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Credit-Market Sentiment and the Business Cycle

Citations

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Cited by:

  1. Gric, Zuzana & Ehrenbergerova, Dominika & Hodula, Martin, 2022. "The power of sentiment: Irrational beliefs of households and consumer loan dynamics," Journal of Financial Stability, Elsevier, vol. 59(C).
  2. Caldara, Dario & Fuentes-Albero, Cristina & Gilchrist, Simon & Zakrajšek, Egon, 2016. "The macroeconomic impact of financial and uncertainty shocks," European Economic Review, Elsevier, vol. 88(C), pages 185-207.
  3. Isakin, Maksim & Pu, Xiaoling, 2023. "Dispersion in news sentiment and corporate bond returns," International Review of Financial Analysis, Elsevier, vol. 89(C).
  4. Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016. "The Financial Stability Dark Side of Monetary Policy," BCAM Working Papers 1601, Birkbeck Centre for Applied Macroeconomics.
  5. Sebastian Ankargren & Mårten Bjellerup & Hovick Shahnazarian, 2017. "The importance of the financial system for the real economy," Empirical Economics, Springer, vol. 53(4), pages 1553-1586, December.
  6. João F Gomes & Marco Grotteria & Jessica A Wachter, 2019. "Cyclical Dispersion in Expected Defaults," The Review of Financial Studies, Society for Financial Studies, vol. 32(4), pages 1275-1308.
  7. Arabinda Basistha, 2023. "Estimation of short‐run predictive factor for US growth using state employment data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 34-50, January.
  8. Kubin, Ingrid & Zörner, Thomas O. & Gardini, Laura & Commendatore, Pasquale, 2019. "A credit cycle model with market sentiments," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 159-174.
  9. Valentin Haddad & Alan Moreira & Tyler Muir, 2021. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response [Funding value adjustments]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5309-5351.
  10. Matthew Baron & Wei Xiong, 2017. "Credit Expansion and Neglected Crash Risk," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 713-764.
  11. Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021. "Risky Business Cycles," Boston College Working Papers in Economics 1029, Boston College Department of Economics, revised 17 Sep 2024.
  12. Atif Mian & Ludwig Straub & Amir Sufi, 2021. "Indebted Demand," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(4), pages 2243-2307.
  13. Atif Mian & Amir Sufi & Emil Verner, 2020. "How Does Credit Supply Expansion Affect the Real Economy? The Productive Capacity and Household Demand Channels," Journal of Finance, American Finance Association, vol. 75(2), pages 949-994, April.
  14. Cai, Zongwu & Juhl, Ted, 2023. "The distribution of rolling regression estimators," Journal of Econometrics, Elsevier, vol. 235(2), pages 1447-1463.
  15. 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.
  16. Mr. Tobias Adrian & Peichu Xie, 2020. "The Non-U.S. Bank Demand for U.S. Dollar Assets," IMF Working Papers 2020/101, International Monetary Fund.
  17. Hua, Guiru & Zhou, Shuli & Zhang, Shiyun & Wang, Junqiu, 2020. "Industry policy, investor sentiment, and cross-industry capital flow: Evidence from Chinese listed companies’ cross-industry M&As," Research in International Business and Finance, Elsevier, vol. 53(C).
  18. Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan, 2020. "Bank profitability, leverage constraints, and risk-taking," Journal of Financial Intermediation, Elsevier, vol. 44(C).
  19. De Santis, Roberto A., 2016. "Credit spreads, economic activity and fragmentation," Working Paper Series 1930, European Central Bank.
  20. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2018. "Diagnostic Expectations and Credit Cycles," Journal of Finance, American Finance Association, vol. 73(1), pages 199-227, February.
  21. Ding Du & Ou Hu, 2020. "Why does stock-market investor sentiment influence corporate investment?," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1221-1246, May.
  22. David Martinez‐Miera & Rafael Repullo, 2017. "Search for Yield," Econometrica, Econometric Society, vol. 85, pages 351-378, March.
  23. Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022. "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, vol. 38(2), pages 582-595.
  24. Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2021. "A Macroeconomic Model With Financially Constrained Producers and Intermediaries," Econometrica, Econometric Society, vol. 89(3), pages 1361-1418, May.
  25. 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).
  26. Mueller, Holger & Giroud, Xavier, 2018. "Firm Leverage and Regional Business Cycles," CEPR Discussion Papers 13355, C.E.P.R. Discussion Papers.
  27. Pietro Munari, 2024. "The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing," BAFFI CAREFIN Working Papers 24228, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  28. Filardo, Andrew J. & Siklos, Pierre L., 2020. "The cross-border credit channel and lending standards surveys," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
  29. Tobias Adrian & Nellie Liang, 2018. "Monetary Policy, Financial Conditions, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
  30. Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
  31. Atif Mian & Amir Sufi & Emil Verner, 2017. "Household Debt and Business Cycles Worldwide," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(4), pages 1755-1817.
  32. Eduardo Dávila & Ansgar Walther, 2023. "Prudential Policy with Distorted Beliefs," American Economic Review, American Economic Association, vol. 113(7), pages 1967-2006, July.
  33. Li, Zhuo & Wen, Fenghua & Huang, Zhijian James, 2023. "Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance," Journal of Corporate Finance, Elsevier, vol. 78(C).
  34. Arvind Krishnamurthy & Tyler Muir, 2017. "How Credit Cycles across a Financial Crisis," NBER Working Papers 23850, National Bureau of Economic Research, Inc.
  35. Peltonen, Tuomas A. & Gross, Marco & Behn, Markus, 2016. "Assessing the costs and benefits of capital-based macroprudential policy," Working Paper Series 1935, European Central Bank.
  36. Robin Greenwood & Samuel G. Hanson & Andrei Shleifer & Jakob Ahm Sørensen, 2022. "Predictable Financial Crises," Journal of Finance, American Finance Association, vol. 77(2), pages 863-921, April.
  37. Giannetti, Mariassunta & Jang, Yeejin, 2021. "Who Lends Before Banking Crises? Evidence from the International Syndicated Loan Market," CEPR Discussion Papers 15737, C.E.P.R. Discussion Papers.
  38. Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Laeven, Luc, 2020. "Growth-and-Risk Trade-off," CEPR Discussion Papers 14492, C.E.P.R. Discussion Papers.
  39. Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020. "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series 2451, European Central Bank.
  40. Anastasiou, Dimitris & Kallandranis, Christos & Drakos, Konstantinos, 2022. "Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 161-171.
  41. Nijskens, Rob & Mokas, Dimitris, 2019. "Credit Risk in Commercial Real Estate Bank Loans : The Role of Idiosyncratic versus Macro-Economic Factors," Other publications TiSEM ea4f2f0e-dc50-4987-91d3-6, Tilburg University, School of Economics and Management.
  42. Shrestha, Keshab & Philip, Sheena Sara Suresh & Khaw, Karren Lee-Hwei, 2024. "Impact of geopolitical risk on target debt ratio," Finance Research Letters, Elsevier, vol. 60(C).
  43. Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2023. "The Impact of Risk Cycles on Business Cycles: A Historical View," The Review of Financial Studies, Society for Financial Studies, vol. 36(7), pages 2922-2961.
  44. Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Vulnerable Growth," American Economic Review, American Economic Association, vol. 109(4), pages 1263-1289, April.
  45. Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao, 2024. "Delayed crises and slow recoveries," Journal of Financial Economics, Elsevier, vol. 152(C).
  46. Jeremy C. Stein, 2021. "Can Policy Tame the Credit Cycle?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(1), pages 5-22, March.
  47. Markus Behn & Carsten Detken & Tuomas Peltonen & Willem Schudel, 2017. "Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 147-189, December.
  48. Cesa-Bianchi, Ambrogio & Eguren Martin, Fernando & Thwaites, Gregory, 2019. "Foreign booms, domestic busts: The global dimension of banking crises," Journal of Financial Intermediation, Elsevier, vol. 37(C), pages 58-74.
  49. Nicholas Apergis, 2019. "Financial Vulnerability And Income Inequality: New Evidence From Oecd Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(3), pages 395-408, January.
  50. Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M., 2019. "Towards a financial cycle for the U.S., 1973–2014," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  51. Douglas W. Diamond & Yunzhi Hu & Raghuram G. Rajan, 2020. "Pledgeability, Industry Liquidity, and Financing Cycles," Journal of Finance, American Finance Association, vol. 75(1), pages 419-461, February.
  52. Pablo Pastory y Camarasa & Martien Lamers, 2023. "Do Actions Follow Words? How bank sentiment predicts credit growth," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 23/1073, Ghent University, Faculty of Economics and Business Administration.
  53. Hao, Yijun & Su, Hao & Zhu, Xiaoneng, 2020. "Rare disaster concerns and economic fluctuations," Economics Letters, Elsevier, vol. 195(C).
  54. Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2022. "Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(14), pages 4103-4119, November.
  55. Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2019. "Financial Market Risk Perceptions and the Macroeconomy," NBER Working Papers 26290, National Bureau of Economic Research, Inc.
  56. 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.
  57. Ben-Rephael, Azi & Choi, Jaewon & Goldstein, Itay, 2021. "Mutual fund flows and fluctuations in credit and business cycles," Journal of Financial Economics, Elsevier, vol. 139(1), pages 84-108.
  58. Walther, Ansgar, 2020. "Financial policy in an exuberant world," Working Paper Series 2380, European Central Bank.
  59. Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  60. Darmouni, Olivier & Papoutsi, Melina, 2022. "The rise of bond financing in Europe: five facts about new and small issuers," Working Paper Series 2663, European Central Bank.
  61. Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017. "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," American Economic Review, American Economic Association, vol. 107(5), pages 614-620, May.
  62. Emter, Lorenz, 2023. "Leverage cycles, growth shocks, and sudden stops in capital inflows," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 711-731.
  63. Frost, Jon & van Stralen, René, 2018. "Macroprudential policy and income inequality," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 278-290.
  64. Das, Kuntal K. & Donald, Logan J. & Guender, Alfred V., 2023. "Debt finance and economic activity in the euro-area: evidence on asymmetric and maturity effects," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 448-472.
  65. Braun, Matías & Marcet, Francisco & Raddatz, Claudio, 2024. "The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints," Journal of Banking & Finance, Elsevier, vol. 161(C).
  66. Mr. Luis Brandão-Marques & Qianying Chen & Claudio Raddatz & Mr. Jerome Vandenbussche & Peichu Xie, 2019. "The Riskiness of Credit Allocation and Financial Stability," IMF Working Papers 2019/207, International Monetary Fund.
  67. Lael Brainard, 2018. "Assessing Financial Stability over the Cycle: a speech at the Peterson Institute for International Economics, Washington, D.C," Speech 1029, Board of Governors of the Federal Reserve System (U.S.).
  68. Michael Smolyansky & Gustavo A. Suarez, 2021. "Monetary policy and the corporate bond market: How important is the Fed information effect?," Finance and Economics Discussion Series 2021-010, Board of Governors of the Federal Reserve System (U.S.).
  69. Du, Ding & Osmonbekov, Talai, 2020. "Direct effect of advertising spending on firm value: Moderating role of financial analyst coverage," International Journal of Research in Marketing, Elsevier, vol. 37(1), pages 196-212.
  70. Rüth, Sebastian & Bachmann, Rüdiger, 2016. "Systematic Monetary Policy and the Macroeconomic Effects of Shifts in Loan-to-Value Ratios," VfS Annual Conference 2016 (Augsburg): Demographic Change 145826, Verein für Socialpolitik / German Economic Association.
  71. Michael T. Kiley, 2022. "Unemployment Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1407-1424, August.
  72. Adrian, Tobias & Duarte, Fernando & Grinberg, Federico & Mancini-Griffoli, Tommaso, 2018. "Monetary Policy and Financial Conditions: A Cross-Country Study," CEPR Discussion Papers 12681, C.E.P.R. Discussion Papers.
  73. Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
  74. Matthew Baron & Emil Verner & Wei Xiong, 2021. "Banking Crises Without Panics," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(1), pages 51-113.
  75. Widiantoro, Dimas Mukhlas, 2022. "Countercyclical capital buffer: building the resilience or taming the rapid financial cycle?," MPRA Paper 113507, University Library of Munich, Germany.
  76. Atif Mian & Amir Sufi & Emil Verner, 2017. "How do Credit Supply Shocks Affect the Real Economy? Evidence from the United States in the 1980s," NBER Working Papers 23802, National Bureau of Economic Research, Inc.
  77. Carriero, Andrea & Galvao, Ana Beatriz & Marcellino, Massimiliano, 2018. "Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks," EMF Research Papers 17, Economic Modelling and Forecasting Group.
  78. Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2018. "A Measure of Risk Appetite for the Macroeconomy," NBER Working Papers 24529, National Bureau of Economic Research, Inc.
  79. Xavier Giroud & Holger M. Mueller, 2018. "Firm Leverage and Regional Business Cycles," NBER Working Papers 25325, National Bureau of Economic Research, Inc.
  80. Atif Mian & Amir Sufi, 2018. "Finance and Business Cycles: The Credit-Driven Household Demand Channel," Journal of Economic Perspectives, American Economic Association, vol. 32(3), pages 31-58, Summer.
  81. Clément Mathonnat & Alexandru Minea & Marcel Voia, 2022. "Does more finance lead to longer crises?," The World Economy, Wiley Blackwell, vol. 45(1), pages 111-135, January.
  82. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  83. Villacorta, Alonso, 2018. "Business cycles and the balance sheets of the financial and non-financial sectors," ESRB Working Paper Series 68, European Systemic Risk Board.
  84. Liao, Gordon Y., 2020. "Credit migration and covered interest rate parity," Journal of Financial Economics, Elsevier, vol. 138(2), pages 504-525.
  85. Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Staff Reports 1003, Federal Reserve Bank of New York.
  86. Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
  87. Zakrajšek, Egon, 2017. "Comment on bank liabilities channel," Journal of Monetary Economics, Elsevier, vol. 89(C), pages 45-50.
  88. Josefine Quast & Maik H. Wolters, 2022. "Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 152-168, January.
  89. José Daniel Aromí, 2021. "Large Current Account Deficits and Neglected Vulnerabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 69(4), pages 597-623, December.
  90. Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng, 2018. "Effects of Credit Expansions on Stock Market Booms and Busts," NBER Working Papers 24586, National Bureau of Economic Research, Inc.
  91. Lartey, Theophilus & Danso, Albert & Owusu-Agyei, Samuel, 2020. "CEOs' market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity," International Review of Financial Analysis, Elsevier, vol. 72(C).
  92. Du, Ding, 2017. "U.S. credit-market sentiment and global business cycles," Economics Letters, Elsevier, vol. 157(C), pages 75-78.
  93. Tobias Adrian & Fernando M. Duarte, 2016. "Financial vulnerability and monetary policy," Staff Reports 804, Federal Reserve Bank of New York.
  94. Harrison, Andre & Reed, Robert R., 2023. "Gross capital inflows, the U.S. economy, and the response of the Federal Reserve," Journal of International Money and Finance, Elsevier, vol. 139(C).
  95. Lopez Buenache, German & Borsi, Mihály Tamás & Rosa-García, Alfonso, 2020. "Credit cycles and labor market slacks: predictive evidence from Markov-switching models," MPRA Paper 100362, University Library of Munich, Germany.
  96. Shengfeng Li & Hafiz Hoque & Jia Liu, 2022. "Investor Sentiment and Firm Capital Structure," Working Papers 2022-01, Swansea University, School of Management.
  97. Belanger, Gilles, 2016. "Inflation is Always and Everywhere an Interest-Rate Phenomenon," MPRA Paper 70841, University Library of Munich, Germany.
  98. Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
  99. Dunz, Nepomuk & Naqvi, Asjad & Monasterolo, Irene, 2019. "Climate Transition Risk, Climate Sentiments, and Financial Stability in a Stock-Flow Consistent approach," Ecological Economic Papers 23, WU Vienna University of Economics and Business.
  100. Valentin Haddad & Alan Moreira & Tyler Muir, 2020. "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response," NBER Working Papers 27168, National Bureau of Economic Research, Inc.
  101. Zongwu Cai & Ted Juhl, 2020. "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202218, University of Kansas, Department of Economics, revised Dec 2022.
  102. Carvalho, Daniel & Gao, Janet & Ma, Pengfei, 2023. "Loan spreads and credit cycles: The role of lenders’ personal economic experiences," Journal of Financial Economics, Elsevier, vol. 148(2), pages 118-149.
  103. Farhi, Emmanuel & Gourinchas, Pierre-Olivier & Caballero, Ricardo, 2017. "Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns to Capital, Earnings Yields," CEPR Discussion Papers 11833, C.E.P.R. Discussion Papers.
  104. Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
  105. Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
  106. Borsi, Mihály Tamás, 2018. "Credit contractions and unemployment," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 573-593.
  107. De Santis, Roberto A. & Van der Veken, Wouter, 2020. "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series 2436, European Central Bank.
  108. Paymon Khorrami & Fernando Mendo, 2021. "Rational Sentiments and Financial Frictions," Working Papers Central Bank of Chile 928, Central Bank of Chile.
  109. Herculano, Miguel C. & Lütkebohmert, Eva, 2023. "Investor sentiment and global economic conditions," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 134-152.
  110. Pascal François & Stephanie Heck & Georges Hübner & Thomas Lejeune, 2022. "Comoment risk in corporate bond yields and returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 471-512, September.
  111. Horvath, Jaroslav & Rothman, Philip, 2021. "Mortgage spreads, asset prices, and business cycles in emerging countries," Journal of International Money and Finance, Elsevier, vol. 115(C).
  112. Goldberg, Jonathan, 2020. "Liquidity supply by broker-dealers and real activity," Journal of Financial Economics, Elsevier, vol. 136(3), pages 806-827.
  113. Giacomo Rodano & Nicolas Serrano-Velarde & Emanuele Tarantino, 2018. "Lending Standards over the Credit Cycle," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2943-2982.
  114. Antonio Falato & Ali Hortaçsu & Dan Li & Chaehee Shin, 2021. "Fire‐Sale Spillovers in Debt Markets," Journal of Finance, American Finance Association, vol. 76(6), pages 3055-3102, December.
  115. Victoria Ivashina & Boris Vallee, 2020. "Weak Credit Covenants," NBER Working Papers 27316, National Bureau of Economic Research, Inc.
  116. Wang, Bo & Zheng, Suli, 2023. "Public information manipulation in the financial market," Finance Research Letters, Elsevier, vol. 51(C).
  117. Santis, Roberto A. De, 2018. "Unobservable systematic risk, economic activity and stock market," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 51-69.
  118. Albaity, Mohamed & Noman, Abu Hanifa Md. & Saadaoui Mallek, Ray & Al-Shboul, Mohammad, 2022. "Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC," Economic Systems, Elsevier, vol. 46(1).
  119. Persakis, Antonios & Iatridis, George Emmanuel, 2023. "How economic uncertainty influences the performance of investor perceptions and behavior," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 51(C).
  120. Zacek, Jan, 2020. "Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint," Economic Modelling, Elsevier, vol. 88(C), pages 293-311.
  121. 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.
  122. Du, Ding, 2019. "Forecasting credit losses with the reversal in credit spreads," Economics Letters, Elsevier, vol. 178(C), pages 95-97.
  123. Gady Jacoby & Chi Liao & Nanying Lin & Lei Lu, 2024. "Sentiment and the cross‐section of expected stock returns," The Financial Review, Eastern Finance Association, vol. 59(2), pages 459-485, May.
  124. Dunz, Nepomuk & Naqvi, Asjad & Monasterolo, Irene, 2021. "Climate sentiments, transition risk, and financial stability in a stock-flow consistent model," Journal of Financial Stability, Elsevier, vol. 54(C).
  125. Colombo, Valentina & Paccagnini, Alessia, 2020. "Does the credit supply shock have asymmetric effects on macroeconomic variables?," Economics Letters, Elsevier, vol. 188(C).
  126. Hugues Dastarac, 2020. "Market Making and Proprietary Trading in the US Corporate Bond Market," Working papers 754, Banque de France.
  127. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
  128. Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2020. "Financial volatility and economic growth, 1870-2016," LSE Research Online Documents on Economics 118886, London School of Economics and Political Science, LSE Library.
  129. Ding Du & Mason Gerety, 2018. "Credit spreads and merger pricing," Journal of Asset Management, Palgrave Macmillan, vol. 19(3), pages 169-178, May.
  130. Xiaoqing Fu & Matthew C. Li & Philip Molyneux, 2021. "Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis," Empirical Economics, Springer, vol. 60(5), pages 2203-2225, May.
  131. Karminsky, A. & Dyachkova, N., 2020. "Empirical study of the relationship between credit cycles and changes in credit ratings," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 138-160.
  132. Brückbauer, Frank & Cezanne, Thibault, 2022. "Bank manager sentiment, loan growth and bank risk," ZEW Discussion Papers 22-066, ZEW - Leibniz Centre for European Economic Research.
  133. Wang, Bo & Hu, Tiantian & Zheng, Suli, 2023. "Earning inflation, real investment and self-fulfilling uncertainty," Finance Research Letters, Elsevier, vol. 58(PC).
  134. Du, Ding & Rousse, Wade, 2018. "Foreign capital flows, credit spreads, and the business cycle," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 59-79.
  135. repec:idn:journl:v:21:y:2019:i:3f:p:1-14 is not listed on IDEAS
  136. Li, Shengfeng & Hoque, Hafiz & Liu, Jia, 2023. "Investor sentiment and firm capital structure," Journal of Corporate Finance, Elsevier, vol. 80(C).
  137. Park, Heungju & Sohn, Sungbin, 2021. "Flight to quality and implicit guarantee: Evidence from Chinese trust products," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 399-419.
  138. Mikhail E. MAMONOV, Anna A. PESTOVA, Vera PANKOVA, Renat Akhmetov, 2020. "Digital Transformation of Capital Market Infrastructure [Цифровая Трансформация Инфраструктуры Рынка Капитала]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 5, pages 130-159, November.
  139. Bank for International Settlements, 2022. "Private sector debt and financial stability," CGFS Papers, Bank for International Settlements, number 67, december.
  140. Lars A. Lochstoer & Tyler Muir, 2022. "Volatility Expectations and Returns," Journal of Finance, American Finance Association, vol. 77(2), pages 1055-1096, April.
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