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Bank’s risk measures and monetary policy: Evidence from a large emerging economy
16 references·3 citing·40 second hop
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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
  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 2008Liquidity and leverage2,557 cited
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  • 2003Panel Data Econometrics2,123 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 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
  • 2015The Use and Effectiveness of Macroprudential Policies1,167 cited
  • 2004Does bank capital affect lending behavior?784 cited
  • 2010Loan growth and riskiness of banks611 cited
  • 2005Credit Cycles, Credit Risk, and Prudential Regulation609 cited
  • 2009Bank risk and monetary policy566 cited
  • 2010Financial crises and stock market contagion in a multivariate time-varying asymmetric framework

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424 cited
  • 2013Real interest rates, leverage, and bank risk-taking411 cited
  • Cited by

    • 2022Bank liquidity creation under micro uncertainty: The conditioning role of income structure28 cited
    • 2021Bank diversification and the effectiveness of monetary policy transmission: Evidence from the bank lending channel in Vietnam16 cited
    • 2023How does financial development change the effect of the bank lending channel of monetary policy in developing countries?—Evidence from China14 cited