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Liquidity, monetary policy, and financial cycles
Citations
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Cited by:
- Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023.
"Loose Monetary Policy and Financial Instability,"
Working Paper Series
2023-06, Federal Reserve Bank of San Francisco.
- Grimm, Maximilian & Jordà , Òscar & Schularick, Moritz & Taylor, Alan M., 2023. "Loose monetary policy and financial instability," CEPR Discussion Papers 17896, C.E.P.R. Discussion Papers.
- Maximilian Grimm & Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2023. "Loose Monetary Policy and Financial Instability," NBER Working Papers 30958, National Bureau of Economic Research, Inc.
- Gunther Schnabl, 2017. "The Failure of ECB Monetary Policy from a Mises-Hayek Perspective," CESifo Working Paper Series 6388, CESifo.
- Charis Vlados & Nikolaos Deniozos & Demosthenes Chatzinikolaou, 2018.
"Global Crisis, Innovation and Change Management: Towards a New Systemic Perception of the Current Globalization Restructuring,"
International Business Research, Canadian Center of Science and Education, vol. 11(8), pages 9-29, August.
- Vlados, Charis & Deniozos, Nikolaos & Chatzinikolaou, Dimos, 2018. "Global Crisis, Innovation and Change Management: Towards a New Systemic Perception of the Current Globalization Restructuring," DUTH Research Papers in Economics 6-2018, Democritus University of Thrace, Department of Economics.
- Andreas Hoffmann & Gunther Schnabl, 2016. "Adverse Effects of Ultra-Loose Monetary Policies on Investment, Growth and Income Distribution," CESifo Working Paper Series 5754, CESifo.
- Christopher Johnson, 2019. "International Shadow Banking and Macroprudential Policy," 2019 Meeting Papers 780, Society for Economic Dynamics.
- Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013.
"Risk, uncertainty and monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
- Geert Bekaert & Marie Hoerova, 2010. "Risk, uncertainty and monetary policy," Research Bulletin, European Central Bank, vol. 10, pages 11-13.
- Bekaert, Geert & Lo Duca, Marco & Hoerova, Marie, 2010. "Risk, Uncertainty and Monetary Policy," CEPR Discussion Papers 8154, C.E.P.R. Discussion Papers.
- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research 229, National Bank of Belgium.
- Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2010. "Risk, Uncertainty and Monetary Policy," NBER Working Papers 16397, National Bureau of Economic Research, Inc.
- Ács, Attila, 2012. "Liquidity and asset prices: a VECM approach," MPRA Paper 40331, University Library of Munich, Germany.
- Justine Pedrono & Aurélien Violon, 2016. "Banks' Leverage Procyclicality: Does US Dollar Diversification Really Matter?," Working Papers halshs-01216658, HAL.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Arnold, Ivo J.M. & van Ewijk, Saskia E., 2012. "The quest for growth: The impact of bank strategy on interest margins," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 18-27.
- Mahjus Ekananda & Tulus Suryanto, 2021. "The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR," Economies, MDPI, vol. 9(4), pages 1-20, October.
- Alessi, Lucia & Detken, Carsten, 2011. "Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity," European Journal of Political Economy, Elsevier, vol. 27(3), pages 520-533, September.
- Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013.
"Leveraged network-based financial accelerator,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1626-1640.
- Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Spahn, Peter, 2013. "Macroeconomic stabilisation and bank lending: A simple workhorse model," FZID Discussion Papers 76-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Bijapur, Mohan, 2010. "Does monetary policy lose effectiveness during a credit crunch?," LSE Research Online Documents on Economics 56617, London School of Economics and Political Science, LSE Library.
- Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
- Mervyn K. Lewis, 2014. "An Islamic perspective on the global financial crisis and its aftermath," Chapters, in: M. Kabir Hassan & Mervyn K. Lewis (ed.), Handbook on Islam and Economic Life, chapter 31, pages iii-iii, Edward Elgar Publishing.
- 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.
- Demirer, Riza & Gupta, Rangan & Salisu, Afees A. & van Eyden, Reneé, 2023.
"Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 295-302.
- Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021. "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers 202157, University of Pretoria, Department of Economics.
- Ricetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial leverage in an agent based macroeconomic model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
- 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.
- Dreger, Christian & Wolters, Jürgen, 2011.
"Liquidity and Asset Prices: How Strong Are the Linkages?,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 43-52.
- Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
- Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Discussion Papers of DIW Berlin 860, DIW Berlin, German Institute for Economic Research.
- Christian Dreger & Jürgen Wolters, 2009. "Liquidity and Asset Prices: How Strong Are the Linkages?," Working Paper / FINESS 7.4A, DIW Berlin, German Institute for Economic Research.
- Luca Riccetti & Alberto Russo & Mauro Gallegati, 2015.
"An agent based decentralized matching macroeconomic model,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 305-332, October.
- Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
- Gianni De Nicolò & Iryna Ivaschenko, 2009. "Global Liquidity, Risk Premiums and Growth Opportunities," CESifo Working Paper Series 2598, CESifo.
- Jae Shim, 2016. "Financial Frictions in the Small Open Economy," Department of Economics Working Papers 50/16, University of Bath, Department of Economics.
- Ngene, Geoffrey M. & Tah, Kenneth A., 2023. "How are policy uncertainty, real economy, and financial sector connected?," Economic Modelling, Elsevier, vol. 123(C).
- Király, Júlia & Nagy, Márton & Szabó E., Viktor, 2008. "Egy különleges eseménysorozat elemzése - a másodrendű jelzáloghitel-piaci válság és (hazai) következményei [Analysis of a special sequence of events - the crisis on the secondary mortgage market an," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 573-621.
- Mervyn Lewis, 2010. "An Islamic Economic Perspective on the Global Financial Crisis," Chapters, in: Steven Kates (ed.), Macroeconomic Theory and its Failings, chapter 10, Edward Elgar Publishing.
- Coleman, Les, 2014. "Why finance theory fails to survive contact with the real world: A fund manager perspective," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 25(3), pages 226-236.
- Tobias Adrian & Hyun Song Shin, 2008.
"Financial intermediaries, financial stability and monetary policy,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 287-334.
- Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediaries, financial stability, and monetary policy," Staff Reports 346, Federal Reserve Bank of New York.
- Morana, Claudio, 2014.
"Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns,"
Journal of Empirical Finance, Elsevier, vol. 29(C), pages 64-79.
- Claudio Morana, 2013. "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," Working Papers 264, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
- Claudio Morana, 2013. "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," CeRP Working Papers 138, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Acharya, Viral & Song Shin, Hyun & Yorulmazer, Tanju, 2009. "Endogenous choice of bank liquidity: the role of fire sales," Bank of England working papers 376, Bank of England.
- Zhang, Jinqing & He, Liang & An, Yunbi, 2020. "Measuring banks’ liquidity risk: An option-pricing approach," Journal of Banking & Finance, Elsevier, vol. 111(C).
- Claudio Borio & Mathias Drehmann, 2011.
"Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences,"
Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123,
Central Bank of Chile.
- Claudio Borio & Mathias Drehmann, 2009. "Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences," Working Papers Central Bank of Chile 544, Central Bank of Chile.
- Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
- Maciej Ryczkowski, 2020. "Money and credit during normal times and house price booms: evidence from time-frequency analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(4), pages 835-861, November.
- Giovanna BUA, 2016. "International Risk Taking Channel in Emerging Markets," Departmental Working Papers 2016-01, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- repec:zbw:bofrdp:2017_018 is not listed on IDEAS
- repec:diw:diwfin:diwfin07041 is not listed on IDEAS
- Marco Pagano & Paolo Volpin, 2012.
"Securitization, Transparency, and Liquidity,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(8), pages 2417-2453.
- Pagano, Marco & Volpin, Paolo, 2008. "Securitization, Transparency and Liquidity," CEPR Discussion Papers 7105, C.E.P.R. Discussion Papers.
- Pagano, Marco & Volpin, Paolo, 2008. "Securitization, Transparency and Liquidity," Working Papers 09-1, University of Pennsylvania, Wharton School, Weiss Center.
- Marco Pagano & Paolo Volpin, 2008. "Securitization, Transparency and Liquidity," CSEF Working Papers 210, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 31 Jul 2010.
- Marco Pagano & Paolo Volpin, 2009. "Securitization, Transparency and Liquidity," EIEF Working Papers Series 0907, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2012.
- Lewis, Mervyn K., 2009. "The origins of the sub-prime crisis: Inappropriate policies, regulations, or both?," Accounting forum, Elsevier, vol. 33(2), pages 114-126.
- Söderberg, Jonas, 2008. "Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia," CAFO Working Papers 2009:10, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
- Ms. Natalia T. Tamirisa & Alain N. Kabundi & Ms. Deniz O Igan & Mr. Francisco d Nadal De Simone & Marcelo Pinheiro, 2009. "Three Cycles: Housing, Credit, and Real Activity," IMF Working Papers 2009/231, International Monetary Fund.
- Gunther Schnabl, 2016. "Central Banking and Crisis Management from the Perspective of Austrian Business Cycle Theory," CESifo Working Paper Series 6179, CESifo.
- Ayhan Orhan & Vahit Ferhan Benli & Rui Alexandre Castanho, 2020. "Assessing the Systemic Risk Between American and European Financial Systems," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(6), pages 649-671.
- Chadha, Jagjit S. & Corrado, Luisa, 2012.
"Macro-prudential policy on liquidity: What does a DSGE model tell us?,"
Journal of Economics and Business, Elsevier, vol. 64(1), pages 37-62.
- Jagjit S. Chadha & Luisa Corrado, 2011. "Macro-prudential Policy on Liquidity: What Does a DSGE Model Tell Us?," CEIS Research Paper 193, Tor Vergata University, CEIS, revised 02 May 2011.
- Jagjit S. Chadha & Luisa Corrado, 2011. "Macro-prudential Policy on Liquidity: What does a DSGE Model tell us?," Studies in Economics 1108, School of Economics, University of Kent.
- Klingelhöfer, Jan & Sun, Rongrong, 2019.
"Macroprudential policy, central banks and financial stability: Evidence from China,"
Journal of International Money and Finance, Elsevier, vol. 93(C), pages 19-41.
- Jan Klingelhöfer & Rongrong Sun, 2017. "Macroprudential Policy, Central Banks and Financial Stability: Evidence from China," CFDS Discussion Paper Series 2017/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Klingelhöfer, Jan & Sun, Rongrong, 2017. "Macroprudential Policy, Central Banks and Financial Stability: Evidence from China," MPRA Paper 79033, University Library of Munich, Germany.
- Allister Mounsey & D. Tracy Polius, 2015. "Is It Time to Revisit the Savings Rate Floor in the ECCU?," Economic Affairs, Wiley Blackwell, vol. 35(1), pages 75-92, February.
- Moritz Schularick & Alan M. Taylor, 2012.
"Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870-2008,"
American Economic Review, American Economic Association, vol. 102(2), pages 1029-1061, April.
- Taylor, Alan M. & Schularick, Moritz, 2009. "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008," CEPR Discussion Papers 7570, C.E.P.R. Discussion Papers.
- Moritz Schularick & Alan M. Taylor, 2009. "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008," NBER Working Papers 15512, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Eveline Durinck & Gert Peersman, 2008.
"Liquidity, inflation and asset prices in a time-varying framework for the euro area,"
Working Paper Research
142, National Bank of Belgium.
- Christiane Baumeister & Eveline Durinck & Gert Peersman, 2008. "Liquidity, Inflation and Asset Prices in a Time-Varying Framework for the Euro Area," Discussion Papers 08/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Beccalli, Elena & Boitani, Andrea & Di Giuliantonio, Sonia, 2015. "Leverage pro-cyclicality and securitization in US banking," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 200-230.
- Pedro J. Gutiérrez-Diez & Tibor Pál, 2023. "Monetary policy models: lessons from the Eurozone crisis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-19, December.
- Manthos D. Delis & Iftekhar Hasan & Nikolaos Mylonidis, 2017.
"The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 187-213, February.
- Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US : Evidence from corporate loan data," Research Discussion Papers 18/2017, Bank of Finland.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011.
"Funding Liquidity Risk in a Quantitative Model of Systemic Stability,"
Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410,
Central Bank of Chile.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
- Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
- Thomas B. King & Travis D. Nesmith & Anna Paulson & Todd Prono, 2023.
"Central Clearing and Systemic Liquidity Risk,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(4), pages 85-142, October.
- G. Thomas Kingsley & Travis D. Nesmith & Anna L. Paulson & Todd Prono, 2019. "Central Clearing and Systemic Liquidity Risk," Working Paper Series WP 2019-12, Federal Reserve Bank of Chicago.
- Thomas B. King & Travis D. Nesmith & Anna L. Paulson & Todd Prono, 2020. "Central Clearing and Systemic Liquidity Risk," Finance and Economics Discussion Series 2020-009r1, Board of Governors of the Federal Reserve System (U.S.), revised 06 May 2022.
- Christian Dreger & Konstantin A. Kholodilin, 2011. "An Early Warning System to Predict the House Price Bubbles," Discussion Papers of DIW Berlin 1142, DIW Berlin, German Institute for Economic Research.
- Christophe André, 2010. "A Bird's Eye View of OECD Housing Markets," OECD Economics Department Working Papers 746, OECD Publishing.
- Delis, Manthos D. & Iosifidi, Maria & Mylonidis, Nikolaos, 2021.
"Industry heterogeneity in the risk-taking channel,"
Economic Modelling, Elsevier, vol. 104(C).
- Delis, Manthos & Iosifidi, Maria & Mylonidis, Nikolaos, 2020. "Industry Heterogeneity in the Risk-Taking Channel," MPRA Paper 100433, University Library of Munich, Germany.
- Zhengyang Chen, 2019.
"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
2019 Papers
pch1858, Job Market Papers.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," EconStor Preprints 204579, ZBW - Leibniz Information Centre for Economics.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
- Borio, Claudio & Zhu, Haibin, 2012.
"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
- Gilles, Philippe & Huchet, Nicolas & Gauvin, Marie-Sophie, 2012.
"Politique monétaire, choix de portefeuille du secteur bancaire et canal de la prise de risque,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(2), pages 175-196, Juin.
- Gilles, Philippe & Huchet, Nicolas & Gauvin, Marie-Sophie, 2012. "Politique monétaire, choix de portefeuille du secteur bancaire et canal de la prise de risque," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(2), pages 175-196, Juin.
- Marie-Sophie Gauvin & Philippe Gilles & Nicolas Huchet, 2012. "Politique monétaire, Choix de portefeuille du secteur bancaire et Canal de la prise de risque," Post-Print halshs-01716650, HAL.
- Deuskar, Prachi & Johnson, Timothy C., 2021. "Funding liquidity and market liquidity in government bonds," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Justine Pedrono & Aurélien Violon, 2017. "Banks' leverage Procyclicality: Does Currency Diversification Matter?," Working Papers 2017-09, CEPII research center.
- Kellermann, Kersten & Schlag, Carsten-Henning, 2010. "Eine effektive Alternative zur Leverage Ratio," KOFL Working Papers 8, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
- Nariman, Farhad & Heshmati, Almas, 2022. "Are Entrepreneurs Aware of Covered Interest Parity and Dollar Shortage?," IZA Discussion Papers 15216, Institute of Labor Economics (IZA).
- Krug, Sebastian, 2018. "The interaction between monetary and macroprudential policy: Should central banks 'lean against the wind' to foster macro-financial stability?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-69.
- Michel Aglietta & Laurence Scialom, 2010.
"A Systemic Approach to Financial Regulation: a European Perspective,"
International Economics, CEPII research center, issue 123, pages 31-65.
- Michel Aglietta & Laurence Scialom, 2009. "A systemic approach to financial regulation: a European perspective," Working Papers hal-04140865, HAL.
- Michel Aglietta & Laurence Scialom, 2009. "A systemic approach to financial regulation: a European perspective," EconomiX Working Papers 2009-29, University of Paris Nanterre, EconomiX.
- André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022.
"Can monetary policy lean against housing bubbles?,"
Economic Modelling, Elsevier, vol. 110(C).
- Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018. "Can Monetary Policy Lean against Housing Bubbles?," Working Papers 201877, University of Pretoria, Department of Economics.
- Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020.
"Predicting firm-level volatility in the United States: the role of monetary policy uncertainty,"
Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 167-177.
- Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers 202007, University of Pretoria, Department of Economics.
- Cipollini, Andrea & Lo Cascio, Iolanda & Muzzioli, Silvia, 2018. "Risk aversion connectedness in five European countries," Economic Modelling, Elsevier, vol. 71(C), pages 68-79.
- Nora Gavira-Durón & Octavio Gutierrez-Vargas & Salvador Cruz-Aké, 2021. "Markov Chain K-Means Cluster Models and Their Use for Companies’ Credit Quality and Default Probability Estimation," Mathematics, MDPI, vol. 9(8), pages 1-14, April.
- Manthos D. Delis & Iftekhar Hasan & Nikolaos Mylonidis, 2017.
"The Risk‐Taking Channel of Monetary Policy in the U.S.: Evidence from Corporate Loan Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 187-213, February.
- Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US: Evidence from corporate loan data," Bank of Finland Research Discussion Papers 18/2017, Bank of Finland.
- Michele Piffer, 2023. "Banks’ Leverage Evolution: The Case of Commercial Banks," Mathematics, MDPI, vol. 11(13), pages 1-16, June.
- Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014.
"The impact of Basel III on financial (in)stability: an agent-based credit network approach,"
Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.
- Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "The impact of Basel III on financial (in)stability: An agent-based credit network approach," Economics Working Papers 2014-13, Christian-Albrechts-University of Kiel, Department of Economics.
- Kim, Youngju & Lim, Hyunjoon & Sohn, Wook, 2020. "Which external shock matters in small open economies? Global risk aversion vs. US economic policy uncertainty," Japan and the World Economy, Elsevier, vol. 54(C).
- Meh, Césaire A. & Moran, Kevin, 2010.
"The role of bank capital in the propagation of shocks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 555-576, March.
- Césaire Meh & Kevin Moran, 2008. "The Role of Bank Capital in the Propagation of Shocks," Staff Working Papers 08-36, Bank of Canada.
- Jan Willem Van den End, 2016.
"A macroprudential approach to address liquidity risk with the loan-to-deposit ratio,"
The European Journal of Finance, Taylor & Francis Journals, vol. 22(3), pages 237-253, February.
- Jan Willem van den End, 2013. "A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio," DNB Working Papers 372, Netherlands Central Bank, Research Department.
- Ignazio Angeloni & André Sapir, 2011. "The international monetary system is changing- what opportunities and risks for the euro?," Working Papers 632, Bruegel.
- Krug, Sebastian, 2015.
"The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macrofinancial stability?,"
Economics Working Papers
2015-08, Christian-Albrechts-University of Kiel, Department of Economics.
- Krug, Sebastian, 2017. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers 2017-85, Kiel Institute for the World Economy (IfW Kiel).
- Drescher, Christian, 2011. "Reviewing Excess Liquidity Measures - A Comparison for Asset Markets," MPRA Paper 30922, University Library of Munich, Germany.
- Zhiguo He & Arvind Krishnamurthy, 2013.
"Intermediary Asset Pricing,"
American Economic Review, American Economic Association, vol. 103(2), pages 732-770, April.
- Zhiguo He & Arvind Krishnamurthy, 2008. "Intermediary Asset Pricing," NBER Working Papers 14517, National Bureau of Economic Research, Inc.
- Arvind Krishnamurhty & Zhiguo He, 2010. "Intermediary Asset Pricing," 2010 Meeting Papers 1327, Society for Economic Dynamics.
- Kersten Kellermann & Carsten-Henning Schlag, 2010. "Eine effektive Alternative zur Leverage Ratio," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(16), pages 26-34, August.
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