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Is bank portfolio riskiness procyclical? · Study

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ArticleIs bank portfolio riskiness procyclical?

Juri Marcucci2006

Article2006

Is bank portfolio riskiness procyclical?

Juri Marcucci · Mario Quagliariello

103 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Banking stability, regulation, efficiency Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1980Macroeconomics and Reality 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1998Generalized impulse response analysis in linear multivariate models 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1986Alternative Explanations of the Money-Income Correlation 1991The Credit Crunch

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Year2006

Typearticle

Published2006-06-24

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations103

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.intfin.2006.05.002

openalex_workW1485982337

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2008

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2010International Transmission of Bank and Corporate Distress