(Translated by https://www.hiragana.jp/)
Citation data for document RePEc:bis:biswps:354
create a website

Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). BORIO, Claudio.
In: BIS Working Papers.
RePEc:bis:biswps:354.

Full description at Econpapers || Download paper

Cited: 90

Citations received by this document

Cites: 242

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Xu, Zeshui ; Lv, Shengnan.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47.

    Full description at Econpapers || Download paper

  2. Estimating Historical Downside Risks of Global Financial Market Indices via Inflation Rate-Adjusted Dependence Graphs. (2023). Kim, Woo Chang ; Choi, Insu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923002039.

    Full description at Econpapers || Download paper

  3. Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

    Full description at Econpapers || Download paper

  4. Role of financial development in economic growth in the light of asymmetric effects and financial efficiency. (2022). Shahbaz, Muhammad ; Lahiani, Amine ; Nasir, Muhammad A.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:361-383.

    Full description at Econpapers || Download paper

  5. Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data. (2022). van Huellen, Sophie ; Qin, Duo ; Moraitis, Thanos ; Wang, Qing Chao.
    In: Econometrics.
    RePEc:gam:jecnmx:v:10:y:2022:i:2:p:22-:d:797393.

    Full description at Econpapers || Download paper

  6. The impact of financial development on environmental sustainability: A European perspective. (2022). Xu, Baochang ; Li, Sihui ; Zhang, Meng ; Mirza, Nawazish ; Afzal, Ayesha.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002628.

    Full description at Econpapers || Download paper

  7. Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?. (2022). Apergis, Nicholas ; Aysan, Ahmet F ; Bakkar, Yassine.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001202.

    Full description at Econpapers || Download paper

  8. The certification role of the EU-wide stress testing exercises in the stock market. What can we learn from the stress tests (2014-2021)?. (2022). Marques, Aurea ; Ongena, Steven ; Durrani, Agha.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222711.

    Full description at Econpapers || Download paper

  9. Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni.
    In: Papers.
    RePEc:arx:papers:2211.00363.

    Full description at Econpapers || Download paper

  10. System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil.
    In: Discussion Papers.
    RePEc:zbw:bubdps:192021.

    Full description at Econpapers || Download paper

  11. Development of Vietnamese stock market: Influence of domestic macroeconomic environment and regional markets. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Shubita, Moade ; Mai, Trinh Thi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1435-1458.

    Full description at Econpapers || Download paper

  12. Credit supply conditions and business cycles: New evidence from bank lending survey data. (2021). Chatziantoniou, Ioannis ; Apergis, Nicholas.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309399.

    Full description at Econpapers || Download paper

  13. Relationship between the financial and the real economy: A bibliometric analysis. (2021). Verbi, Miroslav ; Zabavnik, Darja.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:55-75.

    Full description at Econpapers || Download paper

  14. The impact of oil prices on stock market development in Pakistan: Evidence with a novel dynamic simulated ARDL approach. (2021). Khan, Muhammad Fayaz ; Jadoon, Arshad Ullah ; Teng, Jian-Zhou.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309302.

    Full description at Econpapers || Download paper

  15. Welfare-Based Optimal Macroprudential Policy with Shadow Banks. (2021). Stefan, Gebauer.
    In: Working papers.
    RePEc:bfr:banfra:817.

    Full description at Econpapers || Download paper

  16. Monetary and Macroprudential Policies in an Intangible Economy. (2020). Baldi, Guido ; Bodmer, Andre.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:248571.

    Full description at Econpapers || Download paper

  17. Does money supply shape corporate capital structure? International evidence from a panel data analysis. (2020). Pindado, Julio ; Rivera, Juan C ; Requejo, Ignacio.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:26:y:2020:i:6:p:554-584.

    Full description at Econpapers || Download paper

  18. Monetary and Macroprudential Policies in an Intangible Economy. (2020). Baldi, Guido ; Bodmer, Andr.
    In: Credit and Capital Markets.
    RePEc:kuk:journl:v:53:y:2020:i:3:p:325-353.

    Full description at Econpapers || Download paper

  19. Money creation within the macroeconomy: An integrated model of banking. (2020). Li, Boyao ; Wang, Yougui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301915.

    Full description at Econpapers || Download paper

  20. An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

    Full description at Econpapers || Download paper

  21. Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202406.

    Full description at Econpapers || Download paper

  22. A Review of the South African Reserve Bank’s Financial Stability Policies. (2019). Hollander, Hylton ; van Lill, Dawie.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers325.

    Full description at Econpapers || Download paper

  23. Agent-based modeling of systemic risk in the European banking sector. (2019). Teply, Petr ; Klinger, Tomas .
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0226-7.

    Full description at Econpapers || Download paper

  24. A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

    Full description at Econpapers || Download paper

  25. Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493.

    Full description at Econpapers || Download paper

  26. The Role of Shadow Banking for Financial Regulation. (2018). Gebauer, Stefan ; Mazelis, Falk.
    In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
    RePEc:zbw:vfsc18:181581.

    Full description at Econpapers || Download paper

  27. Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model. (2018). Nasir, Muhammad Ali ; Du, Min.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0087-2.

    Full description at Econpapers || Download paper

  28. Optimal Policy Analysis in a New Keynesian Economy with Credit Market Search. (2018). Teranishi, Yuki ; Fujimoto, Junichi ; Nakamura, Koji ; Munakata, KO.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1200.

    Full description at Econpapers || Download paper

  29. Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:88195.

    Full description at Econpapers || Download paper

  30. The Financial Accelerator in Europe after the Financial Crisis. (2018). Bakova, Klara.
    In: European Journal of Business Science and Technology.
    RePEc:men:journl:v:4:y:2018:i:2:p:143-155.

    Full description at Econpapers || Download paper

  31. Environmental degradation in France: The effects of FDI, financial development, and energy innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:843-857.

    Full description at Econpapers || Download paper

  32. Central bank disclosure as a macroprudential tool for financial stability. (2018). de Mendonça, Helder ; de Moraes, Claudio Oliveira ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:4:p:625-636.

    Full description at Econpapers || Download paper

  33. CONSIDERATIONS REGARDING THE FINANCIAL STABILITY AND THE MACRO-PRUDENTIAL POLICY. (2018). Cosmin, Curiman Mihai ; Madalin, Mihai Bogdan.
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2018:v:1:p:130-138.

    Full description at Econpapers || Download paper

  34. .

    Full description at Econpapers || Download paper

  35. The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach. (2017). Li, Boyao.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20172.

    Full description at Econpapers || Download paper

  36. Does Financial Tranquility Call for More Stringent Regulation?. (2017). Basak, Deepal ; Zhao, Yunhui ; Murray, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:81373.

    Full description at Econpapers || Download paper

  37. Optimal Policy Analysis in a New Keynesian Economy with Credit Market Search. (2017). Teranishi, Yuki ; Fujimoto, Junichi ; Nakamura, Koji ; Munakata, KO.
    In: GRIPS Discussion Papers.
    RePEc:ngi:dpaper:16-30.

    Full description at Econpapers || Download paper

  38. The bridge between macro and micro banking regulation: A framework from the model of financial flows. (2017). de Mendonça, Helder ; de Moraes, Claudio ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Journal of Economic Studies.
    RePEc:eme:jespps:jes-09-2015-0159.

    Full description at Econpapers || Download paper

  39. Macroprudential policy with convertible debt. (2017). Hollander, Hylton.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:54:y:2017:i:pb:p:285-305.

    Full description at Econpapers || Download paper

  40. Macroprudential policy: A review. (2017). Lehar, Alfred ; Kahou, Mahdi Ebrahimi .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:29:y:2017:i:c:p:92-105.

    Full description at Econpapers || Download paper

  41. Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

    Full description at Econpapers || Download paper

  42. The impact of the liquidity coverage ratio on money creation: A stock-flow based dynamic approach. (2017). Li, Boyao ; Wang, Yougui ; Chen, Liujun ; Xiong, Wanting.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:67:y:2017:i:c:p:193-202.

    Full description at Econpapers || Download paper

  43. FINANCIAL STABILITY POLICY – RECENT TRENDS, CHALLENGES AND PERSPECTIVES. (2017). Cosmin, Tenea Andrei.
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2017:v:1special:p:240-245.

    Full description at Econpapers || Download paper

  44. Neuere Finanzmarktaspekte von Bankenkrise, QE-Politik und EU-Bankenaufsicht. (2017). Kadiric, Samir.
    In: EIIW Discussion paper.
    RePEc:bwu:eiiwdp:disbei239.

    Full description at Econpapers || Download paper

  45. Financial stability, wealth effects and optimal macroeconomic policy combination in the United Kingdom: A new-Keynesian dynamic stochastic general equilibrium framework. (2016). Yago, Milton ; Nasir, Muhammad ; McMillan, David ; Wu, Junjie ; Soliman, Alaa M.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1136098.

    Full description at Econpapers || Download paper

  46. Macroeconomic policy interaction: State dependency and implications for financial stability in UK: A systemic review. (2016). Yago, Milton ; Nasir, Muhammad ; McMillan, David ; Soliman, Alaa M ; Wu, Junjie.
    In: Cogent Business & Management.
    RePEc:taf:oabmxx:v:3:y:2016:i:1:p:1154283.

    Full description at Econpapers || Download paper

  47. Finansjalizacja cykli koniunkturalnych i jej konsekwencje dla polityki stabilizacyjnej. (2016). Maecki, Witold .
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2016:i:4:p:47-68.

    Full description at Econpapers || Download paper

  48. Global Crisis, Regulatory Reform and International Policy Coordination. (2016). .
    In: South Asian Journal of Macroeconomics and Public Finance.
    RePEc:sae:smppub:v:5:y:2016:i:1:p:63-95.

    Full description at Econpapers || Download paper

  49. The systemic risk of European banks during the financial and sovereign debt crises. (2016). Correa, Ricardo ; Black, Lamont ; Zhou, Hao ; Huang, Xin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:63:y:2016:i:c:p:107-125.

    Full description at Econpapers || Download paper

  50. Financial Conditions Indicators for Brazil. (2016). Gaglianone, Wagner ; Areosa, Waldyr.
    In: Working Papers Series.
    RePEc:bcb:wpaper:435.

    Full description at Econpapers || Download paper

  51. Riesgo sistémico en el sistema financiero peruano. (2015). Castro, Cesar D.
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-29-05.

    Full description at Econpapers || Download paper

  52. The lean versus clean debate and monetary policy in South Africa. (2015). Raputsoane, Leroi.
    In: MPRA Paper.
    RePEc:pra:mprapa:68123.

    Full description at Econpapers || Download paper

  53. Macroeconomic theory in the aftermath of the crisis: mainstream and new Keynesianism [Macroeconomic theory in the aftermath of the crisis: mainstream and new Keynesianism]. (2015). Pedrosa, Italo ; Farhi, Maryse.
    In: Nova Economia.
    RePEc:nov:artigo:v:25:y:2015:i:2:p:237-260.

    Full description at Econpapers || Download paper

  54. The lean versus clean debate and monetary policy in South Africa. (2015). Raputsoane, Leroi.
    In: Journal of Economics and Political Economy.
    RePEc:ksp:journ1:v:2:y:2015:i:4:p:467-480.

    Full description at Econpapers || Download paper

  55. Does Easing Monetary Policy Increase Financial Instability?. (2015). Rebucci, Alessandro ; Cesa-Bianchi, Ambrogio.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/139.

    Full description at Econpapers || Download paper

  56. Modelling the Density of Egyptian Quarterly CPI Inflation. (2015). Ahmed, Doaa ; Abdelsalam, Mamdouh.
    In: Working Papers.
    RePEc:erg:wpaper:936.

    Full description at Econpapers || Download paper

  57. Optimal Macroprudential Policy. (2014). Teranishi, Yuki ; Fujimoto, Junichi ; Munakata, KO ; Nakamura, Koji.
    In: UTokyo Price Project Working Paper Series.
    RePEc:upd:utppwp:030.

    Full description at Econpapers || Download paper

  58. Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins. (2014). Hoerova, Marie ; Heider, Florian ; Biais, Bruno.
    In: TSE Working Papers.
    RePEc:tse:wpaper:28439.

    Full description at Econpapers || Download paper

  59. The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability. (2014). Hollander, Hylton.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers224.

    Full description at Econpapers || Download paper

  60. Przeciwdziałanie procykliczności sektora bankowego. (2014). Maecki, Witold .
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2014:i:4:p:27-54.

    Full description at Econpapers || Download paper

  61. Risk-sharing or risk-taking? An incentive theory of counterparty risk, clearing and margins. (2014). Hoerova, Marie ; Heider, Florian ; Biais, Bruno.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:25522.

    Full description at Econpapers || Download paper

  62. Disconnection between the Financial Sphere and the Real Sphere: Theoretical Foundations and Empirical Investigation. (2014). Miled, Faouzi ; El Ouni, Nizar ; Lahdhiri, Manelle .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:4:y:2014:i:4:p:95-103.

    Full description at Econpapers || Download paper

  63. Subprime mortgages and the MBSs in generating and transmitting the global financial crisis. (2014). Jurek, Michal ; Marszalek, Pawel .
    In: Working papers.
    RePEc:fes:wpaper:wpaper40.

    Full description at Econpapers || Download paper

  64. The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:182-198.

    Full description at Econpapers || Download paper

  65. Nowcasting and forecasting global financial sector stress and credit market dislocation. (2014). Schwaab, Bernd ; Lucas, Andre ; Koopman, Siem Jan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:3:p:741-758.

    Full description at Econpapers || Download paper

  66. Credit and Business Cycles: An Empirical Analysis in the Frequency Domain. (2014). Villamizar-Villegas, mauricio ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Gaitan-Maldonado, Celina .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:012115.

    Full description at Econpapers || Download paper

  67. Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea.
    In: International Finance.
    RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184.

    Full description at Econpapers || Download paper

  68. Credit and Business Cycles: An Empirical Analysis in the Frequency Domain. (2014). Zarate-Solano, Hector ; Villamizar-Villegas, mauricio ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Gaitan-Maldonado, Celina .
    In: Borradores de Economia.
    RePEc:bdr:borrec:843.

    Full description at Econpapers || Download paper

  69. Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_966_14.

    Full description at Econpapers || Download paper

  70. REDISCOVERING MISES-HAYEK MONETARY AND BUSINESS CYCLE THEORY IN LIGHT OF THE CURRENT CRISIS: CREDIT EXPANSION AS A SOURCE OF ECONOMIC BOOM AND BUST. (2013). Mrowiec, Marcin .
    In: e-Finanse.
    RePEc:rze:efinan:v:9:y:2013:i:2:p:64-74.

    Full description at Econpapers || Download paper

  71. The BIS and the Latin American debt crisis of the 1980s. (2013). Maes, Ivo ; Clement, Piet .
    In: Working Paper Research.
    RePEc:nbb:reswpp:201312-247.

    Full description at Econpapers || Download paper

  72. The systemic risk of European banks during the financial and sovereign debt crises. (2013). Zhou, Hao ; Correa, Ricardo ; Huang, Xin ; Black, Lamont .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1083.

    Full description at Econpapers || Download paper

  73. Financial stability in Brazil. (2013). Sales, Adriana Soares ; Gaglianone, Wagner Piazza ; Luiz Awazu Pereira da Silva, .
    In: Chapters.
    RePEc:elg:eechap:15454_4.

    Full description at Econpapers || Download paper

  74. Why Central Banks Need a Macroeconomic Toolkit. (2013). Hildebrand, Philipp M..
    In: Chapters.
    RePEc:elg:eechap:15454_23.

    Full description at Econpapers || Download paper

  75. Criteria for Financial Stability - -The European View. (2013). Dombret, Andreas.
    In: Chapters.
    RePEc:elg:eechap:15454_2.

    Full description at Econpapers || Download paper

  76. Optimal Macroprudential Policy. (2013). Teranishi, Yuki ; Nakamura, Koji ; Munakata, KO.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-51.

    Full description at Econpapers || Download paper

  77. Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model. (2013). Teranishi, Yuki ; Kurachi, Yoshiyuki ; Kawata, Hiroshi ; Nakamura, Koji.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:13-e-3.

    Full description at Econpapers || Download paper

  78. Welfare Analysis of Policy Measures for Financial Stability. (2013). Teranishi, Yuki ; Nakamura, Koji ; Munakata, KO.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:13-e-1.

    Full description at Econpapers || Download paper

  79. Financial conditions and economic activity: a statistical approach. (2013). Tsatsaronis, Kostas ; Erdem, Magdalena.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1303f.

    Full description at Econpapers || Download paper

  80. Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna). (2012). Olszak, Małgorzata.
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:10:i:39:y:2012:p:7-32.

    Full description at Econpapers || Download paper

  81. REDISCOVERING MISES-HAYEK MONETARY AND BUSINESS CYCLE THEORY IN LIGHT OF THE CURRENT CRISIS: CREDIT EXPANSION AS A SOURCE OF ECONOMIC BOOM AND BUST. (2012). Mrowiec, Marcin .
    In: e-Finanse.
    RePEc:rze:efinan:v:9:y:2012:i:2:p:64-74.

    Full description at Econpapers || Download paper

  82. Come difendere la globalizzazione e salvaguardare i sistemi bancari dal contagio. (2012). Sarcinelli, Mario .
    In: Moneta e Credito.
    RePEc:psl:moneta:2012:12.

    Full description at Econpapers || Download paper

  83. Institutional Barrier and the World Income Distribution. (2012). Costa Junior, Celso ; Costa Junior, Celso Jose, .
    In: MPRA Paper.
    RePEc:pra:mprapa:45633.

    Full description at Econpapers || Download paper

  84. Macroprudential policies in an agent-based artificial economy. (2012). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano.
    In: Working Papers.
    RePEc:jau:wpaper:2012/05.

    Full description at Econpapers || Download paper

  85. Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

    Full description at Econpapers || Download paper

  86. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?. (2012). BORIO, Claudio ; Zhu, Haibin .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:4:p:236-251.

    Full description at Econpapers || Download paper

  87. The Great Moderation in a Dual Exchange Rate Regime. (2012). Arndt Sven W., .
    In: Global Economy Journal.
    RePEc:bpj:glecon:v:12:y:2012:i:4:p:1-12:n:6.

    Full description at Econpapers || Download paper

  88. Financial Stability in Brazil. (2012). Pereira da Silva, Luiz Awazu ; Gaglianone, Wagner ; Sales, Adriana Soares ; Luiz A. Pereira da Silva, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:289.

    Full description at Econpapers || Download paper

  89. The New Economics of Capital Controls Imposed for Prudential Reasons+L4888. (2011). Korinek, Anton.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/298.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pro164-8313

  1. Acharya V and S Viswanathan (2011): “Leverage, moral hazard and liquidity,” Journal of Finance, vol 66 pp 99-138.

  2. Acharya, V (2009): “A theory of systemic risk and design of prudential bank regulation”, Journal of Financial Stability, vol 5(3), pp 224-255,.

  3. Acharya, V and M Richardson, eds (2009): Restoring financial stability: How to repair a failed system, John Wiley & Sons.
    Paper not yet in RePEc: Add citation now
  4. Admati, A, P DeMarzo, M Hellwig and P Pfleiderer (2011): “Fallacies, irrelevant facts, and myths in the discussion of capital regulation: Why bank equity is not expensive”, Stanford GSB Research Paper, no. 2063.
    Paper not yet in RePEc: Add citation now
  5. Adrian, T and M Brunnermeier (2009): “CoVar”, Federal Reserve Bank of New York Staff Reports, no 348.
    Paper not yet in RePEc: Add citation now
  6. Aghion, P, P Bolton and M Dewatripont (2000): “Contagious bank failures in a free banking system”, European Economic Review, vol 44(4-6), pp 713-718.

  7. Ahearne, A, J Gagnon, J Haltmaier, S Kamin et al (2002): “Preventing deflation: Lessons from Japan's experience in the 1990s”, International Finance Discussion Papers, no 729, Board of Governors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
  8. Aikman, D, A Haldane and B Nelson (2010): “Curbing the credit cycle”, paper presented at the Columbia University Center on Capitalism and Society Annual Conference, New York, November.

  9. Albertazzi, U and D Marchetti (2010): “Credit supply, flight to quality and evergreening: An analysis of bank-firm relationships in Italy after Lehman”, Banca d’ Italia, Temi di discussione, no 746. [10[ Alessi, L and C Detken (2009): Real time early warning indicators for costly asset price boom/bust Cycles: A role for global liquidity, ECB Working Paper 1039.

  10. Alfaro, R and M Drehmann (2009): “Macro stress tests and crises: What can we learn?”, BIS Quarterly Review, December, pp 29-41.

  11. Allen, F and D Gale (2000a): “Financial contagion”, Journal of Political Economy, vol 108, pp 1–33.
    Paper not yet in RePEc: Add citation now
  12. Allen, F and D Gale (2000b): “Bubbles and crises”, The Economic Journal, vol 110, pp 236–56.
    Paper not yet in RePEc: Add citation now
  13. Allen, F and D Gale(2004): “Financial fragility, liquidity and asset prices”, Journal of the European Economic Association, vol 2, pp 1015–84.
    Paper not yet in RePEc: Add citation now
  14. Allen, L and A Saunders (2003): “A survey of cyclical effects in credit risk measurement models”, Paper presented at the BIS Conference on “Changes in risk through time: Measurement and policy options”, BIS Working Paper, no 126, Basel, January.
    Paper not yet in RePEc: Add citation now
  15. Altman, E and H Rijken (2005): “How rating agencies achieve rating stability”, Journal of Banking & Finance, vol 28(11), pp. 2679-2714.
    Paper not yet in RePEc: Add citation now
  16. Altman, E, B Brady, A Resti and A Sironi (2005): “The link between default and recovery rates: Theory, empirical evidence, and implications”, Journal of Business, vol 78(6), pp 2203- 2207.

  17. Altunbas, Y, L Gambacorta and D Marqués-Ibañez (2009): “Does monetary policy affect bank risk-taking?”, BIS Working Papers, no 298, March.

  18. Amato, J and C Furfine (2004): “Are credit ratings procyclical?”, Journal of Banking & Finance, vol 28, pp 2641-677.

  19. Ang, A and C Joe (2002): “Asymmetric correlations of equity portfolios”, Journal of Financial Economics, vol 63(3), pp 443-94.

  20. Angelini, P, L Clerc, V Cúrdia, L Gambacorta, A Gerali, A Locarno, R Motto, W Roeger, S Van den Heuvel, J Vlček (2011): “BASEL III: Long-term impact on economic performance and fluctuations”, BIS Working Papers, forthcoming.

  21. Angeloni, I and E Faia (2009) “A tale of two policies: Prudential regulation and monetary policy with fragile banks”, mimeo.

  22. Assenmacher-Wesche, K and S Gerlach (2010): Monetary policy and financial imbalances: Facts and fiction, Economic Policy, vol 25, pp 437–482.

  23. Bagehot, W (1873), Lombard Street: A description of the money market, London: P S King and Son.
    Paper not yet in RePEc: Add citation now
  24. Banerjee, A V (1992): “A simple model of herd behavior”, Quarterly Journal of Economics, 107(3), pp 797-818.

  25. Bangia, A, F X Diebold, A Kronimus, C Schagen and T Schuermann (2002): “Ratings migration and the business cycle, with application to credit portfolio stress testing”, Journal of Banking & Finance, vol 26, pp 445-74.

  26. Bank for International Settlements (BIS) (2010): 80th Annual Report, June.
    Paper not yet in RePEc: Add citation now
  27. Bank for International Settlements (BIS) (2011): Central bank governance and financial stability - a report by a Study Group, (“Ingves Report”), June.
    Paper not yet in RePEc: Add citation now
  28. Basel Committee on Banking Supervision (BCBS) (2009): International framework for liquidity risk measurement, standards and monitoring - consultative document, December.
    Paper not yet in RePEc: Add citation now
  29. Basel Committee on Banking Supervision (BCBS) (2010a): An assessment of the long-term economic impact of stronger capital and liquidity requirements, August
    Paper not yet in RePEc: Add citation now
  30. Basel Committee on Banking Supervision (BCBS) (2010b): Countercyclical capital buffer proposal - consultative document, July.
    Paper not yet in RePEc: Add citation now
  31. Basel Committee on Banking Supervision (BCBS) (2010c): Guidance for national authorities operating the countercyclical capital buffer, December.
    Paper not yet in RePEc: Add citation now
  32. Basel Committee on Banking Supervision (BCBS) (2010d): Basel III: A global regulatory framework for more resilient banks and banking systems, December.
    Paper not yet in RePEc: Add citation now
  33. Bean, C (2009): “The Great Moderation, the Great Panic and the Great Contraction”, Annual Congress of the European Economic Association, Barcelona, 25 August.
    Paper not yet in RePEc: Add citation now
  34. Bell, J and D Pain (2000): “Leading indicator models of banking crises – A critical review”, Bank of England Financial Stability Review, December, pp 113–29.
    Paper not yet in RePEc: Add citation now
  35. Bernanke, B (2009): “Monetary policy and the housing bubble,” at the Annual Meeting of the American Economic Association, Atlanta, Georgia, 3 January.
    Paper not yet in RePEc: Add citation now
  36. Bernanke, B and M Gertler (1999): “Monetary policy and asset price volatility”, in New challenges for monetary policy, proceedings of a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, 26-29 August.
    Paper not yet in RePEc: Add citation now
  37. Bernanke, B, M Gertler and S Gilchrist (1999b): “The financial accelerator in a quantitative business cycle framework”, in J T aylor and M W oodford (eds), Handbook of Macroeconomics, Amsterdam, pp 1341-393.
    Paper not yet in RePEc: Add citation now
  38. Bernanke, B, T Laubach, F Mishkin and A Posen (1999a): Inflation targeting: Lessons from the international experience, Princeton: Princeton University Press.

  39. Besanko, D and G Kanatas (1996): “The regulation of bank capital: Do capital standards promote bank safety?” Journal of Financial Intermediation, vol 5, pp 160–183.

  40. Besomi, D (2006): ‘‘Tendency to equilibrium, the possibility of crisis, and the history of business cycle theories.’’ History of Economic Ideas, vol 14(2), pp 53–104.

  41. Besomi, D (2011): “Crises as a disease of the body politick: A metaphor in the history of nineteen-century economics”, Journal of the History of Economic Thought, vol 33(1), pp 67- 118.

  42. Bianchi, J (2010): Credit externalities: Macroeconomic effects and policy implications, American Economic Review, vol 100(2), pp 398-402.

  43. Bianchi, J and A Mendoza (2010): “Overborrowing, financial crises and ‘macro-prudential’ policy”, mimeograph.

  44. Bikhchandani, S, D Hirshleifer and I Welch: (1996): “Information cascades and rational herding: An annotated bibliography”, Working Paper: UCLA/Anderson and Ohio State University and Yale/SOM.
    Paper not yet in RePEc: Add citation now
  45. Black, F (1987): Business cycles and equilibrium, Oxford: Basil Blackwell.
    Paper not yet in RePEc: Add citation now
  46. Blanchard, O and J Gali (2010): Labor markets and monetary policy: A New Keynesian model with unemployment, American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pp 1-30,

  47. Blanchard, O, G Dell’ Ariccia and P Mauro (2010): “Rethinking monetary policy”, IMF Position Note, February.
    Paper not yet in RePEc: Add citation now
  48. Bloxham, P., C. Kent and M. Robson (2010): “Asset prices, credit growth, monetary and other policies: An Australian case study”, Research Discussion Papers, no 2010-6, Reserve Bank of Australia.

  49. Blum, J and M Hellwig (1995): “The macroeconomic implications of capital adequacy requirements for banks”, European Economic Review, 39, pp 739-49.

  50. Bordo, M, M Dueker and D Wheelock (2000): “Aggregate price shocks and financial instability: An historical analysis”, Economic Inquiry, 40 (4), pp 521-538.

  51. Borio C (2003b): “Market distress and vanishing liquidity: Anatomy and policy options”, in A Persaud (ed), Liquidity black holes: understanding, quantifying and managing financial liquidity risk, Risk Publications, December. Also available (revised and updated) as BIS Working Papers, no 158, 2004.

  52. Borio C (2003a): “Towards a macroprudential framework for financial supervision and regulation?”, CESifo Economic Studies, vol 49, no 2/2003, pp 181–216. Also available as BIS Working Papers, no 128, February.

  53. Borio C (2007): “Monetary and prudential policies at a crossroads? New challenges in the new century”, Moneda y Crédito, 224, pp 63–101. Also available as BIS Working Papers, no 216, September 2006. 27

  54. Borio C (2008): “The financial turmoil of 2007–?: A preliminary assessment and some policy considerations”, in Revista de Estabilidad Financiera, Bank of Spain. Also available as BIS Working Papers, no 251, March.
    Paper not yet in RePEc: Add citation now
  55. Borio C (2009): “The financial crisis of 2007-?: Macroeconomic origins and policy lessons”, in proceedings of a G20 Workshop on The Global Economy - Cause of the crisis: Key Lessons,
    Paper not yet in RePEc: Add citation now
  56. Borio C (2010a): “T en propositions about liquidity crises”, CESifo Economic Studies, vol. 56(1), pp 70-95. Also available as BIS Working Papers No 293, November 2009.
    Paper not yet in RePEc: Add citation now
  57. Borio C (2010b): “Implementing a macroprudential framework: Blending boldness and realism”, keynote address for the BIS-HKMA research conference on “Financial stability: T owards a Macroprudential approach”, Honk Kong SAR, 5-6 July 2010.
    Paper not yet in RePEc: Add citation now
  58. Borio C (2010c): “The financial crisis: What implications for new statistics?”, keynote address at the fifth IFC conference on “Initiatives to address data gaps revealed by the financial crisis”, Basel, 25-26 August.
    Paper not yet in RePEc: Add citation now
  59. Borio C and H Zhu (2008): “Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?”, BIS Working Papers, no 268, December.

  60. Borio, C and I Shim (2007): “What can (macro)-prudential policy do to support monetary policy?”, in Bank of Thailand (ed), Inflation targeting in emerging market countries, Proceedings of a conference, Bank of Thailand, 13–14 November 2006. Also available as BIS Working Papers, no 242, December.

  61. Borio, C and K T satsaronis (2004): “Accounting and prudential regulation: From uncomfortable bedfellows to perfect partners?”, Journal of Financial Stability, vol 1(1), September, pp 111–35. A more extensive version is also available as “Accounting, prudential regulation and financial stability: Elements of a synthesis”, BIS Working Papers, no 180, September 2005.

  62. Borio, C and M Drehmann (2009a): “Towards an operational framework for financial stability: ‘Fuzzy’ measurement and its consequences”, BIS Working Papers, no 284, June; forthcoming in Banco Central de Chile (ed) Financial stability, monetary policy and central banking.
    Paper not yet in RePEc: Add citation now
  63. Borio, C and M Drehmann (2009b): “Assessing the risk of banking crises – revisited”, BIS Quarterly Review, March, pp 29–46.

  64. Borio, C and P Disyatat (2010): “Unconventional monetary policies: An appraisal”, The Manchester School, 78(s1), pp 53-89, September. Also available as BIS Working Papers, no 292, 2009, November.
    Paper not yet in RePEc: Add citation now
  65. Borio, C and P Disyatat (2011): “Global imbalances and the financial crisis: Link or no link?”, BIS Working Papers no 346, May. Revised and extended version of “Global imbalances and the financial crisis: Reassessing the role of international finance”, Asian Economic Policy Review, 5, pp 198-216.

  66. Borio, C and P Lowe (2002a): “Asset prices, financial and monetary stability: Exploring the nexus”, BIS Working Papers, no 114, July.
    Paper not yet in RePEc: Add citation now
  67. Borio, C and P Lowe (2002b): “Assessing the risk of banking crises”, BIS Quarterly Review, December, pp 43–54.
    Paper not yet in RePEc: Add citation now
  68. Borio, C and P Lowe (2004): “Securing sustainable price stability. Should credit come back from the wilderness?”, BIS Working Papers, No 157.

  69. Borio, C and P Van den Bergh (1993): “The nature and management of payment system risks: An international perspective”, BIS Economic Paper, no 36, February.
    Paper not yet in RePEc: Add citation now
  70. Borio, C and W White (2003): “Whither monetary and financial stability? The implications of evolving policy regimes”, in Monetary policy and uncertainty: adapting to a changing economy, proceedings of a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, 28-30 August, pp 131–211. Also available as BIS Working Papers, no 147, February 2004.
    Paper not yet in RePEc: Add citation now
  71. Borio, C, B Vale and G von Peter (2010): “Resolving the financial crisis: Are we heeding the lessons from the Nordics?”, Moneda y Crédito, 230, pp 7-47. Also available as BIS Working Papers, no 311, July.

  72. Borio, C, C Furfine and P Lowe (2001): “Procyclicality of the financial system and financial stability: Issues and policy options” in “Marrying the macro- and micro-prudential dimensions of financial stability”, BIS Papers, no 1, March, pp 1–57.

  73. Brunnermeier, M (2001): “Asset pricing under asymmetric information: Bubbles, crashes, technical analysis and herding”, Oxford and New York: Oxford University Press.

  74. Brunnermeier, M (2009): Deciphering the liquidity and credit crunch 2007-2008, Journal of Economic Perspectives, vol 23(1), pp 77-100.

  75. Brunnermeier, M and L Pedersen (2008): “Market liquidity and funding liquidity”, The Review of Financial Studies, vol 22(6), pp 2201-38.
    Paper not yet in RePEc: Add citation now
  76. Brunnermeier, M, A Crockett, C Goodhart, M Hellwig, A Persaud and H Shin (2009): “The fundamental principles of financial regulation”, Geneva Reports on the World Economy, no 11.
    Paper not yet in RePEc: Add citation now
  77. Brunnermeier, M, G Gorton and A Krishnamurthy (2010): “Risk topography”, mimeograph. Brunnermeier, M and M Oehmke (2010): “The maturity rat race,” mimeo, Princeton University.

  78. Caballero, R and A Krishnamurthy (2001): “International and domestic collateral constraints in a model of emerging market crises”, Journal of Monetary Economics, vol 48(3), pp 513-48.

  79. Caballero, R, T Hoshi and A Kashyap (2008): “Zombie lending and depressed restructuring in Japan”, American Economic Review, vol 98, pp 1943–77.

  80. Calomiris C and C Kahn (1991): “The role of demandable debt in structuring optimal banking arrangements”, The American Economic Review, (81) June, pp 457–513.

  81. Calomiris, C and G Gorton (1991): “The origins of banking panics: Models, facts and bank regulation”, in R Hubbard (ed) Financial markets and financial crises, NBER, University of Chicago Press, pp 109-73.

  82. Calvo, G (1998): Capital flows and capital-market crises: The simple economics of sudden stops, Journal of Applied Economics, vol. 1(1), pp. 35-54

  83. Cúrdia, V and M Woodford (2009): “Credit frictions and optimal monetary policy”, Journal of Money, Credit and Banking, vol 42(s1), pp 3-35.

  84. Caruana, J (2010a): “Macroprudential policy: What we have learned and where we are going”, Keynote speech at the Second Financial Stability Conference of the International Journal of Central Banking, Bank of Spain, Madrid, 17 June, BIS Speeches.
    Paper not yet in RePEc: Add citation now
  85. Caruana, J (2010b): “Macroprudential policy: Could it have been different this time?”, speech at the People's Bank of China seminar on macroprudential policy, in cooperation with the International Monetary Fund, Shanghai, 18 October, BIS Speeches.
    Paper not yet in RePEc: Add citation now
  86. Cecchetti, S, H Genberg, J Lipsky and S Wadhwani (2000): “Asset prices and central bank policy”. Geneva Report on the World Economy, no. 2.
    Paper not yet in RePEc: Add citation now
  87. Cecchetti, S, I Fender and P McGuire (2010a): Macroprudential instruments and frameworks: A stocktaking of issues and experiences, no 38, May.
    Paper not yet in RePEc: Add citation now
  88. Cecchetti, S, I Fender and P McGuire (2010b): The role of margin requirements and haircuts in procyclicality, no 36, March. Chan,Y, S Greenbaum and A Thakor (1992): “Is fairly priced deposit insurance possible?” Journal of Finance, vol 47, pp 227–245.

  89. Cecchetti, S, I Fender and P McGuire (2000): Stress testing by large financial institutions: Current practice and aggregation issues, no 14, April.
    Paper not yet in RePEc: Add citation now
  90. Chari, V and R Jagannathan (1988): “Banking panics, information, and rational expectations Equilibrium”, Journal of Finance, vol 43(3), pp 749–61.

  91. Christensen, I, C Meh and K Moran (2010): “Bank leverage regulation and macroeconomic dynamics”, mimeo, Bank of Canada.

  92. Christiano, L, M Eichenbaum and C Evans (2005): “Nominal rigidities and the dynamic effects of a shock to monetary policy”, Journal of Political Economy, vol 113 (1), 1-44. Christiano, L, R Motto and M Rostagno (2010): “Financial factors in economic fluctuations”, ECB Working Paper n 1192.

  93. Cifuentes, R, G Ferrucci and H Shin (2005): “Liquidity risk and contagion”, Journal of the European Economic Association, no 3, pp 556–66.

  94. Clement, P (2010): “The term ‘macroprudential’: Origins and evolution”, BIS Quarterly Review, March, pp. 59-67.

  95. Corsetti, G and P Pesenti and N Roubini (1999): “Paper tigers, a model of the Asian crisis” European Economic Review, no 43, pp 1211-236.

  96. Crockett, A (2000): “Marrying the micro- and macroprudential dimensions of financial stability”, BIS Speeches, 21 September.
    Paper not yet in RePEc: Add citation now
  97. Danielsson, J, H S Shin and J-P Zigrand (2004): “The impact of risk regulation on price dynamics”, Journal of Banking & Finance, 2004, vol 28(5), pp 1069-1087.

  98. Danielsson, J, P Embrechts, C Goodhart, C Keating, F Muennich, O Renault and H S Shin (2001): “An academic response to Basel II”, Special Paper no 130, London School of Economics Financial Markets Group.
    Paper not yet in RePEc: Add citation now
  99. Davis, E P and D Karim (2008): “Comparing early warning systems for banking crises”, Journal of Financial Stability, vol 4, pp 89-120.

  100. De Bandt, O and Hartmann, P (2000) “Systemic risk: A survey”, ECB Working Paper No. 35.

  101. De Grauwe, P (2010): “Top-down versus bottom-up macroeconomics”, CESifo Economic Studies, vol 56(4): pp 465-497.
    Paper not yet in RePEc: Add citation now
  102. De Larosière, J et al (2009): De Larosière Report, various authors.
    Paper not yet in RePEc: Add citation now
  103. Demirgüç-Kunt, A and E Detragiache (1998): “The determinants of banking crises: Evidence from developing and developed countries”, IMF Staff Papers, vol 45, pp 81–109.
    Paper not yet in RePEc: Add citation now
  104. Devenow, A and I Welch (1996): “Rational herding in financial markets”, European Economic Review, 40(3-5), pp 603-616.
    Paper not yet in RePEc: Add citation now
  105. Dewatripont, M and J Tirole (1993): The prudential regulation of banks, Cambridge, MA, MIT Press.
    Paper not yet in RePEc: Add citation now
  106. Diamond, D (1984): Financial intermediation and delegated monitoring, Review of Economic Studies, vol 51(3), pp 393-414.

  107. Diamond, D and P Dybvig (1983): “Bank runs, deposit insurance and liquidity”, Journal of Political Economy, 91(3), pp 401-19.

  108. Diamond, D and R Rajan (2001): Banks and liquidity, American Economic Review, vol 91(2), pp 422-425.

  109. Diamond, D and R Rajan (2006): “Money in a theory of banking, American Economic Review, vol. 96(1), pp 30-53.

  110. Diamond, D and R Rajan (2009): Illiquidity and interest rate policy, NBER Working Papers, no 15197.

  111. Drehmann, M (2008): “Macroeconomic stress testing banks: A survey of methodologies”, in Stress testing the banking system: Methodologies and applications (ed M Quagliariello), Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  112. Drehmann, M and N Tarashev (2011): “Systemic importance: Some simple indicators“, BIS Quartery Review, March, pp 25-37.

  113. Drehmann, M, C Borio, L Gambacorta, G Jimenez and C Trucharte (2010): “Countercyclical capital buffers: Exploring options”, BIS Working Papers, no 317,
    Paper not yet in RePEc: Add citation now
  114. Dupor, B (2005): “Stabilizing non-fundamental asset price movements under discretion and limited information”, Journal of Monetary Economics, 52, pp 727-747.

  115. Elliott D (2009): “Quantifying the effects on lending of increased capital requirements”, Pew Financial Reform Project Briefing Paper no. 7.
    Paper not yet in RePEc: Add citation now
  116. Elsinger, H, A Lehar and M Summer (2006): “Risk Assessment for Banking Systems”, Management Science, vol 52(9), September, pp 1301–41.

  117. Eschenbach, F and L Schuknecht (2004): “Budgetary risks from real estate and stock markets”, Economic Policy, pp 315-346.

  118. Fama, E (1991): “Efficient capital markets: II”, The Journal of Finance, vol 46 (5), 1575-1617.

  119. Farhi, E and J Tirole (2009): “Leverage and the central banker’s put”, American Economic Review, vol 99, no 2, pp 589–93.

  120. Fender, I and P McGuire (2010): “Bank structure, funding risk and the transmission of shocks across countries: Concepts and measurement”, BIS Quarterly Review, September, pp 63-79.

  121. Fernández de Lis, S J Martinez Pagés and S Saurina (2001): “Credit growth, problem loans and credit risk provisioning in Spain”, in Marrying the macro- and microprudential dimensions of financial stability, BIS Papers, no 1, Basel, March.
    Paper not yet in RePEc: Add citation now
  122. Financial Stability Board (2009): Guidance to assess the systemic importance of financial institutions, markets and instruments: Initial considerations - Background paper, Basel, October.
    Paper not yet in RePEc: Add citation now
  123. Financial Stability Board (2010): Reducing the moral hazard posed by systemically important financial institutions, Basel, October.
    Paper not yet in RePEc: Add citation now
  124. Financial Stability Forum (2009): Report of the Financial Stability Forum on addressing procyclicality in the financial system, Basel, April.
    Paper not yet in RePEc: Add citation now
  125. Fisher, I (1932): Booms and depressions, New York: Adelphi Co.
    Paper not yet in RePEc: Add citation now
  126. Flannery, M (1998): “Using market information in prudential bank supervision: A review of the US empirical evidence”, Journal of Money, Credit and Banking, part I, August, pp 273-305.

  127. Frankel, J and K Froot (1990): “Chartists, fundamentalists and trading in the foreign exchange market”, American Economic Review, 80(2), May, pp 181-85.

  128. Freixas, X and B Parigi (1998): “Contagion and efficiency in gross and net interbank payment systems”, Journal of Financial Intermediation, no 7, pp 3–31.

  129. Freixas, X and J C Rochet (1997): Microeconomics of banking; Cambridge: MIT Press.

  130. Froot, K A, D S Sharfstein and J C Stein (1992): “Herd on the street: Informational efficiencies in a market with short-term speculation”, Journal of Finance, vol. 47(4), pp 1461-84.
    Paper not yet in RePEc: Add citation now
  131. Frydman, R and M Goldberg (2011): Beyond mechanical markets: Asset price swings, risk, and the role of the state, Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  132. Galati, G and R Moessner (2010): “Macroprudential policy – A literature review”, DNB Working Paper no 267, December.

  133. Gambacorta, L (2009): “Monetary policy and the risk-taking channel”, BIS Quarterly Review, December, pp 43-53.

  134. Geanakoplos, J (2010): “The leverage cycle”, Cowles Foundation Paper No 1304, Yale University.
    Paper not yet in RePEc: Add citation now
  135. Gerali, A, S Neri, L Sessa and FM Signoretti (2010): “Credit and banking in a DSGE model of the euro area”, Journal of Money, Credit and Banking, Supplement, vol 42(6), 107-141. Gerlach, S and W Peng (2005): “Bank lending and property prices in Hong Kong”, Journal of Banking and Finance, Volume 29, Issue 2, February, pp 461-481.

  136. Gersbach, H and J-C Rochet (2011): “Aggregate investment externalities and macroprudential regulation”, mimeograph.
    Paper not yet in RePEc: Add citation now
  137. Gertler, M and N Kiyotaki (2010): “Financial intermediation and credit policy in business cycle analysis”, in B Friedman and M Woodford (eds) Handbook of Monetary Economics, Vol 3, Amsterdam: North Holland, pp 547-599. Goodfriend, M. and B. McCallum (2007): “Banking and interest rates in monetary policy analysis: A quantitative exploration”, Journal of Monetary Economics vol 54(5), pp 1480-1507.

  138. Goodhart, C (1995): “Price stability and financial fragility”, in K Kawamoto, Z Nakajima and H Taguchi (eds), Financial Stability in a Changing Environment, Chapter 10, pp 439-510, Macmillan, London.
    Paper not yet in RePEc: Add citation now
  139. Goodhart, C (2004): “Some new directions for financial stability?”, The Per Jacobsson Lecture, Per Jacobbson Foundation, Zürich, Switzerland, 27 June.
    Paper not yet in RePEc: Add citation now
  140. Goodhart, C A E, P Sunirand and D P Tsomocos (2004): “A model to analyse financial fragility: applications”, Journal of Financial Stability, vol 1(1), pp 1–30.

  141. Goodhart, C A E, P Sunirand and D P Tsomocos (2006): “A model to analyse financial fragility”, Economic Theory, vol 27, pp 107–42. Gordy, M and B Howells (2006): “Procyclicality in Basel II: Can we treat the disease without killing the patient?”, Journal of Financial Intermediation, vol 15, 3, pp 395–417. 32

  142. Gorton, G (1988): “Banking Panics and Business Cycles”, Oxford Economic Papers, vol 40, issue 4, December, pp 751–81.

  143. Gorton, G (2009): Information, liquidity, and the (ongoing) panic of 2007, American Economic Review, vol 99(2), pp 567-72.

  144. Gourinchas, P, R Valdes and O Landerretche (2001): “Lending booms: Latin America and the world”, Economía, vol 1(2), pp 47-99.
    Paper not yet in RePEc: Add citation now
  145. Gray, D F, R C Merton and V Zvi (2006): “A new framework for analyzing and managing macrofinancial risks of an economy”, NBER Working Paper, 12637.

  146. Group of Twenty (2010): The G20 Seoul Summit Declaration, November 11-12.
    Paper not yet in RePEc: Add citation now
  147. Group of Twenty (G20) (2009): Enhancing sound regulation and strengthening transparency, G20 Working Group 1, 25 March.
    Paper not yet in RePEc: Add citation now
  148. Hanson, S, A Kashyap and J Stein (2010): “An analysis of the impact of substantially heightened capital requirements on large institutions”, mimeo, University of Chicago, Booth School of Business and Harvard University.
    Paper not yet in RePEc: Add citation now
  149. Hanson, S, A Kashyap and J Stein (2011): “A macroprudential approach to regulation”, Journal of Economic Perspectives, vol 25(1), Winter, pp 3–28.

  150. Hayek, F (1933): Monetary theory and the trade cycle, Clifton, New Jersey: Augustus M Kelly reprint 1966.
    Paper not yet in RePEc: Add citation now
  151. Hellwig, M (1995): “Systemic aspects of risk management in banking and finance”, Swiss Journal of Economics and Statistics, 131, pp 723–37.

  152. Hellwig, M (1998): “Banks, markets and the allocation of risks in an economy”, Journal of Institutional and Theoretical Economics (JITE), vol 154(1), pp 328-345.
    Paper not yet in RePEc: Add citation now
  153. Hellwig, M (2009): “Systemic risk in the financial sector: an analysis of the subprime-mortgage financial crisis”, De Economist, vol 157 (2), pp 129-207.

  154. Honohan, P (1997): “Banking system failures in developing and transition economies: diagnosis and prediction”, BIS Working Paper, no 39, Basel, January.*
    Paper not yet in RePEc: Add citation now
  155. Huang, X, H Zhou and H Zhu (2009): “A framework for assessing the systemic risk of major financial institutions”, Journal of Banking & Finance, vol 33(11) pp 2036-2049.

  156. Huang, X, H Zhou and H Zhu (2010): “Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis”, BIS Working Papers No 296, January.

  157. Ioannidou, V, S Ongena and J Peydró (2009): “Monetary policy and subprime lending: A tall tale of low federal funds rates, hazardous loan and reduced loans spreads”, European Banking Centre Discussion Paper, no 2009–04S.
    Paper not yet in RePEc: Add citation now
  158. Issing, O (2011): “Lessons for monetary policy: What should be consensus?” paper presented at the IMF conference “Macro and growth policies: A post-crisis conversation”, Washington, D. C., March 7-8.

  159. Jeanne, O and A Korinek (2010): “Managing credit booms and busts: a Pigouvian taxation approach”, NBER Working Papers, no 16377.

  160. Jiménez, G and J Saurina (2006): “Credit cycles, credit risk, and prudential regulation”, International Journal of Central Banking, June, pp 65–98.

  161. Jiménez, G, S Ongena, J Peydró and J Saurina (2009): “Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?”, Banco de España Working Papers, no 833.
    Paper not yet in RePEc: Add citation now
  162. Juglar, C (1862): “Des crises commerciales et leur retour periodique en France, en Angleterre, et aux Etats-Unis”, Paris: Guillaumin.
    Paper not yet in RePEc: Add citation now
  163. Kaminsky, G L and C M Reinhart (1999): “The twin crises: The causes of banking and balance-of-payments problems”, American Economic Review, vol 89(3), pp 473–500.

  164. Kashyap, A, R Rajan and J Stein (2008): “Rethinking capital regulation”, paper prepared for the Federal Reserve Bank of Kansas City Symposium at Jackson Hole, August.
    Paper not yet in RePEc: Add citation now
  165. Kashyap, and J Stein (2004): “Cyclical implications of the Basel II capital standards”, Federal Reserve Bank of Chicago Economic Perspectives, no 1, pp 18-31.
    Paper not yet in RePEc: Add citation now
  166. Kaufman, G (1994): “Bank contagion: A review of the theory and evidence”, Journal of Financial Services Research, April, pp 123-50.
    Paper not yet in RePEc: Add citation now
  167. Keeley, M and F Furlong (1990): “A re-examination of the mean-variance analysis of bank capital regulation,” Journal of Banking & Finance, vol 14, pp 69–84.

  168. Kindleberger, C (1996): Manias, panics and crashes, Cambridge University Press, Cambridge, 3rd edition.
    Paper not yet in RePEc: Add citation now
  169. King M (2010): “Mapping capital and liquidity requirements to bank lending spreads”, BIS Working Papers, No 324, November.

  170. Kiyotaki, N and J Moore (1997a): “Credit chains”, London School of Economics, mimeo. ______ (1997b): “Credit cycles”, Journal of Political Economy, vol 105, pp 211–48.
    Paper not yet in RePEc: Add citation now
  171. Koehn, M and A Santomero (1980): “Regulation of bank capital and portfolio risk,” Journal of Finance, vol 35, pp 1235–1244.

  172. Kohn, M (1986): “Monetary analysis, the equilibrium method, and Keynes's ‘General Theory’,” Journal of Political Economy, 94(6), pp 1191-1224.

  173. Korinek, A (2011): “Systemic risk-taking: Amplification effects, externalities and regulatory responses”, mimeograph, University of Maryland.

  174. Kurz, M (1994): On rational belief equilibria, Economic Theory, vol. 4, pp. 859-876.

  175. Kurz, M (2011): “On the role of market belief in economic dynamics: An Introduction,” Economic Theory, Vol 47, May.
    Paper not yet in RePEc: Add citation now
  176. López, P M, G Tenjo and S Zárate (2010): “The risk-taking channel and monetary transmission mechanism in Colombia”, mimeo, Bank of the Republic Colombia.

  177. Laidler, D (1999): Fabricating the Keynesian revolution: Studies of the inter-war literature on money, the cycle, and unemployment, Cambridge University Press: Cambridge.

  178. Lorenzoni, G, (2008): Inefficient Credit Booms, Review of Economic Studies, vol 75(3), pp 809-833.

  179. Lucas, R (1987): Models of business cycles, New York: Basil Blackwell. Macroeconomic Assessment Group (MAG) (2010): Assessing the macroeconomic impact of the transition to stronger capital and liquidity requirements - Interim Report, August.
    Paper not yet in RePEc: Add citation now
  180. Maddaloni, A and J Peydró (2010): “Bank risk taking, securitization, supervision, and low interest rates: Evidence from lending standards”, ECB Working Paper Series, no 1248.
    Paper not yet in RePEc: Add citation now
  181. Marshall, A and M Marshall (1879): The economics of industry, London: Macmillan.
    Paper not yet in RePEc: Add citation now
  182. Martin, A, D Skeie and E von Thadden (2010): “Repo Runs”, mimeograph, University of Mannheim.
    Paper not yet in RePEc: Add citation now
  183. McAndrews, J and W Roberds (1995): “Banks, payments and coordination”, Journal of Financial Intermediation, no 4, pp 305–27.

  184. McGuire, P and G von Peter (2009): “The US dollar shortage in global banking and the international policy response”, BIS Working Papers, no 291.

  185. Mendoza, E (2002): “Credit, prices and crashes: Business cycles with a sudden stop”, in J Frankel and S Edwards (eds) Preventing currency crises in emerging markets, Chicago: Chicago University Press, pp 335-389.

  186. Mendoza, E (2010): “Sudden stops, financial crises and leverage”, American Economic Review, vol 100(5), pp. 1941-1966.

  187. Merton, R C (1974): “On the pricing of corporate debt: The risk structure of interest rates”, Journal of Finance, vol 29, pp 449–70.

  188. Millard, S and V Saporta (2005): “Central banks and payment systems: Past, present and future”, background paper to the Bank of England Conference on the ‘Future of Payments’, May 19 – 20 2005.
    Paper not yet in RePEc: Add citation now
  189. Minsky, H (1982): Can “it” happen again? Essays on instability and finance, Armonk: M E Sharpe.
    Paper not yet in RePEc: Add citation now
  190. Mises, L von (1912): The theory of money and credit, Foundation for Economic Education 1971, reprint, New York.
    Paper not yet in RePEc: Add citation now
  191. Morris, S and H S Shin (1998): “Unique equilibrium in a model of self-fulfilling currency attacks”, American Economic Review, vol 88(3), pp 587–97.

  192. Orphanides, A and V Wieland (1998): “Price stability and monetary policy effectiveness when nominal interest rates are bounded at zero”, Finance and Economics Discussion Series, 98-35, Board of Governors of the Federal Reserve System, June.

  193. Overstone, Lord (1857): Tracts and other publications on metallic and paper currency, London: J R McCulloch. Reprinted in 1972, Clifton. N.J.: Augustus Kelley.
    Paper not yet in RePEc: Add citation now
  194. Papademos, L and J Stark (2010): Economic monetary analysis, Frankfurt: European Central Bank.
    Paper not yet in RePEc: Add citation now
  195. Perotti, E and J Suarez (2010): “A Pigouvian approach to liquidity regulation”, mimeo, September.

  196. Rajan, R J (1994): “Why bank credit policies fluctuate: A theory and some evidence”, Quarterly Journal of Economics, 109(2), pp 399–411.

  197. Rajan, R J (2005): “Financial markets, financial fragility, and central banking”, paper presented at The Greenspan era: Lessons for the future – Symposium sponsored by the Federal Reserve Bank of Kansas City; Jackson Hole, Wyoming, 25–27 August.
    Paper not yet in RePEc: Add citation now
  198. Reinhart, C and K Rogoff (2009): This time is different: Eight centuries of financial folly, Princeton University Press, Princeton.

  199. Reinhart, C and V Reinhart (2010): “After the fall”, NBER Working Paper, no. 16334, September.

  200. Repullo, R and J Saurina (2011): The countercyclical capital buffer of Basel III: A critical assessment, CEPR Discussion Papers, no 8304.

  201. Repullo, R and J Suarez (2008): “The procyclical effects of Basel II, CEPR Discussion Paper no 6862, June.

  202. Repullo, R, J Saurina and C Trucharte (2010): “Mitigating the procyclicality of Basel II”, Economic Policy, vol 25(64), pp. 659-702.

  203. Rochet, J C (1992): “Capital requirements and the behaviour of commercial banks,” European Economic Review, vol 36, pp 1137–1178.

  204. Rochet, J C and J Tirole (1996a): “Controlling risk in payment systems”, Journal of Money, Credit and Banking, no 28, pp 832–62.
    Paper not yet in RePEc: Add citation now
  205. Rochet, J C and J Tirole (1996b): “Interbank lending and systemic risk”, Journal of Money, Credit and Banking, no 28, pp 733–62.

  206. Rochet, J C and X Vives (2004): “Coordination failures and the lender of last resort: Was Bagehot right after all?”, Journal of the European Economic Association, vol 2(6), pp 1116–47.

  207. Sachs, J, A Tornell and A Velasco (1996): “The collapse of the Mexican Peso: What have we learned?’, Economic Policy, vol 11(22), pp 13-56.
    Paper not yet in RePEc: Add citation now
  208. Santos, J (2001): “Bank capital regulation in contemporary banking theory: A review of the literature”, Financial Markets, Institutions and Instruments, vol. 10, No. 2, pp 41-84.
    Paper not yet in RePEc: Add citation now
  209. Schularick, M, and A Taylor (2009): “Credit booms gone bust: Monetary policy, leverage cycles, and financial crises, 1870-2008. NBER Working Paper 15512, forthcoming in the American Economic Review.

  210. Schumpeter, J (1954): History of Economic Analysis, London: Allen and Unwin.
    Paper not yet in RePEc: Add citation now
  211. Schwartz, A (1995): “Why financial stability depends on price stability”, Economic Affairs, autumn, pp 21-25.
    Paper not yet in RePEc: Add citation now
  212. Schwert, G W (1989): “Why does stock market volatility change over time?”, Journal of Finance, vol 44(5), pp 1115-153.

  213. Segoviano, M and C A E Goodhart (2009): “Banking stability measures”, IMF Working Paper, 09/4, May.

  214. Segoviano, M and P Lowe (2002): “Internal ratings, the business cycle and capital requirements: Some evidence from an emerging market economy”, BIS Working Paper, no 117, Basel, August.*

  215. Shiller, R (2008): The subprime solution: How today’s global financial crisis happened and what to do about it, Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  216. Shim, I and G von Peter (2007): “Distress selling and asset market feedback”, Financial Markets, Institutions & Instruments, vol. 16(5), pp. 243-291.

  217. Shin, H (2010): “Macroprudential policies beyond Basel III”, mimeo, Princeton University, 22 November.
    Paper not yet in RePEc: Add citation now
  218. Shirakawa, M (2010): “Revisiting the philosophy behind central bank policy”, speech at the Economic Club of New York, April 22.
    Paper not yet in RePEc: Add citation now
  219. Shleifer, A and R Vishny (1997): “The limits of arbitrage”, The Journal of Finance, vol. 52, No. 1, pp 35-55.

  220. Smets, F and R Wouters (2003): “An estimated dynamic stochastic general equilibrium model of the euro area,” Journal of the European Economic Association, vol 1(5), pp 1123-1175.

  221. Smith, A (1776): Inquiry into the nature and causes of the wealth of nations, W. Strahan and T. Cadell, London.
    Paper not yet in RePEc: Add citation now
  222. Sorge, M (2004): “Stress-testing financial systems: an overview of current methodologies”, BIS Working Papers, no 165, December.

  223. Suarez, J and O Sussman (1999): “Financial distress and the business cycle”, Oxford Review of Economic Policy, vol 15(3), pp 39–51.

  224. Svensson, L (2010),Inflation targeting, in B Friedman and M Woodford, eds., Handbook of Monetary Economics, Volume 3, Amsterdam: North Holland, pp 1237-1302.

  225. Svensson, L (2003): Escaping from a liquidity trap and deflation: The foolproof way and others, Journal of Economic Perspectives, 17(4), pp 145-166.

  226. Svensson, L and M Woodford (2005): “Implementing optimal policy through inflation forecast targeting”, in Bernanke BS and M Woodford M. (eds.), The inflation targeting debate, Chicago: University of Chicago Press, pp 19-83.
    Paper not yet in RePEc: Add citation now
  227. Tarashev, N and H Zhu (2008): “Market perceptions of systemic risk in the banking industry”, BIS Quarterly Review, March, pp 6–8.
    Paper not yet in RePEc: Add citation now
  228. Tarashev, N, C Borio and K Tsatsaronis (2009): “The systemic importance of financial institutions”, BIS Quarterly Review, pp, 75-87, September.

  229. Tarashev, N, C Borio and K Tsatsaronis (2010): “Attributing systemic risk to individual institutions”, BIS Working papers, no 308.
    Paper not yet in RePEc: Add citation now
  230. Taylor, J (2008): Getting off track: How government actions and interventions caused, prolonged, and worsened the financial crisis, Stanford: Hoover Institution Press.
    Paper not yet in RePEc: Add citation now
  231. Thornton, H. (1802): An Enquiry into the Nature and effects of the Paper Credit of Great Britain, 1939 edition, London: George Allen and Unwin.
    Paper not yet in RePEc: Add citation now
  232. Tirole, J (2011): “Illiquidity and all its friends”, Journal of Economic Literature. vol 49, pp 287-325.

  233. Trichet, J-C (2009): “Credible alertness revisited”, remarks at the Federal Reserve Bank of Kansas City symposium on Financial Stability and Macroeconomic Policy, Jackson Hole.
    Paper not yet in RePEc: Add citation now
  234. Tucker, P (2011): “Macroprudential policy: Building financial stability institutions”, speech at the 20th Annual Hyman Minsky conference, Financial reform and the real economy, New York, 13-15 April.
    Paper not yet in RePEc: Add citation now
  235. Upper, C (2011): “Simulation methods to assess the danger of contagion in interbank markets”, Journal of Financial Stability, vol 7(3), pp 111-125.

  236. Wagner, W (2010): “In the quest of systemic externalities: A review of the literature”, CESifo Economic Studies, vol 56, pp. 96-111.
    Paper not yet in RePEc: Add citation now
  237. Walsh, C (2010): Monetary theory and policy, 3nd. ed., Cambridge: The MIT Press.

  238. Wicksell, K (1898): Geldzins und Güterpreise. Eine Untersuchung über die den Tauschwert des Geldes bestimmenden Ursachen. Jena. Gustav Fischer (tr., 1936. Interest and prices: A study of the causes regulating the value of money, London: Macmillan).
    Paper not yet in RePEc: Add citation now
  239. Williamson, S and R Wright (2010): “New monetarist economics: Methods”, in Federal Reserve Bank of St Louis Review, July/August, pp 265-302.
    Paper not yet in RePEc: Add citation now
  240. Woodford, M (2003): Interest and prices: Foundations of a theory of monetary policy, Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  241. Woodford, M (2010): “Inflation targeting and financial stability”, presentation at the conference The future of monetary policy, Einaudi Institute for Economics and Finance, Rome, September.
    Paper not yet in RePEc: Add citation now
  242. Zarnowitz, V (1992): Business cycles: Theory, history, indicators and forecasting, Chicago: University of Chicago Press.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:079.

    Full description at Econpapers || Download paper

  2. Bank leverage and monetary policys risk-taking channel: evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo A ; Dellariccia, Giovanni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161903.

    Full description at Econpapers || Download paper

  3. Understanding FX Liquidity. (2015). Söderlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2013:15.

    Full description at Econpapers || Download paper

  4. The effect of excess lending on bank liquidity : Evidence from China. (2015). Fang, Hao ; Chang, Yuan ; Chen, Ting-Hsuan ; Chou, Hsiu-Hsia .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:36:y:2015:i:c:p:54-68.

    Full description at Econpapers || Download paper

  5. Bailout uncertainty in a microfounded general equilibrium model of the financial system. (2015). Cukierman, Alex ; Izhakian, Yehuda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:160-179.

    Full description at Econpapers || Download paper

  6. Unconventional Optimal Open Market Purchases. (2014). Haslag, Joseph ; Gu, Chao.
    In: Review of Economic Dynamics.
    RePEc:red:issued:12-194.

    Full description at Econpapers || Download paper

  7. The Usefulness of Financial Variables in Predicting Exchange Rate Movements. (2014). Rossi, Jose ; Rossi, Jose Luiz Junior, .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_332.

    Full description at Econpapers || Download paper

  8. Overcoming limits of arbitrage: Theory and evidence. (2014). thesmar, david ; Hombert, Johan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:1:p:26-44.

    Full description at Econpapers || Download paper

  9. Real interest rates, leverage, and bank risk-taking. (2014). Marquez, Robert ; Laeven, Luc ; Dellariccia, Giovanni.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:65-99.

    Full description at Econpapers || Download paper

  10. The relationship between liquidity risk and credit risk in banks. (2014). Imbierowicz, Bjorn ; Rauch, Christian .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:242-256.

    Full description at Econpapers || Download paper

  11. Stock liquidity and the Taylor rule. (2014). Jiang, Lei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:202-214.

    Full description at Econpapers || Download paper

  12. Banks, Markets, and Financial Stability. (2013). Pausch, Thilo ; Fecht, Falko ; Eder, Armin .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79712.

    Full description at Econpapers || Download paper

  13. Liquidity and Exchange Rates. (2013). Rossi, Jose ; Rossi, Jose Luiz Junior, .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_325.

    Full description at Econpapers || Download paper

  14. Did liquidity providers become liquidity seekers?. (2013). Shachar, Or ; Choi, Jae Won.
    In: Staff Reports.
    RePEc:fip:fednsr:650.

    Full description at Econpapers || Download paper

  15. Leverage and preemptive selling of financial institutions. (2013). welch, ivo ; Bernardo, Antonio E..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:2:p:123-151.

    Full description at Econpapers || Download paper

  16. Liquidity risk of corporate bond returns: conditional approach. (2013). Amihud, Yakov ; Bharath, Sreedhar T. ; Acharya, Viral V..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:2:p:358-386.

    Full description at Econpapers || Download paper

  17. Market timing, investment, and risk management. (2013). Wang, Neng ; Bolton, Patrick ; Chen, Hui.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:1:p:40-62.

    Full description at Econpapers || Download paper

  18. Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis. (2013). Anand, Amber ; Irvine, Paul ; Venkataraman, Kumar ; Puckett, Andy .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:3:p:773-797.

    Full description at Econpapers || Download paper

  19. Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174.

    Full description at Econpapers || Download paper

  20. Reviewing the Leverage Cycle. (2013). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1918.

    Full description at Econpapers || Download paper

  21. Leverage and Default in Binomial Economies: A Complete Characterization. (2013). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1877r.

    Full description at Econpapers || Download paper

  22. Funding Liquidity Risk from A Regulatory Perspective. (2013). Héam, Jean-Cyprien ; gourieroux, christian ; Heam, Jean-Cyprien .
    In: Working Papers.
    RePEc:crs:wpaper:2013-20.

    Full description at Econpapers || Download paper

  23. Leverage and Default in Binomial Economies: A Complete Characterization. (2013). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000755.

    Full description at Econpapers || Download paper

  24. Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Ranaldo, Angelo ; Griffoli, Tommaso Mancini .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:12.

    Full description at Econpapers || Download paper

  25. Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18398.

    Full description at Econpapers || Download paper

  26. Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18251.

    Full description at Econpapers || Download paper

  27. Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp709.

    Full description at Econpapers || Download paper

  28. Credit Market Competition and Liquidity Crises. (2012). leonello, agnese ; Carletti, Elena.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/14.

    Full description at Econpapers || Download paper

  29. Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful. (2012). Vallascas, Francesco ; Keasey, Kevin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:6:p:1745-1776.

    Full description at Econpapers || Download paper

  30. Nonrecourse financing and securitization. (2012). Osano, Hiroshi ; Kobayashi, Mami .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:4:p:659-693.

    Full description at Econpapers || Download paper

  31. Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

    Full description at Econpapers || Download paper

  32. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting. (2012). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8822.

    Full description at Econpapers || Download paper

  33. Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking. (2012). Yorulmazer, Tanju ; Gromb, Denis ; Acharya, Viral.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:4:y:2012:i:2:p:184-217.

    Full description at Econpapers || Download paper

  34. Credit Traps. (2012). Benmelech, Efraim ; Bergman, Nittai K..
    In: American Economic Review.
    RePEc:aea:aecrev:v:102:y:2012:i:6:p:3004-32.

    Full description at Econpapers || Download paper

  35. Endogenous Credit Cycles. (2011). Gu, Chao ; Haslag, Joseph .
    In: Working Papers.
    RePEc:umc:wpaper:1114.

    Full description at Econpapers || Download paper

  36. Dividends and Bank Capital in the Financial Crisis of 2007-2009. (2011). Shin, Hyun Song ; Acharya, Viral ; Kulkarni, Nirupama ; Gujral, Irvind .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16896.

    Full description at Econpapers || Download paper

  37. The Role of Default in Macroeconomics. (2011). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Charles A. E. Goodhart, .
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:11-e-23.

    Full description at Econpapers || Download paper

  38. Strategic behavior in the tri-party repo market. (2011). Ennis, Huberto.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2011:i:4q:p:389-413:n:v.97no.4.

    Full description at Econpapers || Download paper

  39. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
    In: Staff Reports.
    RePEc:fip:fednsr:498.

    Full description at Econpapers || Download paper

  40. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:58:y:2011:i:5:p:436-447.

    Full description at Econpapers || Download paper

  41. Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126.

    Full description at Econpapers || Download paper

  42. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1809r.

    Full description at Econpapers || Download paper

  43. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1809.

    Full description at Econpapers || Download paper

  44. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000192.

    Full description at Econpapers || Download paper

  45. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000168.

    Full description at Econpapers || Download paper

  46. Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:354.

    Full description at Econpapers || Download paper

  47. Liquidity Risk of Corporate Bond Returns: A Conditional Approach. (2010). Amihud, Yakov ; Acharya, Viral ; Bharath, Sreedhar T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16394.

    Full description at Econpapers || Download paper

  48. Credit Traps. (2010). Benmelech, Efraim ; Bergman, Nittai K..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16200.

    Full description at Econpapers || Download paper

  49. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral ; AnjanV. Thakor, .
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1024.

    Full description at Econpapers || Download paper

  50. De-leveraging or de-risking? How banks cope with loss. (). Krainer, John ; Bidder, Rhys ; Shapiro, Adam .
    In: Review of Economic Dynamics.
    RePEc:red:issued:19-100.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-07-23 16:28:40 || Create a citation alert || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.