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An Empirical Analysis of the Risk-Taking Channel of Monetary Policy in Turkey
16 references·3 citing·35 second hop
An Empirical Analysis of the Risk-Taking Channel of Monetary Policy in Turkey (2015)An Empirical Analysis of the Risk-Taking …Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Liquidity and leverage (2008)Liquidity and leverageBank governance, regulation and risk taking (2008)Bank governance, regulation a…Bank concentration, competition, and crises: First results (2005)Bank concentration, competiti…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Comparing financial systems (2001)Comparing financial systemsBy Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Discretion versus policy rules in practice (1993)Discretion versus policy rule…Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Monetary Policy and Credit Co…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Effect of monetary policy on bank risk: does market structure matter? (2020)Effect of monetary policy on …Risk-competition nexus: Evidence from Chinese banking industry (2019)Risk-competition nexus: Evide…The Effects of the Sharing Economy: How Does Internet Finance Influence Commercial Bank Risk Preferences? (2018)The Effects of the Sharing Ec…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Market Liquidity and Funding Liquidity (2008)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)Common risk factors in the returns on stocks and bonds (1993)Prospect Theory and Asset Prices (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Large Shareholders and Corporate Control (1986)Law and Finance (1998)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)The cost of capital, corporation finance and the theory of investment (2008)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2008Liquidity and leverage2,557 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2001Comparing financial systems1,585 cited
  • 1992Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance1,488 cited
  • 2005Bank concentration, competition, and crises: First results

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1,414 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • Cited by

    • 2019Risk-competition nexus: Evidence from Chinese banking industry34 cited
    • 2020Effect of monetary policy on bank risk: does market structure matter?28 cited
    • 2018The Effects of the Sharing Economy: How Does Internet Finance Influence Commercial Bank Risk Preferences?24 cited