Leverage Constraints and the International Transmission of Shocks

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As found by EconAcademics.org, the blog aggregator for Economics research:

1. International business cycle synchronization: what is the role of financial linkages?
   by bankunderground in Bank Underground on 2016-04-06 11:30:09
2. Leverage Constraints and the International Transmission of Shocks
   by Martin Berka in NEP-OPM blog on 2010-05-03 03:03:47

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Cited by:

1. Paul Grauwe & Yuemei Ji, 2018. "Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(2), pages 203-216, June.
   • de Grauwe, Paul & Ji, Yuemei, 2018. "Behavioural economics is useful also in macroeconomics : the role of animal spirits," LSE Research Online Documents on Economics 87286, London School of Economics and Political Science, LSE Library.
2. Isoré, Marlène, 2016. "International propagation of financial shocks in a search and matching environment," Bank of Finland Research Discussion Papers 28/2016, Bank of Finland.
3. Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks: Micro-evidence from mutual fund portfolios," Journal of International Economics, Elsevier, vol. 88(2), pages 357-374.
   • Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
   • Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers 17358, National Bureau of Economic Research, Inc.
   • Schmukler, Sergio & Raddatz, Claudio, 2012. "On the International Transmission of Shocks: Micro-Evidence From Mutual Fund Portfolios," CEPR Discussion Papers 9070, C.E.P.R. Discussion Papers.
   • Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks : micro-evidence from mutual fund portfolios," Policy Research Working Paper Series 6072, The World Bank.
   • Claudio Raddatz & Sergio L. Schmukler, 2012. "On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios," Working Papers Central Bank of Chile 668, Central Bank of Chile.
4. Fabrizio Perri & Vincenzo Quadrini, 2018. "International Recessions," American Economic Review, American Economic Association, vol. 108(4-5), pages 935-984, April.
   • Vincenzo Quadrini & Fabrizio Perri, 2010. "International recessions," 2010 Meeting Papers 222, Society for Economic Dynamics.
   • Fabrizio Perri & Vincenzo Quadrini, 2011. "International Recessions," NBER Working Papers 17201, National Bureau of Economic Research, Inc.
   • Quadrini, Vincenzo & Perri, Fabrizio, 2011. "International Recessions," CEPR Discussion Papers 8483, C.E.P.R. Discussion Papers.
   • Fabrizio Perri & Vincenzo Quadrini, 2011. "International Recessions," IMES Discussion Paper Series 11-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
   • Vincenzo Quadrini & Fabrizio Perri, 2011. "International Recessions," 2011 Meeting Papers 123, Society for Economic Dynamics.
   • Fabrizio Perri & Vincenzo Quadrini, 2011. "International recessions," Staff Report 463, Federal Reserve Bank of Minneapolis.
5. Aysun, Uluc, 2024. "Technology diffusion and international business cycles," Journal of International Money and Finance, Elsevier, vol. 140(C).
   • Uluc Aysun, 2023. "Technology diffusion and international business cycles," Working Papers 2023-02, University of Central Florida, Department of Economics.
6. Trani, Tommaso, 2015. "Asset pledgeability and international transmission of financial shocks," Journal of International Money and Finance, Elsevier, vol. 50(C), pages 49-77.
   • Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
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7. Marcin Kolasa, 2022. "Equilibrium foreign currency mortgages," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 168-186, July.
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8. Michael B Devereux & James Yetman, 2010. "Financial deleveraging and the international transmission of shocks," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 274-298, Bank for International Settlements.
9. Clain-Chamosset-Yvrard, Lise & Kamihigashi, Takashi, 2017. "International transmission of bubble crashes in a two-country overlapping generations model," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 115-126.
   • Lise Clain-Chamosset-Yvrard & Takashi Kamihigashi, 2017. "International transmission of bubble crashes in a two-country overlapping generations model," Post-Print hal-01505766, HAL.
10. Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2022. "Global Banks and Systemic Debt Crises," Econometrica, Econometric Society, vol. 90(2), pages 749-798, March.
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11. Lise Clain-Chamosset-Yvrard & Takashi Kamihigashi, 2015. "International Transmission of Bubble Crashes in a Two-Country Overlapping Generations," Discussion Paper Series DP2015-43, Research Institute for Economics & Business Administration, Kobe University.
12. Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2013. "Financial regulation, financial globalization, and the synchronization of economic activity," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 68(3), pages 1179-1228.
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    • Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2009. "Financial Regulation, Financial Globalization and the Synchronization of Economic Activity," NBER Working Papers 14887, National Bureau of Economic Research, Inc.
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13. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
14. Cetorelli, Nicola & Goldberg, Linda S., 2012. "Liquidity management of U.S. global banks: Internal capital markets in the great recession," Journal of International Economics, Elsevier, vol. 88(2), pages 299-311.
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15. Christopher Johnson, 2019. "International Shadow Banking and Macroprudential Policy," 2019 Meeting Papers 780, Society for Economic Dynamics.
16. Kollmann, Robert & Zeugner, Stefan, 2012. "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1267-1283.
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17. Yao, Wen, 2019. "International business cycles and financial frictions," Journal of International Economics, Elsevier, vol. 118(C), pages 283-291.
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18. Huber, Florian & Punzi, Maria Teresa, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 318-336.
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    • Florian Huber & Maria Teresa Punzi, 2017. "The shortage of safe assets in the US investment portfolio: Some international evidence," Department of Economics Working Papers wuwp243, Vienna University of Economics and Business, Department of Economics.
19. Al-Thaqeb, Saud Asaad, 2018. "Do international markets overreact? Event study: International market reaction to U.S. local news events," Research in International Business and Finance, Elsevier, vol. 44(C), pages 369-385.
20. Raouf Boucekkine & Patrick Pintus, 2012. "History’s a curse: leapfrogging, growth breaks and growth reversals under international borrowing without commitment," Journal of Economic Growth, Springer, vol. 17(1), pages 27-47, March.
    • BOUCEKKINE, Raouf & PINTUS, Patrick A., 2012. "History's a curse: leapfrogging, growth breaks and growth reversals under international borrowing without commitment," LIDAM Reprints CORE 2450, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
21. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
22. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
    • Uluc Aysun & Sami Alpanda, 2012. "International Transmission of Financial Shocks in an Estimated DSGE model," Working Papers 2012-06, University of Central Florida, Department of Economics.
23. Bengui, Julien & Mendoza, Enrique G. & Quadrini, Vincenzo, 2013. "Capital mobility and international sharing of cyclical risk," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 42-62.
    • Julien Bengui & Enrique G. Mendoza & Vincenzo Quadrini, 2012. "Capital Mobility and International Sharing of Cyclical Risk," NBER Working Papers 18372, National Bureau of Economic Research, Inc.
24. Scheubel, Beatrice & Stracca, Livio & Tille, Cédric, 2019. "The global financial cycle and capital flow episodes: a wobbly link?," Working Paper Series 2337, European Central Bank.
    • Beatrice D. Scheubel & Livio Stracca & Tille Cedric, 2019. "The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?," CESifo Working Paper Series 7967, CESifo.
25. Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.
26. Punzi, Maria Teresa & Kauko, Karlo, 2015. "Testing the global banking glut hypothesis," Journal of Financial Stability, Elsevier, vol. 19(C), pages 128-151.
    • Maria Teresa Punzi & Karlo Kauko, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Papers wuwp194, Vienna University of Economics and Business, Department of Economics.
    • Kauko, Karlo & Punzi, Maria Teresa, 2015. "Testing the global banking glut hypothesis," FinMaP-Working Papers 41, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    • Punzi, Maria Teresa & Kauko, Karlo, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Paper Series 194, WU Vienna University of Economics and Business.
27. Auray, Stéphane & Eyquem, Aurélien & Ma, Xiaofei, 2018. "Banks, sovereign risk and unconventional monetary policies," European Economic Review, Elsevier, vol. 108(C), pages 153-171.
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    • Stéphane Auray & Aurélien Eyquem & Xiaofei Ma, 2015. "Banks, Sovereign Risk and Unconventional Monetary Policies," Post-Print halshs-01232241, HAL.
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28. Philip R. Lane, 2013. "External imbalances and macroeconomic policy," New Zealand Economic Papers, Taylor & Francis Journals, vol. 47(1), pages 53-70, April.
29. Bruno, Valentina & Shin, Hyun Song, 2015. "Capital flows and the risk-taking channel of monetary policy," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 119-132.
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    • Valentina Bruno & Hyun Song Shin, 2013. "Capital Flows and the Risk-Taking Channel of Monetary Policy," NBER Working Papers 18942, National Bureau of Economic Research, Inc.
30. Ana Fostel & John Geanakoplos & Gregory Phelan, 2015. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Department of Economics Working Papers 2015-12, Department of Economics, Williams College, revised Feb 2017.
    • Ana Fostel & John Geanakoplos & Gregory Phelan, 2017. "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers 2076, Cowles Foundation for Research in Economics, Yale University.
31. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-1154, December.
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32. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019. "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 109-150, March.
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    • Taylor, Alan M. & Jordà , Ã’scar & Schularick, Moritz & Ward, Felix, 2018. "Global financial cycles and risk premiums," CEPR Discussion Papers 12969, C.E.P.R. Discussion Papers.
    • Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2018. "Global Financial Cycles and Risk Premiums," Working Paper Series 2018-5, Federal Reserve Bank of San Francisco.
33. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014. "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," Discussion Papers of DIW Berlin 1362, DIW Berlin, German Institute for Economic Research.
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34. Livia Chitu, 2013. "Was Unofficial Dollarisation/Euroisation an Amplifier of the ‘Great Recession’ of 2007–2009 in Emerging Economies?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 55(2), pages 233-265, June.
35. Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2018. "Short-run pain, long-run gain: the conditional welfare gains from international financial integration," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 329-360, March.
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36. Gropp, Reint & Radev, Deyan, 2017. "International banking conglomerates and the transmission of lending shocks across borders," SAFE Working Paper Series 175, Leibniz Institute for Financial Research SAFE.
37. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
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38. N. Antonakakis & G. Tondl, 2014. "Does integration and economic policy coordination promote business cycle synchronization in the EU?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 541-575, August.
39. Dlugoszek, Grzegorz R., 2016. "Solving DSGE portfolio choice models with asymmetric countries," SFB 649 Discussion Papers 2016-009, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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40. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
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41. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 181-213.
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42. Akbari Dehbaghi, Simin & Arman, Seyed Aziz & Ahangari, Majid, 2020. "The Impact of Domestic and Foreign Monetary Policy on Iran\'s economy: Global Modeling," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(2), pages 151-180, April.
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56. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial ," OECD Economics Department Working Papers 969, OECD Publishing.
57. Jean‐François Rouillard, 2018. "Financial frictions, interest rate dynamics, and international business cycle synchronization," Review of International Economics, Wiley Blackwell, vol. 26(2), pages 279-301, May.
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58. Degasperi,Riccardo & Hong, Seokki Simon & Ricco, Giovanni, 2020. "The Global Transmission of U.S. Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1257, University of Warwick, Department of Economics.
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