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Balance Sheet Adjustments during the 2008 Crisis
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Cited by:
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2013.
"A Model of Shadow Banking,"
Journal of Finance, American Finance Association, vol. 68(4), pages 1331-1363, August.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, "undated". "A Model of Shadow Banking," Working Paper 19521, Harvard University OpenScholar.
- Nicola Gennaioli, 2012. "A Model of Shadow Banking," 2012 Meeting Papers 89, Society for Economic Dynamics.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2011. "A model of shadow banking," Economics Working Papers 1283, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2012.
- Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2011. "A Model of Shadow Banking," NBER Working Papers 17115, National Bureau of Economic Research, Inc.
- Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "A Model of Shadow Banking," Working Papers 576, Barcelona School of Economics.
- Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2013. "A Model of Shadow Banking," Scholarly Articles 11688792, Harvard University Department of Economics.
- E. Chrétien & V. Lyonnet, 2017. "Traditional and Shadow Banks during the Crisis," Débats économiques et financiers 27, Banque de France.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016.
"Securities trading by banks and credit supply: Micro-evidence from the crisis,"
Journal of Financial Economics, Elsevier, vol. 121(3), pages 569-594.
- Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Francesc R. Tous, 2015. "Securities trading by banks and credit supply: Micro-evidence from the crisis," Economics Working Papers 1654, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & R.-Tous, Francesc, 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," EconStor Preprints 216791, ZBW - Leibniz Information Centre for Economics.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," ESRB Working Paper Series 5, European Systemic Risk Board.
- Gorton, Gary & Metrick, Andrew & Xie, Lei, 2021.
"The flight from maturity,"
Journal of Financial Intermediation, Elsevier, vol. 47(C).
- Gary B. Gorton & Andrew Metrick & Lei Xie, 2014. "The Flight from Maturity," NBER Working Papers 20027, National Bureau of Economic Research, Inc.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020.
"A Macroeconomic Model with Financial Panics,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(1), pages 240-288.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2017. "A Macroeconomic Model with Financial Panics," International Finance Discussion Papers 1219, Board of Governors of the Federal Reserve System (U.S.).
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2017. "A Macroeconomic Model with Financial Panics," NBER Working Papers 24126, National Bureau of Economic Research, Inc.
- Mark Gertler & Andrea Prestipino & Nobuhiro Kiyotaki, 2018. "A Macroeconomic Model with Financial Panics," 2018 Meeting Papers 113, Society for Economic Dynamics.
- Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012.
"The role of institutional investors in propagating the crisis of 2007–2008,"
Journal of Financial Economics, Elsevier, vol. 104(3), pages 491-518.
- Alberto Manconi & Massimo Massa & Ayako Yasuda, 2010. "The Role of Institutional Investors in Propagating the Crisis of 2007–2008," NBER Chapters, in: Market Institutions and Financial Market Risk, National Bureau of Economic Research, Inc.
- Brož, Václav & Kočenda, Evžen, 2022.
"Mortgage-related bank penalties and systemic risk among U.S. banks,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
- Vaclav Broz & Evzen Kocenda, 2019. "Mortgage-Related Bank Penalties and Systemic Risk Among U.S. Banks," Working Papers IES 2019/25, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2019.
- Václav Brož & Evžen Kocenda, 2021. "Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks," CESifo Working Paper Series 9463, CESifo.
- Vaclav Broz & Evzen Kocenda, 2020. "Mortgage-related bank penalties and systemic risk among U.S. banks," KIER Working Papers 1024, Kyoto University, Institute of Economic Research.
- Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012.
"Macroeconomics with Financial Frictions: A Survey,"
Levine's Working Paper Archive
786969000000000384, David K. Levine.
- Markus K. Brunnermeier & Thomas M. Eisenbach & Yuliy Sannikov, 2012. "Macroeconomics with Financial Frictions: A Survey," NBER Working Papers 18102, National Bureau of Economic Research, Inc.
- Sebastian Infante, 2013. "Repo collateral fire sales: the effects of exemption from automatic stay," Finance and Economics Discussion Series 2013-83, Board of Governors of the Federal Reserve System (U.S.).
- Gourinchas, Pierre-Olivier & Rey, Hélène & Truempler, Kai, 2012.
"The financial crisis and the geography of wealth transfers,"
Journal of International Economics, Elsevier, vol. 88(2), pages 266-283.
- Pierre-Olivier Gourinchas & Hélène Rey & Kai Truempler, 2011. "The Financial Crisis and the Geography of Wealth Transfers," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Rey, Hélène & Gourinchas, Pierre-Olivier & Truempler, Kai Alexander, 2011. "The Financial Crisis and the Geography of Wealth Transfers," CEPR Discussion Papers 8567, C.E.P.R. Discussion Papers.
- Pierre-Olivier Gourinchas & Hélène Rey & Kai Truempler, 2011. "The Financial Crisis and The Geography of Wealth Transfers," NBER Working Papers 17353, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Afonso, Gara & Kovner, Anna, 2017.
"How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007,"
Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 1-34.
- Viral V. Acharya & Gara M. dup Afonso & Anna Kovner, 2013. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Staff Reports 623, Federal Reserve Bank of New York.
- Acharya, Viral & Kovner, Anna & Afonso, Gara, 2013. "How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007," CEPR Discussion Papers 9457, C.E.P.R. Discussion Papers.
- Acharya, Viral & Mora, Nada, 2011.
"Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis,"
CEPR Discussion Papers
8706, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Nada Mora, 2012. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," NBER Working Papers 17838, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
- Andrei Shleifer & Robert Vishny, 2011.
"Fire Sales in Finance and Macroeconomics,"
Journal of Economic Perspectives, American Economic Association, vol. 25(1), pages 29-48, Winter.
- Andrei Shleifer & Robert W. Vishny, 2010. "Fire Sales in Finance and Macroeconomics," NBER Working Papers 16642, National Bureau of Economic Research, Inc.
- Shleifer, Andrei & Vishny, Robert, 2011. "Fire Sales in Finance and Macroeconomics," Scholarly Articles 33077925, Harvard University Department of Economics.
- Mengus, E., 2014. "Honoring Sovereign Debt or Bailing Out Domestic Residents: A Theory of Internal Costs of Default," Working papers 480, Banque de France.
- Saki Bigio, 2015. "A Theory of Payments Crises," 2015 Meeting Papers 1537, Society for Economic Dynamics.
- 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.
- 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.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020.
"Credit Booms, Financial Crises, and Macroprudential Policy,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 8-33, August.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020. "Credit Booms, Financial Crises and Macroprudential Policy," NBER Working Papers 27481, National Bureau of Economic Research, Inc.
- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2020. "Credit Booms, Financial Crises and Macroprudential Policy," Working Papers 2020-62, Princeton University. Economics Department..
- Hryckiewicz, Aneta & Kozlowski, Lukasz, 2018. "The consequences of liquidity imbalance: When net lenders leave interbank markets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 82-97.
- Viral V Acharya & Bruce Tuckman, 2014.
"Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 62(4), pages 606-655, November.
- Acharya, Viral & Tuckman, Bruce, 2013. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," CEPR Discussion Papers 9784, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Bruce Tuckman, 2013. "Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage," NBER Working Papers 19773, National Bureau of Economic Research, Inc.
- Ing-Haw Cheng & Andrei Kirilenko & Wei Xiong, 2015.
"Convective Risk Flows in Commodity Futures Markets,"
Review of Finance, European Finance Association, vol. 19(5), pages 1733-1781.
- Ing-Haw Cheng & Andrei Kirilenko & Wei Xiong, 2012. "Convective Risk Flows in Commodity Futures Markets," NBER Working Papers 17921, National Bureau of Economic Research, Inc.
- Juliane Begenau & Monika Piazzesi & Martin Schneider, 2015. "Banks' Risk Exposures," NBER Working Papers 21334, National Bureau of Economic Research, Inc.
- Sung, Sangwook & Cho, Hoon & Ryu, Doojin, 2019. "Market runs of hedge funds during financial crises," Economics Discussion Papers 2019-31, Kiel Institute for the World Economy (IfW Kiel).
- Peter V. Egly & David W. Johnk & André Varella Mollick, 2018. "Bank net interest margins, the yield curve, and the 2007–2009 financial crisis," Review of Financial Economics, John Wiley & Sons, vol. 36(1), pages 12-32, January.
- 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.
- M. A. Petersen & J. B. Maruping & J. Mukuddem-Petersen & L. N. P. Hlatshwayo, 2013. "A Basel perspective on bank leverage," Applied Financial Economics, Taylor & Francis Journals, vol. 23(17), pages 1361-1369, September.
- 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.
- Kai Li & Chenjie Xu, 2023. "Asset pricing with a financial sector," Financial Management, Financial Management Association International, vol. 52(1), pages 67-95, March.
- Arvind Krishnamurthy, 2013. "Comment," NBER Macroeconomics Annual, University of Chicago Press, vol. 27(1), pages 224-231.
- Joel Shapiro & David Skeie, 2015.
"Information Management in Banking Crises,"
The Review of Financial Studies, Society for Financial Studies, vol. 28(8), pages 2322-2363.
- Shapiro, Joel & Skeie, David, 2013. "Information Management in Banking Crises," CEPR Discussion Papers 9612, C.E.P.R. Discussion Papers.
- Isakin, Maksim & Serletis, Apostolos, 2019.
"Banking technology in a Markov switching economy,"
Journal of Macroeconomics, Elsevier, vol. 59(C), pages 154-168.
- Apostolos Serletis & Maksim Isakin, "undated". "Banking Technology in a Markov Switching Economy," Working Papers 2018-18, Department of Economics, University of Calgary, revised 15 Nov 2018.
- 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.
- Frederic Malherbe, 2015. "Optimal Capital Requirements over the Business and Financial Cycles," 2015 Meeting Papers 1154, Society for Economic Dynamics.
- Malherbe, Frederic, 2015. "Optimal capital requirements over the business and financial cycles," Working Paper Series 1830, European Central Bank.
- Malherbe, Frédéric, 2015. "Optimal capital requirements over the business and financial cycles," CEPR Discussion Papers 10387, C.E.P.R. Discussion Papers.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020.
"Credit supply driven boom-bust cycles,"
BIS Working Papers
885, Bank for International Settlements.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2021. "Credit Supply Driven Boom-Bust Cycles," CAEPR Working Papers 2021-005 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020. "Credit Supply Driven Boom-Bust Cycles," Working Papers tecipa-664, University of Toronto, Department of Economics.
- Johannes F. Wieland & Mu‐Jeung Yang, 2020.
"Financial Dampening,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 79-113, February.
- Mu-Jeung Yang & Johannes Wieland, 2015. "Financial Dampening," 2015 Meeting Papers 1022, Society for Economic Dynamics.
- Johannes F. Wieland & Mu-Jeung Yang, 2016. "Financial Dampening," NBER Working Papers 22141, National Bureau of Economic Research, Inc.
- Nicole Boyson & Jean Helwege & Jan Jindra, 2014. "Crises, Liquidity Shocks, and Fire Sales at Commercial Banks," Financial Management, Financial Management Association International, vol. 43(4), pages 857-884, December.
- Pacces Alessio M, 2017. "The Role of the Future in Law and Finance," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 23(2), pages 1-14, December.
- Iyer, Rajkamal & Peydró, José-Luis & Abbassi, Puriya & Tous, Francesc, 2015.
"Securities Trading by Banks and Credit Supply: Micro-Evidence,"
CEPR Discussion Papers
10480, C.E.P.R. Discussion Papers.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2015. "Securities trading by banks and credit supply: Micro-evidence," Discussion Papers 08/2015, Deutsche Bundesbank.
- Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Francesc R Tous, 2015. "Securities Trading by Banks and Credit Supply: Micro-Evidence," Working Papers 848, Barcelona School of Economics.
- Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018.
"Do contractionary monetary policy shocks expand shadow banking?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
- Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.
- Gary B. Gorton & Guillermo L. Ordoñez, 2014.
"How Central Banks End Crises,"
PIER Working Paper Archive
14-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Guillermo Ordonez & Gary Gorton, 2016. "How Central Banks End Crises," 2016 Meeting Papers 356, Society for Economic Dynamics.
- Dongik Kang, 2023. "System‐Wide Runs and Financial Collapse," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 531-558, March.
- Francesco Ferrante, 2018.
"A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 10(4), pages 152-201, October.
- Francesco Ferrante, 2015. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," Finance and Economics Discussion Series 2015-21, Board of Governors of the Federal Reserve System (U.S.).
- Kalemli-Ozcan, Sebnem & Sorensen, Bent & Yesiltas, Sevcan, 2012.
"Leverage across firms, banks, and countries,"
Journal of International Economics, Elsevier, vol. 88(2), pages 284-298.
- Sebnem Kalemli-Ozcan & Bent Sorensen & Sevcan Yesiltas, 2011. "Leverage across Firms, Banks, and Countries," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Sebnem Kalemli-Ozcan & Bent Sorensen & Sevcan Yesiltas, 2011. "Leverage Across Firms, Banks, and Countries," NBER Working Papers 17354, National Bureau of Economic Research, Inc.
- Sørensen, Bent E & Kalemli-Özcan, Sebnem & Yesiltas, Sevcan, 2011. "Leverage Across Firms, Banks and Countries," CEPR Discussion Papers 8549, C.E.P.R. Discussion Papers.
- Li, Cheng, 2018.
"China's household balance sheet: Accounting issues, wealth accumulation, and risk diagnosis,"
China Economic Review, Elsevier, vol. 51(C), pages 97-112.
- Li, Cheng, 2017. "China’s Household Balance Sheet: Accounting Issues, Wealth Accumulation, and Risk Diagnosis," MPRA Paper 79838, University Library of Munich, Germany.
- Metrick, Andrew, 2022. "Broad-Based Emergency Liquidity Programs," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 4(2), pages 86-178, April.
- Huang, Ji, 2018. "Banking and shadow banking," Journal of Economic Theory, Elsevier, vol. 178(C), pages 124-152.
- Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2014.
"Sizing Up Repo,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2381-2417, December.
- Krishnamurthy, Arvind & Nagel, Stefan & Orlov, Dmitry, 2012. "Sizing Up Repo," CEPR Discussion Papers 8795, C.E.P.R. Discussion Papers.
- Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2012. "Sizing Up Repo," NBER Working Papers 17768, National Bureau of Economic Research, Inc.
- Shengxing Zhang, 2014. "Collateral Risk, Repo Rollover and Shadow Banking," 2014 Meeting Papers 562, Society for Economic Dynamics.
- Cenk Gokce Adas & Yesim Kartalli, 2016. "Financial Policies of Turkish Industrial Companies during the Global Crisis," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(1), pages 41-55.
- Jondeau, Eric & Khalilzadeh, Amir, 2017.
"Collateralization, leverage, and stressed expected loss,"
Journal of Financial Stability, Elsevier, vol. 33(C), pages 226-243.
- Eric JONDEAU & Amir KHALILZADEH, 2015. "Collateralization, Leverage, and Stressed Expected Loss," Swiss Finance Institute Research Paper Series 15-24, Swiss Finance Institute, revised Aug 2015.
- Anani, Makafui & Elwasify, Eman Ibrahem, 2023. "Regulatory capital management and available-for-sale securities: Evidence from the Covid-19 pandemic," Finance Research Letters, Elsevier, vol. 58(PA).
- Arvind Krishnamurthy & Stefan Nagel, 2013. "Interpreting Repo Statistics in the Flow of Funds Accounts," NBER Working Papers 19389, National Bureau of Economic Research, Inc.
- Górnicka, Lucyna A., 2016. "Banks and shadow banks: Competitors or complements?," Journal of Financial Intermediation, Elsevier, vol. 27(C), pages 118-131.
- Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers 2013-9, Kiel Institute for the World Economy (IfW Kiel).
- Jondeau, Eric & Sahuc, Jean-Guillaume, 2022.
"Bank capital shortfall in the euro area,"
Journal of Financial Stability, Elsevier, vol. 62(C).
- Eric Jondeau & Jean-Guillaume Sahuc, 2022. "Bank capital shortfall in the euro area," Post-Print hal-03771767, HAL.
- Alan Moreira & Alexi Savov, 2014.
"The Macroeconomics of Shadow Banking,"
NBER Working Papers
20335, National Bureau of Economic Research, Inc.
- Alexi Savov & Alan Moreira, 2014. "The Macroeconomics of Shadow Banking," 2014 Meeting Papers 254, Society for Economic Dynamics.
- Brunnermeier, Markus K. & Oehmke, Martin, 2013.
"Bubbles, Financial Crises, and Systemic Risk,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288,
Elsevier.
- Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
- Roberto Robatto, 2015. "Financial Crises and Systemic Bank Runs in a Dynamic Model of Banking," 2015 Meeting Papers 483, Society for Economic Dynamics.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019.
"Risk Pooling, Leverage, and the Business Cycle,"
Working Papers
2019: 21, Department of Economics, University of Venice "Ca' Foscari".
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020. "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series 271, Leibniz Institute for Financial Research SAFE.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," CESifo Working Paper Series 7772, CESifo.
- Glass, Anthony J. & Kenjegaliev, Amangeldi & Kenjegalieva, Karligash, 2020. "Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes," European Journal of Operational Research, Elsevier, vol. 284(2), pages 693-711.
- Anand, Amber & Irvine, Paul & Puckett, Andy & Venkataraman, Kumar, 2013. "Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis," Journal of Financial Economics, Elsevier, vol. 108(3), pages 773-797.
- He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017.
"Intermediary asset pricing: New evidence from many asset classes,"
Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
- Zhiguo He & Bryan Kelly & Asaf Manela, 2016. "Intermediary Asset Pricing: New Evidence from Many Asset Classes," NBER Working Papers 21920, National Bureau of Economic Research, Inc.
- Jean Tirole, 2012. "Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning," American Economic Review, American Economic Association, vol. 102(1), pages 29-59, February.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016.
"Securities trading by banks and credit supply: Micro-evidence from the crisis,"
Journal of Financial Economics, Elsevier, vol. 121(3), pages 569-594.
- Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Francesc R. Tous, 2015. "Securities trading by banks and credit supply: Micro-evidence from the crisis," Economics Working Papers 1654, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2016.
- Puriya Abbassi & Rajkamal Iyer & José-Luis Peydró & Francesc R. Tous, 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," ESRB Working Paper Series 05, European Systemic Risk Board.
- Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & R.-Tous, Francesc, 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," EconStor Preprints 216791, ZBW - Leibniz Information Centre for Economics.
- Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
- Jennie Bai & Arvind Krishnamurthy & Charles†Henri Weymuller, 2018.
"Measuring Liquidity Mismatch in the Banking Sector,"
Journal of Finance, American Finance Association, vol. 73(1), pages 51-93, February.
- Bai, Jennie & Krishnamurthy, Arvind & Weymuller, Charles-Henri, 2015. "Mesuring Liquidity Mismatch in the Banking Sector," Research Papers 3278, Stanford University, Graduate School of Business.
- Arvind Krishnamurthy & Jennie Bai & Charles-Henri Weymuller, 2016. "Measuring Liquidity Mismatch in the Banking Sector," NBER Working Papers 22729, National Bureau of Economic Research, Inc.
- Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2010. "The Behavior of Intoxicated Investors: The Role of Institutional Investors in Propagating the Crisis of 2007-2008," Working Papers 10-22, University of Pennsylvania, Wharton School, Weiss Center.
- Eisenbach, Thomas M., 2017.
"Rollover risk as market discipline: A two-sided inefficiency,"
Journal of Financial Economics, Elsevier, vol. 126(2), pages 252-269.
- Thomas M. Eisenbach, 2013. "Rollover risk as market discipline: a two-sided inefficiency," Staff Reports 597, Federal Reserve Bank of New York.
- Rodney Ramcharan & Stéphane Verani & Skander J. Van Den Heuvel, 2016.
"From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply,"
Journal of Finance, American Finance Association, vol. 71(3), pages 1323-1356, June.
- Skander J. van den Heuvel & Rodney Ramcharan & Stéphane Verani, 2013. "From Wall Street to main street: the impact of the financial crisis on consumer credit supply," Finance and Economics Discussion Series 2013-10, Board of Governors of the Federal Reserve System (U.S.).
- Viral V. Acharya & Nirupama Kulkarni, 2019. "Government Guarantees and Bank Vulnerability during a Crisis: Evidence from an Emerging Market," NBER Working Papers 26564, National Bureau of Economic Research, Inc.
- Hasman, Augusto & Samartín, Margarita, 2022. "Leaving the darkness: The emergence of shadow banks," Journal of Financial Stability, Elsevier, vol. 61(C).
- Kargar, Mahyar, 2021. "Heterogeneous intermediary asset pricing," Journal of Financial Economics, Elsevier, vol. 141(2), pages 505-532.
- Mr. Ehsan Ebrahimy, 2019. "Fire Sales in Frozen Markets," IMF Working Papers 2019/092, International Monetary Fund.
- Hanson, Samuel G. & Sunderam, Adi, 2013. "Are there too many safe securities? Securitization and the incentives for information production," Journal of Financial Economics, Elsevier, vol. 108(3), pages 565-584.
- Zhou, Zhongzheng, 2019. "Liquidity Backup from Commercial Banks to Shadow Banks," MPRA Paper 94713, University Library of Munich, Germany.
- Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
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