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International Transmission of Bank and Corporate Distress
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International Transmission of Bank and Corporate Distress (2010)International Transmission of Bank and Co…Financial Exchange Rates and International Currency Exposures (2010)Financial Exchange Rates and …Regional Financial Spillovers Across Europe (2009)Regional Financial Spillovers…Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets (2009)Credit market shocks and econ…Bank Liquidity Creation (2009)Bank Liquidity CreationMacrofinancial Risk Analysis (2008)Macrofinancial Risk AnalysisNew Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007)New Framework for Measuring a…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Is bank portfolio riskiness procyclical? 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References

  • 2005Theory of rational option pricing7,161 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 1991The Credit Crunch1,340 cited
  • 2009Bank Liquidity Creation1,308 cited
  • 1995The impact of monetary policy on bank balance sheets1,129 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets575 cited
  • 2010Financial Exchange Rates and International Currency Exposures361 cited
  • 2007New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability203 cited
  • 2008Macrofinancial Risk Analysis178 cited
  • 2001Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model167 cited
  • 2006Is bank portfolio riskiness procyclical?103 cited

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  • 2009Regional Financial Spillovers Across Europe103 cited
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    • 2021Measuring the Connectedness of the Global Economy73 cited
    • 2013From Fragmentation to Financial Integration in Europe33 cited
    • 2013Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR29 cited