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Credit, Asset Prices, and Financial Stress
16 references·4 citing·36 second hop
Credit, Asset Prices, and Financial Stress (2012)Credit, Asset Prices, and Financial StressStress-Testing Financial Systems: An Overview of Current Methodologies (2007)Stress-Testing Financial Syst…Measuring financial stress in a developed country: An application to Canada (2006)Measuring financial stress in…Asymptotics for out of sample tests of Granger causality (2006)Asymptotics for out of sample…Measuring and forecasting stress in the banking sector: evidence from Switzerland (2005)Measuring and forecasting str…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…Asset prices, financial and monetary stability: exploring the nexus (2002)Asset prices, financial and m…Is the crisis problem growing more severe? (2001)Is the crisis problem growing…Sample Splitting and Threshold Estimation (2000)Sample Splitting and Threshol…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…Short-Term Capital Flows (1999)Short-Term Capital FlowsAre Currency Crises Predictable? A Test (1998)Are Currency Crises Predictab…Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Financial Crises in Emerging …Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …History of Economic Analysis, by Joseph A. Schumpeter, Elizabeth Boody Schumpeter (1954)History of Economic Analysis,…Monetary Theory and the Trade Cycle. (1933)Monetary Theory and the Trade…Predicting systemic financial risk with interpretable machine learning (2024)Predicting systemic financial…Payment choice of M&As: Financial crisis and social innovation (2021)Payment choice of M&As: Finan…Leading indicators of financial stress: New evidence (2016)Leading indicators of financi…Determinants of Financial Stress in Emerging Market Economies (2015)Determinants of Financial Str…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Has Financial Development Made the World Riskier? (2005)Risk, uncertainty and monetary policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)A Model of Balance-of-Payments Crises (1979)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Estimation of a Change Point in Multiple Regression Models (1997)Chapter 8 Growth Econometrics (2005)The economics of poverty traps and persistent poverty: An asset-based approach (2006)Remittances, financial development, and growth (2008)Looting: The Economic Underworld of Bankruptcy for Profit (1993)Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)The Real Effect of Banking Crises (2005)This Time is Different: A Panoramic View of Eight Centuries of Financial Crises (2008)Stories of the Twentieth Century for the Twenty-First (2012)New Indexes of Coincident and Leading Economic Indicators (1989)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)The Logic of Currency Crises (1994)Leading Indicators of Currency Crises (1998)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)International Financial Crises: Causes, Prevention, and Cures (2000)Capital Account Liberalization: What Do Cross-Country Studies Tell Us? (2001)The Social Cost of Foreign Exchange Reserves (2006)The Welfare State in Historical Perspective (1961)Foundations of Social Evolution (1998)Innovation: A Guide to the Literature (2009)The Adaptive Markets Hypothesis (2004)Contagion: Understanding How It Spreads (2000)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)
this work references cited by second hop

References

  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1954History of Economic Analysis, by Joseph A. Schumpeter, Elizabeth Boody Schumpeter3,801 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 2001Is the crisis problem growing more severe?1,324 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 1996Financial Crises in Emerging Markets: The Lessons from 1995864 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus763 cited
  • 1999Short-Term Capital Flows736 cited
  • 2006Asymptotics for out of sample tests of Granger causality697 cited
  • 2006Measuring financial stress in a developed country: An application to Canada569 cited
  • 1933Monetary Theory and the Trade Cycle.506 cited
  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 2005Measuring and forecasting stress in the banking sector: evidence from Switzerland122 cited

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  • 1998Are Currency Crises Predictable? A Test56 cited
  • Cited by

    • 2016Leading indicators of financial stress: New evidence47 cited
    • 2024Predicting systemic financial risk with interpretable machine learning36 cited
    • 2015Determinants of Financial Stress in Emerging Market Economies34 cited
    • 2021Payment choice of M&As: Financial crisis and social innovation21 cited