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Terhi Jokipii

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

  1. Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2020. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Working Papers 2020-19, Swiss National Bank.

    Cited by:

    1. Mikhail Stolbov & Maria Shchepeleva, 2022. "In Search of Global Determinants of National Credit-to-GDP Gaps," Risks, MDPI, vol. 10(12), pages 1-22, December.
    2. Hessler, Andrew, 2023. "Unobserved components model estimates of credit cycles: Tests and predictions," Journal of Financial Stability, Elsevier, vol. 66(C).
    3. Dąbrowski, Marek A. & Widiantoro, Dimas Mukhlas, 2022. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003-2020: Evidence from the structural VAR models," MPRA Paper 112963, University Library of Munich, Germany.
    4. Jylhä, Petri & Lof, Matthijs, 2022. "Mind the Basel gap," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    5. Tihana Škrinjarić, 2023. "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 582-614, September.

  2. Christian Hott & Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.

    Cited by:

    1. Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
    2. Michael D. Bordo & John Landon-Lane, 2013. "Does Expansionary Monetary Policy Cause Asset Price Booms; Some Historical and Empirical Evidence," NBER Working Papers 19585, National Bureau of Economic Research, Inc.
    3. Graeme O'Meara, 2015. "Housing Bubbles and Monetary Policy: A Reassessment," The Economic and Social Review, Economic and Social Studies, vol. 46(4), pages 521-565.
    4. Sofoklis Vogiazas & Constantinos Alexiou, 2017. "Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 45(1), pages 119-131, March.
    5. Colin C. Caines, 2016. "Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom," International Finance Discussion Papers 1181, Board of Governors of the Federal Reserve System (U.S.).
    6. in 't Veld, Jan & Kollmann, Robert & Pataracchia, Beatrice & Ratto, Marco & Roeger, Werner, 2014. "International capital flows and the boom-bust cycle in Spain," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 314-335.
    7. International Monetary Fund, 2012. "Côte d’Ivoire: Joint Staff Advisory Note on the Progress Report of the Poverty Reduction Strategy Paper," IMF Staff Country Reports 2012/184, International Monetary Fund.
    8. Kurowski, Łukasz Kamil & Rogowicz, Karol, 2017. "Negative interest rates as systemic risk event," Finance Research Letters, Elsevier, vol. 22(C), pages 153-157.
    9. Kristine Gevorgyan, 2015. "Analysis of Price Bubbles on the Czech Real Estate Market [Analýza cenových bublin na českém trhu s nemovitostmi]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(5), pages 45-63.
    10. Martin Komrska, 2015. "Rakouská teorie hospodářského cyklu: VAR analýza pro USA v letech 1978-2013 [The Austrian Business Cycle Theory: VAR Analysis for USA between 1978-2013]," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 57-73.
    11. Bergman, U. Michael & Sørensen, Peter Birch, 2021. "The interaction of actual and fundamental house prices: A general model with an application to Sweden," Journal of Housing Economics, Elsevier, vol. 54(C).
    12. Fernando Borraz & Gerardo Licandro & Jorge Ponce, 2012. "Precios de viviendas. una metodología para evaluar desvíos respecto a sus fundamentos," Documentos de trabajo 2012016, Banco Central del Uruguay.
    13. Nektarios Michail & Agorasti Patronidou & Ioanna Evangelou, 2021. "Does Household Behaviour Depend on Monetary Policy? Evidence from Cyprus," Working Papers 2021-01, Central Bank of Cyprus.
    14. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
    15. Snyder, Tricia Coxwell & Vale, Sofia, 2022. "House prices and household credit in the Eurozone: A single monetary policy with dissonant transmission mechanisms," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 243-256.
    16. LAI, Ping-fu (Brian) & CHAN, Ho Sum, 2014. "The Imminent Housing Collapse - Will History Repeat Itself?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(4), pages 63-104.
    17. Zhu, Bing & Betzinger, Michael & Sebastian, Steffen, 2017. "Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area," Journal of Housing Economics, Elsevier, vol. 37(C), pages 1-21.
    18. Martin Schneider, 2013. "Are Recent Increases of Residential Property Prices in Vienna and Austria Justified by Fundamentals?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 29-46.
    19. International Monetary Fund, 2013. "France: Financial Sector Assessment Program—Technical Note on Housing Prices and Financial Stability," IMF Staff Country Reports 2013/184, International Monetary Fund.
    20. Michel Bordo & John Lando-Lane, 2013. "Does Expansionary Monetary Policy Cause Asset Price Booms? Some Historical and Empirical Evidence," Working Papers Central Bank of Chile 710, Central Bank of Chile.
    21. Jorge Ponce, 2012. "Precio de fundamentos para las viviendas en Uruguay," Documentos de trabajo 2012017, Banco Central del Uruguay.
    22. Michael D. Bordo & John Landon-Lane, 2013. "What Explains House Price Booms?: History and Empirical Evidence," NBER Working Papers 19584, National Bureau of Economic Research, Inc.
    23. Jan Libich & Liam Lenten, 2022. "Hero or villain? The financial system in the 21st century," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 3-40, February.
    24. Peter Stalder, 2016. "Exchange Rate Shocks, Monetary Policy and Boom-Bust Cycles in the Housing Market: An Econometric Analysis for Switzerland," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 217-251, December.
    25. Peter Stalder, 2015. "Starker Franken und tiefe Zinsen: Wohin steuert der schweizerische Immobilienmarkt?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 9(4), pages 45-66, December.

  3. Pierre Monnin & Terhi Jokipii, 2010. "The Impact of Banking Sector Stability on the Real Economy," Working Papers 2010-05, Swiss National Bank.

    Cited by:

    1. Kabir Md. Nurul & Andrew C. Worthington, 2015. "The â competitionâ stability/fragilityâ nexus: A comparative analysis of Islamic and conventional banks," Discussion Papers in Finance finance:201513, Griffith University, Department of Accounting, Finance and Economics.
    2. Boulanouar, Zakaria & Alqahtani, Faisal & Hamdi, Besma, 2021. "Bank ownership, institutional quality and financial stability: evidence from the GCC region," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
    3. Mittnik, Stefan & Semmler, Willi, 2018. "Overleveraging, Financial Fragility, And The Banking–Macro Link: Theory And Empirical Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 22(1), pages 4-32, January.
    4. 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.
    5. Robert Stewart & Murshed Chowdhury & Vaalmikki Arjoon, 2021. "Bank stability and economic growth: trade-offs or opportunities?," Empirical Economics, Springer, vol. 61(2), pages 827-853, August.
    6. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
    7. Rizvi, Syed Aun R. & Narayan, Paresh Kumar & Sakti, Ali & Syarifuddin, Ferry, 2020. "Role of Islamic banks in Indonesian banking industry: an empirical exploration," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    8. Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," SFB 649 Discussion Papers 2013-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    9. Brewer, Elijah & Deshmukh, Sanjay & Opiela, Timothy P., 2014. "Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies," Journal of Financial Stability, Elsevier, vol. 15(C), pages 230-240.
    10. Yılmaz Bayar & Murat Gündüz & Funda H. Sezgin, 2019. "Banking Sector Instability and Economic Growth: Evidence from Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(2), pages 263-274, December.
    11. Albuquerque, Pedro H. & Rajhi, Wassim, 2019. "Banking stability, natural disasters, and state fragility: Panel VAR evidence from developing countries," Research in International Business and Finance, Elsevier, vol. 50(C), pages 430-443.
    12. Seyed Alireza Athari, 2022. "Financial Inclusion, Political Risk, and Banking Sector Stability: Evidence from Different Geographical Regions," Economics Bulletin, AccessEcon, vol. 42(1), pages 99-108.
    13. Mr. Ananthakrishnan Prasad & Heba Abdel Monem & Pilar Garcia Martinez, 2016. "Macroprudential Policy and Financial Stability in the Arab Region," IMF Working Papers 2016/098, International Monetary Fund.
    14. Paolo Guarda & Abdelaziz Rouabah & John Theal, 2011. "An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests," BCL working papers 63, Central Bank of Luxembourg.
    15. Ekkehard Ernst, 2019. "Finance and Jobs: How Financial Markets and Prudential Regulation Shape Unemployment Dynamics," JRFM, MDPI, vol. 12(1), pages 1-30, January.
    16. Yilmaz Bayar & Djula Borozan & Marius Dan Gavriletea, 2021. "Banking sector stability and economic growth in post‐transition European Union countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 949-961, January.
    17. Willi Semmler & Stefan Mittnik, 2012. "Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR," EcoMod2012 4122, EcoMod.
    18. Alawin, M. & Al-Muhaissen, T. & Merza, E., 2013. "The Relationship between Real and Banking Sectors in Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(2), pages 129-134.
    19. Frank Antwi & Mercy Kwakye, 2022. "Modelling the effect of bank performance on financial stability: Fresh evidence from africa," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(7), pages 143-151, October.
    20. Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
    21. Jayakumar, Manju & Pradhan, Rudra P. & Dash, Saurav & Maradana, Rana P. & Gaurav, Kunal, 2018. "Banking competition, banking stability, and economic growth: Are feedback effects at work?," Journal of Economics and Business, Elsevier, vol. 96(C), pages 15-41.
    22. Kaodui Li & Yusheng Kong & Sampson Agyapong Atuahene & Geoffrey Bentum-Micah & Michael Kwakye Agyapong, 2020. "Corporate Governance and Banking Stability: The Case of Universal Banks in Ghana," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 1), pages 325-352.
    23. Ozili, Peterson K, 2019. "Determinants of Banking Stability in Nigeria," MPRA Paper 94092, University Library of Munich, Germany.
    24. Seyed Alireza Athari & Farid Irani, 2022. "Does the country’s political and economic risks trigger risk-taking behavior in the banking sector: a new insight from regional study," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-10, December.
    25. Nahid Ferdousi & Tuli Chakma & Md. Raseduzzaman, 2014. "An Empirical Analysis between Banking Sector Development and Growth Rate of GDP in Bangladesh," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 2(3), pages 94-113.
    26. Mihai, Marius M. & Mansur, Iqbal, 2022. "Forecasting crash risk in U.S. bank returns—The role of credit booms," Journal of Corporate Finance, Elsevier, vol. 76(C).
    27. Peterson K. Ozili, 2018. "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 14(4), pages 462-483, May.
    28. Ashraf, Dawood & Rizwan, Muhammad Suhail & L’Huillier, Barbara, 2016. "A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation," Journal of Financial Stability, Elsevier, vol. 25(C), pages 47-57.
    29. R. Rupeika-Apoga & S.H. Zaidi & Y.E. Thalassinos & E.I. Thalassinos, 2018. "Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 39-55.
    30. Ma, Yu & Zhang, Yang & Ji, Qiang, 2021. "Do oil shocks affect Chinese bank risk?," Energy Economics, Elsevier, vol. 96(C).
    31. Vasile Dedu & Dan-Costin Nițescu & Maria-Alexandra Cristea, 2021. "The Impact of Macroeconomic, Social and Governance Factors on the Sustainability and Well-Being of the Economic Environment and the Robustness of the Banking System," Sustainability, MDPI, vol. 13(10), pages 1-13, May.
    32. José Alejandro Fernández Fernández & Virginia Bejarano Vázquez & Juan Antonio Vicente Virseda, 2021. "New Approach to Financial and Economic Stability in the United States from a Banking Perspective," Economic Papers, The Economic Society of Australia, vol. 40(1), pages 54-72, March.
    33. Taiwo Akinlo, 2019. "The causal relationship between financial development and real sector in sub-Saharan Africa (1986–2015)," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(1), pages 116-142, June.
    34. Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
    35. Trofimov, Ivan D. & Md. Aris, Nazaria & Ying Ying, Jovena Kho, 2018. "Determinants of Commercial Banks' Profitability in Malaysia," MPRA Paper 85598, University Library of Munich, Germany.
    36. Stephen Oluwafemi Adeusi & Olufemi Adewale Aluko, 2015. "Relevance of Financial Sector Development on Real Sector Productivity: 21st Century Evidence from Nigerian Industrial Sector," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(6), pages 118-132, June.
    37. Kabir, Md Nurul & Miah, Mohammad Dulal & Ali, Searat & Sharma, Parmendra, 2020. "Institutional and foreign ownership vis-à-vis default risk: Evidence from Japanese firms," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 469-493.
    38. Al-Shboul, Mohammad & Maghyereh, Aktham & Hassan, Abul & Molyneux, Phillip, 2020. "Political risk and bank stability in the Middle East and North Africa region," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    39. Sardar Shaker Ibrahim & Odunayo Magret Olarewaju, 2019. "Higher Institution Students and the Un-banked Rate in Duhok City, Iraq? Evidence from a Survey Analysis," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 8(3), pages 13-20, July.
    40. Nafis Alam & Ganesh Sivarajah & Muhammad Ishaq Bhatti, 2021. "Do Deposit Insurance Systems Promote Banking Stability?," IJFS, MDPI, vol. 9(3), pages 1-22, September.
    41. Muhammad Suhail Rizwan & Muhammad Moinuddin & Barbara L’Huillier & Dawood Ashraf, 2018. "Does a one-size-fits-all approach to financial regulations alleviate default risk? The case of dual banking systems," Journal of Regulatory Economics, Springer, vol. 53(1), pages 37-74, February.
    42. Khan, Mohammad Azeem & Ahmad, Wasim, 2022. "Fresh evidence on the relationship between market power and default risk of Indian banks," Finance Research Letters, Elsevier, vol. 46(PA).
    43. Cristian Barra & Nazzareno Ruggiero, 2021. "The role of nonlinearity on the financial development–economic performance nexus: an econometric application to Italian banks," Empirical Economics, Springer, vol. 60(5), pages 2293-2322, May.
    44. 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.
    45. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
    46. Abildgren, Kim, 2012. "Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010," Working Paper Series 1458, European Central Bank.
    47. Angeloni, Ignazio & Kasinger, Johannes & Chantawit Tantasith, 2021. "The geography of banks in the United States (1990-2020)," SAFE Working Paper Series 321, Leibniz Institute for Financial Research SAFE.
    48. Marwa Elnahass & Mohamed Marie & Mohammed Elgammal, 2022. "Terrorist attacks and bank financial stability: evidence from MENA economies," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 383-427, July.
    49. Wassim Rajhi, 2015. "Islamic Banks and Financial Stability: A Quantile Estimation," Economics Bulletin, AccessEcon, vol. 35(4), pages 2846-2852.
    50. Zabavnik, Darja & Verbič, Miroslav, 2021. "Relationship between the financial and the real economy: A bibliometric analysis," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 55-75.

  4. Terhi Jokipii & Alistair Milne, 2009. "Bank Capital Buffer and Risk Adjustment Decisions," Working Papers 2009-09, Swiss National Bank.

    Cited by:

    1. Andersen, Henrik, 2011. "Procyclical implications of Basel II: Can the cyclicality of capital requirements be contained?," Journal of Financial Stability, Elsevier, vol. 7(3), pages 138-154, August.
    2. 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).
    3. Iosifidi, Maria & Kokas, Sotirios, 2015. "Who lends to riskier and lower-profitability firms? Evidence from the syndicated loan market," Journal of Banking & Finance, Elsevier, vol. 61(S1), pages 14-21.
    4. Faisal Abbas & Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2021. "Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector," JRFM, MDPI, vol. 14(4), pages 1-13, March.
    5. Shu Ling Chiang & Ming Shann Tsai, 2019. "The Valuation of Deposit Insurance Premiums Based on a Specific Bank's Official Default Probability," Multinational Finance Journal, Multinational Finance Journal, vol. 23(3-4), pages 141-167, September.
    6. Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G., 2015. "Firms' risk endogenous to strategic management choices," Bank of Finland Research Discussion Papers 16/2015, Bank of Finland.
    7. Boubacar Camara & Laetitia Lepetit & Amine Tarazi, 2013. "Ex ante capital position, changes in the different components of regulatory capital and bank risk," Post-Print hal-00915157, HAL.
    8. Paroush, Jacob & Schreiber, Ben Z., 2019. "Profitability, capital, and risk in US commercial and savings banks: Re-examination of estimation methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 148-162.
    9. Ovi, Nafisa & Bose, Sudipta & Gunasekarage, Abeyratna & Shams, Syed, 2020. "Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(1).
    10. Ahmed Imran Hunjra & Qasim Zureigat & Rashid Mehmood, 2020. "Impact of Capital Regulation and Market Discipline on Capital Ratio Selection: A Cross Country Study," IJFS, MDPI, vol. 8(2), pages 1-13, April.
    11. Jatin Dhingra & Kartikeya Singh & Siddhartha P. Chakrabarty, 2022. "Leverage Ratio: An empirical study of the European banking system," Papers 2206.12095, arXiv.org.
    12. Xiangyi Zhou & Zheng Pei & Botao Qin, 2021. "Assessing Market Competition in the Chinese Banking Industry Based on a Conjectural Variation Model," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(2), pages 73-98, March.
    13. Esra N. Kılcı & Burcu Kıran Baygın, 2019. "Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(2), pages 319-332, December.
    14. Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
    15. Toh, Moau Yong & Zhang, Yongmin, 2022. "Bank capital and risk adjustment responses to economic uncertainty: Evidence from emerging Southeast Asian economies," Research in International Business and Finance, Elsevier, vol. 60(C).
    16. Simona Malovana, 2018. "The Pro-Cyclicality of Risk Weights for Credit Exposures in the Czech Republic," Working Papers 2018/12, Czech National Bank.
    17. Romila Qamar & Shahid Mansoor Hashmi & Jaleel Ahmed & Ahmed N.K. AlFarra, 2016. "Are Capital Buffers Countercyclical ? An Evidence From Pakistan," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 19(61), pages 123-146, September.
    18. Cynthia Van Hulle & Hans Degryse & Kristien Smedts, 2017. "Risk-sharing benefits and the capital structure of insurance companies," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 571404, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
    19. Anachit Bagntasarian & Emmanuel Mamatzakis, 2019. "Testing for the underlying dynamics of bank capital buffer and performance nexus," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 347-380, February.
    20. Hishamuddin Abdul Wahab & Buerhan Saiti & Saiful Azhar Rosly & Abul Mansur Mohammed Masih, 2017. "Risk-Taking Behavior and Capital Adequacy in a Mixed Banking System: New Evidence from Malaysia Using Dynamic OLS and Two-Step Dynamic System GMM Estimators," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(1), pages 180-198, January.
    21. Kanga, Désiré & Murinde, Victor & Soumaré, Issouf, 2020. "Capital, risk and profitability of WAEMU banks: Does bank ownership matter?," Journal of Banking & Finance, Elsevier, vol. 114(C).
    22. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    23. Lubberink, Martien, 2020. "Max Headroom: Discretionary Capital Buffers and Bank Risk," MPRA Paper 100445, University Library of Munich, Germany.
    24. O. de Bandt & B. Camara & A. Maitre & P. Pessarossi, 2016. "Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France," Débats économiques et financiers 24, Banque de France.
    25. Isabelle Distinguin & Caroline Roulet & Amine Tarazi, 2013. "Bank Regulatory Capital and Liquidity: Evidence from U.S. and European publicly traded banks," Post-Print hal-01087426, HAL.
    26. Daher, Hassan & Masih, Mansur & Ibrahim, Mansor, 2015. "The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 36-52.
    27. Umara Noreen & Fizza Alamdar & Tabassum Tariq, 2016. "Capital Buffers and Bank Risk: Empirical Study of Adjustment of Pakistani Banks," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1798-1806.
    28. Ben Salah Mahdi, Ines & Boujelbene Abbes, Mouna, 2018. "Relationship between capital, risk and liquidity: a comparative study between Islamic and conventional banks in MENA region," Research in International Business and Finance, Elsevier, vol. 45(C), pages 588-596.
    29. Ben Abdesslem, Rim & Chkir, Imed & Dabbou, Halim, 2022. "Is managerial ability a moderator? The effect of credit risk and liquidity risk on the likelihood of bank default," International Review of Financial Analysis, Elsevier, vol. 80(C).
    30. Selim Mankaï & Aymen Belgacem, 2014. "Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms," Working Papers 2014-154, Department of Research, Ipag Business School.
    31. Martinez-Miera, David & Repullo, Rafael, 2019. "Monetary policy, macroprudential policy, and financial stability," Working Paper Series 2297, European Central Bank.
    32. Khurram Iftikhar & Syed Faizan Iftikhar, 2018. "The impact of business cycle on capital buffer during the period of Basel-II and Basel-III: Evidence from the Pakistani banks," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-20, December.
    33. Ajay Palvia & Emilia Vähämaa & Sami Vähämaa, 2015. "Are Female CEOs and Chairwomen More Conservative and Risk Averse? Evidence from the Banking Industry During the Financial Crisis," Journal of Business Ethics, Springer, vol. 131(3), pages 577-594, October.
    34. Samar Jameel Kalyal & Dawood Ashraf & Asfia Obaid, 2019. "The Role of Stability and Ownership Structure in Determining the Efficiency of US Bank Holding Companies," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 11(2), pages 19-44, June.
    35. Black, Lamont K. & Hazelwood, Lieu N., 2013. "The effect of TARP on bank risk-taking," Journal of Financial Stability, Elsevier, vol. 9(4), pages 790-803.
    36. Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015. "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 423-443, December.
    37. Rodolfo Tomás da Fonseca Nicolay & Claudio Oliveira de Moraes & Bruno Pires Tiberto, 2018. "The Effect of Central Bank Communication on the Capital Buffer of Banks: Evidence from an Emerging Economy," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(1), pages 1-26, September.
    38. Simona Malovaná & Martin Hodula & Josef Bajzík & Zuzana Gric, 2024. "Bank capital, lending, and regulation: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 823-851, July.
    39. Stefano Puddu & Andreas Waelchli, 2015. "TARP Effect on Bank Lending Behaviour: Evidence from the last Financial Crisis," IRENE Working Papers 15-06, IRENE Institute of Economic Research.
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  6. Jokipii, Terhi & Lucey, Brian, 2006. "Contagion and interdependence: measuring CEE banking sector co-movements," Bank of Finland Research Discussion Papers 15/2006, Bank of Finland.

    Cited by:

    1. Sensoy, Ahmet & Eraslan, Veysel & Erturk, Mutahhar, 2016. "Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe," Economic Systems, Elsevier, vol. 40(4), pages 552-567.
    2. Abdulnasser Hatemi-J & Eduardo Roca, 2010. "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance finance:201003, Griffith University, Department of Accounting, Finance and Economics.
    3. Zorgati, Imen & Lakhal, Faten & Zaabi, Elmoez, 2019. "Financial contagion in the subprime crisis context: A copula approach," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 269-282.
    4. Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia, 2024. "Cross-regional connectedness of financial market: Measurement and determinants," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    5. Osama M Badr & Wajih Khallouli, 2019. "Testing for Shift-Contagion Vulnerability Among MENA Stock Markets During the Turkish Financial Crisis," Applied Economics and Finance, Redfame publishing, vol. 6(1), pages 53-63, January.
    6. Hatemi-J, Abdulnasser & Roca, Eduardo, 2011. "How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test," Economic Modelling, Elsevier, vol. 28(6), pages 2560-2565.
    7. Mensah, Jones Odei & Premaratne, Gamini, 2017. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 41(C), pages 516-546.
    8. Hadhri, Sinda, 2023. "News-based economic policy uncertainty and financial contagion: An international evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 63-76.
    9. Paulo Matos & Cristiano Da Silva & Antonio Costa, 2022. "On the relationship between COVID-19 and G7 banking co-movements," Economics Bulletin, AccessEcon, vol. 42(2), pages 793-801.
    10. Fei Su & Lili Zhai & Yunyan Zhou & Zixi Zhuang & Feifan Wang, 2024. "Risk contagion in financial markets: A systematic review using bibliometric methods," Australian Economic Papers, Wiley Blackwell, vol. 63(1), pages 163-199, March.
    11. Leitao, Joao & Armada, Manuel Rocha & Ferreira, Joaaquim, 2012. "Corruption and Co-Movements in European Listed Sport Companies: Did Calciocaos really matter?," MPRA Paper 42474, University Library of Munich, Germany.
    12. Reboredo, Juan C. & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2015. "An analysis of dependence between Central and Eastern European stock markets," Economic Systems, Elsevier, vol. 39(3), pages 474-490.
    13. Hegerty, Scott W., 2012. "Money market pressure in emerging economies: International contagion versus domestic determinants," Economic Systems, Elsevier, vol. 36(4), pages 506-521.
    14. Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol & Kurowski, Łukasz & Smaga, Paweł, 2021. "Two decades of contagion effect on stock markets: Which events are more contagious?," Journal of Financial Stability, Elsevier, vol. 55(C).
    15. Acedański, Jan & Karkowska, Renata, 2022. "Instability spillovers in the banking sector: A spatial econometrics approach," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    16. Michal Adam & Piotr Banbula & Michal Markun, 2015. "International Dependence and Contagion across Asset Classes: The Case of Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(3), pages 254-270, May.
    17. Thomas Lagoarde‐Segot & Brian M. Lucey, 2009. "Shift‐contagion Vulnerability in the MENA Stock Markets," The World Economy, Wiley Blackwell, vol. 32(10), pages 1478-1497, October.
    18. Paulo Matos & Antonio Costa & Cristiano da Silva, 2024. "On the Risk-based Contagion of G7 Banking System and the COVID-19 Pandemic," Global Business Review, International Management Institute, vol. 25(6), pages 1634-1654, December.
    19. Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024. "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, vol. 59(C).
    20. Guy, Kester & Lowe, Shane, 2012. "Tracing the Liquidity Effects on Bank Stability in Barbados," MPRA Paper 52205, University Library of Munich, Germany.

  7. Philipp Engler & Terhi Jokipii & Pablo Rovira Kaltwasser & Christian Merkl & Lúcio Vinhas de Souza, 2005. "The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria," Working Papers 99, Oesterreichische Nationalbank (Austrian Central Bank).

    Cited by:

    1. Philipp Engler,Terhi Jokipii,Christian Merkl & Pablo Rovira Kaltwasser,Lúcio Vinhas de Souza, 2005. "The Effect of Capital Requirement Regulation on the Transmission of Monetary Policy: Evidence from Austria," The Institute for International Integration Studies Discussion Paper Series iiisdp066, IIIS.
    2. Budnik, Katarzyna & Bochmann, Paul, 2017. "Capital and liquidity buffers and the resilience of the banking system in the euro area," Working Paper Series 2120, European Central Bank.
    3. Christian Merkl & Stephanie Stolz, 2009. "Banks' regulatory buffers, liquidity networks and monetary policy transmission," Applied Economics, Taylor & Francis Journals, vol. 41(16), pages 2013-2024.
    4. Burgstaller Johann, 2010. "Bank Lending and Monetary Policy Transmission in Austria," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(2), pages 163-185, April.
    5. de Souza, Lucio Vinhas, 2006. "Beyond the euro area: An introduction," Research in International Business and Finance, Elsevier, vol. 20(2), pages 127-130, June.

Articles

  1. Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2021. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
    See citations under working paper version above.
  2. Jokipii, Terhi & Monnin, Pierre, 2013. "The impact of banking sector stability on the real economy," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1-16.
    See citations under working paper version above.
  3. Jokipii, Terhi & Milne, Alistair, 2011. "Bank capital buffer and risk adjustment decisions," Journal of Financial Stability, Elsevier, vol. 7(3), pages 165-178, August.
    See citations under working paper version above.
  4. Jokipii, Terhi & Milne, Alistair, 2008. "The cyclical behaviour of European bank capital buffers," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1440-1451, August.
    See citations under working paper version above.
  5. Philipp Engler & Terhi Jokipii & Christian Merkl & Pablo Rovira Kaltwasser & Lúcio Vinhas de Souza, 2007. "The effect of capital requirement regulation on the transmission of monetary policy: evidence from Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 34(5), pages 411-425, December.
    See citations under working paper version above.
  6. Jokipii, Terhi & Lucey, Brian, 2007. "Contagion and interdependence: Measuring CEE banking sector co-movements," Economic Systems, Elsevier, vol. 31(1), pages 71-96, March.
    See citations under working paper version above.Sorry, no citations of articles recorded.
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