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Ulf Lewrick

Personal Details

First Name:Ulf
Middle Name:
Last Name:Lewrick
Suffix:
RePEc Short-ID:ple786
[This author has chosen not to make the email address public]
http://www.bis.org/author/ulf_lewrick.htm
Terminal Degree: Wirtschaftswissenschaftliches Zentrum; Universität Basel (from RePEc Genealogy)

Affiliation

(90%) Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

(10%) Abteilung Aussenwirtschaft und Europäische Integration
Wirtschaftswissenschaftliches Zentrum
Universität Basel

Basel, Switzerland
http://www.wwz.unibas.ch/aei/
RePEc:edi:aabasch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Raphael Auer & Marc Farag & Ulf Lewrick & Lovrenc Orazem & Markus Zoss, 2022. "Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies," BIS Working Papers 1013, Bank for International Settlements.
  2. Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2021. "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," BIS Working Papers 922, Bank for International Settlements.
  3. Yuuki Ikeda & Will Kerry & Ulf Lewrick & Christian Schmieder, 2021. "Covid-19 and bank resilience: where do we stand?," BIS Bulletins 44, Bank for International Settlements.
  4. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.
  5. Ryan Niladri Banerjee & Enisse Kharroubi & Ulf Lewrick, 2020. "Bankruptcies, unemployment and reallocation from Covid-19," BIS Bulletins 31, Bank for International Settlements.
  6. Ulf Lewrick & Christian Schmieder & Jhuvesh Sobrun & Elod Takats, 2020. "Releasing bank buffers to cushion the crisis - a quantitative assessment," BIS Bulletins 11, Bank for International Settlements.
  7. Ulf Lewrick & José María Serena Garralda & Grant Turner, 2019. "Believing in bail-in? Market discipline and the pricing of bail-in bonds," BIS Working Papers 831, Bank for International Settlements.
  8. Ulf Lewrick & Jochen Schanz, 2017. "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers 663, Bank for International Settlements.
  9. Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017. "Bank capital allocation under multiple constraints," BIS Working Papers 666, Bank for International Settlements.
  10. Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
  11. Ingo Fender & Ulf Lewrick, 2016. "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers 591, Bank for International Settlements.
  12. Ulf Lewrick & Lukas Mohler & Rolf Weder, 2014. "When firms and industries matter: understanding the sources of productivity growth," BIS Working Papers 469, Bank for International Settlements.
  13. Lewrick, Ulf & Mohler, Lukas & Weder, Rolf, 2011. "International Trade in Variety and Domestic Production," Working papers 2011/03, Faculty of Business and Economics - University of Basel.

Articles

  1. Fabian Garavito & Ulf Lewrick & Tomas Stastny & Karamfil Todorov, 2024. "Shifting landscapes: life insurance and financial stability," BIS Quarterly Review, Bank for International Settlements, September.
  2. Ulf Lewrick & Jochen Schanz, 2023. "Towards a Macroprudential Framework for Investment Funds: Swing Pricing and Investor Redemptions," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 229-267, August.
  3. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2023. "Window Dressing and the Designation of Global Systemically Important Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 231-264, October.
  4. Ulf Lewrick & Stijn Claessens, 2021. "Open-ended bond funds: systemic risks and policy implications," BIS Quarterly Review, Bank for International Settlements, December.
  5. Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
  6. Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2019. "Playing it safe: global systemically important banks after the crisis," BIS Quarterly Review, Bank for International Settlements, September.
  7. Ulf Lewrick & Lukas Mohler & Rolf Weder, 2018. "Productivity growth from an international trade perspective," Review of International Economics, Wiley Blackwell, vol. 26(2), pages 339-356, May.
  8. Ulf Lewrick & Lukas Mohler & Rolf Weder, 2016. "Trade in variety and domestic production: Evidence from US manufacturing," Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1631-1657, November.
  9. Morten Linnemann Bech & Anamaria Illes & Ulf Lewrick & Andreas Schrimpf, 2016. "Hanging up the phone - electronic trading in fixed income markets and its implications," BIS Quarterly Review, Bank for International Settlements, March.
  10. Ingo Fender & Ulf Lewrick, 2015. "Calibrating the leverage ratio," BIS Quarterly Review, Bank for International Settlements, December.
  11. Ingo Fender & Ulf Lewrick, 2015. "Shifting tides - market liquidity and market-making in fixed income instruments," BIS Quarterly Review, Bank for International Settlements, March.
  12. Ingo Fender & Ulf Lewrick, 2013. "Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets," BIS Quarterly Review, Bank for International Settlements, September.
    RePEc:cml:boletn:v:lxiii:y:2017:i:1:p:1-28 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Raphael Auer & Marc Farag & Ulf Lewrick & Lovrenc Orazem & Markus Zoss, 2022. "Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies," BIS Working Papers 1013, Bank for International Settlements.

    Cited by:

    1. Copestake, Alexander & Furceri, Davide & Gonzalez-Dominguez, Pablo, 2023. "Crypto market responses to digital asset policies," Economics Letters, Elsevier, vol. 222(C).
    2. Abate, Giorgio & Branzoli, Nicola & Gallo, Raffaele, 2023. "Crypto-Asset Markets: Structure, Market Developments in 2022 and Policy Considerations," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(3), pages 353-386.
    3. Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 1-13.
    4. Bernhard Haslhofer & Burkhard Raunig & Pietro Saggase & Esther Segalla & Michael Sigmund & Felix Zangerl, 2023. "Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? (Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl, Bernhard Haslhofer)," Working Papers 248, Oesterreichische Nationalbank (Austrian Central Bank).
    5. Ms. Natasha X Che & Alexander Copestake & Davide Furceri & Tammaro Terracciano, 2023. "The Crypto Cycle and US Monetary Policy," IMF Working Papers 2023/163, International Monetary Fund.
    6. Di Casola, Paola & Habib, Maurizio Michael & Tercero-Lucas, David, 2023. "Global and local drivers of Bitcoin trading vis-à-vis fiat currencies," Working Paper Series 2868, European Central Bank.
    7. Giorgio Abate & Nicola Branzoli & Raffaele Gallo, 2023. "Crypto-asset markets: structure, stress episodes in 2022 and policy considerations," Questioni di Economia e Finanza (Occasional Papers) 783, Bank of Italy, Economic Research and International Relations Area.
    8. Pietro Saggese & Esther Segalla & Michael Sigmund & Burkhard Raunig & Felix Zangerl & Bernhard Haslhofer, 2023. "Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?," Papers 2309.16408, arXiv.org, revised Apr 2024.
    9. Łęt Blanka & Sobański Konrad & Świder Wojciech & Włosik Katarzyna, 2022. "Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(4), pages 351-370, December.

  2. Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2021. "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," BIS Working Papers 922, Bank for International Settlements.

    Cited by:

    1. Mathur, Aakriti & Sengupta, Rajeswari & Pratap, Bhanu, 2024. "Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty," Journal of Asian Economics, Elsevier, vol. 91(C).
    2. Aakriti Mathur & Rajeswari Sengupta & Bhanu Pratap, 2022. "Saved by the bell? Equity market responses to surprise Covid-19 lockdowns and central bank interventions," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-001, Indira Gandhi Institute of Development Research, Mumbai, India.
    3. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.

  3. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.

    Cited by:

    1. Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022. "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers 39/2022, Deutsche Bundesbank.
    2. Gong, Di & Huizinga, Harry & Li, Tianshi & Zhu, Jigao, 2023. "Goodhart’s law in China: Bank branching regulation and window dressing," Journal of Empirical Finance, Elsevier, vol. 74(C).
    3. Bryan Hardy & Sonya Zhu, 2023. "Unpacking international banks' deposit funding," BIS Quarterly Review, Bank for International Settlements, September.

  4. Ryan Niladri Banerjee & Enisse Kharroubi & Ulf Lewrick, 2020. "Bankruptcies, unemployment and reallocation from Covid-19," BIS Bulletins 31, Bank for International Settlements.

    Cited by:

    1. Phurichai Rungcharoenkitkul, 2021. "Macroeconomic effects of Covid-19: a mid-term review," BIS Working Papers 959, Bank for International Settlements.
    2. Apergis, Nicholas & Danuletiu, Dan & Xu, Bing, 2022. "CDS spreads and COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    3. Apergis, Nicholas & Lau, Chi Keung & Xu, Bing, 2023. "The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms," International Review of Financial Analysis, Elsevier, vol. 90(C).
    4. Tijana Matejić & Snežana Knežević & Vesna Bogojević Arsić & Tijana Obradović & Stefan Milojević & Miljan Adamović & Aleksandra Mitrović & Marko Milašinović & Dragoljub Simonović & Goran Milošević & Ma, 2022. "Assessing the Impact of the COVID-19 Crisis on Hotel Industry Bankruptcy Risk through Novel Forecasting Models," Sustainability, MDPI, vol. 14(8), pages 1-44, April.
    5. Ryan Niladri Banerjee & Enisse Kharroubi, 2020. "The financial vulnerabilities driving firms to the exit," BIS Quarterly Review, Bank for International Settlements, December.

  5. Ulf Lewrick & Christian Schmieder & Jhuvesh Sobrun & Elod Takats, 2020. "Releasing bank buffers to cushion the crisis - a quantitative assessment," BIS Bulletins 11, Bank for International Settlements.

    Cited by:

    1. Leonardo Gambacorta & Tommaso Oliviero & Tommaso Hyun Song Shin, 2020. "Low price-to-book ratios and bank dividend payout policies," BIS Working Papers 907, Bank for International Settlements.
    2. Bryan Hardy & Elod Takats, 2020. "International banking amidst Covid-19: resilience and drivers," BIS Quarterly Review, Bank for International Settlements, December.

  6. Ulf Lewrick & José María Serena Garralda & Grant Turner, 2019. "Believing in bail-in? Market discipline and the pricing of bail-in bonds," BIS Working Papers 831, Bank for International Settlements.

    Cited by:

    1. Vittoria Cerasi & Stefano Montoli, 2020. "Bank resolution and multinational banks," Working Papers 447, University of Milano-Bicocca, Department of Economics, revised Jul 2020.
    2. Koetter, Michael & Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena, 2022. "Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers," European Economic Review, Elsevier, vol. 148(C).
    3. Lindstrom, Ryan & Osborne, Matthew, 2020. "Has bail-in increased market discipline? An empirical investigation of European banks’ credit spreads," Bank of England working papers 887, Bank of England.
    4. Robert C. Merton & Richard T. Thakor, 2021. "No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions," NBER Working Papers 28341, National Bureau of Economic Research, Inc.
    5. Giuliana, Raffaele, 2022. "Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital," ESRB Working Paper Series 133, European Systemic Risk Board.
    6. Vittoria Cerasi & Paola Galfrascoli, 2021. "Bail-in and Bank Funding Costs," Working Papers 472, University of Milano-Bicocca, Department of Economics, revised Jul 2021.
    7. Dr. Martin Indergand & Gabriela Hrasko, 2021. "Does the market believe in loss-absorbing bank debt?," Working Papers 2021-13, Swiss National Bank.

  7. Ulf Lewrick & Jochen Schanz, 2017. "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers 663, Bank for International Settlements.

    Cited by:

    1. Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
    2. Agostino Capponi & Paul Glasserman & Marko Weber, 2018. "Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs," Working Papers 18-04, Office of Financial Research, US Department of the Treasury.
    3. Ulf Lewrick & Jochen Schanz, 2023. "Towards a Macroprudential Framework for Investment Funds: Swing Pricing and Investor Redemptions," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 229-267, August.
    4. Thierry Roncalli, 2021. "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers 2110.01302, arXiv.org.
    5. Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom, 2024. "Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).

  8. Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017. "Bank capital allocation under multiple constraints," BIS Working Papers 666, Bank for International Settlements.

    Cited by:

    1. Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," IMF Working Papers 2020/058, International Monetary Fund.
    2. Takino, Kazuhiro & Ishinagi, Yoshikazu, 2023. "Are banks risk-averse or risk-neutral investors?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    3. Martin Hodula & Zlatuše Komárková & Lukáš Pfeifer, 2021. "The relationship between capital and liquidity prudential instruments," Journal of Regulatory Economics, Springer, vol. 59(1), pages 47-70, February.
    4. Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan E., 2019. "Bank profitability, leverage constraints, and risk-taking," Discussion Papers 21/2019, Deutsche Bundesbank.
    5. Simona Malovaná & Dominika Ehrenbergerová, 2022. "The effect of higher capital requirements on bank lending: the capital surplus matters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 793-832, August.
    6. Ms. Deniz O Igan & Ali Mirzaei, 2020. "Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity," IMF Working Papers 2020/103, International Monetary Fund.
    7. Xiong, Wanting & Wang, Yougui, 2022. "A reformulation of the bank lending channel under multiple prudential regulations," Economic Modelling, Elsevier, vol. 114(C).
    8. John Caparusso & Leonardo Ulf Lewrick & Nikola Tarashev, 2023. "Profitability, valuation and resilience of global banks - a tight link," BIS Working Papers 1144, Bank for International Settlements.
    9. Behn, Markus & Daminato, Claudio & Salleo, Carmelo, 2019. "A dynamic model of bank behaviour under multiple regulatory constraints," Working Paper Series 2233, European Central Bank.
    10. Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
    11. Adrian, Tobias & Kiff, John & Shin, Hyun Song, 2018. "Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis," CEPR Discussion Papers 13350, C.E.P.R. Discussion Papers.

  9. Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.

    Cited by:

    1. 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.
    2. Agostino Capponi & Paul Glasserman & Marko Weber, 2018. "Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs," Working Papers 18-04, Office of Financial Research, US Department of the Treasury.
    3. Parise, Gianpaolo & Cutura, Jannic & Schrimpf, Paul, 2020. "Debt De-risking," CEPR Discussion Papers 14817, C.E.P.R. Discussion Papers.
    4. Kacperczyk, Marcin & Jin, Dunhong & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
    5. Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
    6. Ulf Lewrick & Jochen Schanz, 2017. "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers 663, Bank for International Settlements.
    7. Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
    8. Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022. "Non-bank Financial Intermediaries and Financial Stability," CEPR Discussion Papers 16962, C.E.P.R. Discussion Papers.
    9. John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
    10. Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom, 2024. "Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).

  10. Ingo Fender & Ulf Lewrick, 2016. "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers 591, Bank for International Settlements.

    Cited by:

    1. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    2. Frederic Boissay & Fabrice Collard, 2016. "Macroeconomics of bank capital and liquidity regulations," BIS Working Papers 596, Bank for International Settlements.
    3. Mathias Drehmann & James Yetman, 2021. "Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters," International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-31, October.
    4. Ms. Deniz O Igan & Ali Mirzaei, 2020. "Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity," IMF Working Papers 2020/103, International Monetary Fund.
    5. Soederhuizen, Beau & van Heuvelen, Gerrit Hugo & Luginbuhl, Rob & Stiphout-Kramer, Bert van, 2023. "Optimal capital ratios for banks in the euro area," Journal of Financial Stability, Elsevier, vol. 69(C).
    6. Maurizio Trapanese & Sabrina Bellacci & Marcello Bofondi & Giuseppe DE Martino & Sebastiano Laviola & Valerio Vacca, 2023. "The interplay between large banks' prudential and resolution frameworks: do we need further improvements?," Questioni di Economia e Finanza (Occasional Papers) 807, Bank of Italy, Economic Research and International Relations Area.
    7. Alin Marius Andries & Florentina Melnic, 2019. "Macroprudential Policies And Economic Growth," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 23, pages 95-112, June.
    8. Codruta Boar & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "What are the effects of macroprudential policies on macroeconomic performance?," BIS Quarterly Review, Bank for International Settlements, September.
    9. Tirupam Goel, 2016. "Banking industry dynamics and size-dependent capital regulation," BIS Working Papers 599, Bank for International Settlements.
    10. Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
    11. Damilola Oyetade & Adefemi A. Obalade & Paul-Francois Muzindutsi, 2023. "Basel IV capital requirements and the performance of commercial banks in Africa," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(1), pages 1-14, March.
    12. Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.
    13. Xiong, Wanting & Wang, Yougui, 2022. "A reformulation of the bank lending channel under multiple prudential regulations," Economic Modelling, Elsevier, vol. 114(C).
    14. Lubberink, Martien, 2020. "Max Headroom: Discretionary Capital Buffers and Bank Risk," MPRA Paper 100445, University Library of Munich, Germany.
    15. Beau Soederhuizen & Bert van Stiphout-Kramer & Harro van Heuvelen & Rob Luginbuhl, 2021. "Optimal capital ratios for banks in the euro area," CPB Discussion Paper 429, CPB Netherlands Bureau for Economic Policy Analysis.
    16. Maurizio Trapanese, 2021. "The economics of non-bank financial intermediation: why do we need to fill the regulation gap?," Questioni di Economia e Finanza (Occasional Papers) 625, Bank of Italy, Economic Research and International Relations Area.
    17. Behn, Markus & Daminato, Claudio & Salleo, Carmelo, 2019. "A dynamic model of bank behaviour under multiple regulatory constraints," Working Paper Series 2233, European Central Bank.
    18. Josef Schroth, 2019. "Macroprudential Policy with Capital Buffers," Staff Working Papers 19-8, Bank of Canada.
    19. Adrian, Tobias & Kiff, John & Shin, Hyun Song, 2018. "Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis," CEPR Discussion Papers 13350, C.E.P.R. Discussion Papers.
    20. Jose Felix Izquierdo & Santiago Muñoz & Ana Rubio & Camilo Ulloa, 2017. "Impact of capital regulation on SMEs credit," Working Papers 17/01, BBVA Bank, Economic Research Department.

  11. Ulf Lewrick & Lukas Mohler & Rolf Weder, 2014. "When firms and industries matter: understanding the sources of productivity growth," BIS Working Papers 469, Bank for International Settlements.

    Cited by:

    1. Manuel García-Santana & Enrique Moral-Benito & Josep Pijoan-Mas & Roberto Ramos, 2016. "Growing like Spain: 1995-2007," Working Papers 888, Barcelona School of Economics.
    2. Albinowski, Maciej & Hagemejer, Jan & Lovo, Stefania & Varela, Gonzalo, 2015. "Sustaining Micro Competitiveness to Ensure Convergence and Macro Resilience of the Polish Economy," MF Working Papers 23, Ministry of Finance in Poland.
    3. Florian Gerth, 2017. "Allocative efficiency of UK firms during the Great Recession," Studies in Economics 1714, School of Economics, University of Kent.
    4. Roy, Jayjit, 2017. "On the environmental consequences of intra-industry trade," Journal of Environmental Economics and Management, Elsevier, vol. 83(C), pages 50-67.
    5. Jože Damijan & Jozef Konings & Črt Kostevc & Katja Zajc Kejžar, 2022. "Explaining the Low Level of Investment in Slovenia," European Economy - Discussion Papers 169, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.

  12. Lewrick, Ulf & Mohler, Lukas & Weder, Rolf, 2011. "International Trade in Variety and Domestic Production," Working papers 2011/03, Faculty of Business and Economics - University of Basel.

    Cited by:

    1. João Barata R. B. Barroso, 2013. "Does trade shrink the measure of domestic firms?," Working Papers Series 332, Central Bank of Brazil, Research Department.

Articles

  1. Ulf Lewrick & Jochen Schanz, 2023. "Towards a Macroprudential Framework for Investment Funds: Swing Pricing and Investor Redemptions," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 229-267, August.

    Cited by:

    1. 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).
    2. 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.

  2. Ulf Lewrick & Stijn Claessens, 2021. "Open-ended bond funds: systemic risks and policy implications," BIS Quarterly Review, Bank for International Settlements, December.

    Cited by:

    1. 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.
    2. Richard Schmidt & Dr. Pinar Yesin, 2022. "The growing importance of investment funds in capital flows," Working Papers 2022-13, Swiss National Bank.
    3. Fauvrelle, Thiago & Riedel, Max & Skrutkowski, Mathias, 2024. "Collateral pledgeability and asset manager portfolio choices during redemption waves," SAFE Working Paper Series 417, Leibniz Institute for Financial Research SAFE.
    4. Egemen Eren & Philip Wooldridge, 2022. "The role of non-bank financial institutions in cross-border spillovers," BIS Papers, Bank for International Settlements, number 129.
    5. Antoine Baena & Thomas Garcia, 2023. "Swing Pricing et dynamique des flux au regard de la crise Covid-19," Working papers 914, Banque de France.
    6. 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.
    7. Thiago Fauvrelle & Mathias Skrutkowski, 2023. "Collateral pledgeability and asset manager portfolio choices during redemption waves," Working Papers 58, European Stability Mechanism, revised 12 Dec 2023.
    8. Milan Szabo, 2022. "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers 2022/6, Czech National Bank.
    9. Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
    10. King, Benjamin & Semark, James, 2022. "Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis," Bank of England working papers 975, Bank of England.

  3. Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
    See citations under working paper version above.
  4. Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2019. "Playing it safe: global systemically important banks after the crisis," BIS Quarterly Review, Bank for International Settlements, September.

    Cited by:

    1. Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
    2. Andrea Bellucci & Gianluca Gucciardi, 2023. "A Turning Point for Banking: Unravelling the Changing Landscape of Banking Activity in Europe since the COVID-19 pandemic," Mo.Fi.R. Working Papers 183, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    3. Degryse, Hans & Mariathasan, Mike & Tang, Hien T., 2023. "GSIB status and corporate lending," Journal of Corporate Finance, Elsevier, vol. 80(C).
    4. Altavilla, Carlo & Bochmann, Paul & De Ryck, Jeroen & Dumitru, Ana-Maria & Grodzicki, Maciej & Kick, Heinrich & Fernandes, Cecilia Melo & Mosthaf, Jonas & O’Donnell, Charles & Palligkinis, Spyros, 2021. "Measuring the cost of equity of euro area banks," Occasional Paper Series 254, European Central Bank.
    5. Grodzicki, Maciej & Jarmuzek, Mariusz, 2021. "The impact of regulatory reforms for systemically important institutions, defined as “other” (O-SII)," Journal of Policy Modeling, Elsevier, vol. 43(6), pages 1344-1353.
    6. Ho, Kelvin & Wong, Eric & Tan, Edward, 2022. "Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong," Journal of Banking & Finance, Elsevier, vol. 134(C).
    7. Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.

  5. Ulf Lewrick & Lukas Mohler & Rolf Weder, 2018. "Productivity growth from an international trade perspective," Review of International Economics, Wiley Blackwell, vol. 26(2), pages 339-356, May.

    Cited by:

    1. Hehua Zhao & Hongwen Chen & Ying Fang & Apei Song, 2022. "Transfer Characteristics of Embodied Carbon Emissions in Export Trade—Evidence from China," Sustainability, MDPI, vol. 14(13), pages 1-21, June.
    2. Jean-Marie Grether & Benjamin Tissot-Daguette, 2021. "Zoom in, zoom out: A shift-share analysis of productivity in Switzerland based on micro data," IRENE Working Papers 21-10, IRENE Institute of Economic Research.
    3. Mathias Juust & Urmas Varblane, 2024. "Firm-Level Capabilities And Response To A Negative Export Shock: 2014 Russian Embargo On The West," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 145, Faculty of Economics and Business Administration, University of Tartu (Estonia).
    4. Gampfer, Benjamin & Geishecker, Ingo, 2015. "Endogenous competition exposure: China's rise, intra-industry and intra-firm reallocations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112996, Verein für Socialpolitik / German Economic Association.

  6. Ulf Lewrick & Lukas Mohler & Rolf Weder, 2016. "Trade in variety and domestic production: Evidence from US manufacturing," Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1631-1657, November.

    Cited by:

    1. Kancs, d'Artis & Persyn, Damiaan, 2019. "Welfare Gains from the Variety Growth," Conference papers 333020, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.

  7. Morten Linnemann Bech & Anamaria Illes & Ulf Lewrick & Andreas Schrimpf, 2016. "Hanging up the phone - electronic trading in fixed income markets and its implications," BIS Quarterly Review, Bank for International Settlements, March.

    Cited by:

    1. Semyon Malamud & Andreas Schrimpf, 2018. "An intermediation-based model of exchange rates," BIS Working Papers 743, Bank for International Settlements.
    2. Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
    3. Fabienne Schneider, 2024. "On-the-run Premia, Settlement Fails, and Central Bank Access," Working Papers 24.05, Swiss National Bank, Study Center Gerzensee.
    4. Michael Moore & Andreas Schrimpf & Vladyslav Sushko, 2016. "Downsized FX markets: causes and implications," BIS Quarterly Review, Bank for International Settlements, December.
    5. Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017. "Scarcity effects of QE: A transaction-level analysis in the Bund market," BIS Working Papers 625, Bank for International Settlements.
    6. Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
    7. Christina Erlwein-Sayer, 2018. "Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds," Risks, MDPI, vol. 6(4), pages 1-27, December.
    8. Carapella, Francesca & Monnet, Cyril, 2020. "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, vol. 138(3), pages 725-753.
    9. Ødegaard, Bernt Arne, 2016. "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2016/16, University of Stavanger.
    10. Matthew L. Kozora & Bruce Mizrach & Matthew Peppe & Or Shachar & Jonathan S. Sokobin, 2020. "Alternative Trading Systems in the Corporate Bond Market," Staff Reports 938, Federal Reserve Bank of New York.

  8. Ingo Fender & Ulf Lewrick, 2015. "Calibrating the leverage ratio," BIS Quarterly Review, Bank for International Settlements, December.

    Cited by:

    1. Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," SAFE Working Paper Series 75, Leibniz Institute for Financial Research SAFE.
    2. Annalisa Bucalossi & Antonio Scalia, 2016. "Leverage ratio, central bank operations and repo market," Questioni di Economia e Finanza (Occasional Papers) 347, Bank of Italy, Economic Research and International Relations Area.
    3. Gambacorta, Leonardo & Karmakar, Sudipto, 2016. "Leverage and Risk Weighted Capital Requirements," CEPR Discussion Papers 11567, C.E.P.R. Discussion Papers.
    4. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher, 2018. "Models of Financial Stability and Their Application in Stress Tests," INET Oxford Working Papers 2018-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    5. Grégory LEVIEUGE & Jose David GARCIA REVELO, 2020. "When could macroprudential and monetary policies be in conflict?," LEO Working Papers / DR LEO 2749, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    6. Lukas Pfeifer & Libor Holub & Zdenek Pikhart & Martin Hodula, 2016. "The Role of the Leverage Ratio in Capital Regulation of the Banking Sector," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2015/2016, chapter 0, pages 137-148, Czech National Bank.
    7. Renaud Beaupain & Yann Braouezec, 2024. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," Post-Print hal-04536809, HAL.
    8. Huberto Ennis, 2014. "A simple general equilibrium model of large excess reserves," 2014 Meeting Papers 1357, Society for Economic Dynamics.
    9. Lukas Pfeiffer & Libor Holub & Zdenek Pithart & Martin Hodula, 2017. "Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(4), pages 277-299, August.
    10. Guillaume Arnould & Salim Dehmej, 2016. "Is the European banking system robust? An evaluation through the lens of the ECB?s Comprehensive Assessment," International Economics, CEPII research center, issue 147, pages 126-144.
    11. Renaud Beaupain & Yann Braouezec, 2022. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," Working Papers 2022-ACF-06, IESEG School of Management.
    12. Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
    13. Karel Janda & Oleg Kravtsov, 2018. "Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(4), pages 5-23.
    14. Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018. "What drives local lending by global banks?," BIS Working Papers 746, Bank for International Settlements.
    15. Luca Baldo & Annalisa Bucalossi & Antonio Scalia, 2018. "Leverage Ratio and Central Bank Operations in the Euro Area," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 47(1), pages 21-68, February.

  9. Ingo Fender & Ulf Lewrick, 2015. "Shifting tides - market liquidity and market-making in fixed income instruments," BIS Quarterly Review, Bank for International Settlements, March.

    Cited by:

    1. Boermans, Martijn Adriaan & Frost, Jon & Steins Bisschop, Sophie, 2016. "European bond markets: Do illiquidity and concentration aggravate price shocks?," Economics Letters, Elsevier, vol. 141(C), pages 143-146.
    2. Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    3. Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
    4. Samuel Huber & Jaehong Kim, 2015. "The role of trading frictions in financial markets," ECON - Working Papers 211, Department of Economics - University of Zurich, revised Jul 2017.
    5. Dietrich Domanski & Jonathan Kearns & Marco Jacopo Lombardi & Hyun Song Shin, 2015. "Oil and debt," BIS Quarterly Review, Bank for International Settlements, March.
    6. Anna Paulson & Richard Rosen, 2016. "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 155-174, October.
    7. Lawrence L Kreicher & Robert Neil McCauley, 2016. "Asset managers, eurodollars and unconventional monetary policy," BIS Working Papers 578, Bank for International Settlements.
    8. Broto, Carmen & Lamas, Matías, 2020. "Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries," Economic Modelling, Elsevier, vol. 93(C), pages 217-229.
    9. Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev, 2021. "Asset managers, market liquidity and bank regulation," BIS Working Papers 933, Bank for International Settlements.
    10. International Monetary Fund, 2015. "United States: Financial Sector Assessment Program-Stress Testing-Technical Notes," IMF Staff Country Reports 2015/173, International Monetary Fund.
    11. Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España.
    12. Carapella, Francesca & Monnet, Cyril, 2020. "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, vol. 138(3), pages 725-753.
    13. Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
    14. 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.
    15. Stephen Morris & Hyun Song Shin, 2016. "Risk Premium Shifts and Monetary Policy: A Coordination Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 5, pages 131-150, Central Bank of Chile.
    16. Morten Linnemann Bech & Anamaria Illes & Ulf Lewrick & Andreas Schrimpf, 2016. "Hanging up the phone - electronic trading in fixed income markets and its implications," BIS Quarterly Review, Bank for International Settlements, March.
    17. Martijn Adriaan Boermans & Robert Vermeulen, 2016. "Market concentration in the euro area bond markets - An application with granular sectoral securities holdings statistics / Investor heterogeneity and international portfolio holdings: Estimating a gr," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
    18. Riccardo Poli & Marco Taboga, 2021. "A composite indicator of sovereign bond market liquidity in the euro area," Questioni di Economia e Finanza (Occasional Papers) 663, Bank of Italy, Economic Research and International Relations Area.
    19. Michael Melvin, 2016. "Global Investment Environment of the Post-Quantitative Easing World: The ‘new-old’ and ‘new-new’ Normal," Pacific Economic Review, Wiley Blackwell, vol. 21(3), pages 255-275, August.
    20. Bank for International Settlements, 2017. "Foreign exchange liquidity in the Americas," BIS Papers, Bank for International Settlements, number 90.
    21. Adrian, Tobias & Kiff, John & Shin, Hyun Song, 2018. "Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis," CEPR Discussion Papers 13350, C.E.P.R. Discussion Papers.
    22. Haselmann, Rainer & Kick, Thomas & Singla, Shikhar & Vig, Vikrant, 2022. "Capital regulation, market-making, and liquidity," LawFin Working Paper Series 44, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).

  10. Ingo Fender & Ulf Lewrick, 2013. "Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets," BIS Quarterly Review, Bank for International Settlements, September.

    Cited by:

    1. Anureet Virk Sidhu & Shailesh Rastogi & Rajani Gupte & Venkata Mrudula Bhimavarapu, 2022. "Impact of Liquidity Coverage Ratio on Performance of Select Indian Banks," JRFM, MDPI, vol. 15(5), pages 1-17, May.
    2. Christoph Große Steffen, 2014. "Knappheit sicherer Anleihen?: Neue Herausforderungen nach der Krise," DIW Roundup: Politik im Fokus 3, DIW Berlin, German Institute for Economic Research.
    3. Vilma Dingova & Vaclav Hausenblas & Zlatuse Komarkova, 2014. "Collateralization and Financial Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 137-147, Czech National Bank.
    4. Gary Gorton & Toomas Laarits & Tyler Muir, 2022. "Mobile Collateral versus Immobile Collateral," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1673-1703, September.
    5. Christoph Große Steffen, 2014. "The Safe Asset Controversy: Policy Implications after the Crisis," DIW Roundup: Politik im Fokus 3, DIW Berlin, German Institute for Economic Research.
    6. Rocheteau, Guillaume & Rodriguez-Lopez, Antonio, 2014. "Liquidity provision, interest rates, and unemployment," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 80-101.
    7. Dr. Lucas Marc Fuhrer & Dr. Benjamin Müller & Luzian Steiner, 2016. "The Liquidity Coverage Ratio and Security Prices," Working Papers 2016-11, Swiss National Bank.
    8. Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," EconomiX Working Papers 2017-27, University of Paris Nanterre, EconomiX.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (8) 2017-11-12 2020-01-13 2020-05-18 2021-03-15 2021-08-23 2021-11-15 2022-07-11 2023-05-08. Author is listed
  2. NEP-CBA: Central Banking (6) 2016-11-13 2020-01-13 2020-05-18 2021-08-23 2021-11-15 2022-07-11. Author is listed
  3. NEP-RMG: Risk Management (4) 2016-11-13 2017-10-15 2017-11-12 2021-11-15
  4. NEP-IFN: International Finance (3) 2021-11-15 2022-07-11 2023-05-08
  5. NEP-GTH: Game Theory (2) 2017-10-15 2017-10-15
  6. NEP-INT: International Trade (2) 2011-06-04 2014-11-22
  7. NEP-MAC: Macroeconomics (2) 2020-01-13 2022-07-11
  8. NEP-PAY: Payment Systems and Financial Technology (2) 2022-07-11 2023-05-08
  9. NEP-BEC: Business Economics (1) 2014-11-22
  10. NEP-CFN: Corporate Finance (1) 2017-10-15
  11. NEP-CSE: Economics of Strategic Management (1) 2014-11-22
  12. NEP-EFF: Efficiency and Productivity (1) 2014-11-22
  13. NEP-FDG: Financial Development and Growth (1) 2022-07-11
  14. NEP-ISF: Islamic Finance (1) 2021-08-23
  15. NEP-MON: Monetary Economics (1) 2023-05-08
  16. NEP-MST: Market Microstructure (1) 2017-10-15
  17. NEP-REG: Regulation (1) 2021-11-15
  18. NEP-SBM: Small Business Management (1) 2014-11-22

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