Ilhyock Shim
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Kenneth N Kuttner & Ilhyock Shim, 2013.
"Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies,"
BIS Working Papers
433, Bank for International Settlements.
- Kuttner, Kenneth N. & Shim, Ilhyock, 2016. "Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies," Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
- Kenneth N. Kuttner & Ilhyock Shim, 2013. "Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies," NBER Working Papers 19723, National Bureau of Economic Research, Inc.
Mentioned in:
- Regulatory arbitrage in action: evidence from cross-border lending and macroprudential policy
by bankunderground in Bank Underground on 2015-11-19 13:30:56
- Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017.
"Redemption risk and cash hoarding by asset managers,"
BIS Working Papers
608, Bank for International Settlements.
- Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song, 2017. "Redemption risk and cash hoarding by asset managers," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 71-87.
Mentioned in:
- Liquidity Transformation and Open-end Funds
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-02-20 18:14:26
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020.
"Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic,"
BIS Bulletins
5, Bank for International Settlements.
Mentioned in:
- The Debt Dogs that Didn’t Bark
by Barry Eichengreen in Project Syndicate on 2020-12-11 16:56:37
- The Debt Dogs that Didn’t Bark
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020.
"Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic,"
BIS Bulletins
5, Bank for International Settlements.
Mentioned in:
Working papers
- Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2022.
"Macro-financial stability frameworks: experience and challenges,"
BIS Working Papers
1057, Bank for International Settlements.
- Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2023. "Macro-Financial Stability Frameworks: Experience and Challenges," World Scientific Book Chapters, in: Claudio Borio & Edward S Robinson & Hyun Song Shin (ed.), MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202, chapter 3, pages 2-49, World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Solikin M. Juhro, 2023. "Future Central Banking In Emerging Market Economies," Working Papers WP/01/2023, Bank Indonesia.
- Agénor, Pierre-Richard & Bayraktar, Nihal, 2023. "Capital requirements and growth in an open economy," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
- Claudio Borio & Marc Farag & Fabrizio Zampolli, 2023. "Tackling the fiscal policy-financial stability nexus," BIS Working Papers 1090, Bank for International Settlements.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022.
"Dollar beta and stock returns,"
BIS Working Papers
1000, Bank for International Settlements.
Cited by:
- Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023. "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, vol. 124(C).
- Bertaut, Carol & Bruno, Valentina & Shin, Hyun Song, 2024.
"Original Sin Redux: Role of Duration Risk,"
CEPR Discussion Papers
18757, C.E.P.R. Discussion Papers.
- Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2023. "Original sin redux: role of duration risk," BIS Working Papers 1109, Bank for International Settlements.
- Bruno Bonizzi & Annina Kaltenbrunner, 2024. "International financial subordination in the age of asset manager capitalism," Environment and Planning A, , vol. 56(2), pages 603-626, March.
- Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2023.
"Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint,"
Questioni di Economia e Finanza (Occasional Papers)
772, Bank of Italy, Economic Research and International Relations Area.
- Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint," Economics Letters, Elsevier, vol. 231(C).
- Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
- Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023. "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, vol. 120(C).
- Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert, 2023. "The nexus between oil and airline stock returns: Does time frequency matter?," Energy Economics, Elsevier, vol. 117(C).
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2022.
"Risk capacity, portfolio choice and exchange rates,"
BIS Working Papers
1031, Bank for International Settlements.
Cited by:
- Gaston Gelos & Pietro Patelli & Ilhyock Shim, 2024. "The US dollar and capital flows to EMEs," BIS Quarterly Review, Bank for International Settlements, September.
- Mert Onen & Hyun Song Shin & Goetz von Peter, 2023. "Overcoming original sin: insights from a new dataset," BIS Working Papers 1075, Bank for International Settlements.
- Daniel Rees, 2023. "Commodity prices and the US Dollar," BIS Working Papers 1083, Bank for International Settlements.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022. "Dollar beta and stock returns," Oxford Open Economics, Oxford University Press, vol. 1, pages 1-10.
- Kalemli-Özcan, Sebnem & Liu, Xiaoxi & Shim, Ilhyock, 2021.
"Exchange Rate Fluctuations and Firm Leverage,"
CEPR Discussion Papers
15948, C.E.P.R. Discussion Papers.
- Sebnem Kalemli-Ozcan & Xiaoxi Liu & Ilhyock Shim, 2021. "Exchange Rate Fluctuations and Firm Leverage," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 90-121, March.
- Ṣebnem Kalemli-Özcan & Ilhyock Shim & Xiaoxi Liu, 2021. "Exchange Rate Fluctuations and Firm Leverage," NBER Working Papers 28608, National Bureau of Economic Research, Inc.
- Mr. Ilhyock Shim & Sebnem Kalemli-Ozcan, 2020. "Exchange Rate Fluctuations and Firm Leverage," IMF Working Papers 2020/283, International Monetary Fund.
Cited by:
- Hale, Galina & Juvenal, Luciana, 2023. "External Balance Sheets and the COVID-19 Crisis," Journal of Banking & Finance, Elsevier, vol. 147(C).
- M. Ayhan Kose & Franziska Ohnsorge & Naotaka Sugawara, 2020.
"Benefits and Costs of Debt: The Dose Makes the Poison,"
Koç University-TUSIAD Economic Research Forum Working Papers
2006, Koc University-TUSIAD Economic Research Forum.
- Ohnsorge, Franziska & Kose, M. Ayhan & Sugawara, Naotaka, 2020. "Benefits and Costs of Debt: The Dose Makes the Poison," CEPR Discussion Papers 14439, C.E.P.R. Discussion Papers.
- Kose,Ayhan & Ohnsorge,Franziska Lieselotte & Sugawara,Naotaka, 2020. "Benefits and Costs of Debt : The Dose Makes the Poison," Policy Research Working Paper Series 9166, The World Bank.
- Cecchetti, Stephen G. & Narita, Machiko & Rawat, Umang & Sahay, Ratna, 2023. "Addressing Spillovers from Prolonged U.S. Monetary Policy Easing," Journal of Financial Stability, Elsevier, vol. 64(C).
- Beck, Thorsten & Bednarek, Peter & te Kaat, Daniel Marcel & von Westernhagen, Natalja, 2021. "Exchange rate depreciations and local business cycles: The role of bank loan supply," Discussion Papers 52/2021, Deutsche Bundesbank.
- Georgios Georgiadis & Gernot J. Müller & Ben Schumann, 2023.
"Global Risk and the Dollar,"
Discussion Papers of DIW Berlin
2057, DIW Berlin, German Institute for Economic Research.
- Müller, Gernot & Georgiadis, Georgios & Schumann, Ben, 2021. "Global Risk and the Dollar," CEPR Discussion Papers 16245, C.E.P.R. Discussion Papers.
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2024. "Global risk and the dollar," Journal of Monetary Economics, Elsevier, vol. 144(C).
- Georgiadis, Georgios & Müller, Gernot J. & Schumann, Ben, 2021. "Global risk and the dollar," Working Paper Series 2628, European Central Bank.
- Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan & Xu, Qi, 2021.
"Currency Volatility and Global Technological Innovation,"
CEPR Discussion Papers
16611, C.E.P.R. Discussion Papers.
- Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2022. "Currency volatility and global technological innovation," Journal of International Economics, Elsevier, vol. 137(C).
- Martijn A. Boermans & John D. Burger, 2020.
"Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor,"
Working Papers
676, DNB.
- Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
- Ariff, Mohamed & Zarei, Alireza & Bhatti, M. Ishaq, 2021. "Monitoring exchange rate instability in 12 selected Islamic economies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020.
"Emerging market economy exchange rates and local currency bond markets amid the Covid-19 pandemic,"
BIS Bulletins
5, Bank for International Settlements.
Cited by:
- Eric Alexander Sugandi, 2022. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 411-447, September.
- Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020. "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers) 589, Bank of Italy, Economic Research and International Relations Area.
- Kinateder, Harald & Campbell, Ross & Choudhury, Tonmoy, 2021. "Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets," Finance Research Letters, Elsevier, vol. 43(C).
- Ana Kristel Lapid & Rogelio Mercado & Peter Rosenkranz, 2023.
"Concentration in Asia's cross‐border banking: Determinants and impacts,"
Pacific Economic Review, Wiley Blackwell, vol. 28(2), pages 267-292, May.
- Ana Kristel Lapid & Rogelio Jr Mercado & Peter Rosenkranz, 2021. "Concentration in Asia s Cross-border Banking: Determinants and Impacts," Trinity Economics Papers tep0121, Trinity College Dublin, Department of Economics.
- Lapid , Ana Kristel & Mercado, Jr. , Rogelio & Rosenkranz, Peter, 2021. "Concentration in Asia’s Cross-Border Banking: Determinants and Impacts," ADB Economics Working Paper Series 636, Asian Development Bank.
- Park, Cyn-Young & Shin, Kwanho, 2021. "COVID-19, nonperforming loans, and cross-border bank lending," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Wenbo Wang & Hail Park, 2021. "How Vulnerable Are Financial Markets to COVID-19? A Comparative Study of the US and South Korea," Sustainability, MDPI, vol. 13(10), pages 1-18, May.
- Siklos, Pierre L. & Stefan, Martin, 2021.
"Exchange rate shocks in multicurrency interbank markets,"
Journal of Financial Stability, Elsevier, vol. 55(C).
- Pierre L. Siklos & Martin Stefan, 2021. "Exchange rate shocks in multicurrency interbank markets," CAMA Working Papers 2021-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pierre L. Siklos & Martin Stefan, 2020. "Exchange rate shocks in multicurrency interbank markets," CQE Working Papers 9220, Center for Quantitative Economics (CQE), University of Muenster.
- Egemen Eren & Philip Wooldridge, 2022. "The role of non-bank financial institutions in cross-border spillovers," BIS Papers, Bank for International Settlements, number 129.
- Padhan, Rakesh & Prabheesh, K.P., 2021. "The economics of COVID-19 pandemic: A survey," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 220-237.
- Anusha Chari & Karlye Dilts Stedman & Kristin Forbes, 2022.
"Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle,"
NBER Working Papers
29670, National Bureau of Economic Research, Inc.
- Chari, Anusha & Dilts Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," CEPR Discussion Papers 16889, C.E.P.R. Discussion Papers.
- Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle," Journal of International Economics, Elsevier, vol. 136(C).
- Anusha Chari & Karlye Dilts-Stedman & Kristin Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," NBER Chapters, in: NBER International Seminar on Macroeconomics 2021, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Kristin J. Forbes, 2021. "Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle," Research Working Paper RWP 21-16, Federal Reserve Bank of Kansas City.
- Takeshi Hoshikawa & Taiyo Yoshimi, 2021. "The Effect of the COVID‐19 Pandemic on South Korea's Stock Market and Exchange Rate," The Developing Economies, Institute of Developing Economies, vol. 59(2), pages 206-222, June.
- Rebucci, Alessandro & Hartley, Jonathan, 2020.
"An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies,"
CEPR Discussion Papers
14841, C.E.P.R. Discussion Papers.
- Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2020. "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," NBER Working Papers 27339, National Bureau of Economic Research, Inc.
- Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2022. "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 291-322, Emerald Group Publishing Limited.
- Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
- Mateane, Lebogang, 2020. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints 227484, ZBW - Leibniz Information Centre for Economics.
- John Beirne & Nuobu Renzhi & Eric Sugandi & Ulrich Volz, 2021. "COVID‐19, asset markets and capital flows," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 498-538, October.
- Pablo Gabriel Bortz & Nicole Toftum & Nicolás Hernán Zeolla, 2021. "Old Cycles and New Vulnerabilities: Financial Deregulation and the Argentine Crisis," Development and Change, International Institute of Social Studies, vol. 52(3), pages 598-626, May.
- Mert Onen & Hyun Song Shin & Goetz von Peter, 2023. "Overcoming original sin: insights from a new dataset," BIS Working Papers 1075, Bank for International Settlements.
- Gabor, Daniela, 2021. "The Liquidity and Sustainability Facility for African Sovereign Bonds: a good ECA/PIMCO idea whose time has come?," SocArXiv erku6, Center for Open Science.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023.
"Stress relief? Funding structures and resilience to the covid shock,"
Journal of Monetary Economics, Elsevier, vol. 137(C), pages 47-81.
- Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2023. "Stress Relief?: Funding Structures and Resilience to the Covid Shock," NBER Working Papers 31255, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2023. "Stress Relief? Funding Structures and Resilience to the Covid Shock," CEPR Discussion Papers 17852, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2022. "Stress relief? Funding structures and resilience to the Covid Shock," Bank of England working papers 1003, Bank of England.
- Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2023. "Stress Relief? Funding Structures and Resilience to the Covid Shock," Staff Working Papers 23-7, Bank of Canada.
- Ferry Syarifuddin & Maman Setiawan, 2021. "Capital Flow Amid The Covid-19 Pandemic: Cross-Country Contagion Effect Among Asean5 And Projection Of The Impacts For The Indonesian Economy," Working Papers WP/08/2021, Bank Indonesia.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2022.
"Yet it Endures: The Persistence of Original Sin,"
Growth Lab Working Papers
200, Harvard's Growth Lab.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2022. "Yet it Endures: The Persistence of Original Sin," CID Working Papers 420, Center for International Development at Harvard University.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2023. "Yet it Endures: The Persistence of Original Sin," Open Economies Review, Springer, vol. 34(1), pages 1-42, February.
- Eichengreen, Barry & Hausmann, Ricardo & Panizza, Ugo, 2022. "Yet it Endures: The Persistence of Original Sin," CEPR Discussion Papers 17691, C.E.P.R. Discussion Papers.
- Barry Eichengreen & Ricardo Hausmann & Ugo Panizza, 2022. "Yet it Endures The Persistence of Original Sin," IHEID Working Papers 28-2022, Economics Section, The Graduate Institute of International Studies.
- Janus, Jakub, 2021. "The COVID-19 shock and long-term interest rates in emerging market economies," Finance Research Letters, Elsevier, vol. 43(C).
- Jon Frost & Hiro Ito & René van Stralen, 2020.
"The effectiveness of macroprudential policies and capital controls against volatile capital inflows,"
Working Papers
686, DNB.
- Jon Frost & Hiro Ito & René van Stralen, 2020. "The effectiveness of macroprudential policies and capital controls against volatile capital inflows," BIS Working Papers 867, Bank for International Settlements.
- Central Bank of Malaysia, 2022. "Monetary and fiscal policy interactions in the wake of the pandemic," BIS Papers chapters, in: Bank for International Settlements (ed.), The monetary-fiscal policy nexus in the wake of the pandemic, volume 122, pages 187-194, Bank for International Settlements.
- Hanif, Waqas & Mensi, Walid & Vo, Xuan Vinh & BenSaïda, Ahmed & Hernandez, Jose Arreola & Kang, Sang Hoon, 2023. "Dependence and risk management of portfolios of metals and agricultural commodity futures," Resources Policy, Elsevier, vol. 82(C).
- Stefan Avdjiev & Patrick McGuire & Goetz von Peter, 2020. "International dimensions of EME corporate debt," BIS Quarterly Review, Bank for International Settlements, June.
- Sugandi, Eric Alexander, 2020. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the Covid-19 Pandemic," ADBI Working Papers 1198, Asian Development Bank Institute.
- Martijn A. Boermans & John D. Burger, 2020.
"Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor,"
Working Papers
676, DNB.
- Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
- Yushi Chen & Ulrich Volz, 2022. "Scaling up sustainable investment through blockchain‐based project bonds," Development Policy Review, Overseas Development Institute, vol. 40(3), May.
- Yavuz Arslan & Mathias Drehmann & Boris Hofmann, 2020. "Central bank bond purchases in emerging market economies," BIS Bulletins 20, Bank for International Settlements.
- Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Bampi, Rodrigo E. & Colombo, Jefferson A., 2021. "Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 431-451.
- Beirne, John Beirne & Renzhi, Nuobu & Sugandi, Eric Alexander & Volz, Ulrich, 2020. "Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic," ADBI Working Papers 1158, Asian Development Bank Institute.
- Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
- Iñaki Aldasoro & Torsten Ehlers & Patrick McGuire & Goetz von Peter, 2020. "Global banks' dollar funding needs and central bank swap lines," BIS Bulletins 27, Bank for International Settlements.
- Hari Venkatesh & Gourishankar S. Hiremath, 2021. "The resurgence of currency mismatches: Emerging market economies are not out of the woods yet?," International Economics and Economic Policy, Springer, vol. 18(4), pages 721-742, October.
- Sanjay Kumar Rout & Hrushikesh Mallick, 2022. "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 697-734, December.
- Marianne, Ojo, 2020. "Evaluating and mitigating the effects of the Covid 19 pandemic," MPRA Paper 99776, University Library of Munich, Germany.
- Costas Lapavitsas & Aylin Soydan, 2020. "Financialisation in developing countries: Approaches, concepts, and metrics," Working Papers 240, Department of Economics, SOAS University of London, UK.
- Yasin Kürsat Önder & Enes Sunel, 2021. "Default of Depreciate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1023, Ghent University, Faculty of Economics and Business Administration.
- Hiroya Tanaka & Keiichi Hori & Akihisa Shibata, 2024. "Search-for-Yield and Home Bias under Quantitative Easing," KIER Working Papers 1106, Kyoto University, Institute of Economic Research.
- Peter Hördahl & Ilhyock Shim, 2020.
"EME bond portfolio flows and long-term interest rates during the Covid-19 pandemic,"
BIS Bulletins
18, Bank for International Settlements.
Cited by:
- Eric Alexander Sugandi, 2022. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(3), pages 411-447, September.
- Daniela Gabor, 2021. "The Wall Street Consensus," Development and Change, International Institute of Social Studies, vol. 52(3), pages 429-459, May.
- Enrique Alberola-Ila & Yavuz Arslan & Gong Cheng & Richhild Moessner, 2020. "The fiscal response to the Covid-19 crisis in advanced and emerging market economies," BIS Bulletins 23, Bank for International Settlements.
- Egemen Eren & Philip Wooldridge, 2022. "The role of non-bank financial institutions in cross-border spillovers," BIS Papers, Bank for International Settlements, number 129.
- Carlos Cantú & Paolo Cavallino & Fiorella De Fiore & James Yetman, 2021. "A global database on central banks' monetary responses to Covid-19," BIS Working Papers 934, Bank for International Settlements.
- Gabor, Daniela, 2020. "The Wall Street Consensus," SocArXiv wab8m, Center for Open Science.
- Ewa Dziwok & Marta A. Karaś, 2021. "Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets," Risks, MDPI, vol. 9(7), pages 1-29, July.
- John Beirne & Nuobu Renzhi & Eric Sugandi & Ulrich Volz, 2021. "COVID‐19, asset markets and capital flows," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 498-538, October.
- Mert Onen & Hyun Song Shin & Goetz von Peter, 2023. "Overcoming original sin: insights from a new dataset," BIS Working Papers 1075, Bank for International Settlements.
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
- Ferry Syarifuddin & Maman Setiawan, 2021. "Capital Flow Amid The Covid-19 Pandemic: Cross-Country Contagion Effect Among Asean5 And Projection Of The Impacts For The Indonesian Economy," Working Papers WP/08/2021, Bank Indonesia.
- Boris Hofmann & Nikhil Patel & Steve Pak Yeung Wu, 2022. "Original sin redux: a model-based evaluation," BIS Working Papers 1004, Bank for International Settlements.
- Christensen, Jens H.E. & Fischer, Eric & Shultz, Patrick J., 2021. "Bond flows and liquidity: Do foreigners matter?," Journal of International Money and Finance, Elsevier, vol. 117(C).
- Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2023.
"Macro-Financial Stability Frameworks: Experience and Challenges,"
World Scientific Book Chapters, in: Claudio Borio & Edward S Robinson & Hyun Song Shin (ed.), MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202, chapter 3, pages 2-49,
World Scientific Publishing Co. Pte. Ltd..
- Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2022. "Macro-financial stability frameworks: experience and challenges," BIS Working Papers 1057, Bank for International Settlements.
- Peter A.G. van Bergeijk, 2021. "Pandemic Economics," Books, Edward Elgar Publishing, number 20401.
- Stefan Avdjiev & Patrick McGuire & Goetz von Peter, 2020. "International dimensions of EME corporate debt," BIS Quarterly Review, Bank for International Settlements, June.
- Sugandi, Eric Alexander, 2020. "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the Covid-19 Pandemic," ADBI Working Papers 1198, Asian Development Bank Institute.
- Davis, J. Scott & Zlate, Andrei, 2023.
"The global financial cycle and capital flows during the COVID-19 pandemic,"
European Economic Review, Elsevier, vol. 156(C).
- J. Scott Davis & Andrei Zlate, 2022. "The Global Financial Cycle and Capital Flows During the COVID-19 Pandemic," Globalization Institute Working Papers 416, Federal Reserve Bank of Dallas, revised 11 Nov 2022.
- Beirne, John Beirne & Renzhi, Nuobu & Sugandi, Eric Alexander & Volz, Ulrich, 2020. "Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic," ADBI Working Papers 1158, Asian Development Bank Institute.
- Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2020. "The Expansion of Corporate Bond Markets in East Asia and Latin America," Documentos de Trabajo 18594, The Latin American and Caribbean Economic Association (LACEA).
- Enrique Alberola & Yavuz Arslan & Gong Cheng & Richhild Moessner, 2021. "Fiscal response to the COVID‐19 crisis in advanced and emerging market economies†," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 459-468, October.
- Egemen Eren & Philip Wooldridge, 2021. "Non-bank financial institutions and the functioning of government bond markets," BIS Papers, Bank for International Settlements, number 119.
- Sanjay Kumar Rout & Hrushikesh Mallick, 2022. "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 697-734, December.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019.
"Bond risk premia and the exchange rate,"
BIS Working Papers
775, Bank for International Settlements.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Bond Risk Premia and The Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
Cited by:
- Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022.
"Exchange Rates and Sovereign Risk,"
Management Science, INFORMS, vol. 68(8), pages 5591-5617, August.
- Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021. "Exchange Rates and Sovereign Risk," CEPR Discussion Papers 16058, C.E.P.R. Discussion Papers.
- Julián Caballero & Christian Upper, 2023. "What happens to EMEs when US yields go up?," BIS Working Papers 1081, Bank for International Settlements.
- Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024.
"UIP deviations: Insights from event studies,"
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"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
CEPR Discussion Papers
16203, C.E.P.R. Discussion Papers.
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"Macroprudential policies, economic growth and banking crises,"
Emerging Markets Review, Elsevier, vol. 53(C).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," LIDAM Reprints LFIN 2022013, Université catholique de Louvain, Louvain Finance (LFIN).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential Policies, Economic Growth and Banking Crises," LIDAM Discussion Papers LFIN 2022010, Université catholique de Louvain, Louvain Finance (LFIN).
- Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2020. "Macroprudential Policies, Economic Growth, and Banking Crises," IMF Working Papers 2020/065, International Monetary Fund.
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"The impact of macroprudential policies on capital flows in CESEE,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1405-1438, September.
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123, European Systemic Risk Board.
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"Macroprudential regulations and bank profit efficiency: international evidence,"
Journal of Regulatory Economics, Springer, vol. 59(2), pages 136-160, April.
- Chrysovalantis Gaganis & Emilios Galariotis & Fotios Pasiouras & Christos Staikouras, 2021. "Macroprudential regulations and bank profit efficiency: international evidence," Post-Print hal-03101692, HAL.
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- Kim, Soyoung & Mehrotra, Aaron, 2022. "Examining macroprudential policy and its macroeconomic effects – Some new evidence," Journal of International Money and Finance, Elsevier, vol. 128(C).
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"Banks' leverage in foreign exchange derivatives in times of crisis: A tale of two countries,"
Emerging Markets Review, Elsevier, vol. 55(C).
- Iader Giraldo & Carlos Giraldo & José E. Gomez-Gonzalez & Jorge Mario Uribe, 2022. "Banks’ Leverage in Foreign Exchange Derivatives in Times of Crises: A Tale of Two Countries," Documentos de trabajo 20541, FLAR.
- Emna Trabelsi, 2022.
"Macroprudential Transparency and Price Stability in Emerging and Developing Countries,"
Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(1), pages 105-129.
- Emna Trabelsi, 2021. "Macroprudential Transparency And Price Stability In Emerging And Developing Countries," Post-Print hal-03566224, HAL.
- Ms. Juliana Dutra Araujo & Manasa Patnam & Ms. Adina Popescu & Mr. Fabian Valencia & Weijia Yao, 2020. "Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates," IMF Working Papers 2020/067, International Monetary Fund.
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"Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 186-201, March.
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- Freixas, Xavier & Perez-Reyna, David, 2021. "Optimal macroprudential policy and rational bubbles," Journal of Financial Intermediation, Elsevier, vol. 46(C).
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"The transmission of macroprudential policy in the tails: evidence from a narrative approach,"
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- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
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- Tongshuai Qiao & Liyan Han, 2023. "COVID‐19 and tail risk contagion across commodity futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(2), pages 242-272, February.
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"Credit, capital and crises: a GDP-at-Risk approach,"
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- Elien Meuleman & Rudi Vander Vennet, 2022.
"Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk,"
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- Ayşegül Ladin SÜMER, 2021. "Evaluation of the methodological relationship between real business cycle model and macroprudential policy," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(628), A), pages 57-64, Autumn.
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19/971, Ghent University, Faculty of Economics and Business Administration.
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- Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc, 2024.
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"In the face of spillovers: Prudential policies in emerging economies,"
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- Kim, Jihae & Kim, Soyoung & Mehrotra, Aaron, 2019. "Macroprudential policy in Asia," Journal of Asian Economics, Elsevier, vol. 65(C).
- Grégory LEVIEUGE & Jose David GARCIA REVELO, 2020.
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"Early warning indicators of banking crises: expanding the family,"
BIS Quarterly Review, Bank for International Settlements, March.
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"Nonfinancial debt and economic growth in euro-area countries,"
Working Papers del Instituto Complutense de Estudios Internacionales
1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
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"Firms’ and households’ investment in Italy: the role of credit constraints and other macro factors,"
Temi di discussione (Economic working papers)
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"Does household borrowing reduce the trade balance? Evidence from developing and developed countries,"
GRU Working Paper Series
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"Accounting for debt service: The painful legacy of credit booms,"
Bank of Finland Research Discussion Papers
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"The role of household debt heterogeneity on consumption: Evidence from Japanese household data,"
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"Re-examining the debt-growth nexus: A grouped fixed-effect approach,"
Documentos de Trabajo del ICAE
2019-21, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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"Bank credit and economic growth: A dynamic threshold panel model for ASEAN countries,"
International Economics, Elsevier, vol. 170(C), pages 115-128.
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- Sy-Hoa Ho & Jamel Saadaoui, 2021. "Bank credit and economic growth: a dynamic threshold panel model for ASEAN countries," Working Papers of BETA 2021-24, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Sy-Hoa Ho & Jamel Saadaoui, 2021. "Bank credit and economic growth : a dynamic threshold panel model for ASEAN countries," Post-Print hal-03299635, HAL.
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"Going with the flows: New borrowing, debt service and the transmission of credit booms,"
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"Is rural household debt sustainable in a financially included region? Evidence from three districts of Kerala, India,"
Oxford Development Studies, Taylor & Francis Journals, vol. 50(4), pages 389-405, October.
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"Redemption risk and cash hoarding by asset managers,"
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"Toward a macroprudential regulatory framework for mutual funds,"
LIDAM Discussion Papers LFIN
2020008, Université catholique de Louvain, Louvain Finance (LFIN).
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- Christos Argyropoulos & Bertrand Candelon & Jean-Baptiste Hasse & Ekaterini Panopoulou, 2020. "Toward a Macroprudential Regulatory Framework for Mutual Funds," GRU Working Paper Series GRU_2020_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
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"Burned by leverage? Flows and fragility in bond mutual funds,"
Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
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"Bank runs, portfolio choice, and liquidity provision,"
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- L. Deidda & E. Panetti, 2024. "Bank Recovery and Resolution Planning, Liquidity Management and Fragility," Working Paper CRENoS 202420, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
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"Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?,"
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"Swing Pricing and Fragility in Open-End Mutual Funds,"
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"Non-bank financial intermediaries and financial stability,"
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"Original Sin Redux: Role of Duration Risk,"
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"Changes in the global investor base and the stability of portfolio flows to emerging markets,"
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"Open-ended bond funds: systemic risks and policy implications,"
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"Exchange Rates and Monetary Spillovers,"
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"Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates,"
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"Global and Domestic Financial Cycles: Variations on a Theme,"
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"Does exchange rate depreciation have contractionary effects on firm-level investment?,"
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"International financial flows and the risk-taking channel,"
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"The dollar exchange rate as a global risk factor: evidence from investment,"
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"Global Liquidity and Impairment of Local Monetary Policy,"
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"Exchange Rates, Foreign Currency Exposure and Sovereign Risk,"
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- Michael Chui & Anamaria Illes & Christian Upper, 2018. "Mortgages, developers and property prices," BIS Quarterly Review, Bank for International Settlements, March.
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"The risk-taking channel of international financial flows,"
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- Philip Turner, 2016. "External shocks, the exchange rate and macroprudential policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 57-62, Bank for International Settlements.
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- Hakan Kara, 2016. "Turkey's experience with macroprudential policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 123-139, Bank for International Settlements.
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"Monetary facts revisited,"
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- Benedicte Vibe Christensen, 2016. "Challenges of low commodity prices for Africa," BIS Papers, Bank for International Settlements, number 87.
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- Enisse Kharroubi & Fabrizio Zampolli, 2016. "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 193-205, Bank for International Settlements.
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- Wang, Teng, 2021. "Local banks and the effects of oil price shocks," Journal of Banking & Finance, Elsevier, vol. 125(C).
- Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023.
"Burned by leverage? Flows and fragility in bond mutual funds,"
Journal of Empirical Finance, Elsevier, vol. 72(C), pages 354-380.
- Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2020. "Burned by leverage? Flows and fragility in bond mutual funds," Working Paper Series 2413, European Central Bank.
- Hoggarth, Glen & Jung, Carsten & Reinhardt, Dennis, 2016. "Capital inflows — the good, the bad and the bubbly," Bank of England Financial Stability Papers 40, Bank of England.
- Valentina Bruno & Hyun Song Shin, 2017.
"Global Dollar Credit and Carry Trades: A Firm-Level Analysis,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 703-749.
- Valentina Bruno & Hyun Song Shin, 2015. "Global dollar credit and carry trades: a firm-level analysis," BIS Working Papers 510, Bank for International Settlements.
- Guillaume Plantin & Hyun Song Shin, 2018.
"Exchange Rates and Monetary Spillovers,"
SciencePo Working papers Main
hal-03391932, HAL.
- Guillaume Plantin & Hyun Song Shin, 2016. "Exchange Rates and Monetary Spillovers," Working Papers hal-03393218, HAL.
- Guillaume Plantin & Hyun Song Shin, 2018. "Exchange Rates and Monetary Spillovers," Post-Print hal-03391932, HAL.
- Plantin, Guillaume & Shin, Hyun Song, 2018. "Exchange rates and monetary spillovers," Theoretical Economics, Econometric Society, vol. 13(2), May.
- Guillaume Plantin & Hyun Song Shin, 2016. "Exchange Rates and Monetary Spillovers," SciencePo Working papers Main hal-03393218, HAL.
- Guillaume Plantin & Hyun Song Shin, 2016. "Exchange rates and monetary spillovers," BIS Working Papers 537, Bank for International Settlements.
- Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017.
"Redemption risk and cash hoarding by asset managers,"
BIS Working Papers
608, Bank for International Settlements.
- Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song, 2017. "Redemption risk and cash hoarding by asset managers," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 71-87.
- Stephen Morris & Hyun Song Shin, 2016. "Illiquidity Component Of Credit Risk – The 2015 Lawrence R. Klein Lecture," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(4), pages 1135-1148, November.
- Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
- Nicola Branzoli & Giovanni Guazzarotti, 2017. "Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds," Temi di discussione (Economic working papers) 1113, Bank of Italy, Economic Research and International Relations Area.
- Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020.
"Debt De-risking,"
BIS Working Papers
868, Bank for International Settlements.
- Parise, Gianpaolo & Cutura, Jannic & Schrimpf, Paul, 2020. "Debt De-risking," CEPR Discussion Papers 14817, C.E.P.R. Discussion Papers.
- Adrian, Tobias & Vogt, Erik & Stackman, Daniel, 2019.
"Global Price of Risk and Stabilization Policies,"
CEPR Discussion Papers
13435, C.E.P.R. Discussion Papers.
- Tobias Adrian & Daniel Stackman & Erik Vogt, 2019. "Global Price of Risk and Stabilization Policies," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 215-260, March.
- Tobias Adrian & Daniel Stackman & Erik Vogt, 2016. "Global price of risk and stabilization policies," Staff Reports 786, Federal Reserve Bank of New York.
- Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2024. "Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021.
"How ETFs amplify the global financial cycle in emerging markets,"
Working Papers
57, Red Nacional de Investigadores en Economía (RedNIE).
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams & Itay Goldstein, 2023. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers 140, Harvard's Growth Lab.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo 16200, The Latin American and Caribbean Economic Association (LACEA).
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
- Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
- Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
- Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015.
"International Asset Allocations and Capital Flows: The Benchmark Effect,"
Working Papers
042015, Hong Kong Institute for Monetary Research.
- Claudio Raddatz & Sergio Luis Schmukler & Tomas Williams, 2017. "International Asset Allocations and Capital Flows: The Benchmark Effect," Mo.Fi.R. Working Papers 141, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014. "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series 6866, The World Bank.
- Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017. "International asset allocations and capital flows: The benchmark effect," Journal of International Economics, Elsevier, vol. 108(C), pages 413-430.
- Tomas Williams & Claudio Raddatz & Sergio L. Schmukler, 2017. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 2017-10, The George Washington University, Institute for International Economic Policy.
- Joseph E Gagnon & Philip Turner, 2019. "Monetary and Exchange Rate Policies for Sustained Growth in Asia," National Institute of Economic and Social Research (NIESR) Discussion Papers 497, National Institute of Economic and Social Research.
- Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020. "Cross-border commercial real estate investment in Asia-Pacific," BIS Quarterly Review, Bank for International Settlements, September.
- Bertaut, Carol & Bruno, Valentina & Shin, Hyun Song, 2024.
"Original Sin Redux: Role of Duration Risk,"
CEPR Discussion Papers
18757, C.E.P.R. Discussion Papers.
- Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2023. "Original sin redux: role of duration risk," BIS Working Papers 1109, Bank for International Settlements.
- Michael Chui & Emese Kuruc & Philip Turner, 2016. "A new dimension to currency mismatches in the emerging markets - non-financial companies," BIS Working Papers 550, Bank for International Settlements.
- Stephen Morris & Hyun Song Shin, 2016. "Illiquidity Component of Credit Risk," Working Papers 081_2016, Princeton University, Department of Economics, Econometric Research Program..
- Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2016. "Sovereign yields and the risk-taking channel of currency appreciation," BIS Working Papers 538, Bank for International Settlements.
- Aizenman, Joshua & Jinjarak, Yothin & Zheng, Huanhuan, 2016. "Measuring Systemic Risk Contribution of International Mutual Funds," ADBI Working Papers 594, Asian Development Bank Institute.
- Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023. "Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales," Working Paper Series 2825, European Central Bank.
- Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017.
"The Hunt for Duration: Not Waving but Drowning?,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 113-153, April.
- Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2015. "The hunt for duration: not waving but drowning?," BIS Working Papers 519, Bank for International Settlements.
- Dirk W.G.A. Broeders & Damiaan H.J. Chen & Peter A. Minderhoud & C.J. Willem Schudel, 2021. "Pension Funds' Herding," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 285-330, March.
- Madhusudan Mohanty, 2015. "What do new forms of finance mean for EM central banks? - An Overview," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 1-8, Bank for International Settlements.
- Robin Koepke & Simon Paetzold, 2024. "Capital flow data—A guide for empirical analysis and real‐time tracking," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 311-331, January.
- Timmer, Yannick, 2018.
"Cyclical investment behavior across financial institutions,"
ESRB Working Paper Series
77, European Systemic Risk Board.
- Timmer, Yannick, 2017. "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers 12747, Centre for European Policy Studies.
- Timmer, Yannick, 2018. "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, vol. 129(2), pages 268-286.
- Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018. "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, vol. 35(C), pages 172-191.
- Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," Discussion Papers 08/2016, Deutsche Bundesbank.
- Eli M Remolona & Ilhyock Shim, 2015. "The rise of regional banking in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, September.
- Milan Szabo, 2023. "Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers," Working Papers 2023/5, Czech National Bank.
- Jhuvesh Sobrun & Philip Turner, 2015. "Bond markets and monetary policy dilemmas for the emerging markets," BIS Working Papers 508, Bank for International Settlements.
- Miss Yinqiu Lu & Dmitry Yakovlev, 2018. "Instruments, Investor Base, and Recent Developments in the Malaysian Government Bond Market," IMF Working Papers 2018/095, International Monetary Fund.
- Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," ESRB Working Paper Series 18, European Systemic Risk Board.
- Braun-Munzinger, Karen & Liu, Zijun & Turrell, Arthur, 2016. "An agent-based model of dynamics in corporate bond trading," Bank of England working papers 592, Bank of England.
- 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.).
- Pornpinun Chantapacdepong & Ilhyock Shim, 2014.
"Correlations across Asia-Pacific bond markets and the impact of capital flow measures,"
BIS Working Papers
472, Bank for International Settlements.
Cited by:
- Zhang, Longmei & Zoli, Edda, 2016. "Leaning against the wind: Macroprudential policy in Asia," Journal of Asian Economics, Elsevier, vol. 42(C), pages 33-52.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015. "Effectiveness of macroprudential and capital flow measures in Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 185-192, Bank for International Settlements.
- Bijsterbosch, Martin & Falagiarda, Matteo & Pasricha, Gurnain & Aizenman, Joshua, 2015.
"Domestic and multilateral effects of capital controls in emerging markets,"
Working Paper Series
1844, European Central Bank.
- Pasricha, Gurnain Kaur & Falagiarda, Matteo & Bijsterbosch, Martin & Aizenman, Joshua, 2018. "Domestic and multilateral effects of capital controls in emerging markets," Journal of International Economics, Elsevier, vol. 115(C), pages 48-58.
- Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," Staff Working Papers 15-37, Bank of Canada.
- Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," NBER Working Papers 20822, National Bureau of Economic Research, Inc.
- Kim, Kyungmin & Lee, Joo Yong, 2017. "Estimating the effects of FX-related macroprudential policies in Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 23-48.
- Saiki, Ayako & Chantapacdepong, Pornpinun & Volz, Ulrich, 2016. "Dealing with Quantitative Easing Spillovers in East Asia: The Role of Institutions and Macroprudential Policy," ADBI Working Papers 604, Asian Development Bank Institute.
- Stephanie Guichard, 2017. "10 Years after the Global Financial Crisis: What Have We Learnt About International Capital Flows?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-30, October.
- Kumar Debasis Dutta & Mallika Saha, 2021. "Nexus of governance, macroprudential policy and financial risk: cross-country evidence," Economic Change and Restructuring, Springer, vol. 54(4), pages 1253-1298, November.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015.
"Comparative assessment of macroprudential policies,"
BIS Working Papers
502, Bank for International Settlements.
- Bruno, Valentina & Shim, Ilhyock & Shin, Hyun Song, 2017. "Comparative assessment of macroprudential policies," Journal of Financial Stability, Elsevier, vol. 28(C), pages 183-202.
- Eli M Remolona & Ilhyock Shim, 2015. "The rise of regional banking in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, September.
- Adams-Kane, Jonathon & Lopez, Claude & Wilhelmus, Jakob, 2016. "2016 Global Opportunity Index," MPRA Paper 73720, University Library of Munich, Germany.
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018.
"The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies,"
Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016. "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers 16-38, Bank of Canada.
- Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016. "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 66-76.
- Kenneth N Kuttner & Ilhyock Shim, 2013.
"Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies,"
BIS Working Papers
433, Bank for International Settlements.
- Kuttner, Kenneth N. & Shim, Ilhyock, 2016. "Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies," Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
- Kenneth N. Kuttner & Ilhyock Shim, 2013. "Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies," NBER Working Papers 19723, National Bureau of Economic Research, Inc.
Cited by:
- Altunbas, Yener & Binici, Mahir & Gambacorta, Leonardo, 2018.
"Macroprudential policy and bank risk,"
Journal of International Money and Finance, Elsevier, vol. 81(C), pages 203-220.
- Gambacorta, Leonardo & Altunbas, Yener & Binici, Mahir, 2017. "Macroprudential policy and bank risk," CEPR Discussion Papers 12138, C.E.P.R. Discussion Papers.
- Yener Altunbas & Mahir Binici & Leonardo Gambacorta, 2017. "Macroprudential policy and bank risk," BIS Working Papers 646, Bank for International Settlements.
- Mokas, Dimitris & Giuliodori, Massimo, 2023. "Effects of LTV announcements in EU economies," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Tillmann, Peter, 2015. "Estimating the effects of macroprudential policy shocks: A Qual VAR approach," Economics Letters, Elsevier, vol. 135(C), pages 1-4.
- Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
- Zhong, Changbiao & Xie, Lijuan & Shi, Yu & Xu, Xiangyun, 2023. "Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 51-62.
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.
- Eugenio Cerutti & Ricardo Correa & Elisabetta Fiorentino & Esther Segalla, 2016.
"Changes in Prudential Policy Instruments ---- A New Cross-Country Database,"
International Finance Discussion Papers
1169, Board of Governors of the Federal Reserve System (U.S.).
- Mr. Eugenio M Cerutti & Mr. Ricardo Correa & Elisabetta Fiorentino & Esther Segalla, 2016. "Changes in Prudential Policy Instruments — A New Cross-Country Database," IMF Working Papers 2016/110, International Monetary Fund.
- Eugenio Cerutti & Ricardo Correa & Elisabetta Fiorentino & Esther Segalla, 2017. "Changes in Prudential Policy Instruments - A New Cross-Country Database," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 477-503, March.
- Soyoung Kim & Aaron Mehrotra, 2018. "Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 967-992, August.
- Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018. "Taming the Tide of Capital Flows: A Policy Guide," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262037165, April.
- Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022.
"Macroprudential policies, economic growth and banking crises,"
Emerging Markets Review, Elsevier, vol. 53(C).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," LIDAM Reprints LFIN 2022013, Université catholique de Louvain, Louvain Finance (LFIN).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential Policies, Economic Growth and Banking Crises," LIDAM Discussion Papers LFIN 2022010, Université catholique de Louvain, Louvain Finance (LFIN).
- Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2020. "Macroprudential Policies, Economic Growth, and Banking Crises," IMF Working Papers 2020/065, International Monetary Fund.
- Chantapacdepong, Pornpinun & Shim, Ilhyock, 2015. "Correlations across Asia-Pacific bond markets and the impact of capital flow management measures," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 71-101.
- Kim, Sooji & Plosser, Matthew C. & Santos, João A.C., 2018.
"Macroprudential policy and the revolving door of risk: Lessons from leveraged lending guidance,"
Journal of Financial Intermediation, Elsevier, vol. 34(C), pages 17-31.
- Sooji Kim & Matthew Plosser & João A. C. Santos, 2017. "Macroprudential policy and the revolving door of risk: lessons from leveraged lending guidance," Staff Reports 815, Federal Reserve Bank of New York.
- Ragnar Nymoen & Kari Pedersen & Jon Ivar Sjåberg, 2019. "Estimation of Effects of Recent Macroprudential Policies in a Sample of Advanced Open Economies," IJFS, MDPI, vol. 7(2), pages 1-20, May.
- 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.
- Katharina Bergant & Francesco Grigoli & Niels‐Jakob Hansen & Damiano Sandri, 2024.
"Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1405-1438, September.
- Sandri, Damiano & Bergant, Katharina & Grigoli, Francesco & Hansen, Niels-Jakob, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," CEPR Discussion Papers 14948, C.E.P.R. Discussion Papers.
- Katharina Bergant & Mr. Francesco Grigoli & Mr. Niels-Jakob H Hansen & Mr. Damiano Sandri, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," IMF Working Papers 2020/106, International Monetary Fund.
- Härdle, Wolfgang Karl & Schulz, Rainer & Xie, Taojun, 2019. "Cooling Measures and Housing Wealth: Evidence from Singapore," IRTG 1792 Discussion Papers 2019-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Bontemps, Christian & Cherbonnier, Frédéric & Magnac, Thierry, 2023. "Reducing transaction taxes on housing in highly regulated economies”," TSE Working Papers 23-1486, Toulouse School of Economics (TSE).
- Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
- Kelly, Robert & McCann, Fergal & O’Toole, Conor, 2018.
"Credit conditions, macroprudential policy and house prices,"
Journal of Housing Economics, Elsevier, vol. 41(C), pages 153-167.
- Kelly, Robert & McCann, Fergal & O'Toole, Conor, 2017. "Credit conditions, macroprudential policy and house prices," ESRB Working Paper Series 36, European Systemic Risk Board.
- Kelly, Robert & McCann, Fergal & O'Toole, Conor, 2015. "Credit conditions, macroprudential policy and house prices," Research Technical Papers 06/RT/15, Central Bank of Ireland.
- Danilo Liberati & Valerio Vacca, 2016. "With (more than) a little help from my bank. Loan-to-value ratios and access to mortgages in Italy," Questioni di Economia e Finanza (Occasional Papers) 315, Bank of Italy, Economic Research and International Relations Area.
- Ashley Dunstan & Hayden Skilling, 2015. "Commercial property and financial stability," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 78, pages 1-10, March.
- Jason Allen & Timothy Grieder & Tom Roberts & Brian Peterson, 2017.
"The impact of macroprudential housing finance tools in Canada,"
BIS Working Papers
632, Bank for International Settlements.
- Allen, Jason & Grieder, Timothy & Peterson, Brian & Roberts, Tom, 2020. "The impact of macroprudential housing finance tools in canada," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Petr Polak & Lubos Komarek, 2020. "Mortgage loan regulation instruments around the world," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2020, pages 13-19, Czech National Bank.
- Jose David GARCIA REVELO & Yannick LUCOTTE & Florian PRADINES-JOBET, 2019. "Macroprudential and Monetary Policies : The Need to Dance the Tango in Harmony," LEO Working Papers / DR LEO 2691, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Aida Caldera Sánchez & Morten Rasmussen & Oliver Röhn, 2015.
"Economic resilience: what role for policies?,"
OECD Economics Department Working Papers
1251, OECD Publishing.
- Aida Caldera Sánchez & Morten Rasmussen & Oliver Röhn, 2016. "Economic Resilience: What Role for Policies?," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-44, June.
- Hartmann, Philipp, 2015.
"Real estate markets and macroprudential policy in Europe,"
Working Paper Series
1796, European Central Bank.
- Philipp Hartmann, 2015. "Real Estate Markets and Macroprudential Policy in Europe," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 69-80, March.
- Jérôme Vandenbussche & Piyabha Kongsamut & Dilyana Dimova, 2018. "Macroprudential Policy Effectiveness: Lessons from Southeastern Europe," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(9), pages 60-102, May.
- Ka Kei Chan & E. Philip Davis & Dilruba Karim, 2024. "Macroprudential policy, bank competition and bank risk in East Asia," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 326-358, September.
- Kronick, Jeremy, 2015. "Do Loan-to-Value Ratio Regulation Changes Affect Canadian Mortgage Credit?," MPRA Paper 73671, University Library of Munich, Germany.
- Ms. Aleksandra Zdzienicka & Ms. Sally Chen & Federico Diaz Kalan & Stefan Laseen & Katsiaryna Svirydzenka, 2015. "Effects of Monetary and Macroprudential Policies on Financial Conditions: Evidence from the United States," IMF Working Papers 2015/288, International Monetary Fund.
- Afshari, Zahra & Salimi, Zahra, 2020. "The Effectiveness of Regulatory Policies in Curbing the Housing Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(3), pages 253-271, July.
- Chunil Kim & Jinsoo Ko, 2023. "Unintended Consequences of Housing Policies: Evidence from South Korea," Sustainability, MDPI, vol. 15(4), pages 1-25, February.
- Kelly, Jane & Mazza, Elena, 2019. "Mortgage servicing burdens and LTI caps," Financial Stability Notes 13/FS/19, Central Bank of Ireland.
- Kyriakos C. Neanidis, 2015. "Volatile Capital Flows and Economic Growth: The Role of Macro-prudential Regulation," Centre for Growth and Business Cycle Research Discussion Paper Series 215, Economics, The University of Manchester.
- Gadatsch, Niklas & Mann, Lukas & Schnabel, Isabel, 2018.
"A new IV approach for estimating the efficacy of macroprudential measures,"
Economics Letters, Elsevier, vol. 168(C), pages 107-109.
- Gadatsch, Niklas & Mann, Lukas & Schnabel, Isabel, 2017. "A new IV approach for estimating the efficacy of macroprudential measures," Working Papers 05/2017, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Gordon Menzies, 2014. "Regulatory Independence � It�s not Just about Institutionss," Working Paper Series 25, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Das, Mitali & Ordal, Hailey, 2022. "Macroeconomic stability or financial stability: How are capital controls used? Insights from a new database," Journal of Financial Stability, Elsevier, vol. 63(C).
- Tobias Adrian & J. Nellie Liang, 2014.
"Monetary policy, financial conditions, and financial stability,"
Staff Reports
690, Federal Reserve Bank of New York.
- Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nellie Liang, 2018. "Monetary Policy, Financial Conditions, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
- Akinci, Ozge & Olmstead-Rumsey, Jane, 2018.
"How effective are macroprudential policies? An empirical investigation,"
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- Erlend Nier & Radu Popa & Maral Shamloo & Liviu Voinea, 2019. "Debt Service and Default: Calibrating Macroprudential Policy Using Micro Data," IMF Working Papers 2019/182, International Monetary Fund.
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- Frederic Boissay & Claudio Borio & Cristina Leonte & Ilhyock Shim, 2023. "Prudential policy and financial dominance: exploring the link," BIS Quarterly Review, Bank for International Settlements, March.
- Franta, Michal & Gambacorta, Leonardo, 2020. "On the effects of macroprudential policies on Growth-at-Risk," Economics Letters, Elsevier, vol. 196(C).
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- Giovanni Dell'Ariccia & Karl Habermeier & Vikram Haksar & Tommaso Mancini-Griffoli, 2017. "Monetary Policy and Financial Stability," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
- Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
- Yang Zhou, 2022. "The Effects of Capital Controls on Housing Prices," Discussion Paper Series DP2022-29, Research Institute for Economics & Business Administration, Kobe University.
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- José Garcia Montalvo & Josep M. Raya, 2017. "Constraints on LTV as a macroprudential tool: a precautionary tale," Economics Working Papers 1592, Department of Economics and Business, Universitat Pompeu Fabra.
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- Kinghan, Christina & McCarthy, Yvonne & O’Toole, Conor, 2022. "How do macroprudential loan-to-value restrictions impact first time home buyers? A quasi-experimental approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
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- Kazumasa Iwata & Shinji Takenaka, 2012. "Central bank balance sheet expansion: Japan's experience," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 132-159, Bank for International Settlements.
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- Andrew Filardo, 2011. "The Impact of the International Financial Crisis on Asia and the Pacific: Highlighting Monetary Policy Challenges from a Negative Asset Price Bubble Perspective," BIS Working Papers 356, Bank for International Settlements.
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"What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?,"
Open Economies Review, Springer, vol. 32(2), pages 361-394, April.
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"The impact of CDS trading on the bond market: evidence from Asia,"
BIS Working Papers
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"Credit default swaps and corporate bond trading,"
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"Credit protection and lending relationships,"
Journal of Financial Stability, Elsevier, vol. 10(C), pages 7-19.
- Stefan Arping, 2012. "Credit Protection and Lending Relationships," Tinbergen Institute Discussion Papers 12-142/IV/DSF48, Tinbergen Institute.
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"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
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"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
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"Asset prices and banking distress: A macroeconomic approach,"
Journal of Financial Stability, Elsevier, vol. 5(3), pages 298-319, September.
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"Ten propositions about liquidity crises,"
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293, Bank for International Settlements.
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"Aggregate Investment Externalities and Macroprudential Regulation,"
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"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
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"Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences,"
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- Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123, Central Bank of Chile.
- Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
- Bank for International Settlements, 2011. "Fixed income strategies of insurance companies and pension funds," CGFS Papers, Bank for International Settlements, number 44, december.
- Philip Turner, 2012. "Weathering financial crisis: domestic bond markets in EMEs," BIS Papers chapters, in: Bank for International Settlements (ed.), Weathering financial crises: bond markets in Asia and the Pacific, volume 63, pages 15-34, Bank for International Settlements.
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"Macroprudential policy and bank risk,"
Journal of International Money and Finance, Elsevier, vol. 81(C), pages 203-220.
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- Yener Altunbas & Mahir Binici & Leonardo Gambacorta, 2017. "Macroprudential policy and bank risk," BIS Working Papers 646, Bank for International Settlements.
- Jézabel Couppey-Soubeyran, 2010. "Financial Regulation in the Crisis Regulation, Market Discipline, Internal Control: The Big Three in turmoil," Post-Print hal-00627436, HAL.
- Ann Spehar, 2009.
"The Great Moderation and the New Business Cycle,"
World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 10(1), January.
- Spehar, Ann O'Ryan, 2008. "The Great Moderation and the New Business Cycle," MPRA Paper 12274, University Library of Munich, Germany.
- Gregory F Udell, 2015. "SME Access to Intermediated Credit: What Do We Know and What Don't We Know?," RBA Annual Conference Volume (Discontinued), in: Angus Moore & John Simon (ed.),Small Business Conditions and Finance, Reserve Bank of Australia.
- André Teixeira & Zoë Venter, 2021. "Macroprudential Policy and Aggregate Demand," Working Papers REM 2021/0181, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Jacopo Carmassi & Daniel Gros & Stefano Micossi, 2009. "The Global Financial Crisis: Causes and Cures," Journal of Common Market Studies, Wiley Blackwell, vol. 47(5), pages 977-996, November.
- Claudio Borio, 2007.
"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
- Claudio E. V. Borio, 2007. "Change and constancy in the financial system: implications for financial distress and policy," BIS Working Papers 237, Bank for International Settlements.
- Masciandaro, Donato & Volpicella, Alessio, 2016. "Macro prudential governance and central banks: Facts and drivers," Journal of International Money and Finance, Elsevier, vol. 61(C), pages 101-119.
- Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022.
"Macroprudential policies, economic growth and banking crises,"
Emerging Markets Review, Elsevier, vol. 53(C).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," LIDAM Reprints LFIN 2022013, Université catholique de Louvain, Louvain Finance (LFIN).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential Policies, Economic Growth and Banking Crises," LIDAM Discussion Papers LFIN 2022010, Université catholique de Louvain, Louvain Finance (LFIN).
- Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2020. "Macroprudential Policies, Economic Growth, and Banking Crises," IMF Working Papers 2020/065, International Monetary Fund.
- Dominic Quint & Pau Rabanal, 2014.
"Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 169-236, June.
- Mr. Dominic Quint & Mr. Pau Rabanal, 2013. "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," IMF Working Papers 2013/209, International Monetary Fund.
- Pau Rabanal & Dominic Quint, 2013. "Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area," 2013 Meeting Papers 604, Society for Economic Dynamics.
- Quint, Dominic & Rabanal, Pau, 2014. "Monetary and macroprudential policy in an estimated DSGE model of the Euro Area," Discussion Papers 2014/5, Free University Berlin, School of Business & Economics.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
- Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
- Duffy, David & Mc Inerney, Niall & McQuinn, Kieran, 2015. "Macroprudential Policy in a Recovering Market: Too Much too Soon?," Papers WP500, Economic and Social Research Institute (ESRI).
- Marcin Łupiński, 2013. "Statistical Data and Models Used for Analysis and Management of Financial Stability at the Macro Level," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 32.
- Albert, Jose Ramon G. & Schou-Zibell, Lotte & Song, Lei Lei, 2012.
"A Macroprudential Framework for Monitoring and Examining Financial Soundness,"
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- Schou-Zibell, Lotte & Albert, Jose Ramon & Song, Lei Lei, 2010. "A Macroprudential Framework for Monitoring and Examining Financial Soundness," Working Papers on Regional Economic Integration 43, Asian Development Bank.
- Frank Smets, 2014. "Financial Stability and Monetary Policy: How Closely Interlinked?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 263-300, June.
- Mr. Pau Rabanal & Mr. Christopher W. Crowe & Mr. Giovanni Dell'Ariccia & Ms. Deniz O Igan, 2011.
"How to Deal with Real Estate Booms: Lessons from Country Experiences,"
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- Crowe, Christopher & Dell’Ariccia, Giovanni & Igan, Deniz & Rabanal, Pau, 2013. "How to deal with real estate booms: Lessons from country experiences," Journal of Financial Stability, Elsevier, vol. 9(3), pages 300-319.
- Danilo Liberati & Valerio Vacca, 2016. "With (more than) a little help from my bank. Loan-to-value ratios and access to mortgages in Italy," Questioni di Economia e Finanza (Occasional Papers) 315, Bank of Italy, Economic Research and International Relations Area.
- Rodrigo Vergara M., 2016. "Política monetaria en tiempos complejos," Central Banking, Analysis, and Economic Policies Book Series, in: Alberto Naudon D. & Luis Álvarez V. (ed.),25 Años de Autonomía del Banco Central de Chile, edition 1, volume 23, chapter 6, pages 101-130, Central Bank of Chile.
- Jose David GARCIA REVELO & Yannick LUCOTTE & Florian PRADINES-JOBET, 2019. "Macroprudential and Monetary Policies : The Need to Dance the Tango in Harmony," LEO Working Papers / DR LEO 2691, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Kimundi, Gillian, 2022. "COVID-19, policy interventions, credit vulnerabilities and financial (in)stability," KBA Centre for Research on Financial Markets and Policy Working Paper Series 62, Kenya Bankers Association (KBA).
- Canuto, Otaviano & Cavallari, Matheus, 2013.
"Asset Prices, Macroprudential Regulation, and Monetary Policy,"
World Bank - Economic Premise, The World Bank, issue 116, pages 1-8, May.
- Otaviano Canuto & Matheus Cavallari, 2013. "Asset Prices, Macro Prudential Regulation, and Monetary Policy," World Bank Publications - Reports 16116, The World Bank Group.
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"The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks,"
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- Krzysztof Olszewski, 2012. "The impact of commercial real estate on the financial sector, its tracking by central banks and some recommendations for the macro-financial stability policy of central banks," NBP Working Papers 132, Narodowy Bank Polski.
- Pablo Federico & Carlos A. Vegh & Guillermo Vuletin, 2014.
"Reserve Requirement Policy over the Business Cycle,"
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- Pablo Federico & Carlos A. Vegh & Guillermo Vuletin, 2014. "Reserve Requirement Policy over the Business Cycle," NBER Working Papers 20612, National Bureau of Economic Research, Inc.
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"Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?,"
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- Jaromír Baxa & Roman Horváth & Borek Vasícek, 2011. "Monetary Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary," Working Papers wpdea1101, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Jaromir Baxa & Roman Horvath & Borek Vasicek, 2011. "Time-Varying Monetary-Policy Rules and Financial Stress: Does Financial Instability Matter for Monetary Policy?," Working Papers 2011/03, Czech National Bank.
- Roman Horvath & Jaromir Baxa & Borek Vasicek, 2011. "How Does Monetary Policy Respond to Financial Stress?," EcoMod2011 2769, EcoMod.
- Gebauer, Stefan & Mazelis, Falk, 2020.
"Macroprudential regulation and leakage to the shadow banking sector,"
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- Stefan Gebauer & Falk Mazelis, 2019. "Macroprudential Regulation and Leakage to the Shadow Banking Sector," Discussion Papers of DIW Berlin 1814, DIW Berlin, German Institute for Economic Research.
- Gebauer, Stefan & Mazelis, Falk, 2023. "Macroprudential regulation and leakage to the shadow banking sector," European Economic Review, Elsevier, vol. 154(C).
- Zina CIORAN, 2014. "Effectiveness And Limitations Of Monetary Policy Instruments In Romania And The European Union," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 6(4), pages 43-56, December.
- Crespo Cuaresma, Jesus & von Schweinitz, Gregor & Wendt, Katharina, 2019.
"On the empirics of reserve requirements and economic growth,"
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- Bennani, T. & Després, M. & Dujardin, M. & Duprey, T. & Kelber, A., 2014. "Macroprudential framework:key questions applied to the French case," Occasional papers 9, Banque de France.
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- Erlend Nier, 2009. "Financial Stability Frameworks and the Role of Central Banks: Lessons From the Crisis," IMF Working Papers 2009/070, International Monetary Fund.
- Gebauer Stefan, 2021. "Welfare-Based Optimal Macroprudential Policy with Shadow Banks," Working papers 817, Banque de France.
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"Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences,"
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Post-Print
hal-03415915, HAL.
- Bruno Biais & Thomas Mariotti & Guillaume Plantin & Jean-Charles Rochet, 2007. "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(2), pages 345-390.
- Biais, Bruno & Mariotti, Thomas & Plantin, Guillaume & Rochet, Jean-Charles, 2004. "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications," IDEI Working Papers 312, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2006.
- Marcella Lucchetta & Michele Moretto & Bruno Maria Parigi, 2018.
"Systematic Risk, Bank Moral Hazard, and Bailouts,"
CESifo Working Paper Series
6878, CESifo.
- Lucchetta, Marcella & Moretto, Michele & Parigi, Bruno M., 2018. "Systematic risk, bank moral hazard, and bailouts," Bank of Finland Research Discussion Papers 2/2018, Bank of Finland.
- Xavier Freixas & Jean-Charles Rochet, 2013.
"Taming Systemically Important Financial Institutions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 37-58, August.
- Xavier Freixas & Jean‐Charles Rochet, 2013. "Taming Systemically Important Financial Institutions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s1), pages 37-58, August.
- Loveland, Robert, 2016. "How prompt was regulatory corrective action during the financial crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 16-36.
- Tirole, Jean, 2010.
"Illiquidity and all its Friends,"
Institutions and Markets Papers
91011, Fondazione Eni Enrico Mattei (FEEM).
- Tirole, Jean, 2009. "Illiquidity and All Its Friends," TSE Working Papers 09-083, Toulouse School of Economics (TSE), revised Feb 2010.
- Jean Tirole, 2011. "Illiquidity and All Its Friends," Journal of Economic Literature, American Economic Association, vol. 49(2), pages 287-325, June.
- Jean Tirole, 2010. "Illiquidity and all its friends," BIS Working Papers 303, Bank for International Settlements.
- Jean Tirole, 2010. "Illiquidity and all its Friends," Working Papers 2010.78, Fondazione Eni Enrico Mattei.
- Xavier Freixas & Bruno Maria Parigi, 2007. "Banking Regulation and Prompt Corrective Action," CESifo Working Paper Series 2136, CESifo.
- Bosma, Jakob J., 2016. "Dueling policies: Why systemic risk taxation can fail," European Economic Review, Elsevier, vol. 87(C), pages 132-147.
- Masahiko Egami & Tadao Oryu, 2013. "An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem," Papers 1311.3019, arXiv.org.
- Eijffinger, Sylvester & Nijskens, Rob, 2012. "A dynamic analysis of bank bailouts and constructive ambiguity," CEPR Discussion Papers 8953, C.E.P.R. Discussion Papers.
- Vo Thi Quynh Anh, 2009. "Optimality of prompt corrective action in a continuous - time model with recapitalization possibility," Working Paper 2009/28, Norges Bank.
- Masahiko Egami & Tadao Oryu, 2015. "An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem," Operations Research, INFORMS, vol. 63(3), pages 527-539, June.
- Marcella Lucchetta & Michele Moretto & Bruno M. Parigi, 2019. "Optimal bailouts, bank’s incentive and risk," Annals of Finance, Springer, vol. 15(3), pages 369-399, September.
- Ignatowski, Magdalena & Korte, Josef & Werger, Charlotte, 2015. "Between capture and discretion - The determinants of distressed bank treatment and expected government support," Working Paper Series 1835, European Central Bank.
- Chernykh, Lucy & Kotomin, Vladimir, 2022. "Risk-based deposit insurance, deposit rates and bank failures: Evidence from Russia," Journal of Banking & Finance, Elsevier, vol. 138(C).
- David VanHoose, 2007. "Market Discipline and Supervisory Discretion in Banking: Reinforcing or Conflicting Pillars of Basel II?," NFI Working Papers 2007-WP-06, Indiana State University, Scott College of Business, Networks Financial Institute.
- Ilhyock Shim & Narayana Kocherlakota, 2005.
"Forbearance and prompt corrective action,"
BIS Working Papers
177, Bank for International Settlements.
- Narayana R. Kocherlakota & Ilhyock Shim, 2007. "Forbearance and Prompt Corrective Action," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1107-1129, August.
- Narayana R. Kocherlakota & Ilhyock Shim, 2007. "Forbearance and Prompt Corrective Action," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1107-1129, August.
- Narayana Kocherlakota & Ilhyock Shim, 2005. "Forbearance and Prompt Corrective Action," 2005 Meeting Papers 324, Society for Economic Dynamics.
- Narayana Kocherlakota & Ilhyock Shim, 2005. "Forbearance and Prompt Corrective Action," Levine's Bibliography 666156000000000532, UCLA Department of Economics.
- Narayana R Kocherlakota & Ilhyock Shim, 2005. "Forbearance and Prompt Corrective Action," Levine's Bibliography 784828000000000512, UCLA Department of Economics.
Cited by:
- Ilhyock Shim & Goetz von Peter, 2007.
"Distress selling and asset market feedback,"
BIS Working Papers
229, Bank for International Settlements.
- Ilhyock Shim & Goetz Von Peter, 2007. "Distress Selling and Asset Market Feedback," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 16(5), pages 243-291, December.
- Eijffinger, Sylvester & Nijskens, Rob, 2011. "Complementing Bagehot: Illiquidity and insolvency resolution," CEPR Discussion Papers 8603, C.E.P.R. Discussion Papers.
- Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019. "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
- Cristina Arellano & Narayana Kocherlakota, 2008.
"Internal Debt Crises and Sovereign Defaults,"
Levine's Bibliography
122247000000001880, UCLA Department of Economics.
- Arellano, Cristina & Kocherlakota, Narayana, 2014. "Internal debt crises and sovereign defaults," Journal of Monetary Economics, Elsevier, vol. 68(S), pages 68-80.
- Narayana Kocherlakota & Cristina Arellano, 2008. "Internal Debt Crises and Sovereign Defaults," 2008 Meeting Papers 139, Society for Economic Dynamics.
- Cristina Arellano & Narayana R. Kocherlakota, 2008. "Internal Debt Crises and Sovereign Defaults," NBER Working Papers 13794, National Bureau of Economic Research, Inc.
- Xi Chen & Michael Funke, 2013.
"Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 223(1), pages 39-48, February.
- Chen, Xi & Funke, Michael, 2013. "Real-Time Warning Signs of Emerging and Collapsing Chinese House Price Bubbles," National Institute Economic Review, National Institute of Economic and Social Research, vol. 223, pages 39-48, February.
- Chen, Xi & Funke, Michael, 2012. "Real-time warning signs of emerging and collapsing Chinese house price bubbles," BOFIT Discussion Papers 27/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Xavier Freixas & Jean-Charles Rochet, 2012.
"Taming SIFIs,"
Working Papers
649, Barcelona School of Economics.
- Xavier Freixas & Jean-Charles Rochet, 2012. "Taming SIFIs," Economics Working Papers 1328, Department of Economics and Business, Universitat Pompeu Fabra.
- Chuang‐Chang Chang & San‐Lin Chung & Ruey‐Jenn Ho & Yu‐Jen Hsiao, 2022. "Revisiting the valuation of deposit insurance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 77-103, January.
- Robert E. Hall, 2008. "Equity Depletion from Government-Guaranteed Debt," NBER Working Papers 14581, National Bureau of Economic Research, Inc.
- Marcella Lucchetta & Michele Moretto & Bruno Maria Parigi, 2018.
"Systematic Risk, Bank Moral Hazard, and Bailouts,"
CESifo Working Paper Series
6878, CESifo.
- Lucchetta, Marcella & Moretto, Michele & Parigi, Bruno M., 2018. "Systematic risk, bank moral hazard, and bailouts," Bank of Finland Research Discussion Papers 2/2018, Bank of Finland.
- Xavier Freixas & Jean-Charles Rochet, 2013.
"Taming Systemically Important Financial Institutions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 37-58, August.
- Xavier Freixas & Jean‐Charles Rochet, 2013. "Taming Systemically Important Financial Institutions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s1), pages 37-58, August.
- Ilhyock Shim, 2011.
"Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1625-1661, December.
- Ilhyock Shim, 2011. "Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1625-1661, December.
- Ilhyock Shim, 2006. "Dynamic prudential regulation: Is prompt corrective action optimal?," BIS Working Papers 206, Bank for International Settlements.
- Loveland, Robert, 2016. "How prompt was regulatory corrective action during the financial crisis?," Journal of Financial Stability, Elsevier, vol. 25(C), pages 16-36.
- Xavier Freixas & Bruno Maria Parigi, 2007. "Banking Regulation and Prompt Corrective Action," CESifo Working Paper Series 2136, CESifo.
- Bosma, Jakob J., 2016. "Dueling policies: Why systemic risk taxation can fail," European Economic Review, Elsevier, vol. 87(C), pages 132-147.
- Tonmoy Choudhury & Simone Scagnelli & Jaime Yong & Zhaoyong Zhang, 2021. "Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry," Sustainability, MDPI, vol. 13(14), pages 1-16, July.
- Masahiko Egami & Tadao Oryu, 2013. "An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem," Papers 1311.3019, arXiv.org.
- Eijffinger, Sylvester & Nijskens, Rob, 2012. "A dynamic analysis of bank bailouts and constructive ambiguity," CEPR Discussion Papers 8953, C.E.P.R. Discussion Papers.
- Masahiko Egami & Tadao Oryu, 2015. "An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem," Operations Research, INFORMS, vol. 63(3), pages 527-539, June.
- Prateek Sharma, 2022. "Management quality, M-rating, and bank failures," SN Business & Economics, Springer, vol. 2(2), pages 1-32, February.
- Vollmer, Uwe & Wiese, Harald, 2013. "Minimum capital requirements, bank supervision and special resolution schemes. Consequences for bank risk-taking," Journal of Financial Stability, Elsevier, vol. 9(4), pages 487-497.
- Marcella Lucchetta & Michele Moretto & Bruno M. Parigi, 2019. "Optimal bailouts, bank’s incentive and risk," Annals of Finance, Springer, vol. 15(3), pages 369-399, September.
- Ignatowski, Magdalena & Korte, Josef & Werger, Charlotte, 2015. "Between capture and discretion - The determinants of distressed bank treatment and expected government support," Working Paper Series 1835, European Central Bank.
- Capponi, Agostino & Dooley, John M. & Oet, Mikhail V. & Ong, Stephen J., 2017. "Capital and resolution policies: The US interbank market," Journal of Financial Stability, Elsevier, vol. 30(C), pages 229-239.
- David VanHoose, 2007. "Market Discipline and Supervisory Discretion in Banking: Reinforcing or Conflicting Pillars of Basel II?," NFI Working Papers 2007-WP-06, Indiana State University, Scott College of Business, Networks Financial Institute.
- Ralph Chami & Sunil Sharma & Ilhyock Shim, 2005.
"A model of the IMF as a coinsurance arrangement,"
BIS Working Papers
170, Bank for International Settlements.
- Shim, Ilhyock & Sharma, Sunil & Chami, Ralph, 2008. "A Model of the IMF as a Coinsurance Arrangement," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-41.
- Chami, Ralph & Sharma, Sunil & Shim, Ilhyock, 2007. "A Model of the IMF as a Coinsurance Arrangement," Economics Discussion Papers 2007-26, Kiel Institute for the World Economy (IfW Kiel).
- Mr. Ralph Chami & Mr. Ilhyock Shim & Mr. Sunil Sharma, 2004. "A Model of the Imf As a Coinsurance Arrangement," IMF Working Papers 2004/219, International Monetary Fund.
Cited by:
- Ran Bi & Prakash Kannan & Suman Sambha Basu, 2010.
"Regional Reserve Pooling Arrangements,"
2010 Meeting Papers
675, Society for Economic Dynamics.
- Suman Basu & Ran Bi & Prakash Kannan, 2010. "Regional reserve pooling arrangements," Proceedings, Federal Reserve Bank of San Francisco, issue Oct.
- Barry Eichengreen & Poonam Gupta & Ashoka Mody, 2008.
"Sudden Stops and IMF-Supported Programs,"
NBER Chapters, in: Financial Markets Volatility and Performance in Emerging Markets, pages 219-266,
National Bureau of Economic Research, Inc.
- Barry Eichengreen & Poonam Gupta & Ashoka Mody, 2006. "Sudden Stops and IMF-Supported Programs," NBER Working Papers 12235, National Bureau of Economic Research, Inc.
- Mr. Barry J. Eichengreen & Mrs. Poonam Gupta & Mr. Ashoka Mody, 2006. "Sudden Stops and IMF-Supported Programs," IMF Working Papers 2006/101, International Monetary Fund.
- Barry Eichengreen, 2006.
"Insurance Underwriter or Financial Development Fund: What Role for Reserve Pooling in Latin America?,"
NBER Working Papers
12451, National Bureau of Economic Research, Inc.
- Eichengreen, Barry, 2006. "Insurance underwriter or financial development fund: what role for reserve pooling in Latin America?," Financiamiento para el Desarrollo 5160, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
- Barry Eichengreen, 2007. "Insurance Underwriter or Financial Development Fund: What Role for Reserve Pooling in Latin America?," Open Economies Review, Springer, vol. 18(1), pages 27-52, February.
- Mr. Jeromin Zettelmeyer & Mr. Jonathan David Ostry & Mr. Olivier D Jeanne, 2008.
"A Theory of International Crisis Lending and IMF Conditionality,"
IMF Working Papers
2008/236, International Monetary Fund.
- Ostry, Jonathan D. & Jeanne, Olivier & Zettelmeyer, Jeromin, 2008. "A Theory of International Crisis Lending and IMF Conditionality," CEPR Discussion Papers 7022, C.E.P.R. Discussion Papers.
- Irwin, Gregor & Penalver, Adrian & Salmon, Chris & Taylor, Ashley, 2008. "Dealing with country diversity: challenges for the IMF credit union model," Bank of England working papers 349, Bank of England.
- Anna Ivanova, 2006. "Outcomes-Based Conditionality: Its Role and Optimal Design," IMF Working Papers 2006/128, International Monetary Fund.
Articles
- Frederic Boissay & Claudio Borio & Cristina Leonte & Ilhyock Shim, 2023.
"Prudential policy and financial dominance: exploring the link,"
BIS Quarterly Review, Bank for International Settlements, March.
Cited by:
- 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.
- Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Hale Shapiro, 2023.
"Monetary Tightening, Inflation Drivers and Financial Stress,"
Working Paper Series
2023-38, Federal Reserve Bank of San Francisco.
- Boissay, Frederic & Collard, Fabrice & Manea, Cristina & Shapiro, Adam, 2023. "Monetary Tightening, Inflation Drivers and Financial Stress," CEPR Discussion Papers 18694, C.E.P.R. Discussion Papers.
- Frederic Boissay & Fabrice Collard & Cristina Manea & Adam Shapiro, 2023. "Monetary tightening, inflation drivers and financial stress," BIS Working Papers 1155, Bank for International Settlements.
- Dubravko Mihaljek, 2023. "Inflation and public finances: an overview," Public Sector Economics, Institute of Public Finance, vol. 47(4), pages 413-430.
- Aurélien Espic & Lisa Kerdelhué & Julien Matheron, 2024. "Capital Requirements in Light of Monetary Tightening," Working papers 947, Banque de France.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022.
"Dollar beta and stock returns,"
Oxford Open Economics, Oxford University Press, vol. 1, pages 1-10.
Cited by:
- Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023. "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, vol. 124(C).
- Bertaut, Carol & Bruno, Valentina & Shin, Hyun Song, 2024.
"Original Sin Redux: Role of Duration Risk,"
CEPR Discussion Papers
18757, C.E.P.R. Discussion Papers.
- Carol Bertaut & Valentina Bruno & Hyun Song Shin, 2023. "Original sin redux: role of duration risk," BIS Working Papers 1109, Bank for International Settlements.
- Bruno Bonizzi & Annina Kaltenbrunner, 2024. "International financial subordination in the age of asset manager capitalism," Environment and Planning A, , vol. 56(2), pages 603-626, March.
- Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2023.
"Macroeconomic news, the financial cycle and the commodity cycle: the Chinese footprint,"
Questioni di Economia e Finanza (Occasional Papers)
772, Bank of Italy, Economic Research and International Relations Area.
- Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2023. "Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint," Economics Letters, Elsevier, vol. 231(C).
- Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
- Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2021.
"Cross-stock market spillovers through variance risk premiums and equity flows,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
See citations under working paper version above.
- Masazumi Hattori & Ilhyock Shim & Yoshihiko Sugihara, 2018. "Cross-stock market spillovers through variance risk premiums and equity flows," BIS Working Papers 702, Bank for International Settlements.
- Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2018. "Cross-stock market spillovers through variance risk premiums and equity flows," CIS Discussion paper series 667, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.
- Koosakul, Jakree & Shim, Ilhyock, 2021.
"The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market,"
Journal of Banking & Finance, Elsevier, vol. 124(C).
Cited by:
- Ingomar Krohn & Vladyslav Sushko & Witit Synsatayakul, 2023. "Foreign investor feedback trading in an emerging financial market," BIS Working Papers 1154, Bank for International Settlements.
- Zhao, Mengyang & Zhang, Lingxiao, 2023. "Foreign ownership, heterogeneous beliefs, and stock market volatility," Finance Research Letters, Elsevier, vol. 55(PA).
- Usha Rekha Chinthapalli, 2021. "A Comparative Analysis on Probability of Volatility Clusters on Cryptocurrencies, and FOREX Currencies," JRFM, MDPI, vol. 14(7), pages 1-23, July.
- Yamani, Ehab, 2023. "Return–volume nexus in financial markets: A survey of research," Research in International Business and Finance, Elsevier, vol. 65(C).
- Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
- Chaturvedi, Priya & Kumar, Kuldeep, 2022. "Econometric modelling of exchange rate volatility using mixed-frequency data," MPRA Paper 115222, University Library of Munich, Germany.
- Patrick McGuire & Ilhyock Shim & Hyun Song Shin & Vladyslav Sushko, 2021.
"Outward portfolio investment and dollar funding in emerging Asia,"
BIS Quarterly Review, Bank for International Settlements, December.
Cited by:
- Egemen Eren & Philip Wooldridge, 2022. "The role of non-bank financial institutions in cross-border spillovers," BIS Papers, Bank for International Settlements, number 129.
- McGuire, Patrick, 2022. "FX swaps and forwards in global dollar debt: “Known knowns” and “known unknowns”," Japan and the World Economy, Elsevier, vol. 64(C).
- Julian Caballero & Alexis Maurin & Philip Wooldridge & Dora Xia, 2022. "The internationalisation of EME currency trading," BIS Quarterly Review, Bank for International Settlements, December.
- Nariman, Farhad & Heshmati, Almas, 2022. "Are Entrepreneurs Aware of Covered Interest Parity and Dollar Shortage?," IZA Discussion Papers 15216, Institute of Labor Economics (IZA).
- Pēteris Kloks & Patrick McGuire & Angelo Ranaldo & Vladyslav Sushko, 2023. "Bank positions in FX swaps: insights from CLS," BIS Quarterly Review, Bank for International Settlements, September.
- Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
- Shim, Ilhyock & Shin, Kwanho, 2021.
"Financial stress in lender countries and capital outflows from emerging market economies,"
Journal of International Money and Finance, Elsevier, vol. 113(C).
See citations under working paper version above.
- Ilhyock Shim & Kwanho Shin, 2018. "Financial stress in lender countries and capital outflows from emerging market economies," BIS Working Papers 745, Bank for International Settlements.
- Sebnem Kalemli-Ozcan & Xiaoxi Liu & Ilhyock Shim, 2021.
"Exchange Rate Fluctuations and Firm Leverage,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 90-121, March.
See citations under working paper version above.
- Ṣebnem Kalemli-Özcan & Ilhyock Shim & Xiaoxi Liu, 2021. "Exchange Rate Fluctuations and Firm Leverage," NBER Working Papers 28608, National Bureau of Economic Research, Inc.
- Mr. Ilhyock Shim & Sebnem Kalemli-Ozcan, 2020. "Exchange Rate Fluctuations and Firm Leverage," IMF Working Papers 2020/283, International Monetary Fund.
- Kalemli-Özcan, Sebnem & Liu, Xiaoxi & Shim, Ilhyock, 2021. "Exchange Rate Fluctuations and Firm Leverage," CEPR Discussion Papers 15948, C.E.P.R. Discussion Papers.
- Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020.
"Cross-border commercial real estate investment in Asia-Pacific,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Gregory W. Fuller, 2021. "The financialization of rented homes: continuity and change in housing financialization," Review of Evolutionary Political Economy, Springer, vol. 2(3), pages 551-570, December.
- Cheng, Ruijie & Rajan, Ramkishen S., 2022. "House price decoupling in East Asia and the Pacific: Trilemma versus dilemma revisited," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 518-539.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020.
"Bond Risk Premia and The Exchange Rate,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
See citations under working paper version above.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019. "Bond risk premia and the exchange rate," BIS Working Papers 775, Bank for International Settlements.
- Richter, Björn & Schularick, Moritz & Shim, Ilhyock, 2019.
"The costs of macroprudential policy,"
Journal of International Economics, Elsevier, vol. 118(C), pages 263-282.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The Costs of Macroprudential Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 263-282, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Schularick, Moritz & Richter, Björn & Shim, Ilhyock, 2018. "The Costs of Macroprudential Policy," CEPR Discussion Papers 13124, C.E.P.R. Discussion Papers.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The Costs of Macroprudential Policy," NBER Working Papers 24989, National Bureau of Economic Research, Inc.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2018.
"Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related? [Borrow cheap, buy high? The determinants of leverage and pricing in buyouts],"
Review of Finance, European Finance Association, vol. 22(1), pages 207-241.
See citations under working paper version above.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2015. "Investor redemptions and fund manager sales of emerging market bonds: how are they related?," BIS Working Papers 509, Bank for International Settlements.
- Morris, Stephen & Shim, Ilhyock & Shin, Hyun Song, 2017.
"Redemption risk and cash hoarding by asset managers,"
Journal of Monetary Economics, Elsevier, vol. 89(C), pages 71-87.
See citations under working paper version above.
- Stephen Morris & Ilhyock Shim & Hyun Song Shin, 2017. "Redemption risk and cash hoarding by asset managers," BIS Working Papers 608, Bank for International Settlements.
- Bruno, Valentina & Shim, Ilhyock & Shin, Hyun Song, 2017.
"Comparative assessment of macroprudential policies,"
Journal of Financial Stability, Elsevier, vol. 28(C), pages 183-202.
See citations under working paper version above.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015. "Comparative assessment of macroprudential policies," BIS Working Papers 502, Bank for International Settlements.
- Kuttner, Kenneth N. & Shim, Ilhyock, 2016.
"Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies,"
Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
See citations under working paper version above.
- Kenneth N Kuttner & Ilhyock Shim, 2013. "Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies," BIS Working Papers 433, Bank for International Settlements.
- Kenneth N. Kuttner & Ilhyock Shim, 2013. "Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies," NBER Working Papers 19723, National Bureau of Economic Research, Inc.
- Jaime Caruana & Ilhyock Shim, 2016.
"La politique macroprudentielle : un ouvrage en cours pour les banques centrales,"
Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 111-130.
Cited by:
- Donato Masciandaro & Riccardo Russo, 2022. "Central Banks and Climate Policy: Unpleasant Trade–Offs? A Principal–Agent Approach," BAFFI CAREFIN Working Papers 22181, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Eli M Remolona & Ilhyock Shim, 2015.
"The rise of regional banking in Asia and the Pacific,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016.
"Breaking free of the triple coincidence in international finance,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
- Stefan Avdjiev & Robert Neil McCauley & Hyun Song Shin, 2015. "Breaking free of the triple coincidence in international finance," BIS Working Papers 524, Bank for International Settlements.
- Hyun Song Shin, 2017. "Breaking free of the triple coincidence in international finance," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Sasidaran Gopalan & Bhavya Gupta & Ramkishen S. Rajan, 2023. "Financial globalisation in ASEAN+3: Navigating the financial trilemma," Global Policy, London School of Economics and Political Science, vol. 14(3), pages 464-476, June.
- Mitsuru Yaguchi & Ayako Yamaguchi & Koji Sakuma, 2018. "Integration of Financial Markets in Japan and Asia —Financial Deepening in Asia due to Japanese Banks’ Entry—," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 14(5), pages 835-870, September.
- Ulrich Volz, 2016.
"Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences,"
International Economic Journal, Taylor & Francis Journals, vol. 30(2), pages 272-293, June.
- Ulrich Volz, 2016. "Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences," Working Papers 194, Department of Economics, SOAS University of London, UK.
- Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020. "Cross-border commercial real estate investment in Asia-Pacific," BIS Quarterly Review, Bank for International Settlements, September.
- Hans Genberg, 2017. "Financial Integration in Asia," Working Papers wp22, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60, december.
- Aduba, Joseph Jr. & Harimaya, Kozo, 2023. "Impact of international expansion strategy on the performance of Japanese banks," Japan and the World Economy, Elsevier, vol. 65(C).
- Miriam Goetz, 2024. "Multinational Lending Retrenchment after the Global Financial Crisis: The Impact of Policy Interventions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(1), pages 51-75, August.
- Yildirim, Canan & Kasman, Adnan & Hamid, Fazelina Sahul, 2021. "Impact of foreign ownership on market power: Do regional banks behave differently in ASEAN countries?," Economic Modelling, Elsevier, vol. 105(C).
- Catherine Koch & Eli M Remolona, 2018. "Common lenders in emerging Asia: their changing roles in three crises," BIS Quarterly Review, Bank for International Settlements, March.
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021.
"Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics,"
World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262,
World Scientific Publishing Co. Pte. Ltd..
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
- Van Son Lai & Xiaoxia Ye & Lu Zhao, 2018.
"Are Market Views on Banking Industry Useful for Forecasting Economic Growth?,"
Working Papers
2018-001, Department of Research, Ipag Business School.
- Lai, Van Son & Ye, Xiaoxia & Zhao, Lu, 2019. "Are market views on banking industry useful for forecasting economic growth?," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Lopez, Claude & Adams-Kane, Jonathon & Wilhelmus, Jakob, 2016. "Cross-Border Investment in Europe: From Macro to Financial Data," MPRA Paper 76622, University Library of Munich, Germany.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019. "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series 7537, CESifo.
- Stefan Avdjiev & Robert N. McCauley & Hyun Song Shin, 2016.
"Breaking free of the triple coincidence in international finance,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(87), pages 409-451.
- Chantapacdepong, Pornpinun & Shim, Ilhyock, 2015.
"Correlations across Asia-Pacific bond markets and the impact of capital flow management measures,"
Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 71-101.
Cited by:
- Zhou, Yang, 2024. "Benefits and costs: The impact of capital control on growth-at-risk in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Bijsterbosch, Martin & Falagiarda, Matteo & Pasricha, Gurnain & Aizenman, Joshua, 2015.
"Domestic and multilateral effects of capital controls in emerging markets,"
Working Paper Series
1844, European Central Bank.
- Pasricha, Gurnain Kaur & Falagiarda, Matteo & Bijsterbosch, Martin & Aizenman, Joshua, 2018. "Domestic and multilateral effects of capital controls in emerging markets," Journal of International Economics, Elsevier, vol. 115(C), pages 48-58.
- Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," Staff Working Papers 15-37, Bank of Canada.
- Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," NBER Working Papers 20822, National Bureau of Economic Research, Inc.
- Eli M Remolona & Ilhyock Shim, 2015. "The rise of regional banking in Asia and the Pacific," BIS Quarterly Review, Bank for International Settlements, September.
- Punzi, Maria Teresa & Chantapacdepong, Pornpinun, 2017. "Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific," ADBI Working Papers 630, Asian Development Bank Institute.
- Yang Zhou & Shigeto Kitano, 2022. "Effectiveness of Capital Controls: Gates versus Walls," Discussion Paper Series DP2022-38, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2023.
- Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016. "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 66-76.
- Sowmya Subramaniam & David Gabauer & Rangan Gupta, 2018.
"On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics,"
Working Papers
201864, University of Pretoria, Department of Economics.
- David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022. "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 473-488, January.
- Naohiko Baba & Ilhyock Shim, 2014.
"Dislocations In The Won‐Dollar Swap Markets During The Crisis Of 2007–2009,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(4), pages 279-302, October.
- Naohiko Baba & Ilhyock Shim, 2014. "Dislocations in the Won-Dollar Swap Markets during the Crisis of 2007–2009," Palgrave Macmillan Books, in: Kyuil Chung & Soyoung Kim & Hail Park & Changho Choi & Hyun Song Shin (ed.), Volatile Capital Flows in Korea, chapter 6, pages 143-176, Palgrave Macmillan.
Cited by:
- Ree, Jack Joo K. & Yoon, Kyoungsoo & Park, Hail, 2015. "FX funding risks and exchange rate volatility," Emerging Markets Review, Elsevier, vol. 25(C), pages 163-175.
- Rasmus Fatum & James Yetman, 2018.
"Accumulation of foreign currency reserves and risk-taking,"
BIS Working Papers
728, Bank for International Settlements.
- Fatum, Rasmus & Yetman, James, 2019. "Accumulation of Foreign Currency Reserves and Risk-taking," Discussion paper series HIAS-E-89, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Fatum, Rasmus & Yetman, James, 2020. "Accumulation of foreign currency reserves and risk-taking," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Rasmus Fatum & James Yetman, 2019. "Accumulation of foreign currency reserves and risk-taking," GRU Working Paper Series GRU_2019_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Bank for International Settlements, 2015. "Currency carry trades in Latin America," BIS Papers, Bank for International Settlements, number 81.
- Lidija Dedi & Burhan F. Yavas, 2016. "Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1266788-126, December.
- Choi, Hanbok & Eom, Young Ho & Jang, Woon Wook & Kim, Don H., 2017. "Covered interest parity deviation and counterparty default risk: U.S. Dollar/Korean Won FX swap market," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 47-63.
- Shim, Ilhyock & Zhu, Haibin, 2014.
"The impact of CDS trading on the bond market: Evidence from Asia,"
Journal of Banking & Finance, Elsevier, vol. 40(C), pages 460-475.
See citations under working paper version above.
- Ilhyock Shim & Haibin Zhu, 2010. "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers 332, Bank for International Settlements.
- Ken Miyajima & Ilhyock Shim, 2014.
"Asset managers in emerging market economies,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Ramos Francia Manuel & García-Verdú Santiago, 2015.
"Is Trouble Brewing for EMEs?,"
Working Papers
2015-08, Banco de México.
- Manuel Ramos-Francia & Santiago García-Verdú, 2015. "Is trouble brewing for EMEs?," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 243-272, Bank for International Settlements.
- Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Agudelo, Diego A. & Múnera, Daimer J., 2023. "Who are the vectors of contagion? Evidence from emerging markets," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Gaston Gelos & Pietro Patelli & Ilhyock Shim, 2024. "The US dollar and capital flows to EMEs," BIS Quarterly Review, Bank for International Settlements, September.
- Fichtner, Jan & Heemskerk, Eelke & Petry, Johannes, 2021. "The new gatekeepers of financial claims: States, passive markets, and the growing power of index providers," SocArXiv x45j3, Center for Open Science.
- Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
- Cormier, Benjamin & Naqvi, Natalya, 2023. "Delegating discipline: how indexes restructured the political economy of sovereign bond markets," LSE Research Online Documents on Economics 117248, London School of Economics and Political Science, LSE Library.
- 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.
- 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.).
- Mauricio Villamizar-Villegas & Lucía Arango-Lozano & Geraldine Castelblanco & Nicolás Fajardo-Baquero & Maria A. Ruiz-Sanchez, 2022.
"The effects of Monetary Policy on Capital Flows A Meta-Analysis,"
Borradores de Economia
1204, Banco de la Republica de Colombia.
- Villamizar-Villegas, Mauricio & Arango-Lozano, Lucía & Castelblanco, Geraldine & Fajardo-Baquero, Nicolás & Ruiz-Sánchez, María Alejandra, 2022. "The effects of Monetary Policy on Capital Flows A Meta-Analysis," Working papers 93, Red Investigadores de Economía.
- Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021.
"How ETFs amplify the global financial cycle in emerging markets,"
Working Papers
57, Red Nacional de Investigadores en Economía (RedNIE).
- Tomas Williams & Nathan Converse & Eduardo Levy-Yeyati, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Working Papers 2018-1, The George Washington University, Institute for International Economic Policy, revised Sep 2018.
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams & Itay Goldstein, 2023. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," The Review of Financial Studies, Society for Financial Studies, vol. 36(9), pages 3423-3462.
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Growth Lab Working Papers 140, Harvard's Growth Lab.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers 1268, Board of Governors of the Federal Reserve System (U.S.).
- Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo 16200, The Latin American and Caribbean Economic Association (LACEA).
- Eduardo Levy Yeyati, 2019. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," CID Working Papers 351, Center for International Development at Harvard University.
- Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
- Múnera, Daimer J. & Agudelo, Diego A., 2022. "Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty," Journal of International Money and Finance, Elsevier, vol. 129(C).
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"Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand,"
MPRA Paper
61784, University Library of Munich, Germany.
- Bonizzi, Bruno, 2017. "Institutional investors’ allocation to emerging markets: A panel approach to asset demand," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 47-64.
- Masazumi Hattori & Elod Takáts, 2015. "The role of debt securities markets," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 41-64, Bank for International Settlements.
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
- Chokri Zehri, 2020. "The Domestic Impacts And Spillovers Of Capital Controls," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 65(227), pages 31-66, October –.
- 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.
- Bijsterbosch, Martin & Falagiarda, Matteo & Pasricha, Gurnain & Aizenman, Joshua, 2015.
"Domestic and multilateral effects of capital controls in emerging markets,"
Working Paper Series
1844, European Central Bank.
- Pasricha, Gurnain Kaur & Falagiarda, Matteo & Bijsterbosch, Martin & Aizenman, Joshua, 2018. "Domestic and multilateral effects of capital controls in emerging markets," Journal of International Economics, Elsevier, vol. 115(C), pages 48-58.
- Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," Staff Working Papers 15-37, Bank of Canada.
- Gurnain Pasricha & Matteo Falagiarda & Martin Bijsterbosch & Joshua Aizenman, 2015. "Domestic and Multilateral Effects of Capital Controls in Emerging Markets," NBER Working Papers 20822, National Bureau of Economic Research, Inc.
- Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016.
"How do global investors differentiate between sovereign risks? The new normal versus the old,"
Journal of International Money and Finance, Elsevier, vol. 66(C), pages 32-48.
- Marlene Amstad & Eli M Remolona & Jimmy Shek, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," BIS Working Papers 541, Bank for International Settlements.
- Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021.
"Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index,"
Questioni di Economia e Finanza (Occasional Papers)
657, Bank of Italy, Economic Research and International Relations Area.
- Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, vol. 216(C).
- Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021. "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
- Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023. "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, vol. 47(2).
- Michael Chui & Emese Kuruc & Philip Turner, 2016. "A new dimension to currency mismatches in the emerging markets - non-financial companies," BIS Working Papers 550, Bank for International Settlements.
- Alessandro Moro & Alessandro Schiavone, 2022. "The role of non-bank financial institutions in the intermediation of capital flows to emerging markets," Temi di discussione (Economic working papers) 1367, Bank of Italy, Economic Research and International Relations Area.
- Bruno Bonizzi & Annina Kaltenbrunner, 2024. "International financial subordination in the age of asset manager capitalism," Environment and Planning A, , vol. 56(2), pages 603-626, March.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2015.
"Investor redemptions and fund manager sales of emerging market bonds: how are they related?,"
BIS Working Papers
509, Bank for International Settlements.
- Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2018. "Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related? [Borrow cheap, buy high? The determinants of leverage and pricing in buyouts]," Review of Finance, European Finance Association, vol. 22(1), pages 207-241.
- Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015. "Global Asset Allocation Shifts," BIS Working Papers 497, Bank for International Settlements.
- Cepni, Oguzhan & Clements, Michael P., 2024.
"How local is the local inflation factor? Evidence from emerging European countries,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 160-183.
- Cepni, Oguzhan & Clements, Michael P., 2021. "How Local is the Local Inflation Factor? Evidence from Emerging European Countries," Working Papers 8-2021, Copenhagen Business School, Department of Economics.
- Aizenman, Joshua & Jinjarak, Yothin & Zheng, Huanhuan, 2016. "Measuring Systemic Risk Contribution of International Mutual Funds," ADBI Working Papers 594, Asian Development Bank Institute.
- Petra Posedel Šimović & Azra Tafro, 2021. "Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model," Mathematics, MDPI, vol. 9(17), pages 1-15, August.
- Jorge Hernán Toro-Córdoba & Fredy Gamboa-Estrada & Laura Viviana León-Díaz & Martha López & Lucía Arango-Lozano & Diego Alejandro Martínez-Cruz & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-M, 2023. "Flujos de Capital de Portafolio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 105, pages 1-103, July.
- Frank Hespeler & Giuseppe Loiacono, 2017. "Monitoring systemic risk in the hedge fund sector," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1859-1883, December.
- Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Franziska Ohnsorge & Shu Yu, 2017.
"Recent Credit Surge in Historical Context,"
Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-22, February.
- Ohnsorge,Franziska Lieselotte & Yu,Shu, 2016. "Recent credit surge in historical context," Policy Research Working Paper Series 7704, The World Bank.
- Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018. "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, vol. 35(C), pages 172-191.
- Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024. "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, vol. 178(C).
- Balli, Faruk & Hajhoj, Hassan Rafdan & Basher, Syed Abul & Ghassan, Hassan Belkacem, 2015.
"An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries,"
International Review of Economics & Finance, Elsevier, vol. 39(C), pages 311-325.
- Faruk, Balli & Syed Abul, Basher & Hassan, Ghassan & Hassan, Hajhoj, 2015. "An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries," MPRA Paper 63847, University Library of Munich, Germany.
- Balli, Faruk & Basher, Syed Abul & Ghassan, Hassan B. & Alhajhoj, Hassan R., 2014. "An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries," MPRA Paper 63860, University Library of Munich, Germany, revised 23 Apr 2015.
- Margaux MacDonald, 2016.
"International Capital Market Frictions And Spillovers From Quantitative Easing,"
Working Paper
1346, Economics Department, Queen's University.
- MacDonald, Margaux, 2017. "International capital market frictions and spillovers from quantitative easing," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 135-156.
- Li, Yulin, 2021. "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Ki Young Park & Ji Yong Um, 2016. "Spillover Effects of United States’ Unconventional Monetary Policy on Korean Bond Markets: Evidence from High-Frequency Data," The Developing Economies, Institute of Developing Economies, vol. 54(1), pages 27-58, March.
- Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022. "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia 1222, Banco de la Republica de Colombia.
- Ramos Francia Manuel & García-Verdú Santiago, 2015.
"Is Trouble Brewing for EMEs?,"
Working Papers
2015-08, Banco de México.
- Ilhyock Shim & Bilyana Bogdanova & Jimmy Shek & Agne Subeltye, 2013.
"Database for policy actions on housing markets,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Altunbas, Yener & Binici, Mahir & Gambacorta, Leonardo, 2018.
"Macroprudential policy and bank risk,"
Journal of International Money and Finance, Elsevier, vol. 81(C), pages 203-220.
- Gambacorta, Leonardo & Altunbas, Yener & Binici, Mahir, 2017. "Macroprudential policy and bank risk," CEPR Discussion Papers 12138, C.E.P.R. Discussion Papers.
- Yener Altunbas & Mahir Binici & Leonardo Gambacorta, 2017. "Macroprudential policy and bank risk," BIS Working Papers 646, Bank for International Settlements.
- Mokas, Dimitris & Giuliodori, Massimo, 2023. "Effects of LTV announcements in EU economies," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015.
"Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model,"
Working Papers
hal-03459508, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model," LEM Papers Series 2015/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2017. "Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 117-140.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," SciencePo Working papers Main hal-03459508, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability : monetary and macro prudential policy interactions in an agent-based model," Documents de Travail de l'OFCE 2015-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Tillmann, Peter, 2015. "Estimating the effects of macroprudential policy shocks: A Qual VAR approach," Economics Letters, Elsevier, vol. 135(C), pages 1-4.
- Zhong, Changbiao & Xie, Lijuan & Shi, Yu & Xu, Xiangyun, 2023. "Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 51-62.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017.
"Taming macroeconomic instability,"
Post-Print
hal-03399574, HAL.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03399574, HAL.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," PSE-Ecole d'économie de Paris (Postprint) hal-03399574, HAL.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," SciencePo Working papers Main hal-03399574, HAL.
- Soyoung Kim & Aaron Mehrotra, 2018. "Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 967-992, August.
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021.
"The impact of macroprudential policies on capital flows in CESEE,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," ESRB Working Paper Series 118, European Systemic Risk Board.
- Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
- Asian Development Bank Institute, 2015. "Asian Development Outlook 2015 Financing Asia’s Future Growth," Working Papers id:6666, eSocialSciences.
- Cappelletti, Giuseppe & Ponte Marques, Aurea & Varraso, Paolo & Budrys, Žymantas & Peeters, Jonas, 2019. "Impact of higher capital buffers on banks’ lending and risk-taking: evidence from the euro area experiments," Working Paper Series 2292, European Central Bank.
- Akinci, Ozge & Olmstead-Rumsey, Jane, 2018.
"How effective are macroprudential policies? An empirical investigation,"
Journal of Financial Intermediation, Elsevier, vol. 33(C), pages 33-57.
- Ozge Akinci & Jane Olmstead-Rumsey, 2015. "How Effective are Macroprudential Policies? An Empirical Investigation," International Finance Discussion Papers 1136, Board of Governors of the Federal Reserve System (U.S.).
- Salih Fendoglu, 2017.
"Credit Cycles and Capital Flows : Effectiveness of the Macroprudential Policy Framework in Emerging Market Economies,"
Working Papers
1713, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Fendoğlu, Salih, 2017. "Credit cycles and capital flows: Effectiveness of the macroprudential policy framework in emerging market economies," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 110-128.
- Cokayne, Graeme & Gerba, Eddie & Kuchler, Andreas & Pank Roulund, Rasmus, 2024. "“Thank me later”: Why is (macro)prudence desirable?," Journal of Financial Stability, Elsevier, vol. 71(C).
- Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," National Institute of Economic and Social Research (NIESR) Discussion Papers 470, National Institute of Economic and Social Research.
- Zohair Alam & Mr. Adrian Alter & Jesse Eiseman & Mr. Gaston Gelos & Mr. Heedon Kang & Mr. Machiko Narita & Erlend Nier & Naixi Wang, 2019. "Digging Deeper--Evidence on the Effects of Macroprudential Policies from a New Database," IMF Working Papers 2019/066, International Monetary Fund.
- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018.
"Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?,"
Staff Working Papers
18-55, Bank of Canada.
- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers 758, Bank of England.
- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2021. "Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?," Journal of Financial Economics, Elsevier, vol. 140(1), pages 145-174.
- Forbes, Kristin & Ahnert, Toni & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," CEPR Discussion Papers 12766, C.E.P.R. Discussion Papers.
- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," NBER Working Papers 25083, National Bureau of Economic Research, Inc.
- El Said, A. & Emara, N. & Pearlman, J., 2020.
"On the Impact of Financial Inclusion on Financial Stability and Inequality: The Role of Macroprudential Policies,"
Working Papers
20/06, Department of Economics, City University London.
- Emara, Noha & El Said, Ayah & Pearlman, Joseph, 2019. "On the Impact of Financial Inclusion on Financial Stability and Inequality: The Role of Macroprudential Policies," MPRA Paper 99258, University Library of Munich, Germany.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018.
"The Costs of Macroprudential Policy,"
NBER Working Papers
24989, National Bureau of Economic Research, Inc.
- Schularick, Moritz & Richter, Björn & Shim, Ilhyock, 2018. "The Costs of Macroprudential Policy," CEPR Discussion Papers 13124, C.E.P.R. Discussion Papers.
- Richter, Björn & Schularick, Moritz & Shim, Ilhyock, 2019. "The costs of macroprudential policy," Journal of International Economics, Elsevier, vol. 118(C), pages 263-282.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The Costs of Macroprudential Policy," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 263-282, National Bureau of Economic Research, Inc.
- 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.
- Marek A. Dąbrowski & Dimas Mukhlas Widiantoro, 2023. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003–2020: Evidence from the structural VAR models," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 703-731, December.
- Banti, Chiara & Phylaktis, Kate, 2019. "Global liquidity, house prices and policy responses," Journal of Financial Stability, Elsevier, vol. 43(C), pages 79-96.
- Woon Gyu Choi & Mr. David Cook, 2018. "Policy Conflicts and Inflation Targeting: The Role of Credit Markets," IMF Working Papers 2018/072, International Monetary Fund.
- Woon-Gyu Choi, 2017. "Comments on "Household credit in Asia-Pacific"," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial systems and the real economy, volume 91, pages 145-151, Bank for International Settlements.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015. "Effectiveness of macroprudential and capital flow measures in Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 185-192, Bank for International Settlements.
- Cappelletti, Giuseppe & Ponte Marques, Aurea & Varraso, Paolo, 2024. "Impact of higher capital buffers on banks’ lending and risk-taking in the short- and medium-term: Evidence from the euro area experiments," Journal of Financial Stability, Elsevier, vol. 72(C).
- Joshua Aizenman & Yothin Jinjarak & Huanhuan Zheng, 2019. "Housing Bubbles, Economic Growth, and Institutions," Open Economies Review, Springer, vol. 30(4), pages 655-674, September.
- Kenneth N Kuttner & Ilhyock Shim, 2013.
"Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies,"
BIS Working Papers
433, Bank for International Settlements.
- Kenneth N. Kuttner & Ilhyock Shim, 2013. "Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies," NBER Working Papers 19723, National Bureau of Economic Research, Inc.
- Kuttner, Kenneth N. & Shim, Ilhyock, 2016. "Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies," Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
- Victor Pontines, 2020.
"The real effects of loan-to-value limits: Empirical evidence from Korea,"
CAMA Working Papers
2020-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Victor Pontines, 2021. "The real effects of loan-to-value limits: empirical evidence from Korea," Empirical Economics, Springer, vol. 61(3), pages 1311-1350, September.
- Victor Pontines, 2019. "The Real Effects of Loan-To-Value Limits: Empirical Evidence from Korea," Working Papers wp39, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Elien Meuleman & Rudi Vander Vennet, 2022.
"Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Elien Meuleman & Rudi Vander Vennet, 2020. "Macroprudential policy, monetary policy and Eurozone bank risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/1004, Ghent University, Faculty of Economics and Business Administration.
- Kim, Soyoung & Mehrotra, Aaron, 2017. "Managing price and financial stability objectives in inflation targeting economies in Asia and the Pacific," Journal of Financial Stability, Elsevier, vol. 29(C), pages 106-116.
- Jasper de Jong & Emmanuel De Veirman, 2019. "Heterogeneity and Asymmetric Macroeconomic Effects of Changes in Loan-to-Value Limits," Working Papers 635, DNB.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The macroeconomic effects of macroprudential policy," BIS Working Papers 740, Bank for International Settlements.
- Soyoung Kim & Aaron Mehrotra, 2015. "Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?," BIS Working Papers 533, Bank for International Settlements.
- Alvaro Fernandez-Gallardo & Ivan Paya, 2020. "Macroprudential Policy in the Euro Area," Working Papers 307121127, Lancaster University Management School, Economics Department.
- Morgan, Peter J. & Regis, Paulo José & Salike, Nimesh, 2019. "LTV policy as a macroprudential tool and its effects on residential mortgage loans," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 89-103.
- Kaelo Mpho Ntwaepelo, 2021. "The Effects of Macroprudential and Monetary Policy Shocks in BRICS economies," Economics Discussion Papers em-dp2021-20, Department of Economics, University of Reading.
- Elien Meuleman & Rudi Vander Vennet, 2019.
"Macroprudential Policy And Bank Systemic Risk,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
19/971, Ghent University, Faculty of Economics and Business Administration.
- Meuleman, Elien & Vander Vennet, Rudi, 2020. "Macroprudential policy and bank systemic risk," Journal of Financial Stability, Elsevier, vol. 47(C).
- Idil Uz Akdogan, 2020. "The effects of macroprudential policies on managing capital flows," Empirical Economics, Springer, vol. 58(2), pages 583-603, February.
- Caruana, J. & Cohen, B. H., 2014. "Five questions and six answers about macroprudential policy," Financial Stability Review, Banque de France, issue 18, pages 15-24, April.
- He, Dongwei & Wu, Yifan & Wang, Yifan & Xing, Xueyan, 2023. "Prudential regulation and bank performance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Yusuf Soner Baskaya & Turalay Kenç & Ilhyock Shim & Philip Turner, 2016. "Financial development and the effectiveness of macroprudential measures," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 103-116, Bank for International Settlements.
- Markus Eller & Reiner Martin & Helene Schuberth & Lukas Vashold, 2020. "Macroprudential policies in CESEE – an intensity-adjusted approach," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/20, pages 65-81.
- Budnik, Katarzyna & Kleibl, Johannes, 2018. "Macroprudential regulation in the European Union in 1995-2014: introducing a new data set on policy actions of a macroprudential nature," Working Paper Series 2123, European Central Bank.
- Gabriele Galati & Richhild Moessner, 2018. "What Do We Know About the Effects of Macroprudential Policy?," Economica, London School of Economics and Political Science, vol. 85(340), pages 735-770, October.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2018.
"House Price Dynamics, Optimal LTV Limits and the Liquidity Trap,"
CEPR Discussion Papers
13400, C.E.P.R. Discussion Papers.
- Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2022. "House price dynamics, optimal LTV limits and the liquidity trap," Bank of England working papers 969, Bank of England.
- Andrea Ferrero & Richard Harrison & Benjamin Nelson, 2024. "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 940-971.
- Emre Ozsoz & Mustapha Akinkunmi & Ismail Cagri Ay & Ademola Bamidele, 2017. "How Cbn Confronted The Meltdown: The Global Financial Crisis And The Central Bank Of Nigeria’S Response," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 147-161, March.
- 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.
- Chris McDonald, 2015. "When is macroprudential policy effective?," BIS Working Papers 496, Bank for International Settlements.
- Coman, Andra, 2023. "Monetary policy spillovers and the role of prudential policies in the European Union," Working Paper Series 2854, European Central Bank.
- Kumar Debasis Dutta & Mallika Saha, 2021. "Nexus of governance, macroprudential policy and financial risk: cross-country evidence," Economic Change and Restructuring, Springer, vol. 54(4), pages 1253-1298, November.
- Kim, Jihae & Kim, Soyoung & Mehrotra, Aaron, 2019. "Macroprudential policy in Asia," Journal of Asian Economics, Elsevier, vol. 65(C).
- Salih Fendoglu, 2016. "Credit cycles and macroprudential policy framework in emerging countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 17-25, Bank for International Settlements.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015.
"Comparative assessment of macroprudential policies,"
BIS Working Papers
502, Bank for International Settlements.
- Bruno, Valentina & Shim, Ilhyock & Shin, Hyun Song, 2017. "Comparative assessment of macroprudential policies," Journal of Financial Stability, Elsevier, vol. 28(C), pages 183-202.
- Raksmey, Uch & Lin, Ching-Yang & Kakinaka, Makoto, 2022. "Macroprudential regulation and financial inclusion: Any difference between developed and developing countries?," Research in International Business and Finance, Elsevier, vol. 63(C).
- Moritz Schularick & Ilhyock Shim, 2017. "Household credit in Asia-Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial systems and the real economy, volume 91, pages 129-144, Bank for International Settlements.
- Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47, Bank for International Settlements.
- 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.
- Chen, Yunping & Chen, Huanhuan & Li, Guorong & Jiao, Dongdan & Xu, Xiangyun, 2021. "Time-varying effect of macro-prudential policies on household credit growth: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 241-254.
- 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.
- Kim, Soyoung & Oh, Junbeom, 2020. "Macroeconomic effects of macroprudential policies: Evidence from LTV and DTI policies in Korea," Japan and the World Economy, Elsevier, vol. 53(C).
- Dimitris Mokas & Massimo Giuliodori, 2021. "Effects of LTV announcements in EU economies," Working Papers 704, DNB.
- Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
- Funke, Michael & Tsang, Andrew & Zhu, Linxu, 2018. "Not all cities are alike: House price heterogeneity and the design of macro-prudential policies in China," BOFIT Discussion Papers 18/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Chris McDonald, 2015. "When is macroprudential policy effective?," Reserve Bank of New Zealand Discussion Paper Series DP2015/06, Reserve Bank of New Zealand.
- Soyoung Kim & Aaron Mehrotra, 2016. "Maintaining price and financial stability by monetary and macroprudential policy - evidence from Asia and the Pacific," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 17-28, Bank for International Settlements.
- Chen, Minghua & Kang, Qiaoling & Wu, Ji & Jeon, Bang Nam, 2022. "Do macroprudential policies affect bank efficiency? Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Joshua Aizenman & Yothin Jinjarak & Huanhuan Zheng, 2016. "House Valuations and Economic Growth: Some International Evidence," NBER Working Papers 22699, National Bureau of Economic Research, Inc.
- Kumar, Sanjiv & Prabheesh, K.P. & Bashar, Omar, 2022. "Examining the effectiveness of macroprudential policy in India," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 91-113.
- Altunbas, Yener & Binici, Mahir & Gambacorta, Leonardo, 2018.
"Macroprudential policy and bank risk,"
Journal of International Money and Finance, Elsevier, vol. 81(C), pages 203-220.
- Ilhyock Shim, 2011.
"Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1625-1661, December.
- Ilhyock Shim, 2011. "Dynamic Prudential Regulation: Is Prompt Corrective Action Optimal?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(8), pages 1625-1661, December.
See citations under working paper version above.- Ilhyock Shim, 2006. "Dynamic prudential regulation: Is prompt corrective action optimal?," BIS Working Papers 206, Bank for International Settlements.
- Naohiko Baba & Ilhyock Shim, 2010.
"Policy responses to dislocations in the FX swap market: the experience of Korea,"
BIS Quarterly Review, Bank for International Settlements, June.
Cited by:
- Kyoungsoo Yoon, 2013. "FX Funding Risks and Exchange Rate Volatility - Korea's Case," 2013 Meeting Papers 1361, Society for Economic Dynamics.
- Rasmus Fatum & James Yetman, 2018.
"Accumulation of foreign currency reserves and risk-taking,"
BIS Working Papers
728, Bank for International Settlements.
- Fatum, Rasmus & Yetman, James, 2019. "Accumulation of Foreign Currency Reserves and Risk-taking," Discussion paper series HIAS-E-89, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Fatum, Rasmus & Yetman, James, 2020. "Accumulation of foreign currency reserves and risk-taking," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Rasmus Fatum & James Yetman, 2019. "Accumulation of foreign currency reserves and risk-taking," GRU Working Paper Series GRU_2019_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- William A. Allen & Richhild Moessner, 2013.
"The Liquidity Consequences of the Euro Area Sovereign Debt Crisis,"
World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 14(1), pages 103-126, January.
- William A Allen & Richhild Moessner, 2012. "The liquidity consequences of the euro area sovereign debt crisis," BIS Working Papers 390, Bank for International Settlements.
- Maurice Obstfeld, 2010. "Expanding gross asset positions and the international monetary system," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 463-478.
- Edd Denbee & Carsten Jung & Francesco Patern�, 2016.
"Stitching together the global financial safety net,"
Questioni di Economia e Finanza (Occasional Papers)
322, Bank of Italy, Economic Research and International Relations Area.
- Denbee, Edd & Jung, Carsten & Paternò, Francesco, 2016. "Stitching together the global financial safety net," Bank of England Financial Stability Papers 36, Bank of England.
- Alin Marius Andries & Andreas M. Fischer & Pinar Yesin, 2015.
"The impact of international swap lines on stock returns of banks in emerging markets,"
Working Papers
16.01, Swiss National Bank, Study Center Gerzensee.
- Alin Marius Andries & Andreas M. Fischer & Dr. Pinar Yesin, 2015. "The impact of international swap lines on stock returns of banks in emerging markets," Working Papers 2015-07, Swiss National Bank.
- Fischer, Andreas & Yeşin, Pınar & Andries, Alin, 2016. "The impact of international swap lines on stock returns of banks in emerging markets," CEPR Discussion Papers 11167, C.E.P.R. Discussion Papers.
- International Monetary Fund, 2011. "Impact of the Global Crisison Banking Sector Soundness in Asian Low-Income Countries," IMF Working Papers 2011/115, International Monetary Fund.
- Richhild Moessner & William A. Allen & Gabriele Galati & William Nelson, 2017.
"Central bank swap lines and CIP deviations,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
482, National Institute of Economic and Social Research.
- William A. Allen & Gabriele Galati & Richhild Moessner & William Nelson, 2017. "Central bank swap lines and CIP deviations," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(4), pages 394-402, October.
- Fernández-Arias, Eduardo & Levy Yeyati, Eduardo, 2010.
"Global Financial Safety Nets: Where Do We Go from Here?,"
IDB Publications (Working Papers)
3166, Inter-American Development Bank.
- Eduardo Fernández Arias & Eduardo Levy-Yeyati, 2010. "Global Financial Safety Nets: Where Do We Go from Here?," Business School Working Papers 2010-06, Universidad Torcuato Di Tella.
- Eduardo Fernández-Arias & Eduardo Levy-Yeyati, 2012. "Global Financial Safety Nets: Where Do We Go from Here?," International Finance, Wiley Blackwell, vol. 15(1), pages 37-68, April.
- Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017. "Reprint of: The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 153-172.
- Andrieș, Alin Marius & Fischer, Andreas M. & Yeșin, Pınar, 2017. "The asymmetric effect of international swap lines on banks in emerging markets," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 215-234.
- Dong He & Robert N McCauley, 2013.
"Transmitting global liquidity to East Asia: policy rates, bond yields, currencies and dollar credit,"
BIS Working Papers
431, Bank for International Settlements.
- Dong He & Robert N McCauley, 2013. "Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit," Working Papers 152013, Hong Kong Institute for Monetary Research.
- Moessner, Richhild & Allen, William A., 2013. "Central bank swap line effectiveness during the euro area sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 167-178.
- Yavuz Arslan & Carlos Cantú, 2019. "The size of foreign exchange reserves," BIS Papers chapters, in: Bank for International Settlements (ed.), Reserve management and FX intervention, volume 104, pages 1-23, Bank for International Settlements.
- Elena Seghezza, 2018. "Can swap line arrangements help solve the Triffin dilemma? How?," The World Economy, Wiley Blackwell, vol. 41(10), pages 2691-2708, October.
- Mr. Jack J Ree & Mr. Kyoungsoo Yoon & Mr. Hail Park, 2012. "FX Funding Risks and Exchange Rate Volatility–Korea’s Case," IMF Working Papers 2012/268, International Monetary Fund.
- Rasmus Fatum & James Yetman, 2018. "Does the accumulation of foreign currency reserves affect risk-taking? An event study approach," BIS Papers chapters, in: Bank for International Settlements (ed.), The price, real and financial effects of exchange rates, volume 96, pages 41-52, Bank for International Settlements.
- Claudio Borio & Robert McCauley & Patrick McGuire, 2011. "Global credit and domestic credit booms," BIS Quarterly Review, Bank for International Settlements, September.
- Jeong, Daehee, 2010. "Margin and Funding Liquidity: An Empirical Analysis on the Covered Interest Parity in Korea," KDI Policy Studies 2010-01, Korea Development Institute (KDI).
- Stefan Avdjiev & Robert McCauley & Patrick McGuire, 2012. "Rapid credit growth and international credit: Challenges for Asia," BIS Working Papers 377, Bank for International Settlements.
- Fernando Avalos & Ramon Moreno, 2013. "Hedging in derivatives markets: the experience of Chile," BIS Quarterly Review, Bank for International Settlements, March.
- Dietrich Domanski & Ingo Fender & Patrick McGuire, 2011. "Assessing global liquidity," BIS Quarterly Review, Bank for International Settlements, December.
- Shim, Ilhyock & Sharma, Sunil & Chami, Ralph, 2008.
"A Model of the IMF as a Coinsurance Arrangement,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-41.
See citations under working paper version above.
- Chami, Ralph & Sharma, Sunil & Shim, Ilhyock, 2007. "A Model of the IMF as a Coinsurance Arrangement," Economics Discussion Papers 2007-26, Kiel Institute for the World Economy (IfW Kiel).
- Ralph Chami & Sunil Sharma & Ilhyock Shim, 2005. "A model of the IMF as a coinsurance arrangement," BIS Working Papers 170, Bank for International Settlements.
- Mr. Ralph Chami & Mr. Ilhyock Shim & Mr. Sunil Sharma, 2004. "A Model of the Imf As a Coinsurance Arrangement," IMF Working Papers 2004/219, International Monetary Fund.
- Eli M Remolona & Ilhyock Shim, 2008.
"Credit derivatives an structured creit: the nascant markets of Asia and the Pacific,"
BIS Quarterly Review, Bank for International Settlements, June.
Cited by:
- Paul Mizen & Frank Packer & Eli M Remolona & Serafeim Tsoukas, 2012.
"Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets,"
BIS Working Papers
401, Bank for International Settlements.
- Paul Mizen & Frank Packer & Eli Remolona & Serafeim Tsoukas, 2012. "Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets," Working Papers 2012_16, Business School - Economics, University of Glasgow.
- Paul Mizen & Frank Packer & Eli Remolona & Serafeim Tsoukas, 2012. "Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets," Discussion Papers 12/15, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Don H Kim & Mico Loretan & Eli M Remolona, 2010.
"Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 318-339,
Bank for International Settlements.
- Kim, Don H. & Loretan, Mico & Remolona, Eli M., 2010. "Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market," Journal of Asian Economics, Elsevier, vol. 21(3), pages 314-326, June.
- Paul Mizen & Serafeim Tsoukas, 2012.
"The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises,"
Working Papers
2012_08, Business School - Economics, University of Glasgow.
- Mizen, Paul & Tsoukas, Serafeim, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3048-3059.
- Shim, Ilhyock & Zhu, Haibin, 2014.
"The impact of CDS trading on the bond market: Evidence from Asia,"
Journal of Banking & Finance, Elsevier, vol. 40(C), pages 460-475.
- Ilhyock Shim & Haibin Zhu, 2010. "The impact of CDS trading on the bond market: evidence from Asia," BIS Working Papers 332, Bank for International Settlements.
- Mizenand, Paul & Tsoukasy, Serafeim, 2012. "The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises," SIRE Discussion Papers 2012-42, Scottish Institute for Research in Economics (SIRE).
- Madhusudan Mohanty & Philip Turner, 2010. "Banks and financial intermediation in emerging Asia: reforms and new risks," BIS Working Papers 313, Bank for International Settlements.
- Mico Loretan & Philip Wooldridge, 2008. "The development of money markets in Asia," BIS Quarterly Review, Bank for International Settlements, September.
- Ilhyock Shim, 2012. "Development of Asia-Pacific corporate bond and securitisation markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Weathering financial crises: bond markets in Asia and the Pacific, volume 63, pages 5-14, Bank for International Settlements.
- Lien, Donald & Lee, Geul & Yang, Li & Zhang, Yuyin, 2018. "Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 187-201.
- Paul Mizen & Frank Packer & Eli M Remolona & Serafeim Tsoukas, 2012.
"Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets,"
BIS Working Papers
401, Bank for International Settlements.
- Narayana R. Kocherlakota & Ilhyock Shim, 2007.
"Forbearance and Prompt Corrective Action,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1107-1129, August.
- Narayana R. Kocherlakota & Ilhyock Shim, 2007. "Forbearance and Prompt Corrective Action," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1107-1129, August.
See citations under working paper version above.- Narayana Kocherlakota & Ilhyock Shim, 2005. "Forbearance and Prompt Corrective Action," 2005 Meeting Papers 324, Society for Economic Dynamics.
- Narayana Kocherlakota & Ilhyock Shim, 2005. "Forbearance and Prompt Corrective Action," Levine's Bibliography 666156000000000532, UCLA Department of Economics.
- Narayana R Kocherlakota & Ilhyock Shim, 2005. "Forbearance and Prompt Corrective Action," Levine's Bibliography 784828000000000512, UCLA Department of Economics.
- Ilhyock Shim & Narayana Kocherlakota, 2005. "Forbearance and prompt corrective action," BIS Working Papers 177, Bank for International Settlements.
- Ilhyock Shim & Goetz Von Peter, 2007.
"Distress Selling and Asset Market Feedback,"
Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 16(5), pages 243-291, December.
See citations under working paper version above.
- Ilhyock Shim & Goetz von Peter, 2007. "Distress selling and asset market feedback," BIS Working Papers 229, Bank for International Settlements.
- Ilhyock Shim, 2006.
"Corporate credit guarantees in Asia,"
BIS Quarterly Review, Bank for International Settlements, December.
Cited by:
- Hafezali Iqbal Hussain & Azlan Ali & Hassanudin Mohd Thas Thaker & Mohsin Ali, 2019. "Firm Performance and Family Related Directors: Empirical Evidence from an Emerging Market," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 13(2), June.
- Gongbing Bi & Yalei Fei & Xiaoyong Yuan & Dong Wang, 2018. "Joint Operational and Financial Collaboration in a Capital-Constrained Supply Chain Under Manufacturer Collateral," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(03), pages 1-23, June.
- Chatani, Kazutoshi. & Pedro, Oluwaseun Olufemi., 2014. "The role of central banks in meeting the development and employment challenges : the case of Mozambique," ILO Working Papers 994865563402676, International Labour Organization.
- Safdar Ullah Khan, 2006. "Macro Determinants of Total Factor Productivity in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 2, pages 383-401..
- Wilatluk Sinswat & Tientip Subhanij, 2010. "A Cross-Country Survey on SME Financial Access and implications for Thailand," Working Papers 2010-03, Monetary Policy Group, Bank of Thailand.
- Patrick Honohan, 2008.
"Partial Credit Guarantees: Principles and Practice,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp244, IIIS.
- Honohan, Patrick, 2010. "Partial credit guarantees: Principles and practice," Journal of Financial Stability, Elsevier, vol. 6(1), pages 1-9, April.
- Ju, Yong Han & Sohn, So Young, 2014. "Updating a credit-scoring model based on new attributes without realization of actual data," European Journal of Operational Research, Elsevier, vol. 234(1), pages 119-126.
- Dong, Linjia & Yang, Zhaojun, 2023. "Investment and financing analysis for a venture capital alternative," Economic Modelling, Elsevier, vol. 126(C).
- Dong, Linjia & Nishihara, Michi & Yang, Zhaojun, 2023. "Two-stage investment, loan guarantees and share buybacks," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Dang Thai Binh, 2015. "Economic Impact of Credit Guarantee System - Hungarian Case Study," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, vol. 11(01), pages 11-24.
- Luo, Luping & He, Wen & Hu, Hao, 2024. "Government subsidy policies for guarantee financing: Risk compensation vs. fee reduction," European Journal of Operational Research, Elsevier, vol. 314(2), pages 747-759.
- Luo, Pengfei & Wang, Huamao & Yang, Zhaojun, 2016. "Investment and financing for SMEs with a partial guarantee and jump risk," European Journal of Operational Research, Elsevier, vol. 249(3), pages 1161-1168.
Chapters
- Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2023.
"Macro-Financial Stability Frameworks: Experience and Challenges,"
World Scientific Book Chapters, in: Claudio Borio & Edward S Robinson & Hyun Song Shin (ed.), MACRO-FINANCIAL STABILITY POLICY IN A GLOBALISED WORLD: LESSONS FROM INTERNATIONAL EXPERIENCE Selected Papers from the Asian Monetary Policy Forum 202, chapter 3, pages 2-49,
World Scientific Publishing Co. Pte. Ltd..
See citations under working paper version above.
- Claudio Borio & Ilhyock Shim & Hyun Song Shin, 2022. "Macro-financial stability frameworks: experience and challenges," BIS Working Papers 1057, Bank for International Settlements.
- Sally Chen & Tirupam Goel & Han Qiu & Ilhyock Shim, 2022.
"CBDCs in emerging market economies,"
BIS Papers chapters, in: Bank for International Settlements (ed.), CBDCs in emerging market economies, volume 123, pages 1-21,
Bank for International Settlements.
- Sally Chen & Tirupam Goel & Han Qiu & Ilhyock Shim, 2022. "CBDCs in emerging market economies," BIS Papers, Bank for International Settlements, number 123.
Cited by:
- Solikin M. Juhro, 2023. "Future Central Banking In Emerging Market Economies," Working Papers WP/01/2023, Bank Indonesia.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020.
"Original sin redux and policy responses in emerging market economies during the COVID-19 pandemic,"
Vox eBook Chapters, in: Simeon Djankov & Ugo Panizza (ed.), COVID-19 in Developing Economies, edition 1, volume 1, chapter 1, pages 353-361,
Centre for Economic Policy Research.
Cited by:
- Tatiana Didier & Federico Huneeus & Mauricio Larrain & Sergio L. Schmukler, 2020.
"Financing Firms in Hibernation During the COVID-19 Pandemic,"
World Bank Publications - Reports
33611, The World Bank Group.
- Tatiana Didier & Federico Huneeus & Mauricio Larrain & Sergio L. Schmukler, 2020. "Financing Firms in Hibernation during the COVID-19 Pandemic," Mo.Fi.R. Working Papers 162, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Didier Brandao,Tatiana & Huneeus,Federico & Larrain,Mauricio & Schmukler,Sergio L., 2020. "Financing Firms in Hibernation During the COVID-19 Pandemic," Research and Policy Briefs 147598, The World Bank.
- Didier, Tatiana & Huneeus, Federico & Larrain, Mauricio & Schmukler, Sergio L., 2021. "Financing firms in hibernation during the COVID-19 pandemic," Journal of Financial Stability, Elsevier, vol. 53(C).
- Tatiana Didier & Federico Huneeus & Mauricio Larrain & Sergio L. Schmukler, 2020. "Financing Firms in Hibernation during the COVID-19 Pandemic," Cowles Foundation Discussion Papers 2233, Cowles Foundation for Research in Economics, Yale University.
- Tatiana Didier & Federico Huneeus & Mauricio Larrain & Sergio L. Schmukler, 2020. "Financing Firms in Hibernation during the COVID-19 Pandemic," Cowles Foundation Discussion Papers 2233R, Cowles Foundation for Research in Economics, Yale University, revised Sep 2020.
- Didier,Tatiana & Huneeus,Federico & Larrain,Mauricio & Schmukler,Sergio L., 2020. "Financing Firms in Hibernation during the COVID-19 Pandemic," Policy Research Working Paper Series 9236, The World Bank.
- Tatiana Didier & Federico Huneeus & Mauricio Larraín & Sergio L. Schmukler, 2020. "Financing Firms in Hibernation during the COVID-19 Pandemic," Working Papers Central Bank of Chile 880, Central Bank of Chile.
- Srivastava, Jagriti & Gopalakrishnan, Balagopal, 2021. "In-kind financing during a pandemic: Trade credit and COVID-19," MPRA Paper 108951, University Library of Munich, Germany.
- Okot, Anjelo & Kaltenbrunner, Annina & Perez Ruiz, Daniel, 2022. "Determinants of the exchange rate, its volatility and currency crash risk in Africa's low and lower middle-income countries," EIB Working Papers 2022/12, European Investment Bank (EIB).
- Jagriti Srivastava & Balagopal Gopalakrishnan, 2021. "In-kind financing during a pandemic: Trade credit and COVID-19," Working papers 473, Indian Institute of Management Kozhikode.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019.
"Bond risk premia and the exchange rate,"
BIS Working Papers
775, Bank for International Settlements.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Bond Risk Premia and The Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
- Tatiana Didier & Federico Huneeus & Mauricio Larrain & Sergio L. Schmukler, 2020.
"Financing Firms in Hibernation During the COVID-19 Pandemic,"
World Bank Publications - Reports
33611, The World Bank Group.
- Carlos Cantu & Leonardo Gambacorta & Ilhyock Shim, 2020.
"How effective are macroprudential policies in Asia Pacific? Evidence from a meta-analysis,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Measuring the effectiveness of macroprudential policies using supervisory bank-level data, volume 110, pages 3-15,
Bank for International Settlements.
Cited by:
- 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.
- Marek A. Dąbrowski & Dimas Mukhlas Widiantoro, 2023. "Effectiveness and conduct of macroprudential policy in Indonesia in 2003–2020: Evidence from the structural VAR models," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 703-731, December.
- Cantú, Carlos & Lobato, Roberto & López, Calixto & López-Gallo, Fabrizio, 2022. "A loan-level analysis of financial resilience in Mexico," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Mirzaei, Ali & Samet, Anis, 2022. "Effectiveness of macroprudential policies: Do stringent bank regulation and supervision matter?," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 342-360.
- Sebastian Edwards, 2021. "Macroprudential Policies and The Covid-19 Pandemic: Risks and Challenges For Emerging Markets," NBER Working Papers 29441, National Bureau of Economic Research, Inc.
- Ekinci, Mehmet Fatih & Özcan, Gülserim, 2022.
"Macroprudential policies and current account balance,"
Economic Analysis and Policy, Elsevier, vol. 73(C), pages 768-777.
- Ekinci, Mehmet Fatih, 2020. "Macroprudential Policies and Current Account Balance," MPRA Paper 99445, University Library of Munich, Germany.
- Chen, Minghua & Kang, Qiaoling & Wu, Ji & Jeon, Bang Nam, 2022. "Do macroprudential policies affect bank efficiency? Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Mirzaei, Ali & Pasiouras, Fotios & Samet, Anis, 2021. "State ownership, macroprudential policies, and bank lending," Journal of International Money and Finance, Elsevier, vol. 117(C).
- 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.
- David Ng & Ilhyock Shim & Jose Maria Vidal Pastor, 2019.
"The role of different institutional investors in Asia-Pacific bond markets during the taper tantrum,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Asia-Pacific fixed income markets: evolving structure, participation and pricing, volume 102, pages 113-142,
Bank for International Settlements.
Cited by:
- Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020. "Cross-border commercial real estate investment in Asia-Pacific," BIS Quarterly Review, Bank for International Settlements, September.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018.
"The Costs of Macroprudential Policy,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 263-282,
National Bureau of Economic Research, Inc.
- Richter, Björn & Schularick, Moritz & Shim, Ilhyock, 2019. "The costs of macroprudential policy," Journal of International Economics, Elsevier, vol. 118(C), pages 263-282.
See citations under working paper version above.- Schularick, Moritz & Richter, Björn & Shim, Ilhyock, 2018. "The Costs of Macroprudential Policy," CEPR Discussion Papers 13124, C.E.P.R. Discussion Papers.
- Björn Richter & Moritz Schularick & Ilhyock Shim, 2018. "The Costs of Macroprudential Policy," NBER Working Papers 24989, National Bureau of Economic Research, Inc.
- Moritz Schularick & Ilhyock Shim, 2017.
"Household credit in Asia-Pacific,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Financial systems and the real economy, volume 91, pages 129-144,
Bank for International Settlements.
Cited by:
- Woon Gyu Choi & Mr. David Cook, 2018. "Policy Conflicts and Inflation Targeting: The Role of Credit Markets," IMF Working Papers 2018/072, International Monetary Fund.
- Sommarat Chantarat & Atchana Lamsam & Krislert Samphantharak & Bhumjai Tangsawasdirat, 2020.
"Household Debt and Delinquency over the Life Cycle,"
Asian Development Review, MIT Press, vol. 37(1), pages 61-92, March.
- Sommarat Chantarat & Atchana Lamsam & Krislert Samphantharak & Bhumjai Tangsawasdirat, 2018. "Household Debt and Delinquency over the Life Cycle," PIER Discussion Papers 94, Puey Ungphakorn Institute for Economic Research.
- Marco Jacopo Lombardi & Madhusudan Mohanty & Ilhyock Shim, 2017. "The real effects of household debt in the short and long run," BIS Working Papers 607, Bank for International Settlements.
- Yusuf Soner Baskaya & Turalay Kenç & Ilhyock Shim & Philip Turner, 2016.
"Financial development and the effectiveness of macroprudential measures,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 103-116,
Bank for International Settlements.
Cited by:
- El Said, A. & Emara, N. & Pearlman, J., 2020.
"On the Impact of Financial Inclusion on Financial Stability and Inequality: The Role of Macroprudential Policies,"
Working Papers
20/06, Department of Economics, City University London.
- Emara, Noha & El Said, Ayah & Pearlman, Joseph, 2019. "On the Impact of Financial Inclusion on Financial Stability and Inequality: The Role of Macroprudential Policies," MPRA Paper 99258, University Library of Munich, Germany.
- Soyoung Kim & Aaron Mehrotra, 2019.
"Examining macroprudential policy and its macroeconomic effects - some new evidence,"
BIS Working Papers
825, Bank for International Settlements.
- Kim, Soyoung & Mehrotra, Aaron, 2022. "Examining macroprudential policy and its macroeconomic effects – Some new evidence," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Ms. Juliana Dutra Araujo & Manasa Patnam & Ms. Adina Popescu & Mr. Fabian Valencia & Weijia Yao, 2020. "Effects of Macroprudential Policy: Evidence from Over 6,000 Estimates," IMF Working Papers 2020/067, International Monetary Fund.
- El Said, A. & Emara, N. & Pearlman, J., 2020.
"On the Impact of Financial Inclusion on Financial Stability and Inequality: The Role of Macroprudential Policies,"
Working Papers
20/06, Department of Economics, City University London.
- Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2015.
"Effectiveness of macroprudential and capital flow measures in Asia and the Pacific,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Cross-border Financial Linkages: Challenges for Monetary Policy and Financial Stability, volume 82, pages 185-192,
Bank for International Settlements.
Cited by:
- Claudia M Buch & Linda S Goldberg, 2017.
"Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 505-558, March.
- Buch, Claudia M. & Goldberg, Linda, 2017. "Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network," Discussion Papers 02/2017, Deutsche Bundesbank.
- Claudia M. Buch & Linda Goldberg, 2016. "Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network," NBER Working Papers 22874, National Bureau of Economic Research, Inc.
- Claudia M. Buch & Linda S. Goldberg, 2016. "Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network," Staff Reports 801, Federal Reserve Bank of New York.
- Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2016.
"International prudential policy spillovers: a global perspective,"
BIS Working Papers
589, Bank for International Settlements.
- Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter, 2017. "International Prudential Policy Spillovers: A Global Perspective," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 5-33, March.
- Ulrich Volz, 2016.
"Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences,"
International Economic Journal, Taylor & Francis Journals, vol. 30(2), pages 272-293, June.
- Ulrich Volz, 2016. "Regional Financial Integration in East Asia against the Backdrop of Recent European Experiences," Working Papers 194, Department of Economics, SOAS University of London, UK.
- Chokri Zehri & Zagros Madjd‐Sadjadi, 2024. "Capital flow management and monetary policy to control credit growth," Economics and Politics, Wiley Blackwell, vol. 36(2), pages 637-676, July.
- Kiemo, Samuel & Kamau, Anne & Rugiri, Irene W. & Talam, Camilla, 2021. "Macroprudential regulation and bank stability: The credit market signal," KBA Centre for Research on Financial Markets and Policy Working Paper Series 53, Kenya Bankers Association (KBA).
- Claudia M Buch & Linda S Goldberg, 2017.
"Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 505-558, March.
- Naohiko Baba & Ilhyock Shim, 2014.
"Dislocations in the Won-Dollar Swap Markets during the Crisis of 2007–2009,"
Palgrave Macmillan Books, in: Kyuil Chung & Soyoung Kim & Hail Park & Changho Choi & Hyun Song Shin (ed.), Volatile Capital Flows in Korea, chapter 6, pages 143-176,
Palgrave Macmillan.
See citations under working paper version above.
- Naohiko Baba & Ilhyock Shim, 2014. "Dislocations In The Won‐Dollar Swap Markets During The Crisis Of 2007–2009," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(4), pages 279-302, October.
- Ilhyock Shim, 2012.
"Discussant remarks on Andrew Felton and Joseph B Nichols’ paper Commercial real estate loan performance at failed US banks,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Property markets and financial stability, volume 64, pages 25-28,
Bank for International Settlements.
Cited by:
- Amanda Liu & Ilhyock Shim & Vladyslav Sushko, 2020. "Cross-border commercial real estate investment in Asia-Pacific," BIS Quarterly Review, Bank for International Settlements, September.
- Ilhyock Shim, 2012.
"Development of Asia-Pacific corporate bond and securitisation markets,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Weathering financial crises: bond markets in Asia and the Pacific, volume 63, pages 5-14,
Bank for International Settlements.
Cited by:
- Kowalewski, Oskar & Pisany, Paweł, 2019.
"What drove the growth of the corporate bond markets in Asia?,"
Research in International Business and Finance, Elsevier, vol. 48(C), pages 365-380.
- Oskar Kowalewski & Paweł Pisany, 2019. "What drove the growth of the corporate bond markets in Asia?," Post-Print hal-02108581, HAL.
- Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2019.
"Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies,"
Journal of Corporate Finance, Elsevier, vol. 59(C), pages 162-184.
- Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015. "Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies," SIRE Discussion Papers 2015-65, Scottish Institute for Research in Economics (SIRE).
- Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2014. "Policy initiatives and firms access to external finance: Evidence from a panel of emerging Asian economies," Working Papers 2015_01, Business School - Economics, University of Glasgow.
- Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015. "Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies," Essex Finance Centre Working Papers 15627, University of Essex, Essex Business School.
- Katarzyna Glinka, 2016. "Adaptations Within The Financial Market In China After Global Financial Crisis," Oeconomia Copernicana, Institute of Economic Research, vol. 7(4), pages 565-591, December.
- Delphine Lahet & Stéphanie Prat, 2021. "Internationalisation of emerging market currencies and original sin: Empirical evidence," The World Economy, Wiley Blackwell, vol. 44(7), pages 1973-2003, July.
- Das Dilip K., 2014. "Evolving Domestic Bond Markets and Financial Deepening in Asia," Global Economy Journal, De Gruyter, vol. 14(1), pages 89-112, June.
- Kowalewski, Oskar & Pisany, Paweł, 2019.
"What drove the growth of the corporate bond markets in Asia?,"
Research in International Business and Finance, Elsevier, vol. 48(C), pages 365-380.
- Kenneth Kuttner & Ilhyock Shim, 2012.
"Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit,"
RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability,
Reserve Bank of Australia.
Cited by:
- Tillmann, Peter, 2015. "Estimating the effects of macroprudential policy shocks: A Qual VAR approach," Economics Letters, Elsevier, vol. 135(C), pages 1-4.
- Zhang, Longmei & Zoli, Edda, 2016. "Leaning against the wind: Macroprudential policy in Asia," Journal of Asian Economics, Elsevier, vol. 42(C), pages 33-52.
- Tobias Adrian & J. Nellie Liang, 2014.
"Monetary policy, financial conditions, and financial stability,"
Staff Reports
690, Federal Reserve Bank of New York.
- Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
- Tobias Adrian & Nellie Liang, 2018. "Monetary Policy, Financial Conditions, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
- Singh, Bhupal, 2023. "Housing prices and macroprudential policies: Evidence from microdata," Economic Systems, Elsevier, vol. 47(1).
- Martin Cesnak & Jan Klacso & Roman Vasil, 2021. "Analysis of the Impact of Borrower-Based Measures," Working and Discussion Papers OP 3/2021, Research Department, National Bank of Slovakia.
- Luangaram, Pongsak & Thepmongkol, Athakrit, 2022. "Loan-to-value policy in a bubble-creation economy," Journal of Asian Economics, Elsevier, vol. 79(C).
- KurmaÅŸ AkdoÄŸan & Neslihan Kaya EkÅŸi & Ozan EkÅŸi, 2021. "Determinants of Non-Core Liabilities of Banks in Emerging Markets in the Post-Crisis Era," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 35(1), pages 68-86.
- Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020.
"An agent-based model for the assessment of LTV caps,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
- Laliotis, Dimitrios & Buesa, Alejandro & Leber, Miha & Población García, Francisco Javier, 2019. "An agent-based model for the assessment of LTV caps," Working Paper Series 2294, European Central Bank.
- Kenneth N Kuttner & Ilhyock Shim, 2013.
"Can non-interest rate policies stabilise housing markets? Evidence from a panel of 57 economies,"
BIS Working Papers
433, Bank for International Settlements.
- Kenneth N. Kuttner & Ilhyock Shim, 2013. "Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies," NBER Working Papers 19723, National Bureau of Economic Research, Inc.
- Kuttner, Kenneth N. & Shim, Ilhyock, 2016. "Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies," Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
- Katarzyna Budnik & Gerhard Rünstler, 2023.
"Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 186-201, March.
- Budnik, Katarzyna & Rünstler, Gerhard, 2020. "Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series 2353, European Central Bank.
- Lerbs, Oliver & Voigtländer, Michael, 2018. "Ist eine makroprudenzielle Regulierung des deutschen Hypothekenmarktes geboten?," ZEW Discussion Papers 17-029, ZEW - Leibniz Centre for European Economic Research, revised 2018.
- Leonardo Gambacorta & Andrés Murcia, 2019.
"The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49,
Bank for International Settlements.
- Leonardo Gambacorta & Andrés Murcia Pabón, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," BIS Working Papers 636, Bank for International Settlements.
- Josep Maria Raya Vilchez & Aleksander Kucel, 2023. "How fiscal policy affects housing market dynamics: Evidence from Spain," Bulletin of Economic Research, Wiley Blackwell, vol. 75(2), pages 323-347, April.
- Claudio Borio, 2014.
"The international monetary and financial system: its Achilles heel and what to do about it,"
Globalization Institute Working Papers
203, Federal Reserve Bank of Dallas.
- Claudio Borio, 2014. "The international monetary and financial system: its Achilles heel and what to do about it," BIS Working Papers 456, Bank for International Settlements.
- Sabine Winkler, 2017. "Housing, Finance, Policy and the Wider Economy," Journal of Management and Sustainability, Canadian Center of Science and Education, vol. 7(2), pages 45-64, June.
- Coulier, Lara & De Schryder, Selien, 2024.
"Assessing the effects of borrower-based macroprudential policy on credit in the EU using intensity-based indices,"
Journal of International Money and Finance, Elsevier, vol. 142(C).
- Lara Coulier & Selien De Schryder, 2022. "Assessing the Effects of Borrower-Based Macroprudential Policy on Credit in the EU Using Intensity-Based Indices," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1044, Ghent University, Faculty of Economics and Business Administration.
- van Holle, Frederiek, 2017. "Essays in empirical finance and monetary policy," Other publications TiSEM 30d11a4b-7bc9-4c81-ad24-5, Tilburg University, School of Economics and Management.
- Chris Bloor & Chris McDonald, 2013. "Estimating the impacts of restrictions on high LVR lending," Reserve Bank of New Zealand Analytical Notes series AN2013/05, Reserve Bank of New Zealand.
- Gambacorta, Leonardo & Murcia, Andres, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
- Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks - Evidence from Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 19(1), pages 120-149.
- Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Stephen Sheppard & Andrew Udell, 2016. "Do Airbnb Properties Affect House Prices?," Department of Economics Working Papers 2016-03, Department of Economics, Williams College.
- Ms. Longmei Zhang & Ms. Edda Zoli, 2014. "Leaning Against the Wind: Macroprudential Policy in Asia," IMF Working Papers 2014/022, International Monetary Fund.
- Wong, Siu Kei & Cheung, Ka Shing & Deng, Kuang Kuang & Chau, Kwong Wing, 2021. "Policy responses to an overheated housing market: Credit tightening versus transaction taxes," Journal of Asian Economics, Elsevier, vol. 75(C).
- Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
- Anne-Marie Brook, 2014. "Options to Narrow New Zealand’s Saving – Investment Imbalance," Treasury Working Paper Series 14/17, New Zealand Treasury.
- Saoussen Ouhibi & Sami Hammami, 2021. "The Interaction Between Monetary Policy And Macroprudential Tools: Empirical Evidence Of The Southern Mediterranean Countries," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 10(2), pages 51-66, June.
- Valadkhani, Abbas & Costello, Greg & Ratti, Ronald, 2016. "House price cycles in Australia’s four largest capital cities," Economic Analysis and Policy, Elsevier, vol. 52(C), pages 11-22.
- Eric Wong & Andrew Tsang & Steven Kong, 2014. "How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong," Working Papers 032014, Hong Kong Institute for Monetary Research.
- Daniel Oda & Fernando Sepúlveda, 2014. "Uncovering Our Self-Imposed Limits: Changes in Loan-to-Value and The Mortgage Market," Working Papers Central Bank of Chile 737, Central Bank of Chile.
- Andrew Filardo & Jason George & Mico Loretan & Guonan Ma & Anella Munro & Ilhyock Shim & Philip Wooldridge & James Yetman & Haibin Zhu, 2010.
"The international financial crisis: timeline, impact and policy responses in Asia and the Pacific,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 21-82,
Bank for International Settlements.
Cited by:
- Molina-Muñoz, Jesús & Mora-Valencia, Andrés & Perote, Javier, 2020. "Market-crash forecasting based on the dynamics of the alpha-stable distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
- Dimpfl, Thomas & Peter, Franziska J., 2014.
"The impact of the financial crisis on transatlantic information flows: An intraday analysis,"
University of Tübingen Working Papers in Business and Economics
70, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Dimpfl, Thomas & Peter, Franziska J., 2014. "The impact of the financial crisis on transatlantic information flows: An intraday analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 1-13.
- Evžen Kočenda & Ichiro Iwasaki, 2022.
"Bank survival around the world: A meta‐analytic review,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 108-156, February.
- Evzen Kocenda & Ichiro Iwasaki, 2021. "Bank Survival Around the World: A Meta-Analytic Review," Working Papers IES 2021/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
- Kočenda, Evžen & Iwasaki, Ichiro, 2021. "Bank Survival Around the World A Meta‐Analytic Review," CEI Working Paper Series 2021-02, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Chau H. A. Le, 2016. "Macro-financial linkages and bank behaviour: evidence from the second-round effects of the global financial crisis on East Asia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 365-387, December.
- Shi, Yujie & Wang, Liming, 2023. "Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets," Global Finance Journal, Elsevier, vol. 57(C).
- Michal Jurek & Pawel Marszalek, 2014. "Subprime mortgages and the MBSs in generating and transmitting the global financial crisis," Working papers wpaper40, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
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Cited by:
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"Le bilan des particuliers au Canada : évolution et analyse,"
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2011rp-17, CIRANO.
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- Maxime Desmarais-Tremblay & François Vaillancourt, 2011.
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Books
- Sally Chen & Tirupam Goel & Han Qiu & Ilhyock Shim, 2022.
"CBDCs in emerging market economies,"
BIS Papers,
Bank for International Settlements, number 123.
See citations under working paper version above.Sorry, no citations of books recorded.
- Sally Chen & Tirupam Goel & Han Qiu & Ilhyock Shim, 2022. "CBDCs in emerging market economies," BIS Papers chapters, in: Bank for International Settlements (ed.), CBDCs in emerging market economies, volume 123, pages 1-21, Bank for International Settlements.