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Real Estate Markets and Bank Distress
16 references·10 citing·58 second hop
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this work references cited by second hop

References

  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 2004Reconsidering heterogeneity in panel data estimators of the stochastic frontier model1,667 cited
  • 2000Bubbles and Crises752 cited
  • 2003Fundamentals, Panics, and Bank Distress During the Depression496 cited
  • 2010A spatio-temporal model of house prices in the USA494 cited
  • 2004House prices, consumption, and monetary policy: a financial accelerator approach456 cited
  • 2004ARE HOME PRICES THE NEXT BUBBLE214 cited
  • 2000Real Estate and the Macroeconomy165 cited
  • 2006House prices and rents: An equilibrium asset pricing approach158 cited
  • 1996Rational Expectations, Market Fundamentals and Housing Price Volatility154 cited
  • 2004German Banks and Banking Structure137 cited
  • 2004The Determinants of Bank Credit in Industrialized Countries: Do Property Prices Matter?131 cited
  • 2007Accounting for distress in bank mergers114 cited
  • 2012Creditor concentration: An empirical investigation102 cited
  • 2008A Value at Risk Analysis of Credit Default Swaps60 cited
  • 2007

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Slippery slopes of stress: Ordered failure events in German banking
54 cited

Cited by

  • 2016A Solution to the Problem of Too Many Instruments in Dynamic Panel Data GMM109 cited
  • 2016Financial Constraints and the Margins of FDI67 cited
  • 2016Midas Versus Mixed-Frequency VAR: Nowcasting GDP in the Euro Area56 cited
  • 2013Export‐supporting FDI52 cited
  • 2010Forecasting national activity using lots of international predictors: An application to New Zealand48 cited
  • 2016Financial Market's Appetite for Risk: And the Challenge of Assessing its Evolution by Risk Appetite Indicators46 cited
  • 2009The Effects of Privatization and Consolidation on Bank Productivity: Comparative Evidence from Italy and Germany36 cited
  • 2009Do We Really Know That Flexible Exchange Rates Facilitate Current Account Adjustment? Some New Empirical Evidence for CEE Countries32 cited
  • 2016Money and Monetary Policy Transmission in the Euro Area: Evidence from Favar- and VAR Approaches30 cited
  • 2010The Dependency of the Banks' Assets and Liabilities: Evidence from Germany26 cited