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Credit Risk in the Euro Area
16 references·2 citing·50 second hopsampled
Credit Risk in the Euro Area (2014)Credit Risk in the Euro AreaThe impact of the sovereign debt crisis on the activity of Italian banks (2014)The impact of the sovereign d…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)Disentangling demand and supp…Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Financial Systems and the Rol…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Credit market shocks and econ…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…Monetary policy in a data-rich environment (2003)Monetary policy in a data-ric…Financial systems and the role of banks in monetary policy transmission in the euro area (2003)Financial systems and the rol…The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications (1999)The Information in the High Y…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence (1993)The Role of Credit Market Imp…Economic Activity and the Short-Term Credit Markets: An Analysis of Prices and Quantities (1993)Economic Activity and the Sho…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…External and Public Debt Crises (2016)External and Public Debt Cris…Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model (2013)Interactions between Eurozone…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Monetary Theory and Policy (1999)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Agency Costs, Net Worth, And Business Fluctuations (1988)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Macroeconomics and Reality (1980)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Macroeconomic Shocks and Their Propagation (2016)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The Quarterly Journal of Economics (2024)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)Cointegration and Tests of Present Value Models (1987)Understanding Risk and Return (1993)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of rational option pricing (2005)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Cycles (1997)Risk Shocks (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)Output Fluctuations in the United States: What Has Changed Since the Early 1980's? (2000)Forecasting the Term Structure of Government Bond Yields (2003)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Has the Business Cycle Changed and Why? (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,703 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,986 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1993The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence736 cited
  • 2003Monetary policy in a data-rich environment702 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets575 cited
  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area459 cited
  • 2011Disentangling demand and supply in credit developments: A survey-based analysis for Italy417 cited
  • 1999The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications319 cited
  • 1993Economic Activity and the Short-Term Credit Markets: An Analysis of Prices and Quantities201 cited

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  • 2003Financial systems and the role of banks in monetary policy transmission in the euro area178 cited
  • 2014The impact of the sovereign debt crisis on the activity of Italian banks137 cited
  • Cited by

    • 2016External and Public Debt Crises19 cited
    • 2013Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model17 cited