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Monetary policy, economic uncertainty and bank risk: Cross-country evidence
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Monetary policy, economic uncertainty and bank risk: Cross-country evidence (2021)Monetary policy, economic uncertainty and…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…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 …Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyCapital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Bank governance, regulation and risk taking (2008)Bank governance, regulation a…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…Bank regulation and supervision: what works best? (2003)Bank regulation and supervisi…Measuring Monetary Policy (1998)Measuring Monetary PolicyConsistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …The Value of Waiting to Invest (1982)The Value of Waiting to InvestIrreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The theory and practice of econometrics (1986)A panel project on purchasing power parity: Mean reversion within and between countries (1996)The overvaluation of purchasing power parity (1998)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries (2018)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Understanding business cycles (1977)Policy Uncertainty and Corporate Investment (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Large Shareholders and Corporate Control (1986)Law and Finance (1998)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)Finance and Growth: Schumpeter Might Be Right (1993)Making democracy work: civic traditions in modern Italy (1993)Bank concentration, competition, and crises: First results (2005)A more complete conceptual framework for SME finance (2006)The Economic Consequences of Legal Origins (2008)The cost of capital, corporation finance and the theory of investment (2008)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2003Bank regulation and supervision: what works best?2,360 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 1998Measuring Monetary Policy1,643 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

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  • 2003Equity Volatility and Corporate Bond Yields1,194 cited
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