SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Towards a Macroprudential Framework for Financial Supervision and Regulation?
16 references·16 citing·45 second hopsampled
Towards a Macroprudential Framework for Financial Supervision and Regulation? (2012)Towards a Macroprudential Framework for F…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…Bubbles and Crashes (2003)Bubbles and CrashesCorrelation and Dependence in Risk Management: Properties and Pitfalls (2002)Correlation and Dependence in…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…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 …The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…Credit Cycles (1997)Credit CyclesThe Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1996)The Twin Crises: The Causes o…The Limits of Arbitrage (1995)The Limits of ArbitrageFirms, Contracts, and Financial Structure (1995)Firms, Contracts, and Financi…Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation (1992)Herd on the Street: Informati…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…The theory of contracts (1987)The theory of contractsBank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Manias, Panics and Crashes (1978)Manias, Panics and CrashesMACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS (2019)MACHINE LEARNING METHODS FOR …Optimal Time-Consistent Macroprudential Policy (2017)Optimal Time-Consistent Macro…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 …The Governance of a Fragile Eurozone (2012)The Governance of a Fragile E…Systemic Risk Contributions (2011)Systemic Risk ContributionsOverborrowing and Systemic Externalities in the Business Cycle (2011)Overborrowing and Systemic Ex…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…A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)MACROPRUDENTIAL POLICY – A LI…Bank profitability and the business cycle (2008)Bank profitability and the bu…Theories of bank behavior under capital regulation (2007)Theories of bank behavior und…Risk Assessment for Banking Systems (2006)Risk Assessment for Banking S…Has Finance Made the World Riskier? (2006)Has Finance Made the World Ri…Measuring systemic risk: A risk management approach (2005)Measuring systemic risk: A ri…Has Financial Development Made the World Riskier? (2005)Has Financial Development Mad…Assessing the risk of banking crises (2002)Assessing the risk of banking…An Introduction to Copulas (1999)Coherent Measures of Risk (1999)Extreme Correlation of International Equity Markets (2001)The distribution of realized stock return volatility (2001)Conditional value-at-risk for general loss distributions (2002)The Econometrics of Financial Markets (2012)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)The Problem of Social Cost (1960)Corporate financing and investment decisions when firms have information that investors do not have (1984)A Survey of Corporate Governance (1997)Law and Finance (1998)Investor protection and corporate governance (2000)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)A model of investor sentiment / (1997)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)A Model of Balance-of-Payments Crises (1979)New Indexes of Coincident and Leading Economic Indicators (1989)The Determinants of Banking Crises in Developing and Developed Countries (1998)Does financial liberalization spur growth? (2005)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial intermediation and growth: Causality and causes (2000)A Monetary History of the United States, 1867-1960 (2017)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)Structural causes and regime consequences: regimes as intervening variables (1982)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,760 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1997Credit Cycles5,254 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems5,042 cited
  • 1995Firms, Contracts, and Financial Structure4,671 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,569 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
  • 1978Manias, Panics and Crashes1,808 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 1987The theory of contracts1,335 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2003Bubbles and Crashes1,246 cited
  • 1992Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation1,124 cited
  • 1996The Twin Crises: The Causes of Banking and Balance-of-Payments Problems

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

958 cited

Cited by

  • 2014Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?1,498 cited
  • 2005Has Financial Development Made the World Riskier?1,122 cited
  • 2011A Macroprudential Approach to Financial Regulation1,098 cited
  • 2011Overborrowing and Systemic Externalities in the Business Cycle952 cited
  • 2006Has Finance Made the World Riskier?930 cited
  • 2008Bank profitability and the business cycle891 cited
  • 2010MACROPRUDENTIAL POLICY – A LITERATURE REVIEW884 cited
  • 2011Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards762 cited
  • 2006Risk Assessment for Banking Systems716 cited
  • 2012The Governance of a Fragile Eurozone530 cited
  • 2005Measuring systemic risk: A risk management approach527 cited
  • 2007Theories of bank behavior under capital regulation399 cited
  • 2017Optimal Time-Consistent Macroprudential Policy365 cited
  • 2002Assessing the risk of banking crises364 cited
  • 2019MACHINE LEARNING METHODS FOR SYSTEMIC RISK ANALYSIS IN FINANCIAL SECTORS354 cited
  • 2011Systemic Risk Contributions343 cited