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The highs and the lows: A theory of credit risk assessment and pricing through the business cycle
16 references·4 citing·39 second hop
The highs and the lows: A theory of credit risk assessment and pricing through the business cycle (2015)The highs and the lows: A theory of credi…Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Nonmonetary Effects of the Fi…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…How does capital affect bank performance during financial crises? (2013)How does capital affect bank …Fault lines: how hidden fractures still threaten the world economy (2010)Fault lines: how hidden fract…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Is the crisis problem growing more severe? (2001)Is the crisis problem growing…Can Relationship Banking Survive Competition? (2000)Can Relationship Banking Surv…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Social Mobility and Redistributive Politics (1995)Social Mobility and Redistrib…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Role of Demandable Debt i…Information Reliability and a Theory of Financial Intermediation (1984)Information Reliability and a…Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Non-Monetary Effects of the F…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …John Maynard Keynes (1975)John Maynard KeynesPiercing through Opacity: Relationships and Credit Card Lending to Consumers and Small Businesses during Normal Times and the COVID-19 Crisis (2021)Piercing through Opacity: Rel…Disagreement-induced CEO turnover (2019)Disagreement-induced CEO turn…How do banks determine their spreads under credit and liquidity risks during business cycles? (2016)How do banks determine their …The Financial Crisis of 2007-09: Why Did It Happen and What Did We Learn? (2013)The Financial Crisis of 2007-…The Debt-Deflation Theory of Great Depressions (1933)Money and Capital in Economic Development. (1974)Credit Rationing in Markets with Imperfect Information (1981)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Financial Intermediation and Delegated Monitoring (1984)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Bank Runs, Deposit Insurance, and Liquidity (1983)The Theory of Industrial Organization (1988)Distance, Lending Relationships, and Competition (2005)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Liquidity risk management and credit supply in the financial crisis (2011)Bank size, capital, and systemic risk: Some international evidence (2015)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)Determinants of corporate borrowing (1977)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Bank profitability and the business cycle (2008)Financialisation and capital accumulation in the non-financial corporate sector:: A theoretical and empirical investigation on the US economy: 1973-2003 (2008)Fiscal Policy in a Depressed Economy (2012)The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Bank governance, regulation and risk taking (2008)
this work references cited by second hop

References

  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,838 cited
  • 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2000Can Relationship Banking Survive Competition?1,575 cited
  • 1975John Maynard Keynes1,539 cited
  • 1991The Role of Demandable Debt in Structuring Optimal Banking Arrangements1,490 cited
  • 1995Social Mobility and Redistributive Politics1,369 cited
  • 2001Is the crisis problem growing more severe?1,324 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 1984Information Reliability and a Theory of Financial Intermediation1,162 cited

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  • 2010Fault lines: how hidden fractures still threaten the world economy1,141 cited
  • Cited by

    • 2016How do banks determine their spreads under credit and liquidity risks during business cycles?36 cited
    • 2013The Financial Crisis of 2007-09: Why Did It Happen and What Did We Learn?33 cited
    • 2021Piercing through Opacity: Relationships and Credit Card Lending to Consumers and Small Businesses during Normal Times and the COVID-19 Crisis30 cited
    • 2019Disagreement-induced CEO turnover24 cited