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Macroprudential policy and systemic risk in G20 nations
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Macroprudential policy and systemic risk in G20 nations (2024)Macroprudential policy and systemic risk …Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Death and contagious infectio…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Measuring Systemic Risk (2016)Measuring Systemic RiskMeasuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…CoVaR (2016)CoVaRThe Use and Effectiveness of Macroprudential Policies (2015)The Use and Effectiveness of …The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Political uncertainty and risk premia (2013)Political uncertainty and ris…Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks (2012)Capital Shortfall: A New Appr…Has Financial Development Made the World Riskier? (2005)Has Financial Development Mad…A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)A finite sample correction fo…Board Composition and Corporate Performance: how the Australian experience informs contrasting theories of corporate governance (2003)Board Composition and Corpora…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Determinants of corporate borrowing (1977)Determinants of corporate bor…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)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Dividend Policy, Growth, and the Valuation of Shares (1961)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Econometric Analysis of Panel Data (2021)Biases in Dynamic Models with Fixed Effects (1981)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Uncertainty about Government Policy and Stock Prices (2012)Policy Uncertainty and Corporate Investment (2015)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)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)Measuring Geopolitical Risk (2022)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)Market Liquidity and Funding Liquidity (2008)Bank Capital and Lending Relationships (2017)Estimating global bank network connectedness (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)
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References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 2016CoVaR2,395 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2016Measuring Systemic Risk1,846 cited
  • 2020Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns1,435 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
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2005Has Financial Development Made the World Riskier?1,112 cited

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  • 2003Board Composition and Corporate Performance: how the Australian experience informs contrasting theories of corporate governance1,090 cited
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