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Effect of monetary policy on bank risk: does market structure matter?
16 references·1 citing·45 second hop
Effect of monetary policy on bank risk: does market structure matter? (2020)Effect of monetary policy on bank risk: d…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 Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)Bank Risk-taking, Securitizat…Financial Intermediaries and Monetary Economics (2010)Financial Intermediaries and …Money, Liquidity, and Monetary Policy (2009)Money, Liquidity, and Monetar…How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)How to do Xtabond2: An Introd…Bank Competition and Financial Stability (2008)Bank Competition and Financia…Lending Booms and Lending Standards (2006)Lending Booms and Lending Sta…Has Finance Made the World Riskier? (2006)Has Finance Made the World Ri…The Performance of Hedge Funds: Risk, Return, and Incentives (1999)The Performance of Hedge Fund…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Diversification, Size, and Risk at Bank Holding Companies (1997)Diversification, Size, and Ri…ARCH modeling in finance (1992)ARCH modeling in financeSome Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Alternative models for conditional stock volatility (1990)Alternative models for condit…Financial stability in sub-Saharan Africa: Does monetary policy matter? (2024)Financial stability in sub-Sa…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Moral Hazard and Observability (1979)Common risk factors in the returns on stocks and bonds (1993)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Hedge Funds and the Technology Bubble (2004)Just How Much Do Individual Investors Lose by Trading? (2008)Macroeconomics and Reality (1980)Forward and spot exchange rates (1984)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Household Debt and Business Cycles Worldwide* (2017)U.S. Monetary Policy and the Global Financial Cycle (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)Credit Rationing in Markets with Imperfect Information (1981)Financial Intermediation and Delegated Monitoring (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)The Deposits Channel of Monetary Policy* (2017)Whatever It Takes: The Real Effects of Unconventional Monetary Policy (2017)The Theory of Bank Risk Taking and Competition Revisited (2005)Private credit in 129 countries☆ (2007)On the implications of market power in banking: Evidence from developing countries (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Bank competition and stability: Cross-country heterogeneity (2012)Optimum Technical Change in An Aggregative Model of Economic Growth (1965)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Do women directors improve firm performance in China? (2013)Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data (2018)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financing Constraints and Corporate Investment (1988)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1992ARCH modeling in finance4,288 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
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 2008Bank Competition and Financial Stability1,220 cited
  • 1999The Performance of Hedge Funds: Risk, Return, and Incentives1,101 cited
  • 1997Diversification, Size, and Risk at Bank Holding Companies1,092 cited
  • 2006Has Finance Made the World Riskier?919 cited
  • 2006Lending Booms and Lending Standards878 cited
  • 2011Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards730 cited

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2009
Money, Liquidity, and Monetary Policy
646 cited
  • 2010Financial Intermediaries and Monetary Economics616 cited
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    • 2024Financial stability in sub-Saharan Africa: Does monetary policy matter?10 cited