My bibliography
Save this item
Information, Liquidity, and the (Ongoing) Panic of 2007
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020.
"Mildly explosive dynamics in U.S. fixed income markets,"
European Journal of Operational Research, Elsevier, vol. 287(2), pages 712-724.
- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, "undated". "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series 1001, Economics Department, Pomona College, revised 12 Feb 2020.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2020. "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Working Papers 667, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2017. "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Globalization Institute Working Papers 324, Federal Reserve Bank of Dallas.
- Ivonne A. Liebenberg & Zhilu Lin, 2019. "The Effect of Diversification under Different Ownership Structures and Economic Conditions: Evidence from the Great Recession," JRFM, MDPI, vol. 12(2), pages 1-26, May.
- Flavin, Thomas J. & Sheenan, Lisa, 2015.
"The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?,"
The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 167-186.
- Thomas Flavin & Lisa Sheenan, 2015. "The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?," Economics Department Working Paper Series n260-15.pdf, Department of Economics, National University of Ireland - Maynooth.
- Mittnik, Stefan & Semmler, Willi, 2013.
"The real consequences of financial stress,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
- Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," SFB 649 Discussion Papers 2013-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Helbling, Thomas & Huidrom, Raju & Kose, M. Ayhan & Otrok, Christopher, 2011.
"Do credit shocks matter? A global perspective,"
European Economic Review, Elsevier, vol. 55(3), pages 340-353, April.
- Mr. Thomas Helbling & Mr. Ayhan Kose & Mr. Christopher Otrok & Raju Huidrom, 2010. "Do Credit Shocks Matter? A Global Perspective," IMF Working Papers 2010/261, International Monetary Fund.
- Suraj Kumar & Krishna Prasanna, 2019. "Global Financial Crisis: Dynamics of Liquidity Risk in Emerging Asia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(3), pages 339-362, December.
- Giovanni, Calice, 2011. "The subprime asset-backed securities market and the equity prices of large complex financial institutions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 585-604, October.
- Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014.
"Portfolio Choice with Illiquid Assets,"
Management Science, INFORMS, vol. 60(11), pages 2737-2761, November.
- Andrew Ang & Dimitris Papanikolaou & Mark Westerfield, 2013. "Portfolio Choice with Illiquid Assets," NBER Working Papers 19436, National Bureau of Economic Research, Inc.
- Ricci, Lorenzo & Soggia, Giovanni & Trimarchi, Lorenzo, 2023.
"The impact of bank lending standards on credit to firms,"
Journal of Banking & Finance, Elsevier, vol. 152(C).
- Lorenzo Ricci & Giovanni Soggia & Lorenzo Trimarchi, 2022. "The Impact of Bank Lending Standards on Credit to Firms," Working Papers ECARES 2022-01, ULB -- Universite Libre de Bruxelles.
- László Békési & Lorant Kaszab & Szabolcs Szentmihályi, 2017. "The EAGLE model for Hungary - a global perspective," MNB Working Papers 2017/7, Magyar Nemzeti Bank (Central Bank of Hungary).
- Soedarmono, Wahyoe & Sitorus, Djauhari & Tarazi, Amine, 2017.
"Abnormal loan growth, credit information sharing and systemic risk in Asian banks,"
Research in International Business and Finance, Elsevier, vol. 42(C), pages 1208-1218.
- Wahyoe Soedarmono & Djauhari Sitorus & Amine Tarazi, 2017. "Abnormal loan growth, credit information sharing and systemic risk in Asian banks," Working Papers hal-01558249, HAL.
- Wahyoe Soedarmono & Djauhari Sitorus & Amine Tarazi, 2017. "Abnormal loan growth, credit information sharing and systemic risk in Asian banks," Post-Print hal-01564050, HAL.
- Tirupam Goel & Isha Agarwal, 2021. "Limits of stress-test based bank regulation," BIS Working Papers 953, Bank for International Settlements.
- Gorton, Gary & Metrick, Andrew, 2012.
"Securitized banking and the run on repo,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 425-451.
- Gary Gorton & Andrew Metrick, 2010. "Securitized Banking and the Run on Repo," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Gary B. Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," NBER Working Papers 15223, National Bureau of Economic Research, Inc.
- Gary Gorton & Andrew Metrick, 2009. "Securitized Banking and the Run on Repo," Yale School of Management Working Papers amz2358, Yale School of Management, revised 01 Sep 2009.
- Ewa Karwowski & Marcos Centurion-Vicencio, 2018. "Financialising the state : recent developments in fiscal and monetary policy," Working Papers halshs-01713028, HAL.
- Thomas L. Hogan & G. P. Manish, 2016. "Banking Regulation and Knowledge Problems," Advances in Austrian Economics, in: Studies in Austrian Macroeconomics, volume 20, pages 213-234, Emerald Group Publishing Limited.
- Gregory Connor, 2009. "The Risky Lending Gap," Economics Department Working Paper Series n2010809.pdf, Department of Economics, National University of Ireland - Maynooth.
- Shu Feng & Chang Liu & Xiaoling Pu, 2022. "Connected Lending in Bank Lines of Credit," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 187-216, April.
- Thomas L. Hogan, 2021. "A Review of the Regulatory Impact Analysis of Risk-Based Capital and Related Liquidity Rules," JRFM, MDPI, vol. 14(1), pages 1-29, January.
- 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.
- King, Michael R., 2019. "Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks," Journal of Financial Stability, Elsevier, vol. 41(C), pages 55-72.
- Simon Gilchrist & Egon Zakrajsek, 2012.
"Credit Spreads and Business Cycle Fluctuations,"
American Economic Review, American Economic Association, vol. 102(4), pages 1692-1720, June.
- Simon Gilchrist & Egon Zakrajšek, 2011. "Credit Spreads and Business Cycle Fluctuations," NBER Working Papers 17021, National Bureau of Economic Research, Inc.
- Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Thomas Philippon & Vasiliki Skreta, 2012.
"Optimal Interventions in Markets with Adverse Selection,"
American Economic Review, American Economic Association, vol. 102(1), pages 1-28, February.
- Thomas Philippon & Vasiliki Skreta, 2010. "Optimal Interventions in Markets with Adverse Selection," NBER Working Papers 15785, National Bureau of Economic Research, Inc.
- Vasiliki Skreta & Thomas Philippon, 2010. "Optimal Interventions in Markets with Adverse Selection," 2010 Meeting Papers 1333, Society for Economic Dynamics.
- Philippon, Thomas & Skreta, Vasiliki, 2010. "Optimal Interventions in Markets with Adverse Selection," CEPR Discussion Papers 7737, C.E.P.R. Discussion Papers.
- Thomas Philippon & Vasiliki Skreta, 2011. "Optimal Interventions in Markets with Adverse Selection," Working Papers 11-11, New York University, Leonard N. Stern School of Business, Department of Economics.
- Eickmeier, Sandra & Hofmann, Boris, 2013.
"Monetary Policy, Housing Booms, And Financial (Im)Balances,"
Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 830-860, June.
- Hofmann, Boris & Eickmeier, Sandra, 2010. "Monetary policy, housing booms and financial (im)balances," Working Paper Series 1178, European Central Bank.
- Eickmeier, Sandra & Hofmann, Boris, 2010. "Monetary policy, housing booms and financial (im)balances," Discussion Paper Series 1: Economic Studies 2010,07, Deutsche Bundesbank.
- repec:hum:wpaper:sfb649dp2013-011 is not listed on IDEAS
- Morrison, Alan D. & White, Lucy, 2013. "Reputational contagion and optimal regulatory forbearance," Journal of Financial Economics, Elsevier, vol. 110(3), pages 642-658.
- Baek, Seungjun, 2022. "Optimal policy in lemon markets with flexible information acquisition," Economic Modelling, Elsevier, vol. 106(C).
- Bhat, Gauri & Frankel, Richard & Martin, Xiumin, 2011. "Panacea, Pandora's box, or placebo: Feedback in bank mortgage-backed security holdings and fair value accounting," Journal of Accounting and Economics, Elsevier, vol. 52(2), pages 153-173.
- Guo, Feng & McCulloch, J.H., 2017. "Heterogeneous capital and misintermediation," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 16-41.
- Hadhri, Sinda & Ftiti, Zied, 2019. "Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?," Economic Systems, Elsevier, vol. 43(3).
- Stephan Fahr & Roberto Motto & Massimo Rostagno & Frank Smets & Oreste Tristani, 2013.
"A monetary policy strategy in good and bad times: lessons from the recent past [Inflation persistence and price-setting behavior in the euro area – a summary of the IPN evidence],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 243-288.
- Smets, Frank & Tristani, Oreste & Motto, Roberto & Rostagno, Massimo & Fahr, Stephan, 2011. "A monetary policy strategy in good and bad times: lessons from the recent past," Working Paper Series 1336, European Central Bank.
- Eickmeier, Sandra & Ng, Tim, 2015.
"How do US credit supply shocks propagate internationally? A GVAR approach,"
European Economic Review, Elsevier, vol. 74(C), pages 128-145.
- Eickmeier, Sandra & Ng, Tim, 2011. "How do credit supply shocks propagate internationally? A GVAR approach," Discussion Paper Series 1: Economic Studies 2011,27, Deutsche Bundesbank.
- Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
- Camargo, Braz & Lester, Benjamin, 2014.
"Trading dynamics in decentralized markets with adverse selection,"
Journal of Economic Theory, Elsevier, vol. 153(C), pages 534-568.
- Ben Lester & Braz Camargo, 2010. "Trading Dynamics in Decentralized Markets with Adverse Selection," 2010 Meeting Papers 488, Society for Economic Dynamics.
- Ben Lester & Braz Camargo, 2011. "Trading Dynamics in Decentralized Markets with Adverse Selection," 2011 Meeting Papers 1300, Society for Economic Dynamics.
- Braz Camargo & Benjamin Lester, 2011. "Trading dynamics in decentralized markets with adverse selection," Working Papers 11-36, Federal Reserve Bank of Philadelphia.
- Mardi Dungey & Gerald Dwyer & Thomas Flavin, 2013.
"Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities,"
Open Economies Review, Springer, vol. 24(1), pages 5-32, February.
- Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," CAMA Working Papers 2011-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Thomas Flavin & Gerald P. Dwyer & Mardi Dungey, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM," Economics Department Working Paper Series n219-11, Department of Economics, National University of Ireland - Maynooth.
- Dungey, Mardi & Dwyer, Gerald P. & Flavin, Thomas, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," Working Papers 11817, University of Tasmania, Tasmanian School of Business and Economics.
- Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and liquidity risk in subprime-mortgage backed securities," FRB Atlanta Working Paper 2011-15, Federal Reserve Bank of Atlanta.
- Jamus Jerome Lim & Terence Tan, 2016.
"Endogenous transactions costs and institutions in the 2007/08 financial crisis,"
Journal of Regulatory Economics,
Springer, vol. 49(1), pages 56-85, February.
- Jamus Jerome Lim & Terence Tan, 2016. "Endogenous transactions costs and institutions in the 2007/08 financial crisis," Journal of Regulatory Economics, Springer, vol. 49(1), pages 56-85, February.
- Martín-Oliver, Alfredo & Ruano, Sonia & Salas-Fumás, Vicente, 2017. "The fall of Spanish cajas: Lessons of ownership and governance for banks," Journal of Financial Stability, Elsevier, vol. 33(C), pages 244-260.
- Gregory Waymire & Sudipta Basu, 2011. "Economic crisis and accounting evolution," Accounting and Business Research, Taylor & Francis Journals, vol. 41(3), pages 207-232, August.
- Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010.
"Financial Factors in Economic Fluctuations,"
2010 Meeting Papers
141, Society for Economic Dynamics.
- Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2010. "Financial factors in economic fluctuations," Working Paper Series 1192, European Central Bank.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Figueroa, Nicolás & Leukhina, Oksana & Ramírez, Carlos, 2021.
"Imperfect information transmission from banks to investors: Macroeconomic implications,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 87-98.
- Nicolás Figueroa & Oksana Leukhina & Carlos Ramírez, 2018. "Imperfect Information Transmission from Banks to Investors: Macroeconomic Implications," Working Papers 2018-18, Federal Reserve Bank of St. Louis, revised 05 Dec 2019.
- Nicolas Figueroa & CARLOS RAMIREZ & Oksana Leukhina, 2019. "Imperfect Information Transmission from Banks to Investors: Macroeconomic Implications," 2019 Meeting Papers 1105, Society for Economic Dynamics.
- Benchimol, Jonathan & Fourçans, André, 2019.
"Central bank losses and monetary policy rules: A DSGE investigation,"
International Review of Economics & Finance, Elsevier, vol. 61(C), pages 289-303.
- Jonathan Benchimol & André Fourçans, 2019. "Central bank losses and monetary policy rules: A DSGE investigation," Post-Print hal-02876656, HAL.
- Robert Van Order, 2018. "Mortgage Securitization, Structuring and Moral Hazard: Some Evidence and Some Lessons from the Great Crash," International Real Estate Review, Global Social Science Institute, vol. 21(4), pages 521-547.
- Kee-Youn Kang, 2019.
"Central Bank purchases of private assets: An evaluation,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 31, pages 326-346, January.
- Kee-Yong Kang, 2018. "Online Appendix to "Central Bank purchases of private assets: An evaluation"," Online Appendices 18-256, Review of Economic Dynamics.
- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014.
"Stress-testing macro stress testing: Does it live up to expectations?,"
Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
- Larry D. Wall, 2012. "Central banking for financial stability Some lessons from the recent instability in the US and euro area," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 247-280, August.
- Susan M. Wachter, 2016. "Credit Supply and Housing Prices in National and Local Markets," Public Finance Review, , vol. 44(1), pages 6-21, January.
- Berrospide, Jose M. & Herrerias, Renata, 2015. "Finance companies in Mexico: Unexpected victims of the global liquidity crunch," Journal of Financial Stability, Elsevier, vol. 18(C), pages 33-54.
- Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles, 2019.
"Harmful diversification: Evidence from alternative investments,"
The British Accounting Review, Elsevier, vol. 51(1), pages 1-23.
- Emmanouil Platanakis & Athanasios Sakkas & Charles Sutcliffe, 2017. "Harmful Diversification: Evidence from Alternative Investments," ICMA Centre Discussion Papers in Finance icma-dp2017-09, Henley Business School, University of Reading.
- Juan Amador & José Gómez-González & Andrés Pabón, 2013.
"Loan growth and bank risk: new evidence,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
- Juan Sebastián Amador Torres & José Eduardo Gómez G. & Andrés Murcia Pabón, 2013. "Loans Growth and Banks´ Risk: New Evidence," Borradores de Economia 10710, Banco de la Republica.
- Juan Sebastián Amador Torres & José EDuardo Gómez G. & Andrés Murcia Pabón, 2013. "Loans Growth and Banks’ Risk: New Evidence," Borradores de Economia 763, Banco de la Republica de Colombia.
- David Vera & Kazuki Onji & Prasanna Gai, 2014. "Are all financial crises created equal? Wholesale funding and two financial crises," Applied Economics, Taylor & Francis Journals, vol. 46(27), pages 3284-3299, September.
- Semmler, Willi & Bernard, Lucas, 2012.
"Boom–bust cycles: Leveraging, complex securities, and asset prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 81(2), pages 442-465.
- Willi Semmler & Lucas Bernard, 2011. "Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices," DEGIT Conference Papers c016_034, DEGIT, Dynamics, Economic Growth, and International Trade.
- Bonner, C. & Eijffinger, S.C.W., 2012.
"The Impact of the LCR on the Interbank Money Market,"
Other publications TiSEM
62237388-9a7c-458c-8608-9, Tilburg University, School of Economics and Management.
- Bonner, C. & Eijffinger, S.C.W., 2012. "The Impact of the LCR on the Interbank Money Market," Discussion Paper 2012-075, Tilburg University, Center for Economic Research.
- Bonner, C. & Eijffinger, S.C.W., 2012. "The Impact of the LCR on the Interbank Money Market," Other publications TiSEM 26967e4e-cba5-41be-b205-2, Tilburg University, School of Economics and Management.
- Wahyoe Soedarmono & Iman Gunadi & Sudiro Pambudi & Ade Dwi Aryani, 2022. "Bank Loan Loss Provisioning And Procyclicality Revisited: Evidence From Indonesia," Working Papers WP/02/2022, Bank Indonesia.
- Bernanke, B.S., 2011.
"International capital flows and the returns to safe assets in the United States 2003-2007,"
Financial Stability Review, Banque de France, issue 15, pages 13-26, February.
- Ben S. Bernanke & Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco, 2011. "International capital flows and the returns to safe assets in the United States, 2003-2007," International Finance Discussion Papers 1014, Board of Governors of the Federal Reserve System (U.S.).
- Jeong-Bon Kim & Li Li & Mary L. Z. Ma & Frank M. Song, 2013. "CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry," Working Papers 182013, Hong Kong Institute for Monetary Research.
- Hryckiewicz, Aneta & Kozłowski, Łukasz, 2017. "Banking business models and the nature of financial crisis," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 1-24.
- Douglas W. Diamond & Raghuram G. Rajan, 2009.
"Fear of Fire Sales and the Credit Freeze,"
NBER Working Papers
14925, National Bureau of Economic Research, Inc.
- Douglas W Diamond, 2010. "Fear of fire sales and the credit freeze," BIS Working Papers 305, Bank for International Settlements.
- Vasileiou Evangelos, 2017. "Why do we examine calendar anomalies only in financial markets? Month effect evidence from the Greek banking industry," Operational Research, Springer, vol. 17(1), pages 99-114, April.
- Lim , Jamus Jerome & Minne, Geoffrey, 2014. "Learning from financial crises," Policy Research Working Paper Series 6838, The World Bank.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2013. "Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 505-536, December.
- Jean-Loup, Soula, 2017.
"Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
- Jean-Loup SOULA, 2015. "Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?," Working Papers of LaRGE Research Center 2015-09, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Beltratti, Andrea & Spear, Nasser & Szabo, Mark Daniel, 2013. "The Value Relevance and Timeliness of Write-downs During the Financial Crisis of 2007–2009," The International Journal of Accounting, Elsevier, vol. 48(4), pages 467-494.
- Willi Semmler, 2011.
"Asset Prices, Booms and Recessions,"
Springer Books,
Springer, number 978-3-642-20680-1, December.
- Willi Semmler, 2006. "Asset Prices, Booms and Recessions," Springer Books, Springer, edition 0, number 978-3-540-24696-1, December.
- Wäckerle, Manuel, 2013. "On the bottom-up foundations of the banking-macro nexus," Economics Discussion Papers 2013-5, Kiel Institute for the World Economy (IfW Kiel).
- Michael R King, 2009. "Time to buy or just buying time? The market reaction to bank rescue packages," BIS Working Papers 288, Bank for International Settlements.
- MichaŁ Brzoza-Brzezina & Marcin Kolasa, 2013.
"Bayesian Evaluation of DSGE Models with Financial Frictions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
- Michał Brzoza‐Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
- Michał Brzoza-Brzezina & Marcin Kolasa, 2012. "Bayesian evaluation of DSGE models with financial frictions," NBP Working Papers 109, Narodowy Bank Polski.
- Michal Brzoza-Brzezina & Marcin Kolasa, 2013. "Bayesian evaluation of DSGE models with financial frictions," Working Papers 71, Department of Applied Econometrics, Warsaw School of Economics.
- Simon Gilchrist & Egon Zakrajšek, 2011. "Monetary Policy and Credit Supply Shocks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(2), pages 195-232, June.
- Heider, Florian & Hoerova, Marie & Holthausen, Cornelia, 2009.
"Liquidity hoarding and interbank market spreads: the role of counterparty risk,"
Working Paper Series
1126, European Central Bank.
- Heider, Florian & Holthausen, Cornelia & Hoerova, Marie, 2010. "Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk," CEPR Discussion Papers 7762, C.E.P.R. Discussion Papers.
- Heider, F. & Hoerova, M. & Holthausen, C., 2009. "Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk," Discussion Paper 2009-40 S, Tilburg University, Center for Economic Research.
- Heider, F. & Hoerova, M. & Holthausen, C., 2009. "Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk," Other publications TiSEM e03a6a65-2fc7-4b2e-9e94-f, Tilburg University, School of Economics and Management.
- Marie Hoerova & Cornelia Holthausen & Florian Heider, 2009. "Liquidity hoarding and interbank market spreads: the role of counterparty risk," 2009 Meeting Papers 929, Society for Economic Dynamics.
- Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela, 2019. "Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach," Journal of Financial Markets, Elsevier, vol. 45(C), pages 83-114.
- Leonardo Gambacorta & Salvatore Polizzi & Alessio Reghezza & Enzo Scannella, 2023.
"Do banks practice what they preach? Brown lending and environmental disclosure in the euro area,"
BIS Working Papers
1143, Bank for International Settlements.
- Gambacorta, Leonardo & Polizzi, Salvatore & Reghezza, Alessio & Scannella, Enzo, 2023. "Do banks practice what they preach? Brown lending and environmental disclosure in the euro area," CEPR Discussion Papers 18623, C.E.P.R. Discussion Papers.
- Gambacorta, Leonardo & Polizzi, Salvatore & Reghezza, Alessio & Scannella, Enzo, 2023. "Do banks practice what they preach? Brown lending and environmental disclosure in the euro area," Working Paper Series 2872, European Central Bank.
- Ricardo Reis, 2009.
"Interpreting the Unconventional U.S. Monetary Policy of 2007-09,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 119-182.
- Ricardo Reis, 2010. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," NBER Working Papers 15662, National Bureau of Economic Research, Inc.
- Iftekhar HASAN & Jean-Loup SOULA, 2017. "Technical Efficiency in Bank Liquidity Creation," Working Papers of LaRGE Research Center 2017-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Bliss, Barbara A. & Cheng, Yingmei & Denis, David J., 2015. "Corporate payout, cash retention, and the supply of credit: Evidence from the 2008–2009 credit crisis," Journal of Financial Economics, Elsevier, vol. 115(3), pages 521-540.
- Florian Heider & Marie Hoerova, 2009.
"Interbank Lending, Credit-Risk Premia, and Collateral,"
International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 5-43, December.
- Heider, Florian & Hoerova, Marie, 2009. "Interbank lending, credit risk premia and collateral," Working Paper Series 1107, European Central Bank.
- Armanious, Amir & Zhao, Ruoyun, 2024. "Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 92(C).
- Michele Loberto, 2019. "Safety traps, liquidity and information-sensitive assets," Temi di discussione (Economic working papers) 1216, Bank of Italy, Economic Research and International Relations Area.
- King, Michael R., 2013. "The Basel III Net Stable Funding Ratio and bank net interest margins," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4144-4156.
- Morrison, Alan & White, Lucy, 2013. "Reputational Contagion and Optimal Regulatory Forbearance," CEPR Discussion Papers 9508, C.E.P.R. Discussion Papers.
- Benigno, Pierpaolo & Robatto, Roberto, 2019.
"Private money creation, liquidity crises, and government interventions,"
Journal of Monetary Economics, Elsevier, vol. 106(C), pages 42-58.
- Benigno, Pierpaolo & Robatto, Roberto, 2018. "Private Money Creation, Liquidity Crises, and Government Intervention," CEPR Discussion Papers 13091, C.E.P.R. Discussion Papers.
- Eric Tong, 2018. "Collateral crises and unemployment," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(1), pages 72-90, January.
- Morrison, Alan D. & White, Lucy, 2010. "Reputational contagion and optimal regulatory forbearance," Working Paper Series 1196, European Central Bank.
- Andolfatto, David & Berentsen, Aleksander & Waller, Christopher, 2014.
"Optimal disclosure policy and undue diligence,"
Journal of Economic Theory, Elsevier, vol. 149(C), pages 128-152.
- David Andolfatto & Aleksander Berentsen & Christopher Waller, 2011. "Optimal disclosure policy and undue diligence," ECON - Working Papers 045, Department of Economics - University of Zurich.
- David Andolfatto & Aleksander Berentsen & Christopher J. Waller, 2012. "Optimal disclosure policy and undue diligence," Working Papers 2012-001, Federal Reserve Bank of St. Louis.
- Tibor Szendrei & Katalin Varga, 2020. "FISS - A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
- Robert N McCauley, 2019. "Safe assets: made, not just born," BIS Working Papers 769, Bank for International Settlements.
- Philippe Bacchetta, 2018.
"The sovereign money initiative in Switzerland: an economic assessment,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-16, December.
- Philippe Bacchetta, 2017. "The Sovereign Money Initiative in Switzerland: An Economic Assessment," Cahiers de Recherches Economiques du Département d'économie 17.16, Université de Lausanne, Faculté des HEC, Département d’économie.
- Bacchetta, Philippe, 2017. "The Sovereign Money Initiative in Switzerland: An Economic Assessment," CEPR Discussion Papers 12349, C.E.P.R. Discussion Papers.
- Jonathan Benchimol & André Fourçans, 2016.
"Nominal income versus Taylor-type rules in practice,"
Working Papers
hal-01357870, HAL.
- Benchimol, Jonathan & Fourçans, André, 2016. "Nominal income versus Taylor-type rules in practice," ESSEC Working Papers WP1610, ESSEC Research Center, ESSEC Business School.
- Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
- Foos, Daniel & Norden, Lars & Weber, Martin, 2010. "Loan growth and riskiness of banks," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2929-2940, December.
- Kahn, Charles M. & Wagner, Wolf, 2021.
"Sources of Liquidity and Liquidity Shortages,"
Journal of Financial Intermediation, Elsevier, vol. 46(C).
- Wagner, Wolf & Kahn, Charles M., 2017. "Sources of Liquidity and Liquidity Shortages," CEPR Discussion Papers 12116, C.E.P.R. Discussion Papers.
- Timothy Jackson & Laurence J. Kotlikoff, 2021. "Banks as Potentially Crooked Secret Keepers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1593-1628, October.
- Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George, 2012. "Volatility spillovers and the effect of news announcements," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2260-2273.
- Huizinga, Harry & Laeven, Luc, 2012. "Bank valuation and accounting discretion during a financial crisis," Journal of Financial Economics, Elsevier, vol. 106(3), pages 614-634.
- Gonenc, Halit & Polten, Marc-Oliver & Westerman, Wim, 2022. "U.S., Anglo-Saxon European, and non-Anglo-Saxon European cash holdings around the financial crisis," Global Finance Journal, Elsevier, vol. 52(C).
- Willi Semmler & Stefan Mittnik, 2012. "Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR," EcoMod2012 4122, EcoMod.
- Wall, Larry D., 2012. "Central Banking for Financial Stability: Some Lessons from the Recent Instability in the United States and Euro Area," ADBI Working Papers 379, Asian Development Bank Institute.
- Lie-Jane Kao & Po-Cheng Wu & Tai-Yuan Chen, 2012. "Why Do Banks Default When Asset Quality Is High?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 6(1), pages 83-96.
- Conor M. O'Toole & Carol Newman & Thia Hennessy, 2011. "The role of investment, fundamental Q and financing frictions in agricultural investment decisions: an analysis pre and post financial crisis," Working Papers 1101, Rural Economy and Development Programme,Teagasc.
- , & , & ,, 2014.
"Nonexclusive competition under adverse selection,"
Theoretical Economics, Econometric Society, vol. 9(1), January.
- Andrea Attar & Thomas Mariotti & François Salanié, 2011. "Non-Exclusive Competition under Adverse Selection," CEIS Research Paper 192, Tor Vergata University, CEIS, revised 31 Mar 2011.
- Angela Maddaloni & Jose-Luis Peydro, 2011.
"Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards,"
The Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 2121-2165.
- Maddaloni, Angela & Peydró, José-Luis, 2010. "Bank risk-taking, securitization, supervision and low interest rates: Evidence from the euro area and the U.S. lending standards," Working Paper Series 1248, European Central Bank.
- Erik Larson, 2017. "Demand for credit, international financial legitimacy, and vulnerability to crises: Regulatory change and the social origins of Iceland's collapse," Regulation & Governance, John Wiley & Sons, vol. 11(2), pages 185-202, June.
- Kaihua Deng & Dun Jia, 2018. "Backtesting Stress Tests: A Guide for M2 Forward Guidance," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 443-471, November.
- Adams-Kane, Jonathon & Jia, Yueqing & Lim, Jamus Jerome, 2015. "Global transmission channels for international bank lending in the 2007–09 financial crisist," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 97-113.
- Beltran, Daniel O. & Cordell, Larry & Thomas, Charles P., 2017.
"Asymmetric information and the death of ABS CDOs,"
Journal of Banking & Finance, Elsevier, vol. 76(C), pages 1-14.
- Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas, 2013. "Asymmetric Information and the Death of ABS CDOs," International Finance Discussion Papers 1075, Board of Governors of the Federal Reserve System (U.S.).
- Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
- Abankwa, Samuel & Blenman, Lloyd P., 2021. "Measuring liquidity risk effects on carry trades across currencies and regimes," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Gersbach, Hans & Haller, Hans & Zelzner, Sebastian, 2023. "Enough liquidity with enough capital - And vice versa?," CFS Working Paper Series 714, Center for Financial Studies (CFS).
- Gertler, M. & Kiyotaki, N. & Prestipino, A., 2016.
"Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises,"
Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1345-1425,
Elsevier.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises," NBER Working Papers 21892, National Bureau of Economic Research, Inc.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers 1156, Board of Governors of the Federal Reserve System (U.S.).
- Allen, Franklin & Vayanos, Dimitri & Vives, Xavier, 2014. "Introduction to financial economics," Journal of Economic Theory, Elsevier, vol. 149(C), pages 1-14.
- Zhang, Simpson & van der Schaar, Mihaela, 2020. "Reputational dynamics in financial networks during a crisis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Arnold, Grace E. & Rhodes, Meredith E., 2021. "Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 42(C).
- Kazi, Irfan Akbar & Wagan, Hakimzadi & Akbar, Farhan, 2013.
"The changing international transmission of U.S. monetary policy shocks: Is there evidence of contagion effect on OECD countries,"
Economic Modelling, Elsevier, vol. 30(C), pages 90-116.
- Irfan akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2011. "The changing international transmission of us monetary policy shocks: is there evidence of contagion effect on oecd countries," Economics Bulletin, AccessEcon, vol. 31(4), pages 1-49.
- Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," EconomiX Working Papers 2012-27, University of Paris Nanterre, EconomiX.
- Ricardo Reis, 2009.
"Interpreting the Unconventional U.S. Monetary Policy of 2007-09,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 119-182.
- Ricardo Reis, 2010. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," NBER Working Papers 15662, National Bureau of Economic Research, Inc.
- Reis, Ricardo, 2010. "Interpreting the Unconventional U.S. Monetary Policy of 2007-09," CEPR Discussion Papers 7635, C.E.P.R. Discussion Papers.
- Hryckiewicz, Aneta & Kozlowski, Lukasz, 2014. "Banking business models and the nature of financial crises," MPRA Paper 64072, University Library of Munich, Germany, revised 09 Mar 2015.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2012. "Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank," Working Papers 2012/11, Czech National Bank.
- Stefan Mittnik & Willi Semmler, 2011. "The Instability of the Banking Sector and Macrodynamics: Theory and Empirics," DEGIT Conference Papers c016_080, DEGIT, Dynamics, Economic Growth, and International Trade.
- Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
- Levitin, Adam & Wachter, Susan, 2012. "Explaining the Housing Bubble," MPRA Paper 41920, University Library of Munich, Germany.
- Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," Working Papers hal-04141067, HAL.
- Daskalaki, Charoula & Skiadopoulos, George, 2011. "Should investors include commodities in their portfolios after all? New evidence," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2606-2626, October.
- Lawrence R. Cordell & Yilin Huang & Meredith Williams, 2011. "Collateral damage: Sizing and assessing the subprime CDO crisis," Working Papers 11-30, Federal Reserve Bank of Philadelphia.
- Changhyun Lee, 2024. "The outside option channel of central bank asset purchase programs: A tale of two crises," Working Papers 363, University of California, Davis, Department of Economics.
- Wang, Jianxin, 2013. "Liquidity commonality among Asian equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1209-1231.
- Carol C. Bertaut & Fang Cai & Nyssa Kim, 2013. "\"Fool Me Once . . . \" Did U.S. investors play it safer in the European debt crisis?," International Finance Discussion Papers 1088, Board of Governors of the Federal Reserve System (U.S.).
- Bluhm, Marcel & Krahnen, Jan Pieter, 2011. "Default risk in an interconnected banking system with endogeneous asset markets," CFS Working Paper Series 2011/19, Center for Financial Studies (CFS).
- Jonathan Benchimol & André Fourçans, 2017. "Monetary Rule, Central Bank Loss and Household’s Welfare: an Empirical Investigation," Globalization Institute Working Papers 329, Federal Reserve Bank of Dallas.
- Bengtsson, Elias, 2013. "Shadow banking and financial stability: European money market funds in the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 579-594.