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A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System
16 references·4 citing·32 second hop
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References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1997Credit Cycles5,254 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 2009This Time Is Different3,448 cited
  • 1979Optimal contracts and competitive markets with costly state verification3,201 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 2007Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans1,572 cited
  • 2000A Theory of Bank Capital1,407 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2013Risk Shocks

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Cited by

  • 2022Green Bond Pricing and Greenwashing under Asymmetric Information32 cited
  • 2016Wholesale Banking and Bank Runs in Macroeconomic Modelling of Financial Crises32 cited
  • 2022Financial Crises and Shadow Banks: A Quantitative Analysis30 cited
  • 2019DETECTING AND ANALYZING THE EFFECTS OF TIME‐VARYING PARAMETERS IN DSGE MODELS16 cited