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House prices and credit risk: Evidence from the United States
16 references·0 citing·27 second hop
House prices and credit risk: Evidence from the United States (2015)House prices and credit risk: Evidence fr…How does capital affect bank performance during financial crises? (2013)How does capital affect bank …Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Macroeconomic and bank-specif…The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Bank governance, regulation and risk taking (2008)Bank governance, regulation a…House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)House Prices, Borrowing Const…A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)A finite sample correction fo…Dynamic panel data models: a guide to microdata methods and practice (2002)Dynamic panel data models: a …Dynamic panel data models: a guide to micro data methods and practice (2002)Dynamic panel data models: a …Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Problem loans and cost efficiency in commercial banks (1997)Problem loans and cost effici…Credit Cycles (1997)Credit CyclesThe Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)American Economic Review (2019)Biases in Dynamic Models with Fixed Effects (1981)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Large Shareholders and Corporate Control (1986)Law and Finance (1998)Bank activity and funding strategies: The impact on risk and returns☆ (2010)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)Financial Intermediation, Loanable Funds, and The Real Sector (1997)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 1997Credit Cycles5,254 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 2002Dynamic panel data models: a guide to micro data methods and practice2,568 cited
  • 2005House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle2,485 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 1997Problem loans and cost efficiency in commercial banks1,989 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2002

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Dynamic panel data models: a guide to microdata methods and practice
1,548 cited
  • 2011Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios1,300 cited
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