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Systemic risk: The coordination of macroprudential and monetary policies in China
16 references·3 citing·46 second hop
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this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*4,631 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2011Systemic risk in banking ecosystems1,476 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2015The Use and Effectiveness of Macroprudential Policies1,167 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2010MACROPRUDENTIAL POLICY – A LITERATURE REVIEW858 cited
  • 2012Monetary Policy as Financial Stability Regulation856 cited

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  • 2012How do business and financial cycles interact?700 cited
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    • 2024Does macroprudential policy matter for corporate green innovation? The role of financing constraints and public environmental concerns33 cited
    • 2022Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?32 cited
    • 2021Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?25 cited