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Cross-country effects of regulatory capital arbitrage
16 references·0 citing·43 second hopsampled
Cross-country effects of regulatory capital arbitrage (2013)Cross-country effects of regulatory capit…Global Banking Glut and Loan Risk Premium (2012)Global Banking Glut and Loan …Securitized banking and the run on repo (2011)Securitized banking and the r…Regulating the Shadow Banking System (2010)Regulating the Shadow Banking…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …A spatio-temporal model of house prices in the USA (2010)A spatio-temporal model of ho…The fundamental principles of financial regulation (2009)The fundamental principles of…Securitisation and the bank lending channel (2009)Securitisation and the bank l…Liquidity and leverage (2008)Liquidity and leverageHouse prices, money, credit, and the macroeconomy (2008)House prices, money, credit, …Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Modeling Regional Interdepend…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Testing for the Constancy of Parameters Over Time (1989)Testing for the Constancy of …Macroeconomics and Reality (1980)Macroeconomics and RealityStochastic Simulation (1987)How Big Is the Random Walk in GNP? (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Hedge Funds and the Technology Bubble (2004)Market Liquidity and Funding Liquidity (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)A Macroprudential Approach to Financial Regulation (2011)The financial cycle and macroeconomics: What have we learnt? (2013)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)International Business Cycles: World, Region, and Country-Specific Factors (2003)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Large Bayesian vector auto regressions (2009)Statistical analysis of cointegration vectors (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Sample Splitting and Threshold Estimation (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Testing Weak Cross-Sectional Dependence in Large Panels (2014)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Credit Spreads and Monetary Policy (2009)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)CoVaR (2016)Bank lending during the financial crisis of 2008 (2009)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)Securitization without risk transfer (2012)How does capital affect bank performance during financial crises? (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2008Liquidity and leverage2,557 cited
  • 2011Securitized banking and the run on repo1,728 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,469 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,289 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes1,136 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1989Testing for the Constancy of Parameters Over Time973 cited
  • 2008House prices, money, credit, and the macroeconomy760 cited
  • 2009Securitisation and the bank lending channel620 cited
  • 2012Global Banking Glut and Loan Risk Premium585 cited
  • 2010Regulating the Shadow Banking System570 cited
  • 2010A spatio-temporal model of house prices in the USA

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