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What Is a Prime Bank? A Euribor–OIS Spread Perspective
16 references·16 citing·45 second hopsampled
What Is a Prime Bank? A Euribor–OIS Spread Perspective (2014)What Is a Prime Bank? A Euribor–OIS Sprea…POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS (2013)POLITICIANS AT WORK: THE PRIV…Service Regulation and Growth: Evidence from OECD Countries (2011)Service Regulation and Growth…Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Securitisation and the bank lending channel (2009)Securitisation and the bank l…Innovation and productivity in SMEs: empirical evidence for Italy (2009)Innovation and productivity i…Bank risk and monetary policy (2009)Bank risk and monetary policyThe general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)The general equilibrium effec…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Bank profitability and the business cycle (2008)Bank profitability and the bu…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Multiple Time Series Regression with Integrated Processes (1986)Multiple Time Series Regressi…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…A Black Swan in the Money MarketA Black Swan in the Money Mar…Quantile Aggregation of Density Forecasts (2017)Quantile Aggregation of Densi…Sovereign debt and reserves with liquidity and productivity crises (2016)Sovereign debt and reserves w…Retirement, pension eligibility and home production (2016)Retirement, pension eligibili…Foreign direct investment and firm performance: an empirical analysis of Italian firms (2016)Foreign direct investment and…Debt Maturity and the Liquidity of Secondary Debt Markets (2016)Debt Maturity and the Liquidi…Current Account ‘Core–Periphery Dualism’ in the EMU (2016)Current Account ‘Core–Periphe…The time varying effect of oil price shocks on euro-area exports (2015)The time varying effect of oi…Stock market efficiency in China: Evidence from the split-share reform (2015)Stock market efficiency in Ch…Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy (2015)Sovereign Debt Exposure and t…Public–private wage differentials in euro-area countries: evidence from quantile decomposition analysis (2015)Public–private wage different…Procyclicality of Credit Rating Systems: How to Manage it (2015)Procyclicality of Credit Rati…INEQUALITY AND TRUST: NEW EVIDENCE FROM PANEL DATA (2015)INEQUALITY AND TRUST: NEW EVI…Public Expenditure Distribution, Voting, and Growth (2014)Public Expenditure Distributi…Financial Indicators and Density Forecasts for US Output and Inflation (2014)Financial Indicators and Dens…Bank Bonds: Size, Systemic Relevance and the Sovereign (2014)Bank Bonds: Size, Systemic Re…Banking Consolidation and Bank-Firm Credit Relationships: The Role of Geographical Features and Relationship Characteristics (2013)Banking Consolidation and Ban…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The role of bank capital in the propagation of shocks (2009)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)The Interaction between Capital Requirements and Monetary Policy (2014)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)The black swan: the impact of the highly improbable (2007)Credit Frictions and Optimal Monetary Policy (2009)Hedge Fund Contagion and Liquidity Shocks (2010)Over the Cliff: From the Subprime to the Global Financial Crisis (2011)Rollover Risk and Credit Risk (2012)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Housing Finance and Monetary Policy (2009)Asset‐based measurement of poverty (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Innovation and Learning: The Two Faces of R & D (1989)The Financing of Research and Development (2002)Innovation in Large and Small Firms: An Empirical Analysis (2008)Innovation and Productivity: An Update (2013)PUBLIC R&D POLICIES AND PRIVATE R&D INVESTMENT: A SURVEY OF THE EMPIRICAL EVIDENCE (2014)SME innovation, exporting and growth: A review of existing evidence (2015)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2009Innovation and productivity in SMEs: empirical evidence for Italy860 cited
  • 1986Multiple Time Series Regression with Integrated Processes837 cited
  • 2008Bank profitability and the business cycle801 cited
  • n.d.A Black Swan in the Money Market610 cited
  • 2008The general equilibrium effects of fiscal policy: Estimates for the Euro area601 cited
  • 2009Securitisation and the bank lending channel578 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2009Bank risk and monetary policy566 cited
  • 2013POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS562 cited

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  • 2011Service Regulation and Growth: Evidence from OECD Countries502 cited
  • Cited by

    • 2015INEQUALITY AND TRUST: NEW EVIDENCE FROM PANEL DATA210 cited
    • 2015Public–private wage differentials in euro-area countries: evidence from quantile decomposition analysis199 cited
    • 2014Public Expenditure Distribution, Voting, and Growth163 cited
    • 2016Foreign direct investment and firm performance: an empirical analysis of Italian firms159 cited
    • 2015The time varying effect of oil price shocks on euro-area exports153 cited
    • 2014Bank Bonds: Size, Systemic Relevance and the Sovereign149 cited
    • 2016Sovereign debt and reserves with liquidity and productivity crises133 cited
    • 2015Stock market efficiency in China: Evidence from the split-share reform132 cited
    • 2013Banking Consolidation and Bank-Firm Credit Relationships: The Role of Geographical Features and Relationship Characteristics125 cited
    • 2016Retirement, pension eligibility and home production124 cited
    • 2015Procyclicality of Credit Rating Systems: How to Manage it118 cited
    • 2015Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy110 cited
    • 2016Debt Maturity and the Liquidity of Secondary Debt Markets109 cited
    • 2017Quantile Aggregation of Density Forecasts107 cited
    • 2016Current Account ‘Core–Periphery Dualism’ in the EMU98 cited
    • 2014Financial Indicators and Density Forecasts for US Output and Inflation93 cited