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Aggregate Investment Externalities and Macroprudential Regulation

Citations

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Cited by:

  1. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2017. "Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments," Journal of Political Economy, University of Chicago Press, vol. 125(6), pages 2126-2177.
  2. Manuel Amador & Javier Bianchi, 2024. "Bank Runs, Fragility, and Regulation," Working Papers 804, Federal Reserve Bank of Minneapolis.
  3. Paul Pichler & Flora Lutz, 2017. "Liquidity risk and financial stability regulation," Vienna Economics Papers 1701, University of Vienna, Department of Economics.
  4. Kogler, Michael, 2020. "Risk shifting and the allocation of capital: A Rationale for macroprudential regulation," Journal of Banking & Finance, Elsevier, vol. 118(C).
  5. Caterina Mendicino & Kalin Nikolov & Javier Suarez & Dominik Supera, 2018. "Optimal Dynamic Capital Requirements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1271-1297, September.
  6. Olivier Jeanne & Anton Korinek, 2020. "Macroprudential Regulation versus mopping up after the crash," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(3), pages 1470-1497.
  7. Zhiguo He & Péter Kondor, 2016. "Inefficient Investment Waves," Econometrica, Econometric Society, vol. 84, pages 735-780, March.
  8. Suarez, Javier & Sánchez Serrano, Antonio, 2018. "Approaching non-performing loans from a macroprudential angle," Report of the Advisory Scientific Committee 7, European Systemic Risk Board.
  9. Korkut Alp Erturk, 2019. "Intrinsic Moral Hazard," Working Paper Series, Department of Economics, University of Utah 2019_03, University of Utah, Department of Economics.
  10. Afshari, Zahra & Salimi, Zahra, 2020. "The Effectiveness of Regulatory Policies in Curbing the Housing Price in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(3), pages 253-271, July.
  11. Hans Gersbach & Jean-Charles Rochet, 2012. "Aggregate Investment Externalities and Macroprudential Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 73-109, December.
  12. Emre Ozdenoren & Kathy Yuan, 2017. "Contractual Externalities and Systemic Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1789-1817.
  13. Jan Willem van den End & Guido Schotten & Sophie Steins Bisschop, 2021. "Financing the transition: seizing opportunities for a green recovery," Occasional Studies 1902, DNB.
  14. Anatoli Segura & Javier Suarez, 2017. "How Excessive Is Banks’ Maturity Transformation?," The Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3538-3580.
  15. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," National Institute of Economic and Social Research (NIESR) Discussion Papers 470, National Institute of Economic and Social Research.
  16. Gersbach, Hans & Zelzner, Sebastian, 2022. "Why Bank Money Creation?," CEPR Discussion Papers 17753, C.E.P.R. Discussion Papers.
  17. Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike, 2017. "System stress testing of bank liquidity risk," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 22-40.
  18. Dirk Helbing, 2013. "Economics 2.0: The Natural Step towards A Self-Regulating, Participatory Market Society," Papers 1305.4078, arXiv.org, revised Jun 2013.
  19. Khwazi Magubane & Ntokozo Patrick Nzimande, 2024. "A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions," Economies, MDPI, vol. 12(10), pages 1-32, October.
  20. Monika Bucher & Diemo Dietrich & Achim Hauck, 2019. "Implications of bank regulation for loan supply and bank stability: a dynamic perspective," The European Journal of Finance, Taylor & Francis Journals, vol. 25(16), pages 1527-1550, November.
  21. Luck, Stephan & Schempp, Paul, 2023. "Inefficient liquidity creation," Journal of Financial Intermediation, Elsevier, vol. 53(C).
  22. Anton Korinek & Jonathan Kreamer, 2014. "The redistributive effects of financial deregulation: wall street versus main street," BIS Working Papers 468, Bank for International Settlements.
  23. Kato, Ryo & Tsuruga, Takayuki, 2016. "The safer, the riskier: A model of financial instability and bank leverage," Economic Modelling, Elsevier, vol. 52(PA), pages 71-77.
  24. Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2017. "Bank systemic risk and corporate investment: Evidence from the US," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 151-163.
  25. Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen & Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandros P. Vardoulakis, 2015. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 9-63, June.
  26. Freixas, Xavier & Perez-Reyna, David, 2021. "Optimal macroprudential policy and rational bubbles," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  27. Frederic Malherbe, 2020. "Optimal Capital Requirements over the Business and Financial Cycles," American Economic Journal: Macroeconomics, American Economic Association, vol. 12(3), pages 139-174, July.
  28. Yuan, Kathy & Ozdenoren, Emre, 2014. "Endogenous Contractual Externalities," CEPR Discussion Papers 10052, C.E.P.R. Discussion Papers.
  29. D’Orazio, Paola & Popoyan, Lilit, 2019. "Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?," Ecological Economics, Elsevier, vol. 160(C), pages 25-37.
  30. Eduardo Dávila & Anton Korinek, 2018. "Pecuniary Externalities in Economies with Financial Frictions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(1), pages 352-395.
  31. Gabriele Galati & Richhild Moessner, 2018. "What Do We Know About the Effects of Macroprudential Policy?," Economica, London School of Economics and Political Science, vol. 85(340), pages 735-770, October.
  32. Ansgar Walther, 2016. "Jointly Optimal Regulation of Bank Capital and Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 415-448, March.
  33. Kogler, Michael, 2015. "Rewarding Prudence: Risk Taking, Pecuniary Externalities and Optimal Bank Regulation," Economics Working Paper Series 1512, University of St. Gallen, School of Economics and Political Science.
  34. David Comerford & Alessandro Spiganti, 2023. "The Carbon Bubble: climate policy in a fire‐sale model of deleveraging," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(3), pages 655-687, July.
  35. Gersbach, Hans & Rochet, Jean-Charles, 2017. "Capital regulation and credit fluctuations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 113-124.
  36. Claudia M. Buch & Oliver Holtemöller, 2014. "Do we need new modelling approaches in macroeconomics?," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 3, pages 36-58, Edward Elgar Publishing.
  37. Anatoli Segura & Javier Suarez, 2017. "How Excessive Is Banks’ Maturity Transformation?," Review of Financial Studies, Society for Financial Studies, vol. 30(10), pages 3538-3580.
  38. Paul Pichler & Flora Lutz, 2017. "Liquidity risk and financial stability regulation," Vienna Economics Papers vie1701, University of Vienna, Department of Economics.
  39. Committee, Nobel Prize, 2022. "Financial Intermediation and the Economy," Nobel Prize in Economics documents 2022-2, Nobel Prize Committee.
  40. Ansgar Walther, 2014. "Jointly optimal regulation of bank capital and maturity structure," Economics Series Working Papers 725, University of Oxford, Department of Economics.
  41. repec:abd:kauiea:v:30:y:2017:i:2:p:33-44 is not listed on IDEAS
  42. Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
  43. Korinek, Anton & Kreamer, Jonathan, 2014. "The redistributive effects of financial deregulation," Journal of Monetary Economics, Elsevier, vol. 68(S), pages 55-67.
  44. Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018. "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers 490, National Institute of Economic and Social Research.
  45. Mehdi Hadian, 2017. "Procyclicality and The Intensity of Basel III Measures in Islamic Banking: Some Evidence from Iran التقلبات الدورية ومدى تأثير مقررات بازل (3) على الخدمات المصرفية الإسلامية: دروس من التجربة الإيرانية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(2), pages 33-44, July.
  46. Thomas J. Carter, 2017. "Optimal Interbank Regulation," Staff Working Papers 17-48, Bank of Canada.
  47. Rochet, Jean Charles & Gersbach, Hans & Scheffel, Martin, 2015. "Financial Intermediation, Capital Accumulation, and Recovery," CEPR Discussion Papers 10964, C.E.P.R. Discussion Papers.
  48. Suarez, Javier & Martinez-Miera, David, 2012. "A Macroeconomic Model of Endogenous Systemic Risk Taking," CEPR Discussion Papers 9134, C.E.P.R. Discussion Papers.
  49. Christoph Bertsch & Mike Mariathasan, 2021. "Optimal bank leverage and recapitalization in crowded markets," BIS Working Papers 923, Bank for International Settlements.
  50. Moore, John, 2013. "Pecuniary Externality through Credit Constraints: Two Examples without Uncertainty," SIRE Discussion Papers 2013-71, Scottish Institute for Research in Economics (SIRE).
  51. Gete, Pedro & Gómez, Juan-Pedro, 2015. "Compensation contracts and fire sales," Journal of Financial Stability, Elsevier, vol. 18(C), pages 154-171.
  52. Buch, Claudia M. & Vogel, Edgar & Weigert, Benjamin, 2018. "Evaluating macroprudential policies," ESRB Working Paper Series 76, European Systemic Risk Board.
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