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How does capital regulation react to monetary policy? New evidence on the risk-taking channel
16 references·6 citing·39 second hop
How does capital regulation react to monetary policy? New evidence on the risk-taking channel (2016)How does capital regulation react to mone…Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Nonmonetary Effects of the Fi…Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Hazardous Times for Monetary …Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Financial Intermediaries and Monetary Economics (2010)Financial Intermediaries and …Money, Liquidity, and Monetary Policy (2009)Money, Liquidity, and Monetar…Has Financial Development Made the World Riskier? (2005)Has Financial Development Mad…A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)A finite sample correction fo…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Introduction to Multiple Time Series Analysis (1993)Introduction to Multiple Time…Informational Imperfections in the Capital Market and Macroeconomic Fluctuations (1984)Informational Imperfections i…Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Non-Monetary Effects of the F…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Macroeconomics and Reality (1980)Macroeconomics and RealityThe Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Economic growth, inflation, and banking sector competition (2023)Economic growth, inflation, a…The role of bank capital on the bank lending channel of monetary policy transmission: An application of marginal analysis approach (2022)The role of bank capital on t…Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks (2021)Effects of a negative interes…Re-exploring the nexus between monetary policy and banks' risk-taking (2019)Re-exploring the nexus betwee…Bank’s risk measures and monetary policy: Evidence from a large emerging economy (2019)Bank’s risk measures and mone…Central bank disclosure as a macroprudential tool for financial stability (2018)Central bank disclosure as a …Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)The Debt-Deflation Theory of Great Depressions (1933)Money and Capital in Economic Development. (1974)Bank Runs, Deposit Insurance, and Liquidity (1983)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Stochastic Simulation (1987)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 (2014)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)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)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)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)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)The federal funds rate and the channels of monetary transmission (1989)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financing Constraints and Corporate Investment (1988)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Introductory Econometrics for Finance (2008)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
  • 1993Introduction to Multiple Time Series Analysis1,912 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 2014Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?1,328 cited
  • 2005Has Financial Development Made the World Riskier?1,112 cited
  • 2009Money, Liquidity, and Monetary Policy646 cited

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1984
Informational Imperfections in the Capital Market and Macroeconomic Fluctuations
629 cited
  • 2010Financial Intermediaries and Monetary Economics616 cited
  • Cited by

    • 2021Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks54 cited
    • 2019Bank’s risk measures and monetary policy: Evidence from a large emerging economy38 cited
    • 2018Central bank disclosure as a macroprudential tool for financial stability34 cited
    • 2019Re-exploring the nexus between monetary policy and banks' risk-taking33 cited
    • 2023Economic growth, inflation, and banking sector competition16 cited
    • 2022The role of bank capital on the bank lending channel of monetary policy transmission: An application of marginal analysis approach15 cited