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Predictable Financial Crises
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Cited by:
- Li, Boyao, 2024. "A balance sheet analysis of monetary policy effects on banks," Global Finance Journal, Elsevier, vol. 61(C).
- Viral V. Acharya & Ryan N. Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022.
"Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels,"
Staff Reports
1004, Federal Reserve Bank of New York.
- Viral V. Acharya & Ryan Banerjee & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," NBER Working Papers 29777, National Bureau of Economic Research, Inc.
- Viral V Acharya & Ryan Niladri & Matteo Crosignani & Tim Eisert & Renée Spigt, 2022. "Exorbitant privilege? Quantitative easing and the bond market subsidy of prospective fallen angels," BIS Working Papers 1002, Bank for International Settlements.
- Acharya, Viral & Banerjee, Ryan & Crosignani, Matteo & Eisert, Tim & Spigt, Renée, 2022. "Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels," CEPR Discussion Papers 17032, C.E.P.R. Discussion Papers.
- Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
- Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2022.
"Financial Crises, Macroprudential Policy and the Reliability of Credit-to-GDP Gaps,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 625-667, December.
- Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2020. "Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps," Questioni di Economia e Finanza (Occasional Papers) 567, Bank of Italy, Economic Research and International Relations Area.
- Alessandri, Piergiorgio & Bologna, Pierluigi & Galardo, Maddalena, 2021. "Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps," ESRB Working Paper Series 114, European Systemic Risk Board.
- Gabriel Jiménez & Dmitry Kuvshinov & José-Luis Peydró & Björn Richter, 2022.
"Monetary Policy, Inflation, and Crises: New Evidence from History and Administrative Data,"
Working Papers
1378, Barcelona School of Economics.
- Gabriel Jiménez & Dmitry Kuvshinov & José-Luis Peydró & Bjoern Richter, 2022. "Monetary policy, inflation, and crises: New evidence from history and administrative data," Economics Working Papers 1854, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2023.
- Jiménez, Gabriel & Kuvshinov, Dmitry & Peydro, Jose-Luis & Richter, Björn, 2022. "Monetary policy, inflation, and crises: New evidence from history and administrative data," CEPR Discussion Papers 17761, C.E.P.R. Discussion Papers.
- Gregor Boehl & Cars Hommes, 2021.
"Rational vs. Irrational Beliefs in a Complex World,"
CRC TR 224 Discussion Paper Series
crctr224_2021_287, University of Bonn and University of Mannheim, Germany.
- Böhl, Gregor & Hommes, Cars H., 2021. "Rational vs. irrational beliefs in a complex world," IMFS Working Paper Series 156, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Lopomo Beteto Wegner, Danilo, 2024. "Central bank intervention and financial bubbles," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1-19.
- Mathias Drehmann & Mikael Juselius & Sarah Quincy, "undated". "Aggregate debt servicing and the limit on private credit," BIS Working Papers 1235, Bank for International Settlements.
- Kristian Blickle & Markus K. Brunnermeier & Stephan Luck, 2022.
"Who Can Tell Which Banks Will Fail?,"
NBER Working Papers
29753, National Bureau of Economic Research, Inc.
- Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Staff Reports 1005, Federal Reserve Bank of New York.
- Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Working Papers 2022-28, Princeton University. Economics Department..
- Andry Alamsyah & Dian Puteri Ramadhani & Farida Titik Kristanti & Khairunnisa Khairunnisa, 2022. "Transaction Network Structural Shift under Crisis: Macro and Micro Perspectives," Economies, MDPI, vol. 10(3), pages 1-12, February.
- Chris Reimann, 2024. "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 51-83, June.
- Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Bochmann, Paul & Hiebert, Paul & Schüler, Yves & Segoviano, Miguel A., 2024.
"Latent fragility: Conditioning banks' joint probability of default on the financial cycle,"
Journal of International Money and Finance, Elsevier, vol. 146(C).
- Bochmann, Paul & Hiebert, Paul & Schüler, Yves S. & Segoviano, Miguel, 2022. "Latent fragility: conditioning banks’ joint probability of default on the financial cycle," Working Paper Series 2698, European Central Bank.
- Blank, D. Brian & Hadley, Brandy, 2021. "When CEOs adapt: An investigation of manager experience, policy and performance following recessions," Journal of Corporate Finance, Elsevier, vol. 71(C).
- Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022. "The riskiness of credit allocation and financial stability," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Fernandez-Gallardo, Alvaro, 2023. "Preventing financial disasters: Macroprudential policy and financial crises," European Economic Review, Elsevier, vol. 151(C).
- Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022. "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
- Agénor, Pierre-Richard & Flamini, Alessandro, 2022.
"Institutional mandates for macroeconomic and financial stability,"
Journal of Financial Stability, Elsevier, vol. 62(C).
- Pierre-Richard Agénor & Alessandro Flamini, 2016. "Institutional Mandates for Macroeconomic and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 231, Economics, The University of Manchester.
- James T. E. Chapman & Ajit Desai, 2023.
"Macroeconomic Predictions Using Payments Data and Machine Learning,"
Forecasting, MDPI, vol. 5(4), pages 1-32, November.
- James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
- James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
- Gemmi, Luca, 2024. "Rational overoptimism and limited liability," Journal of Monetary Economics, Elsevier, vol. 143(C).
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023.
"Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach,"
Journal of International Economics, Elsevier, vol. 145(C).
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024.
"Failing Banks,"
Staff Reports
1117, Federal Reserve Bank of New York.
- Sergio A. Correia & Stephan Luck & Emil Verner, 2024. "Failing Banks," NBER Working Papers 32907, National Bureau of Economic Research, Inc.
- Boehl, Gregor, 2022.
"Monetary policy and speculative asset markets,"
European Economic Review, Elsevier, vol. 148(C).
- Gregor Boehl, 2020. "Monetary Policy and Speculative Asset Markets," CRC TR 224 Discussion Paper Series crctr224_2020_224, University of Bonn and University of Mannheim, Germany.
- Ji, Hongyun & Zhang, Han, 2024. "Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao, 2024. "Delayed crises and slow recoveries," Journal of Financial Economics, Elsevier, vol. 152(C).
- Manuel Adelino & William B. McCartney & Antoinette Schoar, 2020. "The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market," NBER Working Papers 27499, National Bureau of Economic Research, Inc.
- Camous, Antoine & Van der Ghote, Alejandro, 2022. "Financial stability and macroprudential regulation under diagnostic expectations," Research Bulletin, European Central Bank, vol. 101.
- Bruno Albuquerque, 2024.
"Corporate debt booms, financial constraints, and the investment nexus,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 766-789, August.
- Bruno Albuquerque, 2021. "Corporate debt booms, financial constraints, and the investment nexus," CeBER Working Papers 2021-08, Centre for Business and Economics Research (CeBER), University of Coimbra.
- Albuquerque, Bruno, 2021. "Corporate debt booms, financial constraints and the investment nexus," Bank of England working papers 935, Bank of England.
- Bruno Albuquerque & Martin Iseringhausen & Frederic Opitz, 2024.
"The Housing Supply Channel of Monetary Policy,"
IMF Working Papers
2024/023, International Monetary Fund.
- Martin Iseringhausen, 2024. "The housing supply channel of monetary policy," Working Papers 59, European Stability Mechanism, revised 05 Feb 2024.
- Shang, Longfei & Lin, Ji-Chai & Yang, Nan, 2023. "Easy money and competitive industries’ booms and busts," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 65-85.
- Paraskevi K. Salamaliki & Ioannis A. Venetis, 2024. "Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns," Open Economies Review, Springer, vol. 35(2), pages 323-361, April.
- Manuel Adelino & W. Ben McCartney & Antoinette Schoar, 2020. "The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market," Working Papers 20-40, Federal Reserve Bank of Philadelphia.
- Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.
- Huang, Yu-Fan & Liao, Wenting & Luo, Sui & Ma, Jun, 2024. "Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Li, Xiang & Su, Dan, 2022. "Surges and instability: The maturity shortening channel," Journal of International Economics, Elsevier, vol. 139(C).
- Vodová,Pavla Klepková & PaleÄ ková,Iveta & Stavárek,Daniel, 2023. "Banking Stability and Financial Conglomerates in European Emerging Countries," Cambridge Books, Cambridge University Press, number 9781009095112, January.
- Ristolainen, Kim & Roukka, Tomi & Nyberg, Henri, 2024.
"A thousand words tell more than just numbers: Financial crises and historical headlines,"
Journal of Financial Stability, Elsevier, vol. 70(C).
- Kim Ristolainen & Tomi Roukka & Henri Nyberg, 2021. "A Thousand Words Tell More Than Just Numbers: Financial Crises and Historical Headlines," Discussion Papers 149, Aboa Centre for Economics.
- Maryam Farboodi & Péter Kondor, 2020. "Rational Sentiments and Economic Cycles," NBER Working Papers 27472, National Bureau of Economic Research, Inc.
- Carlos Esteban Posada Posada, 2020. "Crecimiento y ciclos de la economía colombiana (2005 – 2019)," Documentos de Trabajo de Valor Público 18255, Universidad EAFIT.
- Gächter, Martin & Hasler, Elias & Scharler, Johann, 2023. "Kicking the can down the road: A historical growth-at-risk perspective," Economics Letters, Elsevier, vol. 228(C).
- Carlos Canizares Martinez, 2023. "Leaning against housing booms fueled by credit," Working and Discussion Papers WP 9/2023, Research Department, National Bank of Slovakia.
- Li, Boyao, 2024. "A balance sheet analysis of monetary policy effects on banks," MPRA Paper 120882, University Library of Munich, Germany.