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Optimal Dynamic Capital Requirements
16 references·11 citing·43 second hopsampled
Optimal Dynamic Capital Requirements (2018)Optimal Dynamic Capital RequirementsMacroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Macroprudential Policy, Count…The Interaction between Capital Requirements and Monetary Policy (2014)The Interaction between Capit…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Capital regulation and monetary policy with fragile banks (2013)Capital regulation and moneta…Macroeconomic Effects of Financial Shocks (2012)Macroeconomic Effects of Fina…Housing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …The role of bank capital in the propagation of shocks (2009)The role of bank capital in t…Credit Spreads and Monetary Policy (2009)Credit Spreads and Monetary P…Debt Enforcement around the World (2008)Debt Enforcement around the W…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The nature of precautionary wealth (1997)The nature of precautionary w…How Costly is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed (1997)How Costly is Financial (Not …Agency costs, net worth, and business fluctuations: A (1997)Agency costs, net worth, and …Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis (1996)Agency Costs, Net Worth, and …Green transition and financial stability: The role of green monetary and macroprudential policies and vouchers (2024)Green transition and financia…Climate transition risk and the role of bank capital requirements (2024)Climate transition risk and t…Growth-at-risk and macroprudential policy design (2022)Growth-at-risk and macroprude…Countercyclical capital regulation in a small open economy DSGE model (2022)Countercyclical capital regul…Monetary and Macroprudential Policy Coordination with Biased Preferences (2021)Monetary and Macroprudential …When Could Macroprudential and Monetary Policies Be in Conflict? (2020)When Could Macroprudential an…The Great Lockdown: Pandemic Response Policies and Bank Lending Conditions (2020)The Great Lockdown: Pandemic …Understanding Bank and Nonbank Credit Cycles: A Structural Exploration (2019)Understanding Bank and Nonban…Quest for robust optimal macroprudential policy (2019)Quest for robust optimal macr…Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability (2019)Income inequality, consumer d…Bank capital in the short and in the long run (2019)Bank capital in the short and…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)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Financial Intermediation and Delegated Monitoring (1984)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)External Constraints on Monetary Policy and the Financial Accelerator (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)Intermediary Asset Pricing (2013)CoVaR (2016)Managerial discretion and optimal financing policies (1990)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Distress and Corporate Performance (1994)Agency Costs, Risk Management, and Capital Structure (1998)How Big Are the Tax Benefits of Debt? (2000)Asset Fire Sales (and Purchases) in Equity Markets (2005)Precautionary Saving in the Small and in the Large (1990)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Strategic Asset Allocation (2002)Time Discounting and Time Preference: A Critical Review (2002)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Risk Shocks (2013)Credit Crises, Precautionary Savings, and the Liquidity Trap* (2017)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Housing Finance and Monetary Policy (2009)Asset‐based measurement of poverty (2010)Service Regulation and Growth: Evidence from OECD Countries (2011)Optimal Debt Structure and the Number of Creditors (1996)Legal Determinants of External Finance (1997)Law and Finance (1998)The “Antidirector Rights Index” Revisited (2009)Ownership structure and the cost of corporate borrowing (2010)Fire Sales in Finance and Macroeconomics (2011)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)
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References

  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 1997How Costly is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed1,255 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2012Macroeconomic Effects of Financial Shocks1,207 cited
  • 2008Debt Enforcement around the World932 cited
  • 1996Agency Costs, Net Worth, and Business Fluctuations : A Computable General Equilibrium Analysis899 cited
  • 1997The nature of precautionary wealth816 cited
  • 1997Agency costs, net worth, and business fluctuations: A794 cited
  • 2009Credit Spreads and Monetary Policy766 cited
  • 2017Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments657 cited
  • 2009The role of bank capital in the propagation of shocks470 cited
  • 2014The Interaction between Capital Requirements and Monetary Policy

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460 cited
  • 2013Capital regulation and monetary policy with fragile banks438 cited
  • Cited by

    • 2020The Great Lockdown: Pandemic Response Policies and Bank Lending Conditions90 cited
    • 2019Bank capital in the short and in the long run76 cited
    • 2024Green transition and financial stability: The role of green monetary and macroprudential policies and vouchers37 cited
    • 2022Countercyclical capital regulation in a small open economy DSGE model35 cited
    • 2022Growth-at-risk and macroprudential policy design34 cited
    • 2024Climate transition risk and the role of bank capital requirements31 cited
    • 2020When Could Macroprudential and Monetary Policies Be in Conflict?28 cited
    • 2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability26 cited
    • 2019Quest for robust optimal macroprudential policy26 cited
    • 2021Monetary and Macroprudential Policy Coordination with Biased Preferences14 cited
    • 2019Understanding Bank and Nonbank Credit Cycles: A Structural Exploration14 cited