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Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors
16 references·0 citing·35 second hop
Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors (2020)Market structure and credit procyclicalit…From Financial Crash to Debt Crisis (2011)From Financial Crash to Debt …Financial development and dynamic investment behavior: Evidence from panel VAR (2006)Financial development and dyn…Bank concentration, competition, and crises: First results (2005)Bank concentration, competiti…A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)A finite sample correction fo…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Credit Cycles (1997)Credit CyclesThe Effect of Credit Market Competition on Lending Relationships (1995)The Effect of Credit Market C…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Monetary Policy and Credit Co…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Monitoring and Reputation: Th…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…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)The Science of Monetary Policy: A New Keynesian Perspective (1999)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)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)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Specification Tests in Econometrics (1978)The arbitrage theory of capital asset pricing (1976)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)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)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Initial conditions and moment restrictions in dynamic panel data models (1995)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1997Credit Cycles5,254 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1995The Effect of Credit Market Competition on Lending Relationships3,294 cited
  • 1991Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt3,294 cited
  • 2006Financial development and dynamic investment behavior: Evidence from panel VAR1,790 cited
  • 2011From Financial Crash to Debt Crisis1,556 cited
  • 1992Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance

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1,488 cited
  • 2005Bank concentration, competition, and crises: First results1,414 cited
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