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Externalities in Interbank Network: Results from a Dynamic Simulation Model
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Externalities in Interbank Network: Results from a Dynamic Simulation Model (2013)Externalities in Interbank Network: Resul…POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS (2013)POLITICIANS AT WORK: THE PRIV…Service Regulation and Growth: Evidence from OECD Countries (2011)Service Regulation and Growth…Financial Stability Review (2011)Financial Stability ReviewHousing Market Spillovers: Evidence from an Estimated DSGE Model (2010)Housing Market Spillovers: Ev…Credit and Banking in a DSGE Model of the Euro Area (2010)Credit and Banking in a DSGE …Asset‐based measurement of poverty (2010)Asset‐based measurement of po…Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns (2010)Assessing financial contagion…Securitisation and the bank lending channel (2009)Securitisation and the bank l…Innovation and productivity in SMEs: empirical evidence for Italy (2009)Innovation and productivity i…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Bank risk and monetary policy (2009)Bank risk and monetary policyThe general equilibrium effects of fiscal policy: Estimates for the Euro area (2008)The general equilibrium effec…Liquidity and leverage (2008)Liquidity and leverageDeterminants of long-run regional productivity with geographical spillovers: The role of R&D, human capital and public infrastructure (2008)Determinants of long-run regi…Bank profitability and the business cycle (2008)Bank profitability and the bu…Interbank Exposures: Quantifying the Risk of Contagion (2003)Interbank Exposures: Quantify…Systemic liquidity contagion in the European interbank market (2021)Systemic liquidity contagion …Tempered Stable Ornstein-Uhlenbeck Processes: A Practical View (2013)Tempered Stable Ornstein-Uhle…Pure or Wake-Up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis (2013)Pure or Wake-Up-Call Contagio…Limited Credit Records and Market Outcomes (2013)Limited Credit Records and Ma…Firm Size and Judicial Efficiency: Evidence from the Neighbour's Court (2013)Firm Size and Judicial Effici…Debt, Deficits, and Finite Horizons (1985)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Are Incentives for R&D Effective? Evidence from a Regression Discontinuity Approach (2014)IMMIGRATION, JOBS, AND EMPLOYMENT PROTECTION: EVIDENCE FROM EUROPE BEFORE AND DURING THE GREAT RECESSION (2014)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The role of bank capital in the propagation of shocks (2009)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)The Interaction between Capital Requirements and Monetary Policy (2014)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Market Liquidity and Funding Liquidity (2008)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Housing Finance and Monetary Policy (2009)Bank Runs, Deposit Insurance, and Liquidity (1983)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Financial stress and economic contractions (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)A model of reserves, bank runs, and deposit insurance (1980)Distinguishing Panics and Information-based Bank Runs: Welfare and Policy Implications (1988)Estimating bilateral exposures in the German interbank market: Is there a danger of contagion? (2004)Risk Assessment for Banking Systems (2006)How likely is contagion in financial networks? (2014)Determinants of corporate borrowing (1977)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)Innovation and Learning: The Two Faces of R & D (1989)The Financing of Research and Development (2002)Innovation in Large and Small Firms: An Empirical Analysis (2008)Innovation and Productivity: An Update (2013)PUBLIC R&D POLICIES AND PRIVATE R&D INVESTMENT: A SURVEY OF THE EMPIRICAL EVIDENCE (2014)SME innovation, exporting and growth: A review of existing evidence (2015)Global Banking Glut and Loan Risk Premium (2012)
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References

  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2008Liquidity and leverage2,557 cited
  • 2010Housing Market Spillovers: Evidence from an Estimated DSGE Model1,500 cited
  • 2010Credit and Banking in a DSGE Model of the Euro Area1,252 cited
  • 2011Financial Stability Review1,137 cited
  • 2009Innovation and productivity in SMEs: empirical evidence for Italy860 cited
  • 2008Bank profitability and the business cycle801 cited
  • 2003Interbank Exposures: Quantifying the Risk of Contagion666 cited
  • 2008The general equilibrium effects of fiscal policy: Estimates for the Euro area601 cited
  • 2009Securitisation and the bank lending channel578 cited
  • 2010Assessing financial contagion in the interbank market: Maximum entropy versus observed interbank lending patterns573 cited
  • 2009Bank risk and monetary policy566 cited
  • 2013POLITICIANS AT WORK: THE PRIVATE RETURNS AND SOCIAL COSTS OF POLITICAL CONNECTIONS562 cited
  • 2011Service Regulation and Growth: Evidence from OECD Countries502 cited
  • 2008Determinants of long-run regional productivity with geographical spillovers: The role of R&D, human capital and public infrastructure498 cited

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  • 2010Asset‐based measurement of poverty473 cited
  • Cited by

    • 2013Firm Size and Judicial Efficiency: Evidence from the Neighbour's Court69 cited
    • 2021Systemic liquidity contagion in the European interbank market27 cited
    • 2013Pure or Wake-Up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis25 cited
    • 2013Tempered Stable Ornstein-Uhlenbeck Processes: A Practical View23 cited
    • 2013Limited Credit Records and Market Outcomes22 cited