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Capital Buffers in a Quantitative Model of Banking Industry Dynamics
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2019American Economic Review10,902 cited
  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2010Review of Economic Studies2,967 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 1995Markov-Perfect Industry Dynamics: A Framework for Empirical Work2,327 cited
  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 1997Inside the black box: What explains differences in the efficiencies of financial institutions?2,283 cited
  • 2005The Theory of Bank Risk Taking and Competition Revisited2,097 cited
  • 2015Systemic Risk and Stability in Financial Networks1,958 cited
  • 2020The Rise of Market Power and the Macroeconomic Implications*1,892 cited
  • 2018Fintech, regulatory arbitrage, and the rise of shadow banks1,803 cited
  • 1988Takeover Threats and Managerial Myopia1,670 cited
  • 1986Finite state markov-chain approximations to univariate and vector autoregressions

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

1,538 cited
  • 2011The Granular Origins of Aggregate Fluctuations1,373 cited
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