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Bank capital shocks: Dynamic effects on securities, loans, and capital
7 references·16 citing·42 second hop
Bank capital shocks: Dynamic effects on securities, loans, and capital (1995)Bank capital shocks: Dynamic effects on s…Finance and Economics Discussion Series (2022)Finance and Economics Discuss…The Capital Crunch: Neither a Borrower nor a Lender Be (1995)The Capital Crunch: Neither a…Did Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States? (1994)Did Risk-Based Capital Alloca…The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence (1993)The Role of Credit Market Imp…The Credit Crunch (1991)The Credit CrunchThe federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Banking research in the time of COVID-19 (2021)Banking research in the time …Global Financial Development Report 2019/2020: Bank Regulation and Supervision a Decade after the Global Financial Crisis (2019)Global Financial Development …From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply (2014)From Wall Street to Main Stre…Liquidity creation and bank capital structure in China (2013)Liquidity creation and bank c…Capital requirements and bank behavior in the UK: Are there lessons for international capital standards? (2011)Capital requirements and bank…Mitigating the pro-cyclicality of Basel II (2010)Mitigating the pro-cyclicalit…Bank regulation, capital and credit supply: Measuring the Impact of Prudential Standards (2009)Bank regulation, capital and …Prudential Regulation and the “Credit Crunch”: Evidence from Japan (2007)Prudential Regulation and the…Small Business and Debt Finance (2005)Small Business and Debt Finan…Risk-based capital standards, deposit insurance, and procyclicality (2005)Risk-based capital standards,…A Survey of Cyclical Effects in Credit Risk Measurement Models (2005)A Survey of Cyclical Effects …Does monetary policy affect the central bank's role in bank supervision? (2004)Does monetary policy affect t…The three pillars of Basel II: optimizing the mix (2003)The three pillars of Basel II…In Search of "Capital Crunch": Supply Factors Behind the Credit Slowdown in Japan (2003)In Search of "Capital Crunch"…Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions (2001)Bank Portfolio Allocation: Th…The causes and propagation of financial instability: lessons for policy makers (1997)The causes and propagation of…Corporate financing and investment decisions when firms have information that investors do not have (1984)Financing Constraints and Corporate Investment (1987)The Financial Accelerator and the Flight to Quality (1996)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Financial Intermediation and Delegated Monitoring (1984)Asymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships (1990)Bank Credit Cycles (2008)BANK CAPITAL REQUIREMENTS, BUSINESS CYCLE FLUCTUATIONS AND THE BASEL ACCORDS: A SYNTHESIS (2009)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)The international transmission of bank capital requirements: Evidence from the UK (2014)Taxes and bank capital structure (2016)The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period: A comparative study of US and Asia (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Determinants of corporate borrowing (1977)Do Loan Commitments Cause Overlending? 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Evidence from a UK Policy Experiment (2014)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)BANK COMPETITION, CONCENTRATION AND EFFICIENCY IN THE SINGLE EUROPEAN MARKET* (2006)Sovereign Default, Domestic Banks, and Financial Institutions (2013)Web Versus Other Survey Modes: An Updated and Extended Meta-Analysis Comparing Response Rates (2019)The role of capital in financial institutions (1995)Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States (2000)Bank regulation and the credit crunch (1995)The institutional memory hypothesis and the procyclicality of bank lending behavior (2004)Bank Capital and Value in the Cross-Section (2010)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1991The Credit Crunch1,340 cited
  • 1993The Role of Credit Market Imperfections in the Monetary Transmission Mechanism: Arguments and Evidence736 cited
  • 1995The Capital Crunch: Neither a Borrower nor a Lender Be613 cited
  • 2022Finance and Economics Discussion Series609 cited
  • 1994Did Risk-Based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States?589 cited

Cited by

  • 2011Capital requirements and bank behavior in the UK: Are there lessons for international capital standards?212 cited
  • 2001Bank Portfolio Allocation: The Impact of Capital Requirements, Regulatory Monitoring, and Economic Conditions177 cited
  • 2003The three pillars of Basel II: optimizing the mix175 cited
  • 2010Mitigating the pro-cyclicality of Basel II171 cited
  • 1997The causes and propagation of financial instability: lessons for policy makers142 cited
  • 2003In Search of "Capital Crunch": Supply Factors Behind the Credit Slowdown in Japan137 cited
  • 2005A Survey of Cyclical Effects in Credit Risk Measurement Models135 cited

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2021
Banking research in the time of COVID-19
134 cited
  • 2019Global Financial Development Report 2019/2020: Bank Regulation and Supervision a Decade after the Global Financial Crisis133 cited
  • 2005Small Business and Debt Finance127 cited
  • 2005Risk-based capital standards, deposit insurance, and procyclicality121 cited
  • 2007Prudential Regulation and the “Credit Crunch”: Evidence from Japan110 cited
  • 2013Liquidity creation and bank capital structure in China109 cited
  • 2009Bank regulation, capital and credit supply: Measuring the Impact of Prudential Standards108 cited
  • 2004Does monetary policy affect the central bank's role in bank supervision?106 cited
  • 2014From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply101 cited