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Financial Cycles
16 references·16 citing·39 second hopsampled
Financial Cycles (2011)Financial CyclesJournal of the European Economic Association (2017)Journal of the European Econo…Journal of Economic Dynamics and Control (2013)Journal of Economic Dynamics …This Time Is Different (2009)This Time Is DifferentJournal of Applied Econometrics (2006)Journal of Applied Econometri…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Detrending and business cycle facts (1998)Detrending and business cycle…The Review of Economics and Statistics (1997)The Review of Economics and S…Credit Cycles (1997)Credit CyclesThe Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…The journal of financial economics (1993)The journal of financial econ…International Evidence on the Historical Properties of Business Cycles (1991)International Evidence on the…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …The Debt-Deflation Theory of Great Depressions (1933)The Debt-Deflation Theory of …Global Recessions (2020)Global RecessionsFinancial cycles around the world (2020)Financial cycles around the w…Financial cycles: Characterisation and real-time measurement (2019)Financial cycles: Characteris…Global Financial Cycles and Risk Premiums (2018)Global Financial Cycles and R…Asset Prices and Macroeconomic Outcomes: A Survey (2017)Asset Prices and Macroeconomi…Good Booms, Bad Booms (2016)Good Booms, Bad BoomsTHE FAILURE TO PREDICT THE GREAT RECESSION-A VIEW THROUGH THE ROLE OF CREDIT (2015)THE FAILURE TO PREDICT THE GR…Leading indicators of systemic banking crises: Finland in a panel of EU countries (2015)Leading indicators of systemi…Economic resilience: A new set of vulnerability indicators for OECD countries (2015)Economic resilience: A new se…Capturing the Financial Cycle in Europe (2015)Capturing the Financial Cycle…How long do housing cycles last? A duration analysis for 19 OECD countries (2013)How long do housing cycles la…Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities (2013)Financial Shocks and the Macr…Financial Crises Explanations, Types, and Implications (2013)Financial Crises Explanations…Dealing with the Challenges of Macro Financial Linkages in Emerging Markets (2013)Dealing with the Challenges o…Aggregate Investment Externalities and Macroprudential Regulation (2012)Aggregate Investment External…International Recessions (2011)International RecessionsCorporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)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)Measuring Business Cycles (1947)King Charles I (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)On the Impossibility of Informationally Efficient Markets (1980)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Asymmetric correlations of equity portfolios (2002)Does financial liberalization spur growth? (2005)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Populism and the economics of globalization (2018)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Performance in Competitive Environments: Gender Differences (2003)The Labor Demand Curve is Downward Sloping: Reexamining the Impact of Immigration on the Labor Market (2003)Employment Fluctuations with Equilibrium Wage Stickiness (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997Credit Cycles5,254 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1993The journal of financial economics2,544 cited
  • 1933The Debt-Deflation Theory of Great Depressions2,516 cited
  • 2009This Time Is Different2,361 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1997The Review of Economics and Statistics1,541 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2006Journal of Applied Econometrics979 cited
  • 1998Detrending and business cycle facts922 cited
  • 2013Journal of Economic Dynamics and Control864 cited
  • 2017Journal of the European Economic Association841 cited
  • 1991International Evidence on the Historical Properties of Business Cycles823 cited

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Cited by

  • 2018Global Financial Cycles and Risk Premiums112 cited
  • 2013Financial Crises Explanations, Types, and Implications108 cited
  • 2013How long do housing cycles last? A duration analysis for 19 OECD countries84 cited
  • 2020Global Recessions81 cited
  • 2011International Recessions73 cited
  • 2019Financial cycles: Characterisation and real-time measurement61 cited
  • 2015Leading indicators of systemic banking crises: Finland in a panel of EU countries61 cited
  • 2016Good Booms, Bad Booms55 cited
  • 2015THE FAILURE TO PREDICT THE GREAT RECESSION-A VIEW THROUGH THE ROLE OF CREDIT49 cited
  • 2013Dealing with the Challenges of Macro Financial Linkages in Emerging Markets44 cited
  • 2015Economic resilience: A new set of vulnerability indicators for OECD countries44 cited
  • 2012Aggregate Investment Externalities and Macroprudential Regulation43 cited
  • 2017Asset Prices and Macroeconomic Outcomes: A Survey40 cited
  • 2015Capturing the Financial Cycle in Europe38 cited
  • 2020Financial cycles around the world37 cited
  • 2013Financial Shocks and the Macroeconomy: Heterogeneity and Non-Linearities34 cited