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Jan Hannes Lang

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. Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.

    Cited by:

    1. Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
    2. Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024. "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series 2951, European Central Bank.
    3. Bartsch, Florian & Busies, Iulia & Emambakhsh, Tina & Grill, Michael & Simoens, Mathieu & Spaggiari, Martina & Tamburrini, Fabio, 2024. "Designing a macroprudential capital buffer for climate-related risks," Working Paper Series 2943, European Central Bank.

  2. Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.

    Cited by:

    1. 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).
    2. Emter, Lorenz & Setzer, Ralph & Zorell, Nico & Moura, Afonso S., 2024. "Monetary policy and growth-at-risk: the role of institutional quality," Working Paper Series 2989, European Central Bank.

  3. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.

    Cited by:

    1. Hafemann, Lucas, 2023. "A house prices at risk approach for the German residential real estate market," Technical Papers 07/2023, Deutsche Bundesbank.
    2. Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Discussion Papers 19/2023, Deutsche Bundesbank.
    3. Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    4. Alona Shmygel, 2023. "Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector," IHEID Working Papers 17-2023, Economics Section, The Graduate Institute of International Studies.
    5. Olivier de Bandt & Bora Durdu & Hibiki Ichiue & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Jean-Guillaume Sahuc & Valerio Scalone & Michael Straughan, 2024. "Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 1-52, February.
    6. Ivan De Lorenzo Buratta, 2022. "How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal," Working Papers w202204, Banco de Portugal, Economics and Research Department.
    7. Pagliari, Maria Sole, 2021. "LSIs’ exposures to climate change related risks: an approach to assess physical risks," Working Paper Series 2517, European Central Bank.
    8. Ivan De Lorenzo Buratta, 2022. "Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal," Working Papers w202207, Banco de Portugal, Economics and Research Department.

  4. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.

    Cited by:

    1. Couaillier, Cyril & Scalone, Valerio, 2024. "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series 2966, European Central Bank.
    2. Hobelsberger, Karin & Kok, Christoffer & Mongelli, Francesco Paolo, 2022. "A tale of three crises: synergies between ECB tasks," Occasional Paper Series 305, European Central Bank.
    3. Martin Hodula & Jan Janku & Lukas Pfeifer, 2021. "Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis," Research and Policy Notes 2021/03, Czech National Bank.
    4. Diana Žigraiová & Aitor Erce & Xu Jiang, 2020. "Quantifying risks to sovereign market access: Methods and challenges," Working Papers 42, European Stability Mechanism.
    5. Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," JRC Working Papers in Economics and Finance 2020-11, Joint Research Centre, European Commission.
    6. Ester Faiaa & Sören Karau, 2021. "Systemic Bank Risk and Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-40, December.
    7. Gjergj Legisi, 2020. "Credit-to-GDP gap: Local versus foreign currency credit," IHEID Working Papers 13-2020, Economics Section, The Graduate Institute of International Studies.
    8. Merike Kukk & Alari Paulus & Nicolas Reigl, 2022. "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers wp2022-4, Bank of Estonia, revised 24 Mar 2022.
    9. Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
    10. Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Financial Stability Review, Banco de España, issue Autumn.
    11. Zsuzsanna Hosszu & Gergely Lakos, 2022. "Early Warning Performance of Univariate Credit-to-GDP Gaps," MNB Occasional Papers 2022/142, Magyar Nemzeti Bank (Central Bank of Hungary).
    12. Anil K Kashyap, 2020. "My Reflections on the FPC's Strategy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S1), pages 63-75, October.
    13. Mathias Drehmann & James Yetman, 2020. "Which credit gap is better at predicting financial crises? A comparison of univariate filters," BIS Working Papers 878, Bank for International Settlements.
    14. O'Brien, Martin & Wosser, Michael, 2022. "Assessing Structure-Related Systemic Risk in Advanced Economies," Research Technical Papers 3/RT/22, Central Bank of Ireland.
    15. 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.
    16. Alona Shmygel, 2023. "Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector," IHEID Working Papers 17-2023, Economics Section, The Graduate Institute of International Studies.
    17. policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
    18. William Gatt, 2024. "Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 232-267, February.
    19. Iwanicz-Drozdowska Małgorzata & Kurowski Łukasz, 2021. "Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances," German Economic Review, De Gruyter, vol. 22(4), pages 383-414, November.
    20. Emter, Lorenz & Setzer, Ralph & Zorell, Nico & Moura, Afonso S., 2024. "Monetary policy and growth-at-risk: the role of institutional quality," Working Paper Series 2989, European Central Bank.
    21. Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
    22. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
    23. Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
    24. Jakob Fiedler & Josef Ruzicka & Thomas Theobald, 2019. "The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles," IMK Working Paper 198-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    25. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.
    26. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    27. Bochmann, Paul & Dieckelmann, Daniel & Fahr, Stephan & Ruzicka, Josef, 2023. "Financial stability considerations in the conduct of monetary policy," Working Paper Series 2870, European Central Bank.
    28. Ivan De Lorenzo Buratta, 2022. "How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal," Working Papers w202204, Banco de Portugal, Economics and Research Department.
    29. Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023. "Medium-term growth-at-risk in the euro area," Working Paper Series 2808, European Central Bank.
    30. Hodula, Martin & Janků, Jan & Pfeifer, Lukáš, 2023. "Macro-prudential policies to contain the effect of structural risks on financial downturns," Journal of Policy Modeling, Elsevier, vol. 45(6), pages 1204-1222.
    31. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
    32. Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
    33. Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024. "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series 2951, European Central Bank.
    34. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
    35. Vladyslav Filatov, 2020. "A New Financial Stress Index for Ukraine," IHEID Working Papers 15-2020, Economics Section, The Graduate Institute of International Studies.
    36. Koponen, Heidi, 2024. "Constructing a composite indicator to assess cyclical systemic risks: An early warning approach," BoF Economics Review 3/2024, Bank of Finland.
    37. Carmen Broto & Esther Cáceres & Mariya Melnychuk, 2022. "Sectoral indicators for applying the Banco de España’s new macroprudential tools," Financial Stability Review, Banco de España, issue Spring.
    38. Ivan De Lorenzo Buratta, 2022. "Mind the Build-up: Quantifying Tail Risks for Credit Growth in Portugal," Working Papers w202207, Banco de Portugal, Economics and Research Department.
    39. Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.

  5. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.

    Cited by:

    1. Cyril Couaillier & Valerio Scalone, 2020. "How does Financial Vulnerability amplify Housing and Credit Shocks?," Working papers 763, Banque de France.
    2. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    3. Karmelavičius, Jaunius & Mikaliūnaitė-Jouvanceau, Ieva & Petrokaitė, Austėja Petrokaitė, 2022. "Housing and credit misalignments in a two-market disequilibrium framework," ESRB Working Paper Series 135, European Systemic Risk Board.
    4. Attila Csajbok & Pervin Dadashova & Pavlo Shykin & Balazs Vonnak, 2020. "Consumer Lending in Ukraine: Estimation of the Equilibrium Level," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 4-12.
    5. Akbas, Ozan E. & Betz, Frank & Gattini, Luca, 2023. "Quantifying credit gaps using survey data on discouraged borrowers," EIB Working Papers 2023/06, European Investment Bank (EIB).
    6. Zsuzsanna Hosszu & Gergely Lakos, 2022. "Early Warning Performance of Univariate Credit-to-GDP Gaps," MNB Occasional Papers 2022/142, Magyar Nemzeti Bank (Central Bank of Hungary).
    7. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
    8. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    9. Yao, Fang, 2022. "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers 8/RT/22, Central Bank of Ireland.
    10. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    11. O'Brien, Martin & Velasco, Sofia, 2020. "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers 09/RT/20, Central Bank of Ireland.
    12. Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.

  6. Lang, Jan Hannes, 2018. "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series 2160, European Central Bank.

    Cited by:

    1. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
    2. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.

  7. Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2018. "The leverage ratio, risk-taking and bank stability," Bank of England working papers 766, Bank of England.

    Cited by:

    1. Lukas Pfeifer, 2021. "Usability of capital buffers under a binding leverage ratio requirement," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
    2. Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
    3. Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
    4. Agénor, Pierre-Richard & Pereira da Silva, Luiz A., 2017. "Capital Requirements, Risk-Taking and Welfare in a Growing Economy," IDB Publications (Working Papers) 8206, Inter-American Development Bank.
    5. Thomas Richter, 2021. "Central Counterparties and Liquidity Provision in Cash Markets," JRFM, MDPI, vol. 14(12), pages 1-26, December.
    6. Martynova, Natalya & Vogel, Ursula, 2021. "Banks' complexity-risk nexus and the role of regulation," Discussion Papers 14/2021, Deutsche Bundesbank.
    7. 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.
    8. Neamtu, Ioana & Vo, Quynh-Anh, 2021. "Capital allocation, the leverage ratio requirement," Bank of England working papers 956, Bank of England.
    9. Aditya Saxena & Dr Parizad Dungore, 2024. "Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach," Papers 2407.12044, arXiv.org.
    10. Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019. "Regulatory effects on short-term interest rates," Bank of England working papers 801, Bank of England.
    11. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
    12. Cardot-Martin, Raphaël & Labondance, Fabien & Refait-Alexandre, Catherine, 2022. "Capital ratios and banking crises in the European Union," International Economics, Elsevier, vol. 172(C), pages 389-402.
    13. Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020. "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, vol. 48(C).
    14. Van Horen, Neeltje & Kotidis, Antonis, 2018. "Repo market functioning: the role of capital regulation," Bank of England working papers 746, Bank of England.
    15. Bicu, Andreea & Chen, Louisa & Elliott, David, 2017. "The leverage ratio and liquidity in the gilt and repo markets," Bank of England working papers 690, Bank of England, revised 19 Dec 2017.
    16. Atiti, Faith & Agung, Raphael & Kimani, Stephanie, 2020. "Competition and banking sector stability in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 41, Kenya Bankers Association (KBA).
    17. Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH), revised 2018.
    18. van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
    19. Richard K. Crump & João A. C. Santos, 2018. "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
    20. Dong Beom Choi & Michael R. Holcomb & Donald P. Morgan, 2018. "Bank leverage limits and regulatory arbitrage: new evidence on a recurring question," Staff Reports 856, Federal Reserve Bank of New York.

  8. Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018. "A framework for early-warning modeling with an application to banks," Working Paper Series 2182, European Central Bank.

    Cited by:

    1. Buckmann, Marcus & Gallego Marquez, Paula & Gimpelewicz, Mariana & Kapadia, Sujit & Rismanchi, Katie, 2023. "The more the merrier? Evidence on the value of multiple requirements in bank regulation," Journal of Banking & Finance, Elsevier, vol. 149(C).
    2. Quentin Bro de Comères, 2022. "Predicting European Banks Distress Events: Do Financial Information Producers Matter?," Working Papers hal-03752678, HAL.
    3. Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
    4. Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021. "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series 261, European Central Bank.
    5. Mr. Jorge A Chan-Lau, 2020. "UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification," IMF Working Papers 2020/262, International Monetary Fund.
    6. 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.
    7. Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
    8. Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "Measuring financial soundness around the world: A machine learning approach," International Review of Financial Analysis, Elsevier, vol. 85(C).
    9. Sonya Georgieva, 2023. "Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 177-199.
    10. Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017. "The leverage ratio, risk-taking and bank stability," Working Paper Series 2079, European Central Bank.
    11. Tarkocin, Coskun & Donduran, Murat, 2024. "Constructing early warning indicators for banks using machine learning models," The North American Journal of Economics and Finance, Elsevier, vol. 69(PB).
    12. Jacopo Carmassi & Sonja Dobkowitz & Johanne Evrard & Laura Parisi & André F Silva & Michael Wedow, 2020. "Completing the Banking Union with a European deposit insurance scheme: who is afraid of cross-subsidization?," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(101), pages 41-95.
    13. Li, Hongxiang & Feng, Ao & Lin, Bin & Su, Houcheng & Liu, Zixi & Duan, Xuliang & Pu, Haibo & Wang, Yifei, 2021. "A novel method for credit scoring based on feature transformation and ensemble model," Santa Cruz Department of Economics, Working Paper Series qt3v33k65c, Department of Economics, UC Santa Cruz.
    14. 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.

  9. Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," Occasional Paper Series 194, European Central Bank.

    Cited by:

    1. Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
    2. Thore Kockerols & Christoffer Kok, 2019. "“Leaning against the wind”, macroprudential policy and the financial cycle," Working Paper 2019/1, Norges Bank.
    3. Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2020. "Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps," Questioni di Economia e Finanza (Occasional Papers) 567, Bank of Italy, Economic Research and International Relations Area.
    4. Christopher F Baum & Mustafa Caglayan & Bing Xu, 2017. "The Impact of Uncertainty on Financial Institutions," Boston College Working Papers in Economics 939, Boston College Department of Economics, revised 20 Sep 2018.
    5. Ionut Jianu, 2020. "The Relationship between the Economic and Financial Crises and Unemployment Rate in the European Union -- How Institutions Affected Their Linkage," Papers 2007.12007, arXiv.org.
    6. Gereben, Áron & Rop, Anton & Petriček, Matic & Winkler, Adalbert, 2019. "The impact of international financial institutions on small and medium enterprises: The case of EIB lending in Central and Eastern Europe," EIB Working Papers 2019/09, European Investment Bank (EIB).
    7. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    8. Fouliard, Jeremy & Howell, Michael & Rey, Hélène & Stavrakeva, Vania, 2022. "Answering the Queen: Machine Learning and Financial Crises," CEPR Discussion Papers 15618, C.E.P.R. Discussion Papers.
    9. Quentin Bro de Comères, 2022. "Predicting European Banks Distress Events: Do Financial Information Producers Matter?," Working Papers hal-03752678, HAL.
    10. Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
    11. Nguyen, Thanh Cong & Castro, Vítor & Wood, Justine, 2022. "A new comprehensive database of financial crises: Identification, frequency, and duration," Economic Modelling, Elsevier, vol. 108(C).
    12. Vincent Bouvatier & Anne-Laure Delatte & Pierre-Nicolas Rehault, 2022. "Measuring credit procyclicality: A new database," Post-Print hal-04286376, HAL.
    13. Karlo Kauko & Eero Tölö, 2019. "Banking Crisis Prediction with Differenced Relative Credit," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(4), pages 277-297.
    14. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
    15. Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
    16. Martin Hodula & Jan Janku & Lukas Pfeifer, 2021. "Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis," Research and Policy Notes 2021/03, Czech National Bank.
    17. Budnik, Katarzyna, 2020. "The effect of macroprudential policies on credit developments in Europe 1995-2017," Working Paper Series 2462, European Central Bank.
    18. Nacera Yeddou & Marc Pourroy, 2020. "Bank liquidity creation: does ownership structure matter?," Post-Print hal-02452616, HAL.
    19. Gian Paolo Clemente & Alessandra Cornaro, 2020. "Assessing Systemic Risk in the Insurance Sector via Network Theory," Papers 2011.11394, arXiv.org.
    20. Mr. Tigran Poghosyan, 2019. "How Effective is Macroprudential Policy? Evidence from Lending Restriction Measures in EU Countries," IMF Working Papers 2019/045, International Monetary Fund.
    21. Aldasoro, Iñaki & Borio, Claudio & Drehmann, Mathias, 2018. "Early warning indicators of banking crises: expanding the family," Journal of Financial Transformation, Capco Institute, vol. 48, pages 142-155.
    22. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
    23. Corsetti, Giancarlo & Eichengreen, Barry & Hale, Galina & Tallmann, Eric, 2019. "The Euro Crisis in the Mirror of the EMS," Santa Cruz Department of Economics, Working Paper Series qt8rk7w2nk, Department of Economics, UC Santa Cruz.
    24. Corsetti, Giancarlo & Eichengreen, Barry & Hale, Galina & Tallman, Eric, 2020. "The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis," Santa Cruz Department of Economics, Working Paper Series qt7tx7f2xw, Department of Economics, UC Santa Cruz.
    25. Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "Does machine learning help us predict banking crises?," Journal of Financial Stability, Elsevier, vol. 45(C).
    26. Hodula, Martin & Ngo, Ngoc Anh, 2024. "Does macroprudential policy leak? Evidence from shadow bank lending in EU countries," Economic Modelling, Elsevier, vol. 132(C).
    27. Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
    28. Carlos Viñuela & Juan Sapena & Gonzalo Wandosell, 2020. "The Future of Money and the Central Bank Digital Currency Dilemma," Sustainability, MDPI, vol. 12(22), pages 1-22, November.
    29. Samo Boh & Stefano Borgioli & Andra (Buca) Coman & Bogdan Chiriacescu & Anne Koban & Joao Veiga & Piotr Kusmierczyk & Mara Pirovano & Thomas Schepens, 2017. "European Macroprudential Database," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
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    1. Buckmann, Marcus & Gallego Marquez, Paula & Gimpelewicz, Mariana & Kapadia, Sujit & Rismanchi, Katie, 2023. "The more the merrier? Evidence on the value of multiple requirements in bank regulation," Journal of Banking & Finance, Elsevier, vol. 149(C).
    2. Gastón A. Giordana & María Noel Pi Alperin, 2022. "Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg," BCL working papers 158, Central Bank of Luxembourg.
    3. Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf, 2017. "M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements," Discussion Papers 15/2017, Deutsche Bundesbank.
    4. Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018. "A framework for early-warning modeling with an application to banks," Working Paper Series 2182, European Central Bank.
    5. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    6. Karlo Kauko & Eero Tölö, 2019. "Banking Crisis Prediction with Differenced Relative Credit," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(4), pages 277-297.
    7. Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021. "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, vol. 132(C).
    8. Lang, Jan Hannes, 2018. "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series 2160, European Central Bank.
    9. Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
    10. Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
    11. Ponomarenko, Alexey & Tatarintsev, Stas, 2023. "Incorporating financial development indicators into early warning systems," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
    12. Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," Occasional Paper Series 194, European Central Bank.
    13. Juan Francisco Martínez & Daniel Oda, 2018. "Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies," Working Papers Central Bank of Chile 823, Central Bank of Chile.
    14. Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
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    18. Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
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    20. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2014. "Early Warning Indicators of Banking Crises: Exploring new Data and Tools," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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    32. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
    33. Angelos Kanas & Panagiotis D. Zervopoulos, 2021. "Systemic risk, real GDP growth, and sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 461-485, August.
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    44. Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
    45. Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
    46. Pierluigi Bologna & Maddalena Galardo, 2022. "Calibrating the countercyclical capital buffer for Italy," Questioni di Economia e Finanza (Occasional Papers) 679, Bank of Italy, Economic Research and International Relations Area.
    47. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
    48. Bianchi, Benedetta, 2018. "Structural credit ratios," ESRB Working Paper Series 85, European Systemic Risk Board.
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    50. Melle Bijlsma & Jan Kakes & Eric Klaaijsen, 2017. "Measuring cross-sectoral shifts in credit provisioning: an enhanced framework," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    51. Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
    52. Bjorn Richter & Moritz Schularick & Paul Wachtel, 2018. "When to Lean Against the Wind," Working Papers 18-10, New York University, Leonard N. Stern School of Business, Department of Economics.
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    60. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
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    64. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
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    71. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
    72. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    73. Neagu, Florian & Tatarici, Luminita & Mihai, Irina, 2015. "Implementing Loan-to-Value and Debt Service-To-Income measures: A decade of Romanian experience," MPRA Paper 65988, University Library of Munich, Germany.
    74. Hosszú, Zsuzsanna & Mérő, Bence, 2017. "Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben [Credit cycles and the counter-cyclical capital buffer in an agent-based Keynesian model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 457-475.
    75. Bernhard Herz & Jochen Keller, 2023. "How Do Regulators Set the Countercyclical Capital Buffer?," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 99-137, August.
    76. Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.

Articles

  1. Behn, Markus & Lang, Jan Hannes, 2023. "Implications for macroprudential policy as the financial cycle turns," Macroprudential Bulletin, European Central Bank, vol. 22.

    Cited by:

    1. Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
    2. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.

  2. Jarmulska, Barbara & Bandoni, Emil & Lang, Jan Hannes & Lo Duca, Marco & Perales, Cristian & Rusnák, Marek, 2022. "The analytical toolkit for the assessment of residential real estate vulnerabilities," Macroprudential Bulletin, European Central Bank, vol. 19.

    Cited by:

    1. John Muellbauer, 2024. "Housing and Macroprudential Policy," Economics Series Working Papers 1056, University of Oxford, Department of Economics.

  3. Lang, Jan Hannes & Behn, Markus & Jarmulska, Barbara & Lo Duca, Marco, 2022. "Real estate markets, financial stability and macroprudential policy," Macroprudential Bulletin, European Central Bank, vol. 19.

    Cited by:

    1. Salma Gallas & Houssam Bouzgarrou & Montassar Zayati, 2024. "Balancing financial stability and economic growth: a comprehensive analysis of macroprudential regulation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 1005-1033, December.

  4. Tereanu, Eugen & Behn, Markus & Lang, Jan Hannes & Lo Duca, Marco, 2022. "The transmission and effectiveness of macroprudential policies for residential real estate," Macroprudential Bulletin, European Central Bank, vol. 19.

    Cited by:

    1. Hempell, Hannah S. & Silva, Fatima & Scalone, Valerio & Cornacchia, Wanda & Di Virgilio, Domenica & Palligkinis, Spyros & Velez, Anatoli Segura & Borkó, Tamás & Espic, Aurélien & Garcia, Salomón & Hei, 2024. "Implications of higher inflation and interest rates for macroprudential policy stance," Occasional Paper Series 358, European Central Bank.
    2. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.

  5. Lang, Jan Hannes & Pirovano, Mara & Rusnák, Marek & Schwarz, Claudia, 2020. "Trends in residential real estate lending standards and implications for financial stability," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Du Caju, Philip & Périlleux, Guillaume & Rycx, François & Tojerow, Ilan, 2021. "A Bigger House at the Cost of an Empty Fridge? The Effect of Households' Indebtedness on Their Consumption: Micro-Evidence Using Belgian HFCS Data," GLO Discussion Paper Series 799, Global Labor Organization (GLO).
    2. Bertrand Garbinti & Pierre Lamarche & Fr d rique Savignac, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," Working papers 962, Banque de France.

  6. Lang, Jan Hannes & Forletta, Marco, 2019. "Bank capital-at-risk: measuring the impact of cyclical systemic risk on future bank losses," Macroprudential Bulletin, European Central Bank, vol. 9.

    Cited by:

    1. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
    2. Anastasiya Ivanova & Alona Shmygel & Ihor Lubchuk, 2021. "The Growth-at-Risk (GaR) Framework: Implication For Ukraine," IHEID Working Papers 10-2021, Economics Section, The Graduate Institute of International Studies.
    3. Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona, 2020. "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," Journal of Banking & Finance, Elsevier, vol. 120(C).

  7. Detken, Carsten & Fahr, Stephan & Lang, Jan Hannes, 2018. "Predicting the likelihood and severity of financial crises over the medium term with a cyclical systemic risk indicator," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    2. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
    3. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
    4. Erhart, Szilard, 2019. "Exposition, climax, denouement: Life-cycle evaluation of the recent financial crisis in the EU by linking the ESRB financial crisis database to the European Commission's Macroeconomic Imbalance Proced," ESRB Working Paper Series 102, European Systemic Risk Board.

  8. Lang, Jan Hannes & Welz, Peter, 2017. "Measuring Credit Gaps for Macroprudential Policy," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Gjergj Legisi, 2020. "Credit-to-GDP gap: Local versus foreign currency credit," IHEID Working Papers 13-2020, Economics Section, The Graduate Institute of International Studies.
    2. Frank Dierick & Francesco Mazzaferro, 2018. "The ESRB and macroprudential policy in the EU," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 131-140.
    3. 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.
    4. William Gatt, 2024. "Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 232-267, February.
    5. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
    6. Andreas Nastansky & Sarah Siris, 2024. "Risikoverbund zwischen Banken und Staaten: Eine empirische Analyse für den Euroraum," Statistische Diskussionsbeiträge 56, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät.
    7. Pirovano, Mara & Azzone, Michele, 2024. "Aim, focus, shoot. The choice of appropriate and effective macroprudential instruments," Working Paper Series 2979, European Central Bank.
    8. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
    9. Antonio Sánchez Serrano, 2018. "Financial stability consequences of the expected credit loss model in IFRS 9," Financial Stability Review, Banco de España, issue Spring.
    10. Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
    11. Uwe Vollmer, 2022. "Monetary policy or macroprudential policies: What can tame the cycles?," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1510-1538, December.

  9. Lang, J. H., 2016. "A bank-level early warning model and its uses in macroprudential policy," Macroprudential Bulletin, European Central Bank, vol. 1.

    Cited by:

    1. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.

  10. Grill, Michael & Lang, Jan Hannes & Smith, Jonathan, 2015. "The Impact of the Basel III Leverage Ratio on Risk-Taking and Bank Stability," Financial Stability Review, European Central Bank, vol. 2.

    Cited by:

    1. E Philip Davis & Dilruba Karim & Dennison Noel, 2019. "The Bank Capital-Competition-Risk Nexus - A Global Perspective," National Institute of Economic and Social Research (NIESR) Discussion Papers 500, National Institute of Economic and Social Research.
    2. E Philip Davis & Dilruba Karim & Dennison Noel, 2019. "Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data," National Institute of Economic and Social Research (NIESR) Discussion Papers 499, National Institute of Economic and Social Research.
    3. Marisa Basten & Antonio Sánchez Serrano, 2019. "European banks after the global financial crisis: a new landscape," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(1), pages 51-73, March.
    4. Gortner, Paul & Massenot, Baptiste, 2020. "Leverage and Bubbles: Experimental Evidence," SAFE Working Paper Series 239, Leibniz Institute for Financial Research SAFE, revised 2020.

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