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Shadow Banks and Macroeconomic Instability
16 references·2 citing·38 second hopsampled
Shadow Banks and Macroeconomic Instability (2014)Shadow Banks and Macroeconomic InstabilitySecuritization without risk transfer (2012)Securitization without risk t…A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Financial Intermediation and …Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …A model of unconventional monetary policy (2010)A model of unconventional mon…The role of bank capital in the propagation of shocks (2009)The role of bank capital in t…The Economics of Structured Finance (2009)The Economics of Structured F…Securitisation and the bank lending channel (2009)Securitisation and the bank l…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…CAUSES OF THE FINANCIAL CRISIS (2009)CAUSES OF THE FINANCIAL CRISISLiquidity and leverage (2008)Liquidity and leverageNominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Monetary Policy and Macroprudential Regulation with Financial Frictions (2020)Monetary Policy and Macroprud…Good Securitisation, Bad Securitisation and the Quest for Sustainable EU Capital Markets (2015)Good Securitisation, Bad Secu…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)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)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)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)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Market Liquidity and Funding Liquidity (2008)Value and Momentum Everywhere (2013)CoVaR (2016)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Complexity, concentration and contagion (2011)The Use and Effectiveness of Macroprudential Policies (2015)Time to Build and Aggregate Fluctuations (1982)Discretion versus policy rules in practice (1993)Understanding the Effects of Government Spending on Consumption (2007)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)The Interaction between Capital Requirements and Monetary Policy (2014)
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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2008Liquidity and leverage2,557 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2010Financial Intermediation and Credit Policy in Business Cycle Analysis1,986 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2012Securitization without risk transfer922 cited
  • 2009The Economics of Structured Finance750 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2009Securitisation and the bank lending channel578 cited
  • 2009CAUSES OF THE FINANCIAL CRISIS542 cited
  • 2009The role of bank capital in the propagation of shocks

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470 cited

Cited by

  • 2015Good Securitisation, Bad Securitisation and the Quest for Sustainable EU Capital Markets20 cited
  • 2020Monetary Policy and Macroprudential Regulation with Financial Frictions9 cited