko, Yuriy & Kudlyak, Marianna & Mondragon, John, 2014. "Does Greater Inequality Lead to More Household Borrowing? New Evidence from Household Data," IZA Discussion Papers 7910, Institute of Labor Economics (IZA).
- Olivier Coibion & Yuriy Gorodnichenko & Marianna Kudlyak & John Mondragon, 2016. "Does Greater Inequality Lead to More Household Borrowing? New Evidence from Household Data," Working Paper Series 2016-20, Federal Reserve Bank of San Francisco.
- Olivier Coibion & Yuriy Gorodnichenko & Marianna Kudlyak & John Mondragon, 2014. "Does Greater Inequality Lead to More Household Borrowing? New Evidence from Household Data," NBER Working Papers 19850, National Bureau of Economic Research, Inc.
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"Household debt in OECD countries: Stylised facts and policy issues,"
OECD Economics Department Working Papers
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- Daniel I. García, 2018. "Employment in the Great Recession : How Important Were Household Credit Supply Shocks?," Finance and Economics Discussion Series 2018-074, Board of Governors of the Federal Reserve System (U.S.).
- Steven Laufer & Andrew D. Paciorek, 2016. "The Effects of Mortgage Credit Availability : Evidence from Minimum Credit Score Lending Rules," Finance and Economics Discussion Series 2016-098, Board of Governors of the Federal Reserve System (U.S.).
- Saadi, Vahid, 2016. "Mortgage supply and the US housing boom: The role of the community reinvestment act," IWH Discussion Papers 32/2016, Halle Institute for Economic Research (IWH).
- S. Boragan Aruoba & Ronel Elul & Sebnem Kalemli Ozcan, 2022.
"Housing Wealth and Consumption: The Role of Heterogeneous Credit Constraints,"
Working Papers
22-34, Federal Reserve Bank of Philadelphia.
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- Saadi, Vahid, 2019. "Mortgage supply and the US housing boom: The role of the Community Reinvestment Act," SAFE Working Paper Series 155, Leibniz Institute for Financial Research SAFE, revised 2019.
- Tripathy, Jagdish, 2017. "Cross-border effects of regulatory spillovers: evidence from Mexico," Bank of England working papers 684, Bank of England.
- Arora, Vipin, 2015. "Oil prices and the US economy: Where is the boom?," Economics Discussion Papers 2015-48, Kiel Institute for the World Economy (IfW Kiel).
- Albuquerque, Bruno & Baumann, Ursel & Seitz, Franz, 2016. "What does money and credit tell us about real activity in the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 328-347.
- David P. Glancy, 2017.
"Housing Bust, Bank Lending & Employment : Evidence from Multimarket Banks,"
Finance and Economics Discussion Series
2017-118, Board of Governors of the Federal Reserve System (U.S.).
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Cited by:
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- Andreas Fuster & Paul S. Willen, 2017.
"Payment Size, Negative Equity, and Mortgage Default,"
American Economic Journal: Economic Policy, American Economic Association, vol. 9(4), pages 167-191, November.
- Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Public Policy Discussion Paper 12-10, Federal Reserve Bank of Boston.
- Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Staff Reports 582, Federal Reserve Bank of New York.
- Andreas Fuster & Paul S. Willen, 2013. "Payment Size, Negative Equity, and Mortgage Default," NBER Working Papers 19345, National Bureau of Economic Research, Inc.
- Abdelsalam, Omneya & Elnahass, Marwa & Ahmed, Habib & Williams, Julian, 2022. "Asset securitizations and bank stability: Evidence from different banking systems," Global Finance Journal, Elsevier, vol. 51(C).
- Jian Chen & Jin Xiang & Tyler T. Yang, 2018. "Re-Default Risk of Modified Mortgages," International Real Estate Review, Global Social Science Institute, vol. 21(1), pages 1-40.
- Sumit Agarwal & Swee Hoon Ang & Yongheng Deng & Yonglin Wang, 2021. "Mortgage Brokers and the Effectiveness of Regulatory Oversights," Management Science, INFORMS, vol. 67(8), pages 5278-5300, August.
- Yue Li & Mauro Mastrogiacomo, 2022. "Mortgage prepayments and tax-exempted intergenerational transfers: from rich parents to rich children?," Working Papers 751, DNB.
- Sumit Agarwal & Yongheng Deng & Jia He & Yonglin Wang & Qi Zhang, 2023. "Lenders’ pricing strategy: Do neighborhood risks matter?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(4), pages 1011-1047, July.
- Matthew Read & Chris Stewart & Gianni La Cava, 2014. "Mortgage-related Financial Difficulties: Evidence from Australian Micro-level Data," RBA Research Discussion Papers rdp2014-13, Reserve Bank of Australia.
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"Mortgage loan securitization and relative loan performance,"
Working Paper Series
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- John Krainer & Elizabeth Laderman, 2014. "Mortgage Loan Securitization and Relative Loan Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 39-66, February.
Cited by:
- Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, vol. 21(2), pages 151-168.
- Frankel, David M. & Jin, Yu, 2011.
"Securitization and lending competition,"
ISU General Staff Papers
201111280800001101, Iowa State University, Department of Economics.
- David M. Frankel & Yu Jin, 2015. "Securitization and Lending Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1383-1408.
- Frankel, David M. & Jin, Yu, 2011. "Securitization and Lending Competition," Staff General Research Papers Archive 34868, Iowa State University, Department of Economics.
- Sruthi Davuluri & René García Franceschini & Christopher R. Knittel & Chikara Onda & Kelly Roache, 2019. "Machine Learning for Solar Accessibility: Implications for Low-Income Solar Expansion and Profitability," NBER Working Papers 26178, National Bureau of Economic Research, Inc.
- Lingxiao Li & Erdem Ucar & Abdullah Yavas, 2022. "Social Capital and Mortgage Delinquency," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 379-403, April.
- van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
- Bubb, Ryan & Kaufman, Alex, 2014. "Securitization and moral hazard: Evidence from credit score cutoff rules," Journal of Monetary Economics, Elsevier, vol. 63(C), pages 1-18.
- Ryan Bubb & Alex Kaufman, 2011. "Securitization and moral hazard: evidence from credit score cutoff rules," Public Policy Discussion Paper 11-6, Federal Reserve Bank of Boston.
- Mayock, Tom & Shi, Lan, 2022. "Adverse selection in the market for mortgage servicing rights," Journal of Housing Economics, Elsevier, vol. 58(PB).
- Nicolas Caramp, 2021. "Sowing the Seeds of Financial Crises: Endogenous Asset Creation and Adverse Selection," Working Papers 342, University of California, Davis, Department of Economics.
- Manuel Adelino & Kristopher Gerardi & Paul Willen, 2014. "Identifying the Effect of Securitization on Foreclosure and Modification Rates Using Early Payment Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 49(3), pages 352-378, October.
- Adelino, Manuel & Scott Frame, W. & Gerardi, Kristopher, 2017.
"The effect of large investors on asset quality: Evidence from subprime mortgage securities,"
Journal of Monetary Economics, Elsevier, vol. 87(C), pages 34-51.
- Manuel Adelino & W. Scott Frame & Kristopher Gerardi, 2014. "The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities," FRB Atlanta Working Paper 2014-4, Federal Reserve Bank of Atlanta.
- Matthew J. Botsch, 2022. "Public and Private Benefits of Information in Markets for Securitized Assets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(3), pages 319-365, June.
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"Moral Hazard and the Optimality of Debt,"
Research Papers
3455, Stanford University, Graduate School of Business.
- Benjamin Hébert, 2014. "Moral Hazard and the Optimality of Debt," Working Paper 145746, Harvard University OpenScholar.
- Benjamin Hébert, 2018. "Moral Hazard and the Optimality of Debt," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2214-2252.
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"Private Information in the Mortgage Market: Evidence and a Theory of Crises,"
Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.),Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 4, pages 117-150,
Central Bank of Chile.
- Robert Shimer, 2013. "private information in the mortgage market: evidence and a theory of crises," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 16(2), pages 68-95, August.
- Robert Shimer, 2013. "Private Information and the Mortgage Market: Evidence and a Theory of Crises," Working Papers Central Bank of Chile 716, Central Bank of Chile.
- Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
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"Agency Conflicts in Residential Mortgage Securitization: What Does the Empirical Literature Tell Us?,"
FRB Atlanta Working Paper
2017-1, Federal Reserve Bank of Atlanta.
- W. Scott Frame, 2018. "Agency Conflicts In Residential Mortgage Securitization: What Does The Empirical Literature Tell Us?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 41(2), pages 237-251, June.
- Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015.
"Securitization and Credit Quality,"
Working Papers
15013, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and Credit Quality," International Finance Discussion Papers 1148, Board of Governors of the Federal Reserve System (U.S.).
- David Marques-Ibanez, 2016. "Securitization and Credit Quality," IMF Working Papers 2016/221, International Monetary Fund.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2017. "Securitization and credit quality," Working Paper Series 2009, European Central Bank.
- Rodney Ramcharan & Amir Kermani & Marco Di Maggio, 2015. "Monetary Policy Pass-Through: Household Consumption and Voluntary Deleveraging," 2015 Meeting Papers 256, Society for Economic Dynamics.
- Andra Ghent & Rossen Valkanov, 2016. "Comparing Securitized and Balance Sheet Loans: Size Matters," Management Science, INFORMS, vol. 62(10), pages 2784-2803, October.
- Alex Kaufman, 2012. "The influence of Fannie and Freddie on mortgage loan terms," Finance and Economics Discussion Series 2012-33, Board of Governors of the Federal Reserve System (U.S.).
- Salomón García, 2022. "Mortgage securitization and information frictions in general equilibrium," Working Papers 2221, Banco de España.
- Alper Kara & David Marques‐Ibanez & Steven Ongena, 2019. "Securitization and credit quality in the European market," European Financial Management, European Financial Management Association, vol. 25(2), pages 407-434, March.
- Ming-Tsung Hung & Huai-Chun Lo, 2024. "Risk Analysis of Mortgage Loan Default for Bank Customers and AI Machine Learning," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(6), pages 1-3.
- Solomon Y. Deku & Alper Kara & Nodirbek Karimov, 2021. "Do investors value frequent issuers in securitization?," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1247-1282, November.
- Yavas, Abdullah & Zhu, Shuang, 2024. "Private mortgage securitization and adverse selection—New evidence from expected loan losses," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011.
"Securitization is not that evil after all,"
BIS Working Papers
341, Bank for International Settlements.
- Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011. "Securitization is not that evil after all," Temi di discussione (Economic working papers) 796, Bank of Italy, Economic Research and International Relations Area.
- Jin, Yu, 2012. "Essays on financial institutions and instability," ISU General Staff Papers 201201010800003361, Iowa State University, Department of Economics.
- Alper Kara & David Marques-Ibanez & Steven Ongena, 2015.
"Securitization and lending standards: Evidence from the European wholesale loan market,"
International Finance Discussion Papers
1141, Board of Governors of the Federal Reserve System (U.S.).
- Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
- Ronel Elul, 2015. "Securitization and mortgage default," Working Papers 15-15, Federal Reserve Bank of Philadelphia.
- Kiff, John & Kisser, Michael, 2011.
"A Shot at Regulating Securitization,"
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- Kiff, John & Kisser, Michael, 2014. "A shot at regulating securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
- Frederick T. Furlong & David Lang & Yelena Takhtamanova, 2014. "Mortgage Choice in the Housing Boom: Impacts of House Price Appreciation and Borrower Type," Working Paper Series 2014-5, Federal Reserve Bank of San Francisco.
- Wengerek, Sascha Tobias & Hippert, Benjamin & Uhde, André, 2022. "Risk allocation through securitization: Evidence from non-performing loans," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 48-64.
- Alex Kaufman, 2014. "The Influence of Fannie and Freddie on Mortgage Loan Terms," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(2), pages 472-496, June.
- Feng Dong & Yi Wen, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis.
- Helder Ferreira de Mendonça & Vívian Íris Barcelos, 2021. "Securitization of assets and risk transfer in a large emerging market: Evidence from Brazil," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 580-605, October.
- Nodirbek Karimov & Alper Kara & Gareth Downing, 2021. "The impact of legal advisor‐issuer cooperation on securitization pricing," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 30(5), pages 167-199, December.
- John Krainer & Elizabeth Laderman, 2011. "Prepayment and delinquency in the mortgage crisis period," Working Paper Series 2011-25, Federal Reserve Bank of San Francisco.
- Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.
- John Krainer & Stephen F. LeRoy & Munpyung O, 2009.
"Mortgage default and mortgage valuation,"
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Cited by:
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"Securitization Rating Performance and Agency Incentives,"
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- Glaeser, Edward L. & Nathanson, Charles G., 2015. "Housing Bubbles," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 701-751, Elsevier.
- Winkler, Kay, 2015. "Determining Optimal Macroprudential Instruments," Working Paper Series 19258, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Frederick T. Furlong & John Krainer, 2007.
"Regional economic conditions and the variability of rates of return in commercial banking,"
Working Paper Series
2007-21, Federal Reserve Bank of San Francisco.
Cited by:
- Albert DePrince & William Ford & Pamela Morris, 2011. "Some causes of interstate differences in community bank performance," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 22-40, January.
- Frederick T. Furlong & John Krainer, 2007. "Regional economic conditions and community bank performance," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jul27.
- Marco Crocco & Fabiana Santos & Pedro Amaral, 2010.
"The Spatial Structure of Financial Development in Brazil,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(2), pages 181-203.
- Marco Crocco & Fabiana Santos & Pedro Amaral, 2009. "The spatial structure of the financial development in Brazil," Textos para Discussão Cedeplar-UFMG td361, Cedeplar, Universidade Federal de Minas Gerais.
- Goddard, John & McKillop, Donal & Wilson, John O.S., 2008. "The diversification and financial performance of US credit unions," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1836-1849, September.
- Mark Doms & John Krainer, 2007.
"Innovations in mortgage markets and increased spending on housing,"
Working Paper Series
2007-05, Federal Reserve Bank of San Francisco.
Cited by:
- Ebrahim, M. Shahid & Shackleton, Mark B. & Wojakowski, Rafal M., 2011. "Participating mortgages and the efficiency of financial intermediation," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3042-3054, November.
- Olga Gorbachev & Keshav Dogra, 2010.
"Evolution of Consumption Volatility for the Liquidity Constrained Households over 1983 to 2004,"
Working Papers
10-12, University of Delaware, Department of Economics.
- Olga Gorbachev & Keshav Dogra, 2009. "Evolution of Consumption Volatility for the Liquidity Constrained Households over 1983 to 2004," Edinburgh School of Economics Discussion Paper Series 193, Edinburgh School of Economics, University of Edinburgh.
- Shiller, Robert J. & Wojakowski, Rafał M. & Ebrahim, M. Shahid & Shackleton, Mark B., 2013. "Mitigating financial fragility with Continuous Workout Mortgages," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 269-285.
- Sophocles N. Brissimis & Thomas Vlassopoulos, 2007.
"The Interaction between Mortgage Financing and Housing Prices in Greece,"
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58, Bank of Greece.
- Sophocles Brissimis & Thomas Vlassopoulos, 2009. "The Interaction between Mortgage Financing and Housing Prices in Greece," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 146-164, August.
- Bulent Guler, 2015.
"Innovations in Information Technology and the Mortgage Market,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(3), pages 456-483, July.
- Bulent Guler, 2014. "Code for "Innovations in Information Technology and the Mortgage Market"," Computer Codes 13-129, Review of Economic Dynamics.
- Bulent Guler, 2010. "Innovations in Information Technology and the Mortgage Market," 2010 Meeting Papers 856, Society for Economic Dynamics.
- John V. Duca & John Muellbauer & Anthony Murphy, 2011.
"Shifting Credit Standards and the Boom and Bust in U.S. House Prices,"
SERC Discussion Papers
0076, Centre for Economic Performance, LSE.
- John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," Working Papers 1104, Federal Reserve Bank of Dallas.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "Shifting credit standards and the boom and bust in U.S. house prices," LSE Research Online Documents on Economics 58533, London School of Economics and Political Science, LSE Library.
- Muellbauer, John & Murphy, Anthony & Duca, John V, 2011. "Shifting Credit Standards and the Boom and Bust in US House Prices," CEPR Discussion Papers 8361, C.E.P.R. Discussion Papers.
- Ronald D. Watson, 2008. "Subprime Mortgages, Market Impact, and Safety Nets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 465-492.
- Dar-Yeh Hwang & Alice C. Lee & Chi-Chun Liu & Lishu Ouyang, 2009. "Balanced Performance Index and Its Implications: Evidence from Taiwan's Commercial Banks," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 27-62.
- John Krainer, 2006. "Mortgage innovation and consumer choice," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec29.
- Michael F. Lovenheim, 2011. "The Effect of Liquid Housing Wealth on College Enrollment," Journal of Labor Economics, University of Chicago Press, vol. 29(4), pages 741-771.
- Muellbauer, John & Murphy, Anthony & Duca, John V, 2011.
"House Prices and Credit Constraints: Making Sense of the US Experience,"
CEPR Discussion Papers
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- John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the U.S. Experience," SERC Discussion Papers 0077, Centre for Economic Performance, LSE.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2011. "House prices and credit constraints: making sense of the U.S. experience," LSE Research Online Documents on Economics 58441, London School of Economics and Political Science, LSE Library.
- John V. Duca & John Muellbauer & Anthony Murphy, 2011. "House Prices and Credit Constraints: Making Sense of the US Experience," Economic Journal, Royal Economic Society, vol. 121(552), pages 533-551, May.
- John V. Duca & John N. Muellbauer & Anthony Murphy, 2011. "House prices and credit constraints: making sense of the U.S. experience," Working Papers 1103, Federal Reserve Bank of Dallas.
- Frederick T. Furlong & Yelena Takhtamanova, 2012. "Did the housing boom affect mortgage choices?," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue nov5.
- Michelle J. White, 2008. "Bankruptcy: Past Puzzles, Recent Reforms, and the Mortgage Crisis," NBER Working Papers 14549, National Bureau of Economic Research, Inc.
- John V. Duca & John Muellbauer & Anthony Murphy, 2010.
"Housing Markets and the Financial Crisis of 2007-2009: Lessons for the Future,"
SERC Discussion Papers
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- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
- Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: lessons for the future," LSE Research Online Documents on Economics 33613, London School of Economics and Political Science, LSE Library.
- Gete, Pedro, 2009. "Housing Markets and Current Account Dynamics," MPRA Paper 20957, University Library of Munich, Germany, revised 24 Feb 2010.
- McCarthy, Yvonne & McQuinn, Kieran, 2017. "Credit conditions in a boom and bust property market: Insights for macro-prudential policy," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 171-182.
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- Hsiao-Yin Chen & Cheng-Few Lee & Tzu Tai & Kehluh Wang, 2011. "Fiscal and Monetary Policies in Reaction to the Financial Tsunami by the Taiwanese Government," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 153-169.
- Mark Doms & Frederick T. Furlong & John Krainer, 2007.
"Subprime mortgage delinquency rates,"
Working Paper Series
2007-33, Federal Reserve Bank of San Francisco.
Cited by:
- Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, vol. 21(2), pages 151-168.
- Elizabeth Laderman & Carolina Reid, 2009. "The untold costs of subprime lending: examining the links among higher-priced lending, foreclosures and race in California," Community Development Working Paper 2009-09, Federal Reserve Bank of San Francisco.
- Lingxiao Li & Erdem Ucar & Abdullah Yavas, 2022. "Social Capital and Mortgage Delinquency," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 379-403, April.
- Anne Davlin & Edward Simpson Prescott & Sonya Ravindranath Waddell, 2011. "A regional look at the role of house prices and labor market conditions in mortgage default," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 97(1Q), pages 1-43.
- Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013.
"Systemic risk and the refinancing ratchet effect,"
Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45.
- Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," Harvard Business School Working Papers 10-023, Harvard Business School, revised Jul 2010.
- Amir E. Khandani & Andrew W. Lo & Robert C. Merton, 2009. "Systemic Risk and the Refinancing Ratchet Effect," NBER Working Papers 15362, National Bureau of Economic Research, Inc.
- Abdala Rioja, Yamile E, 2011. "All Things Considered: The Interaction of the Reasons for the Financial Crisis," MPRA Paper 33408, University Library of Munich, Germany.
- John Krainer & Stephen F. LeRoy & Munpyung O, 2009. "Mortgage default and mortgage valuation," Working Paper Series 2009-20, Federal Reserve Bank of San Francisco.
- Michael Brocker & Christopher Hanes, 2013.
"The 1920s American Real Estate Boom and the Downturn of the Great Depression: Evidence from City Cross Sections,"
NBER Working Papers
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- Michael Brocker & Christopher Hanes, 2014. "The 1920s American Real Estate Boom and the Downturn of the Great Depression: Evidence from City Cross-Sections," NBER Chapters, in: Housing and Mortgage Markets in Historical Perspective, pages 161-201, National Bureau of Economic Research, Inc.
- T.V.S. Ramamohan Rao, 2010. "Financial crisis, efficient bailouts, and regulatory policy," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 3(2), pages 167-188.
- Dror Parnes, 2023. "Typical States and Their Risks for Mortgage Loans," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 395-415, June.
- Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009.
"Making sense of the subprime crisis,"
Public Policy Discussion Paper
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"Asset price declines and real estate market illiquidity: evidence from Japanese land values,"
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"Investment and Usage of New Technologies: Evidence from a Shared ATM Network,"
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- Ferrari, S. & Verboven, F.L. & Degryse, H.A., 2008. "Investment and Usage of New Technologies : Evidence from a Shared ATM Network," Discussion Paper 2008-1, Tilburg University, Center for Economic Research.
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"ATM surcharge bans and bank market structure: the case of Iowa and its neighbors,"
Finance and Economics Discussion Series
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- Zhu Wang & Fumiko Hayashi, 2011. "Product Innovation and Network Survival in the U.S. ATM and Debit Card Industry," 2011 Meeting Papers 725, Society for Economic Dynamics.
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"House Prices and Consumer Welfare,"
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"On the user cost and homeownership,"
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"The price and quantity of residential land in the United States,"
Finance and Economics Discussion Series
2004-37, Board of Governors of the Federal Reserve System (U.S.).
- Heathcote, Jonathan & Davis, Morris, 2005. "The Price and Quantity of Residential Land in the United States," CEPR Discussion Papers 5333, C.E.P.R. Discussion Papers.
- Jonathan Heathcote & Morris Davis, 2004. "The Price and Quantity of Residential Land in the United States," 2004 Meeting Papers 32, Society for Economic Dynamics.
- Davis, Morris A. & Heathcote, Jonathan, 2007. "The price and quantity of residential land in the United States," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2595-2620, November.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013.
"Housing and the Great Depression,"
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201308, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "Housing and the Great Depression," Working papers 2012-47, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 1301, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2966-2981, August.
- Nikola Dvornak & Marion Kohler, 2007.
"Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia,"
The Economic Record, The Economic Society of Australia, vol. 83(261), pages 117-130, June.
- Nikola Dvornak & Marion Kohler, 2003. "Housing Wealth, Stock Market Wealth and Consumption: A Panel Analysis for Australia," RBA Research Discussion Papers rdp2003-07, Reserve Bank of Australia.
- Yener Coskun & Burak Sencer Atasoy & Giacomo Morri & Esra Alp, 2018. "Wealth Effects on Household Final Consumption: Stock and Housing Market Channels," IJFS, MDPI, vol. 6(2), pages 1-32, June.
- Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2013.
"The Impact of House Prices on Consumption in South Africa: Evidence from Provincial-Level Panel VARs,"
Housing Studies, Taylor & Francis Journals, vol. 28(8), pages 1133-1154, November.
- Beatrice D. Simo-Kengne & Rangan Gupta & Manoel Bittencourt, 2012. "THE IMPACT OF HOUSE PRICES ON CONSUMPTION IN SOUTH AFRICA: EVIDENCE FROM PROVINCIAL-LEVEL PANEL VARs," Working Papers 201211, University of Pretoria, Department of Economics.
- Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2009.
"Wealth Effects in Emerging Market Economies,"
NIPE Working Papers
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- Michael Boskin, 2005. "Causes and Consequences of Bias in the Consumer Price Index as a Measure of the Cost of Living," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 33(1), pages 1-13, March.
- Todd M. Sinai & Nicholas S. Souleles, 2005.
"Owner-occupied housing as a hedge against rent risk,"
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- Todd Sinai & Nicholas S. Souleles, 2005. "Owner-Occupied Housing as a Hedge Against Rent Risk," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 120(2), pages 763-789.
- Todd Sinai & Nicholas S. Souleles, 2003. "Owner-Occupied Housing as a Hedge Against Rent Risk," NBER Working Papers 9462, National Bureau of Economic Research, Inc.
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"Wealth effects on consumption: evidence from the euro area,"
Working Paper Series
1050, European Central Bank.
- Ricardo M. Sousa, 2009. "Wealth Effetcs on Consumption: Evidence from the euro area," NIPE Working Papers 12/2009, NIPE - Universidade do Minho.
- Wenli Li & Rui Yao, 2005.
"The life-cycle effects of house price changes,"
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- Michael D. Eriksen & James M. Carson, 2017. "A Burning Question: Does Arson Increase When Local House Prices Decline?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(1), pages 7-34, March.
- Yii, Kwang-Jing & Tan, Chai-Thing & Ho, Wing-Ken & Kwan, Xiao-Hui & Nerissa, Feng-Ting Shim & Tan, Yan-Yi & Wong, Kar-Horn, 2022. "Land availability and housing price in China: Empirical evidence from nonlinear autoregressive distributed lag (NARDL)," Land Use Policy, Elsevier, vol. 113(C).
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- Jie Wang & Biyu Peng & Xiaohua Xia & Zhu Ma, 2021. "Are Housing Prices Sustainable in 35 Large and Medium-Sized Chinese Cities? A Study Based on the Cheap Talk Game and Dynamic GMM," Sustainability, MDPI, vol. 13(22), pages 1-18, November.
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"A Dynamic Model of Demand for Houses and Neighborhoods,"
Econometrica, Econometric Society, vol. 84, pages 893-942, May.
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- Heather M. Luea, 2008. "The Impact Of Financial Help And Gifts On Housing Demand And Cost Burdens," Contemporary Economic Policy, Western Economic Association International, vol. 26(3), pages 420-432, July.
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"The Housing Wealth Effect on Consumption Reconsidered,"
IMK Working Paper
115-2013, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
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- Christian Dreger & Hans-Eggert Reimers, 2012.
"The long run relationship between private consumption and wealth: common and idiosyncratic effects,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(1), pages 21-34, April.
- Dreger, Christian & Reimers, Hans-Eggert, 2011. "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Discussion Papers 295, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2014. "Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test," Working Papers 201411, University of Pretoria, Department of Economics.
- Wenli Li & Rui Yao, 2007. "The Life‐Cycle Effects of House Price Changes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1375-1409, September.
- Robert J. Gordon & Todd vanGoethem, 2007. "Downward Bias in the Most Important CPI Component: The Case of Rental Shelter, 1914-2003," NBER Chapters, in: Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches, pages 153-195, National Bureau of Economic Research, Inc.
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"Accounting for housing in a CPI,"
Working Papers
09-4, Federal Reserve Bank of Philadelphia.
- Diewert, Erwin & Nakamura, Alice O., 2009. "Accounting for Housing in a CPI," Economics working papers erwin_diewert-2009-19, Vancouver School of Economics, revised 12 Mar 2009.
- Norman Miller & Liang Peng & Michael Sklarz, 2011. "House Prices and Economic Growth," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 522-541, May.
- Patrick Bayer & Robert McMillan & Alvin Murphy & Christopher Timmins, 2011.
"A Dynamic Model of Demand for Houses and Neighborhoods,"
Working Papers
11-16, Duke University, Department of Economics.
- Patrick J. Bayer & Robert McMillan & Alvin Murphy & Christopher Timmins, 2011. "A Dynamic Model of Demand for Houses and Neighborhoods," Levine's Working Paper Archive 786969000000000213, David K. Levine.
- Patrick Bayer & Robert McMillan & Alvin Murphy & Christopher Timmins, 2011. "A Dynamic Model of Demand for Houses and Neighborhoods," NBER Working Papers 17250, National Bureau of Economic Research, Inc.
- Brent W. Ambrose & N. Edward Coulson & Jiro Yoshida, 2023. "Housing Rents and Inflation Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(4), pages 975-992, June.
- Gautam Gowrisankaran & Marc Rysman, 2012.
"Dynamics of Consumer Demand for New Durable Goods,"
Journal of Political Economy, University of Chicago Press, vol. 120(6), pages 1173-1219.
- Gautam Gowrisankaran & Marc Rysman, 2007. "Dynamics of Consumer Demand for New Durable Goods," Boston University - Department of Economics - Working Papers Series WP2007-024, Boston University - Department of Economics.
- Marc Rysman & Gautam Gowrisankaran, 2011. "Dynamics of Consumer Demand for New Durable Goods," Boston University - Department of Economics - Working Papers Series WP2011-062, Boston University - Department of Economics.
- Gautam Gowrisankaran & Marc Rysman, 2009. "Dynamics of Consumer Demand for New Durable Goods," NBER Working Papers 14737, National Bureau of Economic Research, Inc.
- Furkan Emirmahmutoglu & Mehmet Bacilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2016. "Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test," Regional Studies, Taylor & Francis Journals, vol. 50(10), pages 1728-1741, October.
- Robert J. Gordon & Todd vanGoethem, 2005. "A Century of Housing Shelter Prices: Is There a Downward Bias in the CPI?," NBER Working Papers 11776, National Bureau of Economic Research, Inc.
- Cheah, Siew Pong & Law, Siong Hook, 2017. "Roles of Housing Wealth and Financial Wealth in Monetary Transmission Mechanism in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 51(1), pages 77-86.
- Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2017. "Inflation Rates Are Very Different When Housing Rents Are Accurately Measured," HIT-REFINED Working Paper Series 71, Institute of Economic Research, Hitotsubashi University.
- Guy Debelle, 2004. "Macroeconomic implications of rising household debt," BIS Working Papers 153, Bank for International Settlements.
- Ricardo Reis, 2005. "A Dynamic Measure of Inflation," NBER Working Papers 11746, National Bureau of Economic Research, Inc.
- Fu-Chuan Lai & Chia-Hung Sun & An-Ming Wang, 2014. "Housing Appreciation (Depreciation) and Owners’ Welfare: An Alternative View," Urban Studies, Urban Studies Journal Limited, vol. 51(1), pages 63-74, January.
- Diewert, W. Erwin & Nakamura, Alice O. & Nakamura, Leonard I., 2009. "The housing bubble and a new approach to accounting for housing in a CPI," Journal of Housing Economics, Elsevier, vol. 18(3), pages 156-171, September.
- John Krainer & Jose A. Lopez, 2004.
"Using securities market information for bank supervisory monitoring,"
Working Paper Series
2004-05, Federal Reserve Bank of San Francisco.
- John Krainer & Jose A. Lopez, 2008. "Using Securities Market Information for Bank Supervisory Monitoring," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March.
Cited by:
- Eduardo Levy‐Yeyati & María Soledad Martínez Pería & Sergio L. Schmukler, 2010.
"Depositor Behavior under Macroeconomic Risk: Evidence from Bank Runs in Emerging Economies,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 585-614, June.
- Eduardo Levy-Yeyati & Marõa Soledad Martõnez Perõa & Sergio L. Schmukler, 2010. "Depositor Behavior under Macroeconomic Risk: Evidence from Bank Runs in Emerging Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(4), pages 585-614, June.
- Coffinet, J. & Pop, A. & Tiesset, M., 2010.
"Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics,"
Working papers
311, Banque de France.
- Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2010. "Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Working Papers hal-00547744, HAL.
- Martin Saldias Zambrana, 2010.
"Systemic risk analysis using forward-looking distance-to-default series,"
Working Papers (Old Series)
1005, Federal Reserve Bank of Cleveland.
- Saldías, Martín, 2013. "Systemic risk analysis using forward-looking Distance-to-Default series," Journal of Financial Stability, Elsevier, vol. 9(4), pages 498-517.
- Martín Saldias, 2012. "Systemic Risk Analysis using Forward-Looking Distance-to-Default Series," Working Papers w201216, Banco de Portugal, Economics and Research Department.
- Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2013.
"Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(3), pages 229-257, December.
- Jérôme Coffinet & Adrian Pop & Muriel Tiesset, 2013. "Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics," Post-Print hal-04212932, HAL.
- Hale, Galina & Lopez, Jose A, 2023.
"Monitoring Banking System Connectedness with Big Data,"
Santa Cruz Department of Economics, Working Paper Series
qt17h5v7rj, Department of Economics, UC Santa Cruz.
- Hale, Galina & Lopez, Jose A., 2019. "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
- Galina Hale & Jose A. Lopez, 2018. "Monitoring Banking System Connectedness with Big Data," Working Paper Series 2018-01, Federal Reserve Bank of San Francisco.
- Flannery, Mark J. & Giacomini, Emanuela, 2015. "Maintaining adequate bank capital: An empirical analysis of the supervision of European banks," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 236-249.
- Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
- Gong, Xiao-Li & Liu, Xi-Hua & Xiong, Xiong & Zhang, Wei, 2020. "Research on China's financial systemic risk contagion under jump and heavy-tailed risk," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Greg Caldwell, 2007. "Best Instruments for Market Discipline in Banking," Staff Working Papers 07-9, Bank of Canada.
- Hwa, Vivian & Kapinos, Pavel & Ramirez, Carlos D., 2018. "Does regulatory bank oversight impact economic activity? A local projections approach," Journal of Financial Stability, Elsevier, vol. 39(C), pages 167-174.
- Miller, Scott & Olson, Eric & Yeager, Timothy J., 2015. "The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis," Journal of Financial Stability, Elsevier, vol. 16(C), pages 118-137.
- Khoa TA Hoang & Robert Faff & Mamiza Haq, 2014. "Market discipline and bank risk taking," Australian Journal of Management, Australian School of Business, vol. 39(3), pages 327-350, August.
- Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
- Patrick Bajari & John Krainer, 2004.
"An Empirical Model of Stock Analysts' Recommendations: Market Fundamentals, Conflicts of Interest, and Peer Effects,"
NBER Working Papers
10665, National Bureau of Economic Research, Inc.
Cited by:
- Mehran, Hamid & Stulz, Rene M., 2007.
"The economics of conflicts of interest in financial institutions,"
Journal of Financial Economics, Elsevier, vol. 85(2), pages 267-296, August.
- Mehran, Hamid & Stulz, Rene M., 2006. "The Economics of Conflicts of Interest in Financial Institutions," Working Paper Series 2006-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Hamid Mehran & Rene M. Stulz, 2006. "The Economics of Conflicts of Interest in Financial Institutions," NBER Working Papers 12695, National Bureau of Economic Research, Inc.
- Schanne, Norbert, 2012. "The formation of experts' expectations on labour markets : do they run with the pack?," IAB-Discussion Paper 201225, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Stephen Ryan & Patrick Bajari & Han Hong, 2005.
"Identification and Estimation of Discrete Games of Complete Information,"
Computing in Economics and Finance 2005
53, Society for Computational Economics.
- Patrick Bajari & Han Hong & Stephen Ryan, 2004. "Identification and Estimation of Discrete Games of Complete Information," NBER Technical Working Papers 0301, National Bureau of Economic Research, Inc.
- Patrick Bajari & Han Hong & Stephen P. Ryan, 2010. "Identification and Estimation of a Discrete Game of Complete Information," Econometrica, Econometric Society, vol. 78(5), pages 1529-1568, September.
- Kam C. Chan & Xuanyu Jiang & Donghui Wu & Nianhang Xu & Hong Zeng, 2020. "When Is the Client King? Evidence from Affiliated‐Analyst Recommendations in China's Split‐Share Reform," Contemporary Accounting Research, John Wiley & Sons, vol. 37(2), pages 1044-1072, June.
- Patrick Bajari & Han Hong, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc.
- Harris, Jeffrey E. & González López-Valcárcel, Beatriz, 2008. "Asymmetric peer effects in the analysis of cigarette smoking among young people in the United States, 1992-1999," Journal of Health Economics, Elsevier, vol. 27(2), pages 249-264, March.
- Mehran, Hamid & Stulz, Rene M., 2007.
"The economics of conflicts of interest in financial institutions,"
Journal of Financial Economics, Elsevier, vol. 85(2), pages 267-296, August.
- John Krainer & Jose A. Lopez, 2003.
"Forecasting supervisory ratings using securities market information,"
Proceedings
847, Federal Reserve Bank of Chicago.
Cited by:
- Calluzzo, Paul & Dong, Gang Nathan, 2015. "Has the financial system become safer after the crisis? The changing nature of financial institution risk," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 233-248.
- Étienne Farvaque & Catherine Refait-Alexandre, 2016.
"Les exigences de transparence des accords de Bâle : aubaine ou fardeau pour les pays en développement ?,"
Mondes en développement, De Boeck Université, vol. 0(1), pages 131-147.
- Etienne Farvaque & Catherine Refait-Alexandre, 2015. "Les exigences de transparence des accords de Bâle: Aubaine ou fardeau pour les pays en développement ?," Working Papers hal-01376914, HAL.
- Etienne Farvaque & Catherine Refait-Alexandre, 2015. "Les exigences de transparence des accords de Bâle: Aubaine ou fardeau pour les pays en développement ?," Working Papers 2015-09, CRESE.
- Etienne Farvaque & Catherine Refait-Alexandre, 2016. "Les exigences de transparence des accords de Bâle : aubaine ou fardeau pour les pays en développement ?," Post-Print hal-01744458, HAL.
- Mary C. Daly & John Krainer & Jose A. Lopez, 2003.
"Does regional economic performance affect bank health? New analysis of an old question,"
Working Paper Series
2004-01, Federal Reserve Bank of San Francisco.
Cited by:
- Robert DeYoung & Anne Gron & Andrew Winton, 2005. "Risk overhang and loan portfolio decisions," Working Paper Series WP-05-04, Federal Reserve Bank of Chicago.
- John Krainer & Jose A. Lopez, 2001.
"Incorporating equity market information into supervisory monitoring models,"
Working Paper Series
2001-14, Federal Reserve Bank of San Francisco.
- Krainer, John & Lopez, Jose A, 2004. "Incorporating Equity Market Information into Supervisory Monitoring Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1043-1067, December.
Cited by:
- Tristan Auvray & Olivier Brossard, 2012. "Too Dispersed to Monitor? Ownership Dispersion, Monitoring, and the Prediction of Bank Distress," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 685-714, June.
- R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2006.
"Can feedback from the jumbo CD market improve bank surveillance?,"
Economic Quarterly, Federal Reserve Bank of Richmond, vol. 92(Spr), pages 135-175.
- R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2003. "Can feedback from the jumbo-CD market improve bank surveillance?," Working Papers 2003-041, Federal Reserve Bank of St. Louis.
- Clemens Kool, 2006.
"Financial Stability in European Banking: The Role of Common Factors,"
Open Economies Review, Springer, vol. 17(4), pages 525-540, December.
- C.J.M. Kool, 2006. "Financial Stability in European Banking: The Role of Common Factors," Working Papers 06-13, Utrecht School of Economics.
- Clemens J.M. Kool, 2007. "Financial Stability in European Banking: The Role of Common Factors," Money Macro and Finance (MMF) Research Group Conference 2006 101, Money Macro and Finance Research Group.
- John R. Hall & Thomas B. King & Andrew P. Meyer & Mark D. Vaughan, 2002. "Do jumbo-CD holders care about anything?," Supervisory Policy Analysis Working Papers 2002-05, Federal Reserve Bank of St. Louis.
- Knaup, M. & Wagner, W.B., 2009.
"A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis,"
Other publications TiSEM
a6e8a0c8-00de-45b7-bb02-2, Tilburg University, School of Economics and Management.
- Knaup, M. & Wagner, W.B., 2009. "A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis," Discussion Paper 2009-35 S, Tilburg University, Center for Economic Research.
- Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014. "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 117-139.
- Wan-Chien Chiu & Juan Ignacio Pe~na & Chih-Wei Wang, 2022. "Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects," Papers 2202.02276, arXiv.org.
- Hafiz Hoque & Dimitris Andriosopoulos & Kostas Andriosopoulos & Raphaël Douady, 2015.
"Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01161670, HAL.
- Hoque, Hafiz & Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Douady, Raphael, 2015. "Bank regulation, risk and return: Evidence from the credit and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 455-474.
- Hafiz Hoque & Dimitris Andriosopoulos & Kostas Andriosopoulos & Raphaël Douady, 2015. "Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises," Post-Print hal-01161670, HAL.
- Distinguin, Isabelle & Hasan, Iftekhar & Tarazi, Amine, 2012.
"Predicting rating changes for banks: How accurate are accounting and stock market indicators?,"
Bank of Finland Research Discussion Papers
15/2012, Bank of Finland.
- Isabelle Distinguin & I. Hasan & Amine Tarazi, 2012. "Predicting rating changes for banks: how accurate are accounting and stock market indicators," Post-Print hal-00785618, HAL.
- Isabelle Distinguin & Iftekhar Hasan & Amine Tarazi, 2013. "Predicting rating changes for banks: how accurate are accounting and stock market indicators?," Annals of Finance, Springer, vol. 9(3), pages 471-500, August.
- Isabelle Distinguin & Iftekhar Hasan & Amine Tarazi, 2013. "Predicting rating changes for banks: how accurate are accounting and stock market indicators?," Post-Print hal-00915682, HAL.
- Bhanu Balasubramnian & Ajay A. Palvia & Dilip K. Patro, 2019. "Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(2), pages 119-143, October.
- Mbarek Lassaâd & Mezzez Hmaied Dorra, 2012. "Stock Market Assessment of Bank Risk: Evidence from the Maghreb Region," Review of Middle East Economics and Finance, De Gruyter, vol. 8(1), pages 1-26, August.
- Avino, Davide E. & Conlon, Thomas & Cotter, John, 2019.
"Credit default swaps as indicators of bank financial distress,"
Journal of International Money and Finance, Elsevier, vol. 94(C), pages 132-139.
- Davide Avino & Thomas Conlon & John Cotter, 2016. "Credit Default Swaps as Indicators of Bank financial Distress," Working Papers 201601, Geary Institute, University College Dublin.
- Phillip de Jager, 2014. "Liberal Fair Value Accounting in Banks: A South African Case Study," Australian Accounting Review, CPA Australia, vol. 24(2), pages 134-153, June.
- Itay Goldstein & Philip Bond, 2012. "Government intervention and information aggregation by prices," 2012 Meeting Papers 225, Society for Economic Dynamics.
- Jeffery W. Gunther & Mark E. Levonian & Robert R. Moore, 2001. "Can the stock market tell bank supervisors anything they don't already know?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 2-9.
- Mohammadreza Janvisloo Alizadeh & Reza Sherafatian-Jahromi, 2017. "Merton Model and Capital Measurement in Commercial Banks: A Case Study of Selected Emerging Countries in Southeast Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(3), pages 169-191, September.
- Evanoff, Douglas D. & Jagtiani, Julapa A. & Nakata, Taisuke, 2011.
"Enhancing market discipline in banking: The role of subordinated debt in financial regulatory reform,"
Journal of Economics and Business, Elsevier, vol. 63(1), pages 1-22, January.
- Evanoff, Douglas D. & Jagtiani, Julapa A. & Nakata, Taisuke, 2011. "Enhancing market discipline in banking: The role of subordinated debt in financial regulatory reform," Journal of Economics and Business, Elsevier, vol. 63(1), pages 1-22.
- Van Son Lai & Xiaoxia Ye, 2020.
"How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 1873-1907, December.
- Van Son Lai & Xiaoxia Ye, 2019. "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Working Papers 2019-012, Department of Research, Ipag Business School.
- Hale, Galina & Lopez, Jose A, 2023.
"Monitoring Banking System Connectedness with Big Data,"
Santa Cruz Department of Economics, Working Paper Series
qt17h5v7rj, Department of Economics, UC Santa Cruz.
- Hale, Galina & Lopez, Jose A., 2019. "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
- Galina Hale & Jose A. Lopez, 2018. "Monitoring Banking System Connectedness with Big Data," Working Paper Series 2018-01, Federal Reserve Bank of San Francisco.
- Tristan Auvray & Olivier Brossard, 2010.
"Too dispersed to monitor? Ownership dispersion, monitoring and the prediction of bank distress,"
Working Papers
hal-00638913, HAL.
- Tristan Auvray & Olivier Brossard, 2012. "Too Dispersed to Monitor ? Ownership Dispersion, Monitoring, and the Prediction of Bank Distress," Post-Print hal-01372475, HAL.
- Tristan Auvray & Olivier Brossard, 2012. "Too Dispersed to Monitor? Ownership Dispersion, Monitoring, and the Prediction of Bank Distress," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(4), pages 685-714, June.
- Lassaâd Mbarek & Dorra Mezzez Hmaied, 2012. "Stock Market Assessment of Bank Risk: Evidence from the Maghreb Region," Working Papers 679, Economic Research Forum, revised 2012.
- Tânia Costa & Júlio Lobão & Luís Pacheco, 2023. "Reassessing bank monitoring models: an empirical analysis of the value of market signals in the period 2008–2020," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(2), pages 206-227, June.
- Bhanu Balasubramnian & Ajay Palvia, 2018. "Can short sellers inform bank supervision?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 53(1), pages 69-98, February.
- Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik, 2011. "The term structure of banking crisis risk in the United States: A market data based compound option approach," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 876-885, April.
- R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2002. "Can feedback from the jumbo-CD market improve off-site surveillance of community banks?," Supervisory Policy Analysis Working Papers 2002-08, Federal Reserve Bank of St. Louis.
- Will Kerry, 2019. "Finding the Bad Apples in the Barrel: Using the Market Value of Equity to Signal Banking Sector Vulnerabilities," IMF Working Papers 2019/180, International Monetary Fund.
- S. Tavolaro & F. Visnovsky, 2014. "What is the information content of the SRISK measure as a supervisory tool?," Débats économiques et financiers 10, Banque de France.
- Camara, Antonio & Davidson, Travis & Fodor, Andrew, 2020. "Bank asset structure and deposit insurance pricing," Journal of Banking & Finance, Elsevier, vol. 114(C).
- Urs W. Birchler & Matteo Facchinetti, 2007.
"Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspective,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 95-132, June.
- Urs W. Birchler & Matteo Facchinetti, 2006. "Can bank supervisors rely on market data? A critical assessment from a Swiss perspective," Working Papers 2006-08, Swiss National Bank.
- Martin Knaup & Wolf Wagner, 2012. "A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis," Management Science, INFORMS, vol. 58(8), pages 1423-1437, August.
- Douglas D. Evanoff & Larry D. Wall, 2002.
"Subordinated debt and prompt corrective regulatory action,"
FRB Atlanta Working Paper
2002-18, Federal Reserve Bank of Atlanta.
- Douglas D. Evanoff & Larry D. Wall, 2003. "Subordinated debt and prompt corrective regulatory action," Working Paper Series WP-03-03, Federal Reserve Bank of Chicago.
- Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
- Paul Hamalainen & Adrian Pop & Max Hall & Barry Howcroft, 2012. "Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments," European Financial Management, European Financial Management Association, vol. 18(1), pages 68-87, January.
- Thomas Conlon & John Cotter, 2019.
"Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks,"
Journal of Common Market Studies, Wiley Blackwell, vol. 57(4), pages 857-876, July.
- Thomas Conlon & John Cotter, 2015. "Subordinate Resolution - An Empirical Analysis of European Union Subsidiary Banks," Working Papers 201501, Geary Institute, University College Dublin.
- Evanoff, Douglas D. & Wall, Larry D., 2002.
"Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings,"
Journal of Banking & Finance, Elsevier, vol. 26(5), pages 989-1009, May.
- Douglas D. Evanoff & Larry D. Wall, 2001. "Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings," FRB Atlanta Working Paper 2001-25, Federal Reserve Bank of Atlanta.
- Hwa, Vivian & Kapinos, Pavel & Ramirez, Carlos D., 2018. "Does regulatory bank oversight impact economic activity? A local projections approach," Journal of Financial Stability, Elsevier, vol. 39(C), pages 167-174.
- Curry, Timothy J. & Fissel, Gary S. & Hanweck, Gerald A., 2008. "Equity market information, bank holding company risk, and market discipline," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 807-819, May.
- Philip Bond & Itay Goldstein & Edward Simpson Prescott, 2006. "Market-based regulation and the informational content of prices," Working Paper 06-12, Federal Reserve Bank of Richmond.
- Miller, Scott & Olson, Eric & Yeager, Timothy J., 2015. "The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis," Journal of Financial Stability, Elsevier, vol. 16(C), pages 118-137.
- Chen, Sichong, 2011. "Capital ratios and the cross-section of bank stock returns: Evidence from Japan," Journal of Asian Economics, Elsevier, vol. 22(2), pages 99-114, April.
- Eichler, Stefan & Karmann, Alexander & Maltritz, Dominik, 2010. "Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan," Discussion Paper Series 2: Banking and Financial Studies 2010,01, Deutsche Bundesbank.
- Wan†Chien Chiu & Juan Ignacio Peña & Chih†Wei Wang, 2015. "Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects," European Financial Management, European Financial Management Association, vol. 21(5), pages 833-866, November.
- Klaus Düllmann & Agnieszka Sosinska, 2007. "Credit default swap prices as risk indicators of listed German banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 269-292, September.
- Jens Forssbæck, 2011. "Divergence of risk indicators and the conditions for market discipline in banking," SUERF Studies, SUERF - The European Money and Finance Forum, number 2011/4, May.
- Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
- Lehar, Alfred, 2005. "Measuring systemic risk: A risk management approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2577-2603, October.
- Curry, Timothy J. & Elmer, Peter J. & Fissel, Gary S., 2007. "Equity market data, bank failures and market efficiency," Journal of Economics and Business, Elsevier, vol. 59(6), pages 536-559.
- Selçuk Caner & Süheyla Özyıldırım & A. Ungan, 2012. "How Sensitive Are Bank Managers to Shareholder Value?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(3), pages 187-205, December.
Articles
- David Glancy & John R. Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2022.
"Intermediary Segmentation in the Commercial Real Estate Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2029-2080, October.
See citations under working paper version above.
- David P. Glancy & John Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2019. "Intermediary Segmentation in the Commercial Real Estate Market," Finance and Economics Discussion Series 2019-079, Board of Governors of the Federal Reserve System (U.S.).
- Rhys Bidder & John Krainer & Adam Shapiro, 2021.
"De-leveraging or de-risking? How banks cope with loss,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 100-127, January.
See citations under working paper version above.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Online Appendix to "De-leveraging or de-risking? How banks cope with loss"," Online Appendices 19-100, Review of Economic Dynamics.
- Rhys Bidder & John Krainer & Adam Shapiro, 2020. "Code and data files for "De-leveraging or de-risking? How banks cope with loss"," Computer Codes 19-100, Review of Economic Dynamics.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2019. "De-leveraging or De-risking? How Banks Cope with Loss," Working Paper Series 2017-3, Federal Reserve Bank of San Francisco.
- Lamont K Black & John R Krainer & Joseph B Nichols & Stijn Van Nieuwerburgh, 2020.
"Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(11), pages 5173-5211.
See citations under working paper version above.
- Lamont K. Black & John Krainer & Joseph B. Nichols, 2017. "Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market," Working Paper Series 2017-19, Federal Reserve Bank of San Francisco.
- Galina Hale & John Krainer & Erin McCarthy, 2020.
"Aggregation Level in Stress-Testing Models,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 1-46, September.
See citations under working paper version above.
- Hale, Galina & Krainer, John & McCarthy, Erin, 2023. "Aggregation level in stress testing models," Santa Cruz Department of Economics, Working Paper Series qt863813n4, Department of Economics, UC Santa Cruz.
- Galina Hale & John Krainer & Erin McCarthy, 2015. "Aggregation level in stress testing models," Working Paper Series 2015-14, Federal Reserve Bank of San Francisco.
- Reint Gropp & John Krainer & Elizabeth Laderman, 2019.
"Deleveraging and Consumer Credit Supply in the Wake of the 2008-09 Financial Crisis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(3), pages 205-251, September.
Cited by:
- Lyons, Paul & Rice, Jonathan, 2022. "Risk Weights on Non-Financial Corporate Lending by Irish Retail Banks," Financial Stability Notes 4/FS/22, Central Bank of Ireland.
- Rhys M. Bidder & John Krainer & Adam Hale Shapiro, 2018.
"How Do Banks Cope with Loss?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
Cited by:
- Bruna, Karel & Van Tran, Quang, 2023. "Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction," Energy Economics, Elsevier, vol. 128(C).
- Lamont Black & John Krainer & Joseph Nichols, 2017.
"From Origination to Renegotiation: A Comparison of Portfolio and Securitized Commercial Real Estate Loans,"
The Journal of Real Estate Finance and Economics, Springer, vol. 55(1), pages 1-31, July.
Cited by:
- Illueca, Manuel & Norden, Lars & Pacelli, Joseph & Udell, Gregory F., 2022. "Countercyclical prudential buffers and bank risk-taking," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2022.
"Loan Modifications and the Commercial Real Estate Market,"
Working Papers
22-09, Federal Reserve Bank of Cleveland.
- David P. Glancy & Robert J. Kurtzman & Lara Loewenstein, 2022. "Loan Modifications and the Commercial Real Estate Market," Finance and Economics Discussion Series 2022-050, Board of Governors of the Federal Reserve System (U.S.).
- David Glancy & John R. Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2022.
"Intermediary Segmentation in the Commercial Real Estate Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2029-2080, October.
- David P. Glancy & John Krainer & Robert J. Kurtzman & Joseph B. Nichols, 2019. "Intermediary Segmentation in the Commercial Real Estate Market," Finance and Economics Discussion Series 2019-079, Board of Governors of the Federal Reserve System (U.S.).
- Antonio Mello & Erwan Quintin, 2015.
"A Back-up Quarterback View of Mezzanine Finance,"
2015 Meeting Papers
370, Society for Economic Dynamics.
- Antonio Mello & Erwan Quintin, 2021. "A Backup Quarterback View of Mezzanine Finance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 526-556, September.
- Beate Monika Philipps, 2021. "Commercial Real Estate Loans - Categorization of an Investment Segment," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(1), pages 5-26.
- David P. Glancy & Robert J. Kurtzman & Lara Loewenstein & Joseph B. Nichols, 2021.
"Recourse as Shadow Equity: Evidence from Commercial Real Estate Loans,"
Finance and Economics Discussion Series
2021-079, Board of Governors of the Federal Reserve System (U.S.).
- David Glancy & Robert Kurtzman & Lara Loewenstein & Joseph Nichols, 2023. "Recourse as shadow equity: Evidence from commercial real estate loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(5), pages 1108-1136, September.
- David P. Glancy & Robert J. Kurtzman & Lara Loewenstein & Joseph B. Nichols, 2021. "Recourse as Shadow Equity: Evidence from Commercial Real Estate Loans," Working Papers 21-20, Federal Reserve Bank of Cleveland.
- Howard, Greg & Liebersohn, Jack, 2021.
"Why is the rent so darn high? The role of growing demand to live in housing-supply-inelastic cities,"
Journal of Urban Economics, Elsevier, vol. 124(C).
- Howard, Greg & Liebersohn, Jack, 2018. "The Geography Channel of House Price Appreciation," Working Paper Series 2018-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Greg Howard & Carl Liebersohn, 2018. "The Geography Channel of House Price Appreciation: Did the Decline in Manufacturing Partially Cause the Housing Boom?," 2018 Meeting Papers 925, Society for Economic Dynamics.
- Ricardo Correa & Jack Liebersohn & Martin Sicilian, 2022. "Debt Overhang and the Retail Apocalypse," International Finance Discussion Papers 1356, Board of Governors of the Federal Reserve System (U.S.).
- Ivan T. & Tom Zimmermann, 2021.
"The "Privatization" of Municipal Debt,"
ECONtribute Discussion Papers Series
062, University of Bonn and University of Cologne, Germany.
- Ivanov, Ivan T. & Zimmermann, Tom, 2024. "The "privatization" of municipal debt," CFR Working Papers 24-04, University of Cologne, Centre for Financial Research (CFR).
- Ivan T. Ivanov & Tom Zimmermann, 2023. "The “Privatization” of Municipal Debt," Working Paper Series WP 2023-30, Federal Reserve Bank of Chicago.
- Ivanov, Ivan T. & Zimmermann, Tom, 2024. "The “Privatization” of municipal debt," Journal of Public Economics, Elsevier, vol. 237(C).
- Simon Firestone & Nathan Y. Godin & Akos Horvath & Jacob Sagi, 2024. "Risk Perception and Loan Underwriting in Securitized Commercial Mortgages," Finance and Economics Discussion Series 2024-019, Board of Governors of the Federal Reserve System (U.S.).
- Christopoulos, Andreas D. & Jarrow, Robert A., 2018. "CMBS market efficiency: The crisis and the recovery," Journal of Financial Stability, Elsevier, vol. 36(C), pages 159-186.
- Daniel Broxterman & Tingyu Zhou, 2023. "Information Frictions in Real Estate Markets: Recent Evidence and Issues," The Journal of Real Estate Finance and Economics, Springer, vol. 66(2), pages 203-298, February.
- Haffki, Ricarda & Mager, Ferdinand & Hennig, Kerstin, 2023. "Big is beautiful: The impact of bank–borrower relationship and sponsor size on credit spreads and underwriting fees in commercial real estate lending," Global Finance Journal, Elsevier, vol. 58(C).
- Reher, Michael, 2021. "Finance and the supply of housing quality," Journal of Financial Economics, Elsevier, vol. 142(1), pages 357-376.
- Lamont K. Black & John Krainer & Joseph B. Nichols, 2017.
"Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market,"
Working Paper Series
2017-19, Federal Reserve Bank of San Francisco.
- Lamont K Black & John R Krainer & Joseph B Nichols & Stijn Van Nieuwerburgh, 2020. "Safe Collateral, Arm’s-Length Credit: Evidence from the Commercial Real Estate Market," The Review of Financial Studies, Society for Financial Studies, vol. 33(11), pages 5173-5211.
- John Krainer & Elizabeth Laderman, 2014.
"Mortgage Loan Securitization and Relative Loan Performance,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 39-66, February.
See citations under working paper version above.
- John Krainer & Elizabeth Laderman, 2009. "Mortgage loan securitization and relative loan performance," Working Paper Series 2009-22, Federal Reserve Bank of San Francisco.
- John Krainer, 2012.
"Consumer debt and the economic recovery,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug20.
Cited by:
- Sewin Chan & Andrew Haughwout & Andrew Hayashi & Wilbert Van Der Klaauw, 2016.
"Determinants of Mortgage Default and Consumer Credit Use: The Effects of Foreclosure Laws and Foreclosure Delays,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 393-413, March.
- Sewin Chan & Andrew F. Haughwout & Andrew Hayashi & Wilbert Van der Klaauw, 2015. "Determinants of mortgage default and consumer credit use: the effects of foreclosure laws and foreclosure delays," Staff Reports 732, Federal Reserve Bank of New York.
- Sewin Chan & Andrew Haughwout & Andrew Hayashi & Wilbert Van Der Klaauw, 2016.
"Determinants of Mortgage Default and Consumer Credit Use: The Effects of Foreclosure Laws and Foreclosure Delays,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 393-413, March.
- Gautam Gowrisankaran & John Krainer, 2011.
"Entry and pricing in a differentiated products industry: evidence from the ATM market,"
RAND Journal of Economics, RAND Corporation, vol. 42(1), pages 1-22, March.
Cited by:
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2019.
"The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition,"
Working Papers
tecipa-639, University of Toronto, Department of Economics.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2024. "The geographic flow of bank funding and access to credit: Branch networks, local synergies and competition," Papers 2407.03517, arXiv.org.
- Aguirregabiria, Victor & Clark, Robert & Wang, Hui, 2019. "The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition," CEPR Discussion Papers 13741, C.E.P.R. Discussion Papers.
- Robert Clark & Hui Wang & Victor Aguirregabiria, 2017. "The Geographic Flow Of Bank Funding And Access To Credit: Branch Networks And Local-market Competition," Working Paper 1402, Economics Department, Queen's University.
- Gavazza, Alessandro, 2011.
"Demand Spillovers and Market Outcomes in the Mutual Fund Industry,"
MPRA Paper
30074, University Library of Munich, Germany.
- Alessandro Gavazza, 2011. "Demand spillovers and market outcomes in the mutual fund industry," RAND Journal of Economics, RAND Corporation, vol. 42(4), pages 776-804, December.
- Pérez Montes, Carlos, 2014. "The effect on competition of banking sector consolidation following the financial crisis of 2008," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 124-136.
- H. Alice Li & Xiang Wan, 2023. "Impact of conflict delisting and relisting on remaining products in retail stores: Sales gains across products categories and spillovers to nearby stores," Production and Operations Management, Production and Operations Management Society, vol. 32(7), pages 2264-2282, July.
- Ali Umut Guler, 2018. "Inferring the Economics of Store Density from Closures: The Starbucks Case," Marketing Science, INFORMS, vol. 37(4), pages 611-630, August.
- In Kyung Kim & Yoon-Jin Lee & Young-Ro Yoon, 2017. "Sequential Supply Decision and Market Efficiency: Theory and Evidence," Working Papers 1703, Nazarbayev University, Department of Economics, revised Mar 2017.
- Victor Manuel Bennett & Lamar Pierce & Jason A. Snyder & Michael W. Toffel, 2013. "Customer-Driven Misconduct: How Competition Corrupts Business Practices," Management Science, INFORMS, vol. 59(8), pages 1725-1742, August.
- Markkula, Tuomas & Takalo, Tuomas, 2021. "Competition and regulation in the Finnish ATM industry," BoF Economics Review 8/2021, Bank of Finland.
- Magnac, Thierry, 2015. "Foreign fees and customers'cash withdrawals," TSE Working Papers 15-560, Toulouse School of Economics (TSE).
- Magnac, Thierry, 2017. "ATM foreign fees and cash withdrawals," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 117-129.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2012.
"Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act,"
Working Papers
tecipa-465, University of Toronto, Department of Economics.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2016. "Diversification of geographic risk in retail bank networks: evidence from bank expansion after the Riegle-Neal Act," RAND Journal of Economics, RAND Corporation, vol. 47(3), pages 529-572, August.
- Aguirregabiria, Victor & Wang, Hui, 2014. "Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act," CEPR Discussion Papers 9816, C.E.P.R. Discussion Papers.
- Aguirregabiria, Victor & Suzuki, Junichi, 2015.
"Empirical Games of Market Entry and Spatial Competition in Retail Industries,"
CEPR Discussion Papers
10410, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Junichi Suzuki, 2015. "Empirical Games of Market Entry and Spatial Competition in Retail Industries," Working Papers tecipa-534, University of Toronto, Department of Economics.
- Heng Chen & Matthew Strathearn & Marcel Voia, 2021. "Consumer Cash Withdrawal Behaviour: Branch Networks and Online Financial Innovation," Staff Working Papers 21-28, Bank of Canada.
- Erhao Xie, 2022. "Nonparametric Identification of Incomplete Information Discrete Games with Non-equilibrium Behaviors," Staff Working Papers 22-22, Bank of Canada.
- Joseph Kuehn, 2020. "Strategic Complementarities in Bank Branching Decisions," Journal of Industrial Economics, Wiley Blackwell, vol. 68(4), pages 640-692, December.
- Victor Manuel Bennett & Lamar Pierce & Jason A. Snyder & Michael W. Toffel, 2012. "Competition and Illicit Quality," Harvard Business School Working Papers 12-071, Harvard Business School, revised May 2012.
- Fumiko Hayashi & Grace Li & Zhu Wang, 2015.
"Innovation, Deregulation, and the Life Cycle of a Financial Service Industry,"
Working Paper
15-8, Federal Reserve Bank of Richmond.
- Fumiko Hayashi & Bin Grace Li & Zhu Wang, 2017. "Innovation, Deregulation, and the Life Cycle of a Financial Service Industry," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 180-203, October.
- Cameron M. Ellis & Martin F. Grace & Rhet A. Smith & Juan Zhang, 2022. "Medical cannabis and automobile accidents: Evidence from auto insurance," Health Economics, John Wiley & Sons, Ltd., vol. 31(9), pages 1878-1897, September.
- Erhao Xie, 2018. "Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours," Staff Working Papers 18-60, Bank of Canada.
- Victor Aguirregabiria & Robert Clark & Hui Wang, 2019.
"The Geographic Flow of Bank Funding and Access to Credit: Branch Networks, Local Synergies, and Competition,"
Working Papers
tecipa-639, University of Toronto, Department of Economics.
- John Krainer & James A. Wilcox, 2011.
"Fluctuating fortunes and Hawaiian house prices,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec.19.
Cited by:
- Yang Hu & Les Oxley, 2016.
"Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level,"
Working Papers in Economics
16/06, University of Waikato.
- Yang Hu & Les Oxley, 2018. "Bubbles in US regional house prices: evidence from house price–income ratios at the State level," Applied Economics, Taylor & Francis Journals, vol. 50(29), pages 3196-3229, June.
- Yang Hu & Les Oxley, 2016.
"Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level,"
Working Papers in Economics
16/06, University of Waikato.
- John Krainer & Stephen F. LeRoy, 2010.
"Underwater mortgages,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct18.
Cited by:
- Gornall, Will & Strebulaev, Ilya A., 2018. "Financing as a supply chain: The capital structure of banks and borrowers," Journal of Financial Economics, Elsevier, vol. 129(3), pages 510-530.
- John Krainer & Stephen F. LeRoy, 2010.
"Risky mortgages and mortgage default premiums,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec20.
Cited by:
- Ana Isabel Sá, 2020.
"To change or not to change: the impact of the law on mortgage origination,"
Working Papers
w202019, Banco de Portugal, Economics and Research Department.
- Sá, Ana Isabel, 2020. "To change or not to change: the impact of the law on mortgage origination," MPRA Paper 104818, University Library of Munich, Germany.
- Ana Isabel Sá, 2020.
"To change or not to change: the impact of the law on mortgage origination,"
Working Papers
w202019, Banco de Portugal, Economics and Research Department.
- John Krainer & Mark M. Spiegel & Nobuyoshi Yamori, 2010.
"Asset Price Persistence and Real Estate Market Illiquidity: Evidence from Japanese Land Values,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(2), pages 171-196, June.
Cited by:
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018.
"Macro Aspects of Housing,"
MPRA Paper
93512, University Library of Munich, Germany.
- Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Thomas Paul & Thomas Walther & André Küster-Simic, 2022. "Empirical analysis of the illiquidity premia of German real estate securities," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(2), pages 203-260, June.
- David C. Ling & Andy Naranjo & Benjamin Scheick, 2014. "Investor Sentiment, Limits to Arbitrage and Private Market Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 531-577, September.
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018.
"Macro Aspects of Housing,"
MPRA Paper
93512, University Library of Munich, Germany.
- Bajari, Patrick & Hong, Han & Krainer, John & Nekipelov, Denis, 2010.
"Estimating Static Models of Strategic Interactions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 469-482.
See citations under working paper version above.
- Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006. "Estimating Static Models of Strategic Interaction," NBER Working Papers 12013, National Bureau of Economic Research, Inc.
- John Krainer, 2010.
"Mortgage choice and the pricing of fixed-rate and adjustable-rate mortgages,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb1.
Cited by:
- Oliner, Stephen D. & Peter, Tobias J. & Pinto, Edward J., 2020. "The Wealth Building Home Loan," Regional Science and Urban Economics, Elsevier, vol. 80(C).
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014.
"How did the financial crisis alter the correlations of U.S. yield spreads?,"
Journal of Empirical Finance, Elsevier, vol. 28(C), pages 362-385.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013. "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers 2013-005, Federal Reserve Bank of St. Louis.
- Dancsik, Bálint, 2017. "Számít-e a devizahiteles múlt?. A lakáshitelkamatok rögzítéséről szóló döntés vizsgálata mikroszintű adatokon [Analysing the decision of fixing housing loan interest rates on micro-level data: does," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1030-1055.
- Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles?," IMK Studies 43-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles? A theoretical and empirical inquiry," Competence Centre on Money, Trade, Finance and Development 1501, Hochschule fuer Technik und Wirtschaft, Berlin.
- Hancock, Diana & Passmore, Wayne, 2016. "Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage?," Journal of Economics and Business, Elsevier, vol. 84(C), pages 109-130.
- Cóndor Richard, 2019. "Measuring the cost of U.S. housing policy," Working Papers 2019-08, Banco de México.
- Devine, Kenneth & McCarthy, Yvonne & O’Toole, Conor, 2023. "The role of borrower expectations in mortgage choice," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 107(C).
- Tatiana Cesaroni, 2022.
"Average time to sell a property and credit conditions: Evidence from the Italian housing market survey,"
Bulletin of Economic Research, Wiley Blackwell, vol. 74(1), pages 49-68, January.
- Tatiana Cesaroni, 2018. "Average time to sell a property and credit conditions: evidence from the Italian Housing Market Survey," Working Papers LuissLab 18136, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- John Krainer & Jose A. Lopez, 2009.
"Do supervisory rating standards change over time?,"
Economic Review, Federal Reserve Bank of San Francisco, pages 13-24.
Cited by:
- Bassett, William F. & Lee, Seung Jung & Spiller, Thomas Popeck, 2015.
"Estimating changes in supervisory standards and their economic effects,"
Journal of Banking & Finance, Elsevier, vol. 60(C), pages 21-43.
- William F. Bassett & Seung Jung Lee & Thomas W. Spiller, 2012. "Estimating changes in supervisory standards and their economic effects," Finance and Economics Discussion Series 2012-55, Board of Governors of the Federal Reserve System (U.S.).
- Athanasoglou, Panayiotis P. & Daniilidis, Ioannis & Delis, Manthos D., 2014.
"Bank procyclicality and output: Issues and policies,"
Journal of Economics and Business, Elsevier, vol. 72(C), pages 58-83.
- Athanasoglou, Panayiotis & Ioannis, Daniilidis & Manthos, Delis, 2013. "Bank procyclicality and output: Issues and policies," MPRA Paper 50830, University Library of Munich, Germany.
- Thomas M. Eisenbach & Andrew F. Haughwout & Beverly Hirtle & Anna Kovner & David O. Lucca & Matthew Plosser, 2017. "Supervising large, complex financial institutions: what do supervisors do?," Economic Policy Review, Federal Reserve Bank of New York, issue 23-1, pages 57-77.
- Gilani, Usman & Keasey, Kevin & Vallascas, Francesco, 2021. "Board financial expertise and the capital decisions of US banks," Journal of Corporate Finance, Elsevier, vol. 71(C).
- H. Evren Damar & Reint Gropp & Adi Mordel, 2012.
"The Ex-Ante Versus Ex-Post Effect of Public Guarantees,"
Staff Working Papers
12-22, Bank of Canada.
- Evren Damar & Reint Gropp & Adi Mordel, 2013. "The Ex Ante versus Ex Post Effect of Public Guarantees," World Scientific Book Chapters, in: Douglas D Evanoff & Cornelia Holthausen & George G Kaufman & Manfred Kremer (ed.), The Role of Central Banks in Financial Stability How Has It Changed?, chapter 18, pages 347-364, World Scientific Publishing Co. Pte. Ltd..
- Panayiotis P. Athanasoglou & Ioannis Daniilidis, 2011. "Procyclicality in the banking industry: causes, consequences and response," Working Papers 139, Bank of Greece.
- Marcelo Rezende, 2014. "The Effects of Bank Charter Switching on Supervisory Ratings," Finance and Economics Discussion Series 2014-20, Board of Governors of the Federal Reserve System (U.S.).
- Abhishek Srivastav & Francesco Vallascas, 2022. "Small Business Lending and Regulation for Small Banks," Management Science, INFORMS, vol. 68(10), pages 7742-7760, October.
- Gaul, Lewis & Palvia, Ajay, 2013. "Are regulatory management evaluations informative about bank accounting returns and risk?," Journal of Economics and Business, Elsevier, vol. 66(C), pages 1-21.
- Beverly Hirtle & Anna Kovner & Matthew Plosser, 2016.
"The impact of supervision on bank performance,"
Staff Reports
768, Federal Reserve Bank of New York.
- Beverly Hirtle & Anna Kovner & Matthew Plosser, 2020. "The Impact of Supervision on Bank Performance," Journal of Finance, American Finance Association, vol. 75(5), pages 2765-2808, October.
- Elizabeth K. Kiser & Robin A. Prager & Jason R. Scott, 2012. "Supervisor ratings and the contraction of bank lending to small businesses," Finance and Economics Discussion Series 2012-59, Board of Governors of the Federal Reserve System (U.S.).
- Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
- Hwa, Vivian & Kapinos, Pavel & Ramirez, Carlos D., 2018. "Does regulatory bank oversight impact economic activity? A local projections approach," Journal of Financial Stability, Elsevier, vol. 39(C), pages 167-174.
- Kupiec, Paul & Lee, Yan & Rosenfeld, Claire, 2017. "Does bank supervision impact bank loan growth?," Journal of Financial Stability, Elsevier, vol. 28(C), pages 29-48.
- Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
- Bassett, William F. & Lee, Seung Jung & Spiller, Thomas Popeck, 2015.
"Estimating changes in supervisory standards and their economic effects,"
Journal of Banking & Finance, Elsevier, vol. 60(C), pages 21-43.
- John Krainer, 2009.
"House prices and bank loan performance,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue feb6.
Cited by:
- Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
- David P. Glancy, 2017.
"Housing Bust, Bank Lending & Employment : Evidence from Multimarket Banks,"
Finance and Economics Discussion Series
2017-118, Board of Governors of the Federal Reserve System (U.S.).
- Glancy, David, 2021. "Housing bust, bank lending & employment: Evidence from multimarket banks," Journal of Banking & Finance, Elsevier, vol. 127(C).
- John Krainer, 2009.
"Recent developments in mortgage finance,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct26.
Cited by:
- David Zalewski, 2010. "Securitization, Social Distance, and Financial Crises," Forum for Social Economics, Springer;The Association for Social Economics, vol. 39(3), pages 287-294, October.
- Projektgruppe Gemeinschaftsdiagnose, 2010. "Gemeinschaftsdiagnose Frühjahr 2010: Erholung setzt sich fort – Risiken bleiben groß," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(08), pages 03-78, April.
- John Krainer & Jose A. Lopez, 2008.
"Using Securities Market Information for Bank Supervisory Monitoring,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 125-164, March.
See citations under working paper version above.
- John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Paper Series 2004-05, Federal Reserve Bank of San Francisco.
- John Krainer, 2008.
"Falling house prices and rising time on the market,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar21.
Cited by:
- Belen Jerez & Antonia Diaz, 2009.
"House Prices, Sales and Time on the Market: A Search-Theoretic Framework,"
2009 Meeting Papers
1006, Society for Economic Dynamics.
- Antonia Díaz & Belén Jerez, 2013. "House Prices, Sales, And Time On The Market: A Search‐Theoretic Framework," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(3), pages 837-872, August.
- Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2014.
"Search, Liquidity, and the Dynamics of House Prices and Construction,"
American Economic Review, American Economic Association, vol. 104(4), pages 1172-1210, April.
- Allen Head & Amy Hongfei Sun & Huw Lloyd-Ellis, 2012. "Search, Liquidity And The Dynamics Of House Prices And Construction," Working Paper 1276, Economics Department, Queen's University.
- Nicholas B. Irwin & Mitchell R. Livy, 2022. "Price and Liquidity Dynamics for Single and Multi-Family Homes during Housing Market Shocks," The Journal of Real Estate Finance and Economics, Springer, vol. 65(1), pages 22-47, July.
- Gabrovski, Miroslav & Ortego-Marti, Victor, 2019.
"The cyclical behavior of the Beveridge Curve in the housing market,"
Journal of Economic Theory, Elsevier, vol. 181(C), pages 361-381.
- Miroslav Gabrovski & Victor Ortego-Marti, 2019. "The Cyclical Behavior of the Beveridge Curve in the Housing Market," Working Papers 201911, University of California at Riverside, Department of Economics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2021.
"On the Slope of the Beveridge Curve in the Housing Market,"
Working Papers
202105, University of Hawaii at Manoa, Department of Economics.
- Miroslav Gabrovski & Victor Ortego-Marti, 2024. "On the slope of the Beveridge curve in the housing market," Economics Bulletin, AccessEcon, vol. 44(3), pages 948-960.
- Belen Jerez & Antonia Diaz, 2009.
"House Prices, Sales and Time on the Market: A Search-Theoretic Framework,"
2009 Meeting Papers
1006, Society for Economic Dynamics.
- Mark Doms & Frederick T. Furlong & John Krainer, 2007.
"House prices and subprime mortgage delinquencies,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun8.
Cited by:
- Stein, Jerome L., 2009.
"A tale of two debt crises: a stochastic optimal control analysis,"
Economics Discussion Papers
2009-44, Kiel Institute for the World Economy (IfW Kiel).
- Stein, Jerome L., 2010. "A tale of two debt crises: a stochastic optimal control analysis," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-24.
- Jerome L. Stein, 2008. "A Tale of Two Debt Crises: A Stochastic Optimal Control Analysis," CESifo Working Paper Series 2220, CESifo.
- Mark Doms & Frederick T. Furlong & John Krainer, 2007. "Subprime mortgage delinquency rates," Working Paper Series 2007-33, Federal Reserve Bank of San Francisco.
- Janet L. Yellen, 2008.
"The financial markets, housing, and the economy,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr18.
- Janet L. Yellen, 2008. "The financial markets, housing, and the economy," Speech 48, Federal Reserve Bank of San Francisco.
- Stefano Puddu & Andreas Waelchli, 2015. "TAF Effect on Liquidity Risk Exposure," IRENE Working Papers 15-07, IRENE Institute of Economic Research.
- Jeffrey P. Cohen & Cletus C. Coughlin & Vincent W. Yao, 2016. "Sales of Distressed Residential Property: What Have We Learned from Recent Research?," Review, Federal Reserve Bank of St. Louis, vol. 98(3), pages 159-188.
- Janet L. Yellen, 2008.
"Credit, housing, commodities, and the economy,"
Speech
55, Federal Reserve Bank of San Francisco.
- Janet L. Yellen, 2008. "Credit, housing, commodities, and the economy," Speech 56, Federal Reserve Bank of San Francisco.
- Stein, Jerome L., 2009.
"A tale of two debt crises: a stochastic optimal control analysis,"
Economics Discussion Papers
2009-44, Kiel Institute for the World Economy (IfW Kiel).
- John Krainer, 2006.
"Residential investment over the real estate cycle,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jun30.
Cited by:
- Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014.
"Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors,"
Working papers
2014-10, University of Connecticut, Department of Economics.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, vol. 51(4), pages 1557-1580, December.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.
- Nombulelo Gumata & Alain Kabundi & Eliphas Ndou, 2013.
"Important channels of transmission of monetary policy shock in South Africa,"
Working Papers
6021, South African Reserve Bank.
- Alain Kabundi & Eliphas Ndou & Nombulelo Gumata, 2013. "Important Channels of Transmission Monetary Policy Shock in South Africa," Working Papers 375, Economic Research Southern Africa.
- Naik, Prasad A., 2015. "Marketing Dynamics: A Primer on Estimation and Control," Foundations and Trends(R) in Marketing, now publishers, vol. 9(3), pages 175-266, December.
- Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," NBP Working Papers 62, Narodowy Bank Polski.
- Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014.
"Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors,"
Working papers
2014-10, University of Connecticut, Department of Economics.
- John Krainer, 2005.
"Housing markets and demographics,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug26.
Cited by:
- Takáts, Előd, 2012. "Aging and house prices," Journal of Housing Economics, Elsevier, vol. 21(2), pages 131-141.
- Piergallini, Alessandro, 2019.
"Demographic Change and Real House Prices: A General Equilibrium Perspective,"
MPRA Paper
112073, University Library of Munich, Germany.
- Alessandro Piergallini, 2020. "Demographic change and real house prices: a general equilibrium perspective," Journal of Economics, Springer, vol. 130(1), pages 85-102, June.
- Jieun Lee & Hosung Jung, 2023. "Demographic Shifts, Macroprudential Policies, and House Prices," International Journal of Central Banking, International Journal of Central Banking, vol. 19(5), pages 1-47, December.
- Costello, Greg & Fraser, Patricia & Groenewold, Nicolaas, 2011. "House prices, non-fundamental components and interstate spillovers: The Australian experience," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 653-669, March.
- Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Staff Working Papers 05-41, Bank of Canada.
- Gautam Gowrisankaran & John Krainer, 2005.
"Bank ATMs and ATM surcharges,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec16.
Cited by:
- Reynold Byers & Shuya Yin & Xiaona Zheng, 2012. "Atm Pricing And Location Games In The Retail Banking Industry," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 29(01), pages 1-29.
- Bajari, Patrick & Benkard, C. Lanier & Krainer, John, 2005.
"House prices and consumer welfare,"
Journal of Urban Economics, Elsevier, vol. 58(3), pages 474-487, November.
See citations under working paper version above.
- Bajari, Patrick & Benkard, C. Lanier & Krainer, John, 2004. "House Prices and Consumer Welfare," Research Papers 1840, Stanford University, Graduate School of Business.
- Patrick Bajari & C. Lanier Benkard & John Krainer, 2003. "House Prices and Consumer Welfare," NBER Working Papers 9783, National Bureau of Economic Research, Inc.
- John Krainer & Chishen Wei, 2004.
"House prices and fundamental value,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct1.
Cited by:
- Hiebert, Paul & Sydow, Matthias, 2011. "What drives returns to euro area housing? Evidence from a dynamic dividend–discount model," Journal of Urban Economics, Elsevier, vol. 70(2), pages 88-98.
- Engsted, Tom & Hviid, Simon J. & Pedersen, Thomas Q., 2016.
"Explosive bubbles in house prices? Evidence from the OECD countries,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 14-25.
- Tom Engsted & Simon J. Hviid & Thomas Q. Pedersen, 2015. "Explosive bubbles in house prices? Evidence from the OECD countries," CREATES Research Papers 2015-01, Department of Economics and Business Economics, Aarhus University.
- Baltagi, Badi H. & Li, Jing, 2015.
"Cointegration of matched home purchases and rental price indexes — Evidence from Singapore,"
Regional Science and Urban Economics, Elsevier, vol. 55(C), pages 80-88.
- Badi H. Baltagi & Jing Li, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore," CESifo Working Paper Series 5559, CESifo.
- Badi H. Baltagi & Jing Li, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes: Evidence from Singapore," Center for Policy Research Working Papers 185, Center for Policy Research, Maxwell School, Syracuse University.
- Jing Li & Badi Baltagi, 2015. "Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore," ERSA conference papers ersa15p571, European Regional Science Association.
- Goodman, Allen C. & Thibodeau, Thomas G., 2008. "Where are the speculative bubbles in US housing markets?," Journal of Housing Economics, Elsevier, vol. 17(2), pages 117-137, June.
- Richard Green & Roberto Mariano & Andrey Pavlov & Susan Wachter, 2009.
"Misaligned Incentives and Mortgage Lending in Asia,"
NBER Chapters, in: Financial Sector Development in the Pacific Rim, pages 95-111,
National Bureau of Economic Research, Inc.
- Roberto S. Mariano, 2009. "Misaligned Incentives and Mortgage Lending in Asia," Working Papers 07-2009, Singapore Management University, School of Economics.
- Richard K. Green & Roberto S. Mariano & Andrey D. Pavlov & Susan M. Wachter, 2007. "Misaligned Incentives and Mortgage Lending in Asia," Working Paper 9099, USC Lusk Center for Real Estate.
- Richard Green & Robert Mariano & Andrey Pavlov & Susan Wachter, 2009. "Misaligned Incentives and Mortgage Lending in Asia," Microeconomics Working Papers 22422, East Asian Bureau of Economic Research.
- Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
- Ryan R. Brady, 2007.
"Measuring the diffusion of housing prices across space and over time,"
Departmental Working Papers
19, United States Naval Academy Department of Economics.
- Ryan R. Brady, 2011. "Measuring the diffusion of housing prices across space and over time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.
- Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2010. "Reasonable people did disagree : optimism and pessimism about the U.S. housing market before the crash," Public Policy Discussion Paper 10-5, Federal Reserve Bank of Boston.
- Kirill Solovev & Nicolas Prollochs, 2021. "Integrating Floor Plans into Hedonic Models for Rent Price Appraisal," Papers 2102.08162, arXiv.org.
- Winston T. H. Koh & Roberto S. Mariano & Andrey Pavlov & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006.
"Underpriced Default Spread Exacerbates Market Crashes,"
Working Papers
12-2006, Singapore Management University, School of Economics.
- Winston T.H. Koh & Roberto S. Mariano & Andrey Pavlovb & Sock Yong Phang & Augustine H. H. Tan & Susan M. Wachter, 2006. "Underpriced Default Spread Exacerbates Market Crashes," Finance Working Papers 22458, East Asian Bureau of Economic Research.
- Renhe Liu & Eddie Chi-man Hui & Jiaqi Lv & Yi Chen, 2017. "What Drives Housing Markets: Fundamentals or Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 395-415, November.
- Sock Yong Phang, 2009.
"Affordable homeownership policy: implications for housing markets,"
Working Papers
14-2009, Singapore Management University, School of Economics, revised Nov 2009.
- Sock-Yong Phang, 2009. "Affordable homeownership policy : implications for housing markets," Microeconomics Working Papers 23052, East Asian Bureau of Economic Research.
- Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2012_047, July.
- Andrey Pavlov & Susan Wachter, 2009. "Mortgage Put Options and Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 89-103, January.
- Hiebert, Paul & Sydow, Matthias, 2009. "What drives returns to euro area housing? Evidence from a dynamic dividend-discount model," Working Paper Series 1019, European Central Bank.
- Sae Park & Doo Bahng & Yun Park, 2010. "Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea," The Journal of Real Estate Finance and Economics, Springer, vol. 40(3), pages 332-367, April.
- Frédérick Demers, 2005. "Modelling and Forecasting Housing Investment: The Case of Canada," Staff Working Papers 05-41, Bank of Canada.
- John Krainer, 2004.
"What determines the credit spread?,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue dec10.
Cited by:
- Kiefer, Kerstin & Schorn, Philipp, 2007. "Auswirkungen der IFRS-Umstellung auf die Risikoprämie von Unternehmensanleihen: Eine empirische Studie für Deutschland, Österreich und die Schweiz," SFB 649 Discussion Papers 2007-056, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Thakor, Anjan V., 2016. "The highs and the lows: A theory of credit risk assessment and pricing through the business cycle," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 1-29.
- Emerson Abraham Jackson & Edmund Tamuke, 2022. "Credit Risk Management and the Financial Performance of Domiciled Banks in Sierra Leone: An Empirical Analysis," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 9(1), pages 139-164, January.
- Krainer, John & Lopez, Jose A, 2004.
"Incorporating Equity Market Information into Supervisory Monitoring Models,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(6), pages 1043-1067, December.
See citations under working paper version above.
- John Krainer & Jose A. Lopez, 2001. "Incorporating equity market information into supervisory monitoring models," Working Paper Series 2001-14, Federal Reserve Bank of San Francisco.
- John Krainer & Milton H. Marquis, 2003.
"Mortgage refinancing,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct3.
Cited by:
- Mr. Vladimir Klyuev & Mr. Paul S. Mills, 2006. "Is Housing Wealth An 'ATM'? the Relationship Between Household Wealth, Home Equity withdrawal, and Saving Rates," IMF Working Papers 2006/162, International Monetary Fund.
- John Krainer & Elizabeth Laderman, 2011. "Prepayment and delinquency in the mortgage crisis period," Working Paper Series 2011-25, Federal Reserve Bank of San Francisco.
- John Krainer, 2003.
"House price bubbles,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar7.
Cited by:
- Ansgar Belke & Marcel Wiedmann, 2005. "Boom or Bubble in the US Real Estate Market?," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 260/2005, Department of Economics, University of Hohenheim, Germany.
- Juan Ayuso & Fernando Restoy, 2006. "House prices and rents in Spain: does the discount factor matter?," Working Papers 0609, Banco de España.
- John Krainer & Jose A. Lopez, 2003.
"Using equity market information to monitor banking institutions,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan24.
Cited by:
- Maria Ludovica Drudi & Stefano Nobili, 2021. "A liquidity risk early warning indicator for Italian banks: a machine learning approach," Temi di discussione (Economic working papers) 1337, Bank of Italy, Economic Research and International Relations Area.
- Julapa Jagtiani & James Kolari & Catharine Lemieux & G. Hwan Shin, 2003. "Early warning models for bank supervision: Simpler could be better," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 27(Q III), pages 49-60.
- Fabrizio Ferriani & Wanda Cornacchia & Paolo Farroni & Eliana Ferrara & Francesco Guarino & Francesco Pisanti, 2019. "An early warning system for less significant Italian banks," Questioni di Economia e Finanza (Occasional Papers) 480, Bank of Italy, Economic Research and International Relations Area.
- John Krainer & Jose A. Lopez, 2003.
"How might financial market information be used for supervisory purposes?,"
Economic Review, Federal Reserve Bank of San Francisco, pages 29-45.
Cited by:
- Hafiz Hoque & Dimitris Andriosopoulos & Kostas Andriosopoulos & Raphaël Douady, 2015.
"Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01161670, HAL.
- Hoque, Hafiz & Andriosopoulos, Dimitris & Andriosopoulos, Kostas & Douady, Raphael, 2015. "Bank regulation, risk and return: Evidence from the credit and sovereign debt crises," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 455-474.
- Hafiz Hoque & Dimitris Andriosopoulos & Kostas Andriosopoulos & Raphaël Douady, 2015. "Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises," Post-Print hal-01161670, HAL.
- Moore, Kyle & Zhou, Chen, 2014. "The determinants of systemic importance," LSE Research Online Documents on Economics 59289, London School of Economics and Political Science, LSE Library.
- Hale, Galina & Lopez, Jose A, 2023.
"Monitoring Banking System Connectedness with Big Data,"
Santa Cruz Department of Economics, Working Paper Series
qt17h5v7rj, Department of Economics, UC Santa Cruz.
- Hale, Galina & Lopez, Jose A., 2019. "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, vol. 212(1), pages 203-220.
- Galina Hale & Jose A. Lopez, 2018. "Monitoring Banking System Connectedness with Big Data," Working Paper Series 2018-01, Federal Reserve Bank of San Francisco.
- Martin CIHAK, 2007. "Systemic Loss: A Measure of Financial Stability (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(1-2), pages 5-26, March.
- Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
- Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
- Curry, Timothy J. & Elmer, Peter J. & Fissel, Gary S., 2007. "Equity market data, bank failures and market efficiency," Journal of Economics and Business, Elsevier, vol. 59(6), pages 536-559.
- Hafiz Hoque & Dimitris Andriosopoulos & Kostas Andriosopoulos & Raphaël Douady, 2015.
"Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01161670, HAL.
- John Krainer, 2002.
"Stock market volatility,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct25.
Cited by:
- Evrensel, Ayşe Y. & Kutan, Ali M., 2004.
"Testing creditor moral hazard in sovereign bond markets: A unified theoretical approach and empirical evidence,"
ZEI Working Papers
B 09-2004, University of Bonn, ZEI - Center for European Integration Studies.
- Ay?e Y. Evrensel & Ali M. Kutan, 2004. "Testing Creditor Moral Hazard in Sovereign Bond Markets: A Unified Theoretical Approach and Empirical Evidence," William Davidson Institute Working Papers Series 2004-665, William Davidson Institute at the University of Michigan.
- Ali M. Kutan & Ayse Y. Evrensel, 2004. "Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea," William Davidson Institute Working Papers Series 2004-659, William Davidson Institute at the University of Michigan.
- Evrensel, Ayşe Y. & Kutan, Ali M., 2004.
"Testing creditor moral hazard in sovereign bond markets: A unified theoretical approach and empirical evidence,"
ZEI Working Papers
B 09-2004, University of Bonn, ZEI - Center for European Integration Studies.
- John Krainer & Jose A. Lopez, 2002.
"Off-site monitoring of bank holding companies,"
FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue may17.
Cited by:
- Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
- Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 30(2), pages 49-64.
- John Krainer & Stephen F. LeRoy, 2002.
"Equilibrium valuation of illiquid assets,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(2), pages 223-242.
Cited by:
- Darrell Duffie & Yeneng Sun, 2011.
"The Exact Law of Large Numbers for Independent Random Matching,"
NBER Working Papers
17280, National Bureau of Economic Research, Inc.
- Darrell Duffie & Yeneng Sun, 2004. "The Exact Law of Large Numbers for Independent Random Matching," Levine's Bibliography 122247000000000328, UCLA Department of Economics.
- Duffie, Darrell & Sun, Yeneng, 2012. "The exact law of large numbers for independent random matching," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1105-1139.
- François Ortalo-Magné & Sven Rady, 2006.
"Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 459-485.
- Rady, Sven & Ortalo-Magné, François, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CEPR Discussion Papers 3015, C.E.P.R. Discussion Papers.
- Sven Rady, 2001. "Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints," FMG Discussion Papers dp375, Financial Markets Group.
- François Ortalo-Magné & Sven Rady, 2002. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," Wisconsin-Madison CULER working papers 02-01, University of Wisconsin Center for Urban Land Economic Research.
- Sven Rady & François Ortalo-Magné, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CESifo Working Paper Series 470, CESifo.
- Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 50, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Christian Korth & Stefan Napel, 2009.
"Fairness, Price Stickiness, and History Dependence in Decentralized Trade,"
Working Papers
068, Bavarian Graduate Program in Economics (BGPE).
- Christian Korth, 2009. "Fairness, Price Stickiness, and History Dependence in Decentralized Trade," Lecture Notes in Economics and Mathematical Systems, in: Fairness in Bargaining and Markets, chapter 0, pages 81-101, Springer.
- Christian Korth & Stefan Napel, 2008. "Fairness, Price Stickiness, and History Dependence in Decentralized Trade," Working Papers 064, Bavarian Graduate Program in Economics (BGPE).
- Korth, Christian & Napel, Stefan, 2009. "Fairness, price stickiness, and history dependence in decentralized trade," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 502-514, August.
- Christian Korth & Stefan Napel, 2009. "Fairness, Price Stickiness, and History Dependence in Decentralized Trade," Post-Print hal-00682404, HAL.
- John Krainer & Mark M. Spiegel & Nobuyoshi Yamori, 2005. "Asset price declines and real estate market illiquidity: evidence from Japanese land values," Working Paper Series 2004-16, Federal Reserve Bank of San Francisco.
- Yunyi Zhang & Huaying Gu, 2020. "An Improved Approach for Constructing the Real Estate Price Index with Bargaining Effect," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(5), pages 1-1, May.
- John Krainer, 1999. "Real estate liquidity," Economic Review, Federal Reserve Bank of San Francisco, pages 14-26.
- Darrell Duffie & Yeneng Sun, 2011.
"The Exact Law of Large Numbers for Independent Random Matching,"
NBER Working Papers
17280, National Bureau of Economic Research, Inc.
- Krainer, John, 2001.
"A Theory of Liquidity in Residential Real Estate Markets,"
Journal of Urban Economics, Elsevier, vol. 49(1), pages 32-53, January.
Cited by:
- Ngai, L. Rachel & Sheedy, Kevin D., 2023.
"The Ins and Outs of Selling Houses: Understanding Housing-Market Volatility,"
IZA Discussion Papers
16603, Institute of Labor Economics (IZA).
- Ngai, Liwa Rachel & Sheedy, Kevin, 2020. "The Ins and Outs of Selling Houses: Understanding Housing Market Volatility," CEPR Discussion Papers 14331, C.E.P.R. Discussion Papers.
- L. Rachel Ngai & Kevin D. Sheedy, 2024. "The Ins And Outs Of Selling Houses: Understanding Housing‐Market Volatility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1415-1440, August.
- L. Rachel Ngai & Kevin D. Sheedy, 2022. "The Ins and Outs of Selling Houses: Understanding Housing-Market Volatility," Discussion Papers 2213, Centre for Macroeconomics (CFM).
- Ngai, L. Rachel & Sheedy, Kevin D., 2024. "The ins and outs of selling houses: understanding housing-market volatility," LSE Research Online Documents on Economics 121451, London School of Economics and Political Science, LSE Library.
- Essi Eerola & Niku Maattanen, 2018.
"Borrowing constraints and housing market liquidity,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 184-204, January.
- Essi Eerola & Niku Maattanen, 2017. "Code and data files for "Borrowing constraints and housing market liquidity"," Computer Codes 15-259, Review of Economic Dynamics.
- de Wit, Erik R. & Englund, Peter & Francke, Marc K., 2013.
"Price and transaction volume in the Dutch housing market,"
Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 220-241.
- Erik R. de Wit & Peter Englund & Marc Francke, 2010. "Price and Transaction Volume in the Dutch Housing Market," Tinbergen Institute Discussion Papers 10-039/2, Tinbergen Institute.
- Erik de Wit & Peter Englund & Marc Francke, 2009. "Price and Transaction Volume in the Dutch Housing Market," ERES eres2009_234, European Real Estate Society (ERES).
- Kelly, David & LeRoy, Stephen F., 2001.
"Liquidity and Liquidation,"
University of California at Santa Barbara, Economics Working Paper Series
qt4fq7n6pj, Department of Economics, UC Santa Barbara.
- David Kelly & Stephen LeRoy, 2007. "Liquidity and Liquidation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(3), pages 553-572, June.
- Markus Hertrich, 2019.
"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
- Hertrich Markus, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
- Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018.
"Macro Aspects of Housing,"
MPRA Paper
93512, University Library of Munich, Germany.
- Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Li-Min Hsueh & Hsi-Peng Tseng & Chang-Chiang Hsieh, 2007. "Relationship Between the Housing Vacancy Rate, Housing Price, and the Moving Rate at the Township Level in Taiwan, in 1990 and 2000," International Real Estate Review, Global Social Science Institute, vol. 10(1), pages 119-150.
- Kholodilin, Konstantin A. & Michelsen, Claus & Ulbricht, Dirk, 2018.
"Speculative price bubbles in urban housing markets,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 55(4), pages 1957-1983.
- Konstantin A. Kholodilin & Claus Michelsen & Dirk Ulbricht, 2018. "Speculative price bubbles in urban housing markets," Empirical Economics, Springer, vol. 55(4), pages 1957-1983, December.
- Merlo, Antonio & Ortalo-Magne, Francois, 2004.
"Bargaining over residential real estate: evidence from England,"
Journal of Urban Economics, Elsevier, vol. 56(2), pages 192-216, September.
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