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Multinational Banks, Credit Risk, and Financial Crises : A Qualitative Response Analysis
16 references·1 citing·42 second hop
Multinational Banks, Credit Risk, and Financial Crises : A Qualitative Response Analysis (2005)Multinational Banks, Credit Risk, and Fin…Predicting Emerging Market Currency Crashes (2002)Predicting Emerging Market Cu…Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001) (2001)Position Paper on the New Bas…Panel Data Discrete Choice Models with Lagged Dependent Variables (2000)Panel Data Discrete Choice Mo…Banks, debt maturity and financial crises (2000)Banks, debt maturity and fina…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…The Economic Content of Indicators of Developing Country Creditworthiness (1996)The Economic Content of Indic…Financial Institutions Management: A Risk Management Approach (1996)Financial Institutions Manage…Currency crashes in emerging markets: An empirical treatment (1996)Currency crashes in emerging …The pure theory of country risk (1986)The pure theory of country ri…A survey of the quantitative approaches to country risk analysis (1984)A survey of the quantitative …Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)Debt with Potential Repudiati…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…A study of debt servicing capacity applying logit analysis (1977)A study of debt servicing cap…Measurement of debt servicing capacity: An application of discriminant analysis (1971)Measurement of debt servicing…Are Ratings Consistent with Default Probabilities?: Empirical Evidence on Banks in Emerging Market Economies (2007)Are Ratings Consistent with D…Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Defaultable debt, interest rates and the current account (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)How Sovereign Is Sovereign Credit Risk? (2011)A Model of Balance-of-Payments Crises (1979)Leading Indicators of Currency Crises (1998)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)From Financial Crash to Debt Crisis (2011)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)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)Probabilistic Models for some Intelligence and Attainment Tests. (1982)Unemployment persistence (2000)Persistence of innovation: stylised facts and panel data evidence (2007)Split-panel Jackknife Estimation of Fixed-effect Models (2015)Econometric Analysis of Panel Data (2021)Reputation and imperfect information (1982)Bank Runs, Deposit Insurance, and Liquidity (1983)Servicing the Public Debt: The Role of Expectations* *I have greatly benefited from comments received at Johns Hopkins University, Georgetown University, the Macro Lunch Group of the University of Pennsylvania, MIT, and the Research Department of the International Monetary Fund. I am particularly indebted to Matt Canzoneri, Sara Guerschanik-Calvo, Joseph Harrington, Jr, Elhanan Helpman, Nissan Leviatan, Maury Obstfeld, Assaf Razin, Sweder van Wijnbergen and two anonymous referees. The research on this paper was partly done while I was a visiting scholar at the Research Department of the Internationed Monetary Fund, and it was partially funded by the National Science Foundation. However, any opinions expressed are entirely my own and not those of any of the above institutions. This paper has already been published in the The American Economic Review, 78, 4, September 1988, pp. 647–661. (1989)The Economics of Development: A Survey (1989)The Economics and Law of Sovereign Debt and Default (2009)Loan Sales and Relationship Banking (2008)Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks (2013)Bank Liquidity Risk and Performance (2017)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2003)The invention of operational risk (2005)Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)
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References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1981Debt with Potential Repudiation: Theoretical and Empirical Analysis2,611 cited
  • 1996Currency crashes in emerging markets: An empirical treatment1,940 cited
  • 1986The pure theory of country risk573 cited
  • 2000Panel Data Discrete Choice Models with Lagged Dependent Variables557 cited
  • 1996Financial Institutions Management: A Risk Management Approach477 cited
  • 2001Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001)304 cited
  • 1977A study of debt servicing capacity applying logit analysis231 cited
  • 2002Predicting Emerging Market Currency Crashes219 cited
  • 1971Measurement of debt servicing capacity: An application of discriminant analysis203 cited
  • 1996The Economic Content of Indicators of Developing Country Creditworthiness193 cited
  • 2000Banks, debt maturity and financial crises

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151 cited
  • 1984A survey of the quantitative approaches to country risk analysis125 cited
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    • 2007Are Ratings Consistent with Default Probabilities?: Empirical Evidence on Banks in Emerging Market Economies20 cited