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On cross-border bank credit and the U.S. financial crisis transmission to equity markets
16 references·0 citing·50 second hop
On cross-border bank credit and the U.S. financial crisis transmission to equity markets (2016)On cross-border bank credit and the U.S. …The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Gross capital flows: Dynamics and crises (2013)Gross capital flows: Dynamics…Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Global Banking Glut and Loan Risk Premium (2012)Global Banking Glut and Loan …Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…Banking Globalization and Monetary Transmission (2012)Banking Globalization and Mon…The great retrenchment: international capital flows during the global financial crisis (2011)The great retrenchment: inter…Capital Inflows (2010)Capital InflowsInternational Financial Adjustment (2007)International Financial Adjus…Collective Risk Management in a Flight to Quality Episode (2007)Collective Risk Management in…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…The portfolio flows of international investors (2001)The portfolio flows of intern…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Contagion and Trade: Why Are Currency Crises Regional? (1998)Contagion and Trade: Why Are …Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Macroeconomics and Reality (1980)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)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 (2014)A Model of Balance-of-Payments Crises (1979)Rational and Self-Fulfilling Balance-of-Payments Crises (1984)Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks (1995)A New Approach to Measuring Financial Contagion (2000)Contagion: Understanding How It Spreads (2000)The Unholy Trinity of Financial Contagion (2003)Forward and spot exchange rates (1984)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Household Debt and Business Cycles Worldwide* (2017)U.S. Monetary Policy and the Global Financial Cycle (2020)Bank Runs, Deposit Insurance, and Liquidity (1983)Journal of monetary economics (1987)Maxmin expected utility with non-unique prior (1989)Rare Disasters and Asset Markets in the Twentieth Century* (2006)Neglected risks, financial innovation, and financial fragility (2011)Contagion in Financial Networks (2016)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)A New Measure of Financial Openness (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Stories of the Twentieth Century for the Twenty-First (2012)Cross-Border Banking and Global Liquidity (2014)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Information Production and Capital Allocation: Decentralized versus Hierarchical Firms (2002)A Crisis of Banks as Liquidity Providers (2014)The External Wealth of Nations Revisited: International Financial Integration in the Aftermath of the Global Financial Crisis (2018)Discretion versus policy rules in practice (1993)The Impact of Uncertainty Shocks (2009)The VIX, the variance premium and stock market volatility (2014)Economic policy uncertainty: A literature review (2019)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)Extreme Correlation of International Equity Markets (2001)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2001The portfolio flows of international investors956 cited
  • 1998Contagion and Trade: Why Are Currency Crises Regional?798 cited
  • 2012Banking Globalization and Monetary Transmission776 cited
  • 2007Collective Risk Management in a Flight to Quality Episode749 cited
  • 2010Capital Inflows714 cited
  • 2013Gross capital flows: Dynamics and crises712 cited
  • 2014The Global Crisis and Equity Market Contagion708 cited
  • 2011The great retrenchment: international capital flows during the global financial crisis700 cited
  • 2007International Financial Adjustment636 cited
  • 2012Global Banking Glut and Loan Risk Premium

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