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Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?
16 references·0 citing·48 second hop
Borrower- and lender-based macroprudential policies: What works best against bank systemic risk? (2022)Borrower- and lender-based macroprudentia…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …CoVaR (2016)CoVaRThe Use and Effectiveness of Macroprudential Policies (2015)The Use and Effectiveness of …Bank size, capital, and systemic risk: Some international evidence (2015)Bank size, capital, and syste…Macro-prudential policies to mitigate financial system vulnerabilities (2013)Macro-prudential policies to …Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…Bank competition and stability: Cross-country heterogeneity (2012)Bank competition and stabilit…A Survey of Systemic Risk Analytics (2012)A Survey of Systemic Risk Ana…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…A Macroprudential Approach to Financial Regulation (2011)A Macroprudential Approach to…In Search of Distress Risk (2008)In Search of Distress RiskBank income structure and risk: An empirical analysis of European banks (2007)Bank income structure and ris…Has Finance Made the World Riskier? (2006)Has Finance Made the World Ri…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)Systemic Banking Crises Database (2013)Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment (2014)How effective are macroprudential policies? An empirical investigation (2017)Climate change challenges for central banks and financial regulators (2018)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Estimating betas from nonsynchronous data (1977)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation, Loanable Funds, and The Real Sector (1997)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Where the Risks Lie: A Survey on Systemic Risk (2015)Estimating global bank network connectedness (2017)Biases in Dynamic Models with Fixed Effects (1981)Another look at the instrumental variable estimation of error-components models (1995)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Credit Cycles (1997)Dynamic Conditional Correlation (2002)Conditional Tail-Risk in Cryptocurrency Markets (2018)Editor's Choice Digesting Anomalies: An Investment ApproachAdvances in prospect theory: Cumulative representation of uncertainty (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Forecasting Default with the Merton Distance to Default Model (2008)… and the Cross-Section of Expected Returns (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financing Constraints and Corporate Investment (1988)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Determinants of corporate borrowing (1977)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Complexity, concentration and contagion (2011)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2016CoVaR2,395 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2015The Use and Effectiveness of Macroprudential Policies1,167 cited
  • 2012Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks1,157 cited
  • 2011A Macroprudential Approach to Financial Regulation1,087 cited
  • 2012Bank competition and stability: Cross-country heterogeneity1,026 cited
  • 2006Has Finance Made the World Riskier?919 cited
  • 2007Bank income structure and risk: An empirical analysis of European banks840 cited
  • 2012A Survey of Systemic Risk Analytics716 cited
  • 2015Bank size, capital, and systemic risk: Some international evidence591 cited

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  • 2013Macro-prudential policies to mitigate financial system vulnerabilities541 cited
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