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Benjamin D. Nelson

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013. "Shadow banks and macroeconomic instability," Temi di discussione (Economic working papers) 939, Bank of Italy, Economic Research and International Relations Area.

    Mentioned in:

    1. Shadow banks and macroeconomic instability
      by Christian Zimmermann in NEP-DGE blog on 2013-12-28 10:15:39
  2. Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.

    Mentioned in:

    1. Les resserrements monétaires affectent-ils le système bancaire parallèle ?
      by ? in D'un champ l'autre on 2015-01-29 01:18:00

Working papers

  1. Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.

    Cited by:

    1. Philipp Kirchner & Benjamin Schwanebeck, 2020. "Shadow banking and the design of macroprudential policy in a monetary union," MAGKS Papers on Economics 202024, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2. cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54365, University Library of Munich, Germany.
    3. Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    4. Federico Lubello & Ivan Petrella & Emiliano Santoro, 2018. "Chained financial frictions and credit cycles," BCL working papers 116, Central Bank of Luxembourg.
    5. Shaun de Jager & Riaan Ehlers & Keabetswe Mojapelo & Pieter Pienaar, 2021. "Shortterm impacts and interaction of macroprudential policy tools," Working Papers 11020, South African Reserve Bank.
    6. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.

  2. Ferrero, Andrea & Harrison, Richard & Nelson, Ben, 2018. "Concerted efforts? Monetary policy and macro-prudential tools," Bank of England working papers 727, Bank of England.

    Cited by:

    1. Agénor, Pierre-Richard & Flamini, Alessandro, 2022. "Institutional mandates for macroeconomic and financial stability," Journal of Financial Stability, Elsevier, vol. 62(C).
    2. Darracq Pariès, Matthieu & Körner, Jenny & Papadopoulou, Niki, 2019. "Empowering central bank asset purchases: The role of financial policies," Working Paper Series 2237, European Central Bank.
    3. Rubio, Margarita, 2020. "Cross-country spillovers from macroprudential regulation: Reciprocity and leakage," Journal of International Money and Finance, Elsevier, vol. 103(C).
    4. Gebauer Stefan, 2021. "Welfare-Based Optimal Macroprudential Policy with Shadow Banks," Working papers 817, Banque de France.
    5. Harrison, Richard & Waldron, Matt, 2021. "Optimal policy with occasionally binding constraints: piecewise linear solution methods," Bank of England working papers 911, Bank of England.
    6. Andrea Camilli & Marta Giagheddu, 2020. "Public debt and crowding-out: the role of housing wealth," Working Papers 441, University of Milano-Bicocca, Department of Economics, revised Oct 2020.
    7. Agénor, Pierre-Richard & Jackson, Timothy P., 2022. "Monetary and macroprudential policy coordination with biased preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    8. Kärkkäinen, Samu & Nyholm, Juho, 2021. "Economic effects of a debt-to-income constraint in Finland: Evidence from Aino 3.0 model," BoF Economics Review 1/2021, Bank of Finland.
    9. Maria Chiara Cavalleri & Boris Cournède & Volker Ziemann, 2019. "Housing markets and macroeconomic risks," OECD Economics Department Working Papers 1555, OECD Publishing.
    10. Punzo Chiara, & Rossi Lorenza, 2021. "Is a Money-financed Fiscal Stimulus Desirable?," Working papers 818, Banque de France.

  3. Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2018. "House Price Dynamics, Optimal LTV Limits and the Liquidity Trap," CEPR Discussion Papers 13400, C.E.P.R. Discussion Papers.

    Cited by:

    1. Mendicino, Caterina & Nikolov, Kalin & Suarez, Javier & Supera, Dominik, 2019. "Bank capital in the short and in the long run," Working Paper Series 2286, European Central Bank.
    2. Ferrero, Andrea & Harrison, Richard & Nelson, Benjamin, 2022. "House price dynamics, optimal LTV limits and the liquidity trap," Bank of England working papers 969, Bank of England.
    3. Hinterschweiger, Marc & Khairnar, Kunal & Ozden, Tolga & Stratton, Tom, 2021. "Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates," Bank of England working papers 904, Bank of England.
    4. Stephen Millard, & Margarita Rubio & Alexandra Varadi, 2020. "The impact of Covid-19 on productivity," Discussion Papers 2020/14, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    5. Zaretski, Aliaksandr, 2021. "Financial constraints, risk sharing, and optimal monetary policy," MPRA Paper 110757, University Library of Munich, Germany.
    6. Yang Zhou & Shigeto Kitano, 2023. "Capital Controls or Macroprudential Regulation: Which is Better for Land Booms and Busts?," Discussion Paper Series DP2023-12, Research Institute for Economics & Business Administration, Kobe University.
    7. Millard, Stephen & Rubio, Margarita & Varadi, Alexandra, 2021. "The macroprudential toolkit: effectiveness and interactions," Bank of England working papers 902, Bank of England.
    8. Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).

  4. Toni Ahnert & Benjamin Nelson, 2016. "Opaque Assets and Rollover Risk," Staff Working Papers 16-17, Bank of Canada.

    Cited by:

    1. Ryuichiro Izumi, 2021. "Opacity: Insurance and Fragility," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 40, pages 146-169, April.

  5. Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.

    Cited by:

    1. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013. "Shadow banks and macroeconomic instability," Temi di discussione (Economic working papers) 939, Bank of Italy, Economic Research and International Relations Area.
    2. sheunesu zhou, 2020. "Shadow Banking, Bank Liquidity and Monetary Policy Shocks in Emerging Countries: A Panel VAR Approach," Journal of Economics and Behavioral Studies, AMH International, vol. 11(6), pages 46-59.
    3. Martin Feldkircher & Florian Huber, 2018. "Unconventional U.S. Monetary Policy: New Tools, Same Channels?," JRFM, MDPI, vol. 11(4), pages 1-31, October.
    4. Beck, Günter Wilfried & Kotz, Hans-Helmut, 2016. "Euro area shadow banking activities in a low-interest-rate environment: A flow-of-funds perspective," SAFE White Paper Series 37, Leibniz Institute for Financial Research SAFE.
    5. Gebauer, Stefan & Mazelis, Falk, 2018. "The Role of Shadow Banking for Financial Regulation," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181581, Verein für Socialpolitik / German Economic Association.
    6. Zhang, Qiuyue & Que, Jiangjing & Qin, Xiuting, 2023. "Regional financial technology and shadow banking activities of non-financial firms: Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
    7. Khandokar Istiak & Apostolos Serletis, 2017. "Monetary policy and leverage shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 115-128, April.
    8. Martin Hodula, 2018. "Off the Radar: Exploring the Rise of Shadow Banking in the EU," Working Papers 2018/16, Czech National Bank.
    9. Kaufmann, Christoph & Leyva, Jaime & Storz, Manuela, 2024. "Insurance corporations’ balance sheets, financial stability and monetary policy," Working Paper Series 2892, European Central Bank.
    10. Mumtaz, Haroon & Theodoridis, Konstantinos, 2020. "Fiscal policy shocks and stock prices in the United States," European Economic Review, Elsevier, vol. 129(C).
    11. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    12. Emil Adamek & Jan Janku, 2022. "What Drives Small Business Crowdfunding? Impact of Macroeconomic and Financial Factors," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 72(2), pages 172-196, June.
    13. Stefan Gebauer & Falk Mazelis, 2019. "Macroprudential Regulation and Leakage to the Shadow Banking Sector," Discussion Papers of DIW Berlin 1814, DIW Berlin, German Institute for Economic Research.
    14. Alexander Herman & Ms. Deniz O Igan & Mr. Juan Sole, 2015. "The Macroeconomic Relevance of Credit Flows: An Exploration of U.S. Data," IMF Working Papers 2015/143, International Monetary Fund.
    15. Beck, Günter Wilfried & Kotz, Hans-Helmut & Zabelina, Natalia, 2016. "Lost in translation? ECB's monetary impulses and financial intermediaries' responses," SAFE White Paper Series 36, Leibniz Institute for Financial Research SAFE.
    16. Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
    17. Mazelis, Falk, 2016. "The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145763, Verein für Socialpolitik / German Economic Association.
    18. David Elliott & Ralf R. Meisenzahl & José-Luis Peydró, 2023. "Nonbank Lenders as Global Shock Absorbers: Evidence from US Monetary Policy Spillovers," Working Paper Series WP 2023-29, Federal Reserve Bank of Chicago.
    19. Boris Hofmann & Gert Peersman, 2017. "Monetary policy transmission and trade-offs in the United States: Old and new," BIS Working Papers 649, Bank for International Settlements.
    20. Istiak, Khandokar & Serletis, Apostolos, 2020. "Risk, uncertainty, and leverage," Economic Modelling, Elsevier, vol. 91(C), pages 257-273.
    21. Valentin Jouvanceau, 2019. "Quantitative Easing and Excess Reserves," Working Papers 1910, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    22. Istiak, Khandokar, 2019. "The nature of shadow bank leverage shocks on the macroeconomy," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    23. François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
    24. Kairong Xiao, 2018. "Monetary Transmission through Shadow Banks," 2018 Meeting Papers 616, Society for Economic Dynamics.
    25. Dimitrios Psychoyios & Olympia Missiou & Theologos Dergiades, 2019. "Energy based estimation of the Shadow Economy: The role of Governance Quality," Discussion Paper Series 2019_07, Department of Economics, University of Macedonia, revised Nov 2019.
    26. Tang, Ying & Li, Zhiyong & Chen, Jing & Deng, Chao, 2021. "Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    27. Cozzi, Gabriele & Darracq Pariès, Matthieu & Karadi, Peter & Körner, Jenny & Kok, Christoffer & Mazelis, Falk & Nikolov, Kalin & Rancoita, Elena & Van der Ghote, Alejandro & Weber, Julien, 2020. "Macroprudential policy measures: macroeconomic impact and interaction with monetary policy," Working Paper Series 2376, European Central Bank.
    28. Iñaki Aldasoro & Sebastian Doerr & Haonan Zhou, 2023. "Non-bank lending during crises," BIS Working Papers 1074, Bank for International Settlements.
    29. Philipp Kirchner, 2020. "On shadow banking and fiÂ…nancial frictions in DSGE modeling," MAGKS Papers on Economics 202019, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    30. Bora Durdu & Molin Zhong, 2019. "Understanding Bank and Nonbank Credit Cycles: A Structural Exploration," Finance and Economics Discussion Series 2019-031, Board of Governors of the Federal Reserve System (U.S.).
    31. Hodula, Martin & Melecky, Ales & Machacek, Martin, 2020. "Off the radar: Factors behind the growth of shadow banking in Europe," Economic Systems, Elsevier, vol. 44(3).
    32. Jakab, Zoltan & Kumhof, Michael, 2018. "Banks are not intermediaries of loanable funds — facts, theory and evidence," Bank of England working papers 761, Bank of England, revised 17 Jan 2020.
    33. Yang, Liu & van Wijnbergen, S. & Qi, Xiaotong & Yi, Yuhuan, 2019. "Chinese shadow banking, financial regulation and effectiveness of monetary policy," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    34. Si, Deng-Kui & Li, Xiao-Lin, 2022. "Shadow banking business and firm risk-taking: Evidence from China," Research in International Business and Finance, Elsevier, vol. 62(C).
    35. Garreth Rule, 2015. "Understanding the central bank balance sheet," Handbooks, Centre for Central Banking Studies, Bank of England, number 32, April.
    36. Martin Hodula & Martin Macháček & Aleš Melecký, 2020. "Placing the Czech Shadow Banking Sector under the Light," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(1), pages 3-28.
    37. Calmès, Christian & Théoret, Raymond, 2020. "Bank fee-based shocks and the U.S. business cycle," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    38. Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021. "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series 2605, European Central Bank.
    39. Canh P. Nguyen & Christophe Schinckus & Dinh Su Thanh, 2020. "Economic Fluctuations And The Shadow Economy: A Global Study," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-24, September.
    40. Evans, Jocelyn D. & Robertson, Mari L., 2018. "The effects of the Fed’s monetary tightening campaign on nonbank mortgage lending," Economics Letters, Elsevier, vol. 171(C), pages 164-168.
    41. Kumhof, Michael & Wang, Xuan, 2021. "Banks, money, and the zero lower bound on deposit rates," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
    42. Arora, Dhulika & Kashiramka, Smita, 2023. "What drives the growth of shadow banks? Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 54(C).
    43. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.

  6. Foulis, Angus & Nelson, Benjamin & Tanaka, Misa, 2015. "Bank leverage, credit traps and credit policies," Bank of England working papers 539, Bank of England.

    Cited by:

    1. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2021. "Capital requirements, risk-taking and welfare in a growing economy," Journal of Regulatory Economics, Springer, vol. 60(2), pages 167-192, December.

  7. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2013. "Shadow banks and macroeconomic instability," Temi di discussione (Economic working papers) 939, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Falk Mazelis, 2014. "Monetary Policy Effects on Financial Intermediation via the Regulated and the Shadow Banking Systems," SFB 649 Discussion Papers SFB649DP2014-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    2. Nikodem Szumilo & Enrico Vanino, 2021. "Are Government and Bank Loans Substitutes or Complements? Evidence from Spatial Discontinuity in Equity Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(3), pages 968-996, September.
    3. Funke, Michael & Mihaylovski, Petar & Zhu, Haibin, 2015. "Monetary policy transmission in China: A DSGE model with parallel shadow banking and interest rate control," BOFIT Discussion Papers 9/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    4. Tim Landvoigt & Juliane Begenau, 2016. "Financial Regulation in a Quantitative Model of the Modern Banking System," 2016 Meeting Papers 1462, Society for Economic Dynamics.
    5. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow banking and financial regulation: A small-scale DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 130-144.
    6. Christopher Johnson, 2019. "International Shadow Banking and Macroprudential Policy," 2019 Meeting Papers 780, Society for Economic Dynamics.
    7. Valentin Jouvanceau, 2016. "The Portfolio Rebalancing Channel of Quantitative Easing," Working Papers halshs-01349870, HAL.
    8. Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
    9. Gregor Boehl & Gavin Goy & Felix Strobel, 2020. "A Structural Investigation of Quantitative Easing," Working Papers 691, DNB.
    10. Laureys, Lien & Meeks, Roland & Wanengkirtyo, Boromeus, 2021. "Optimal simple objectives for monetary policy when banks matter," European Economic Review, Elsevier, vol. 135(C).
    11. Noss, Joseph & Toffano, Priscilla, 2016. "Estimating the impact of changes in aggregate bank capital requirements on lending and growth during an upswing," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 15-27.
    12. Ghosh, Saurabh & Mazumder, Debojyoti, 2023. "Do NBFCs propagate real shocks?," Journal of Asian Economics, Elsevier, vol. 85(C).
    13. Hodula, Martin & Škrabić Perić, Blanka & Sorić, Petar, 2023. "Economic uncertainty and non-bank financial intermediation: Evidence from a European panel," Finance Research Letters, Elsevier, vol. 53(C).
    14. Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022. "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    15. Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
    16. Stefan Gebauer & Falk Mazelis, 2019. "Macroprudential Regulation and Leakage to the Shadow Banking Sector," Discussion Papers of DIW Berlin 1814, DIW Berlin, German Institute for Economic Research.
    17. Hodula, Martin & Libich, Jan, 2023. "Has monetary policy fueled the rise in shadow banking?," Economic Modelling, Elsevier, vol. 123(C).
    18. Teodora Cristina Barbu & Iustina Alina Boitan & Sorin Iulian Cioaca, 2016. "Macroeconomic Determinants Of Shadow Banking – Evidence From Eu Countries," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 18, pages 11-129, December.
    19. Noss, Joseph & Toffano, Priscilla, 2014. "Estimating the impact of changes in aggregate bank capital requirements during an upswing," Bank of England working papers 494, Bank of England.
    20. Yamout, Nadine, 2023. "Securitization of subprime credit and the propagation of housing shocks," Journal of Economics and Business, Elsevier, vol. 125.
    21. Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022. "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    22. Poeschl, Johannes & Zhang, Xue, 2019. "Bank Capital Regulation and Endogenous Shadow Banking Crises," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203520, Verein für Socialpolitik / German Economic Association.
    23. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
    24. Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni, 2017. "Money market funds, shadow banking and systemic risk in United Kingdom," Finance Research Letters, Elsevier, vol. 21(C), pages 163-171.
    25. Mazelis, Falk, 2016. "The Role of Shadow Banking in the Monetary Transmission Mechanism and the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145763, Verein für Socialpolitik / German Economic Association.
    26. Ridoy Deb Nath & Mohammad Ashraful Ferdous Chowdhury, 2021. "Shadow banking: a bibliometric and content analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-29, December.
    27. David M. Arseneau & Grace Brang & Matt Darst & Jacob M. M. Faber & David E. Rappoport & Alexandros Vardoulakis, 2022. "A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets," Finance and Economics Discussion Series 2022-002, Board of Governors of the Federal Reserve System (U.S.).
    28. Khalil, Makram & Strobel, Felix, 2021. "US trade policy and the US dollar," Discussion Papers 49/2021, Deutsche Bundesbank.
    29. Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018. "Do contractionary monetary policy shocks expand shadow banking?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
    30. Gebauer Stefan, 2021. "Welfare-Based Optimal Macroprudential Policy with Shadow Banks," Working papers 817, Banque de France.
    31. Flore, Raphael, 2015. "Causes of Shadow Banking - Two Regimes of Credit Risk Transformation and its Regulation," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113178, Verein für Socialpolitik / German Economic Association.
    32. Kosuke Aoki & Kalin Nikolov, 2015. "Financial Disintermediation and Financial Fragility," CARF F-Series CARF-F-374, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    33. Feng Min & Fenghua Wen & Jiayu Xu & Nan Wu, 2023. "Credit supply, house prices, and financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2088-2108, April.
    34. Diniz, Andre & Guimaraes, Bernardo, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," LSE Research Online Documents on Economics 86169, London School of Economics and Political Science, LSE Library.
    35. Marco Onofri & Gert Peersman & Frank R. Smets, 2021. "The Effectiveness Of A Negative Interest Rate Policy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1015, Ghent University, Faculty of Economics and Business Administration.
    36. Ghosh, Saurabh & Mazumder, Debojyoti, 2021. "Do NBFCs Propagate Real Shocks?," MPRA Paper 110596, University Library of Munich, Germany.
    37. Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli, 2013. "Shadow bank monitoring," Staff Reports 638, Federal Reserve Bank of New York.
    38. Thomas Lejeune & Raf Wouters, 2019. "A macroeconomic model with heterogeneous and financially-constrained intermediaries," Working Paper Research 367, National Bank of Belgium.
    39. Johnson, Christopher P., 2021. "International shadow banking and prudential capital controls," Journal of International Money and Finance, Elsevier, vol. 119(C).
    40. Andre Diniz & Bernardo Guimaraes, 2014. "Financial Disruption as a Cost of Sovereign Default: a quantative assessment," Discussion Papers 1427, Centre for Macroeconomics (CFM).
    41. Hodula, Martin & Melecky, Ales & Machacek, Martin, 2020. "Off the radar: Factors behind the growth of shadow banking in Europe," Economic Systems, Elsevier, vol. 44(3).
    42. Ferrari, Massimo, 2014. "The financial meltdown: a model with endogenous default probability," MPRA Paper 59419, University Library of Munich, Germany.
    43. Jondeau, Eric & Sahuc, Jean-Guillaume, 2022. "Bank capital shortfall in the euro area," Journal of Financial Stability, Elsevier, vol. 62(C).
    44. Federico Lubello & Abdelaziz Rouabah, 2017. "Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries," BCL working papers 114, Central Bank of Luxembourg.
    45. Poeschl, Johannes & Zhang, Xue, 2018. "Bank Capital Regulation and Endogenous Shadow Banking Crises," MPRA Paper 92529, University Library of Munich, Germany.
    46. Ugochi Emenogu & Brian Peterson, 2022. "Unregulated Lending, Mortgage Regulations and Monetary Policy," Staff Working Papers 22-28, Bank of Canada.
    47. Yang, Liu & van Wijnbergen, S. & Qi, Xiaotong & Yi, Yuhuan, 2019. "Chinese shadow banking, financial regulation and effectiveness of monetary policy," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    48. di Iasio, Giovanni & Kaufmann, Christoph & Wicknig, Florian, 2022. "Macroprudential regulation of investment funds," Working Paper Series 2695, European Central Bank.
    49. Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial indicators and density forecasts for US output and inflation," Temi di discussione (Economic working papers) 977, Bank of Italy, Economic Research and International Relations Area.
    50. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.
    51. Phuong Mai Le, Vo & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2022. "Regulatory arbitrage, shadow banking and monetary policy in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    52. Lubello, Federico & Rouabah, Abdelaziz, 2024. "Securitization, shadow banking system and macroprudential regulation: A DSGE approach," Economic Modelling, Elsevier, vol. 131(C).

  8. Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.

    Cited by:

    1. Krug, Sebastian, 2017. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers 2017-85, Kiel Institute for the World Economy (IfW Kiel).
    2. Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2015. "Reputation, risk-taking, and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 428-439.
    3. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
    4. David Aikman & Mirta Galesic & Gerd Gigerenzer & Sujit Kapadia & Konstantinos Katsikopoulos & Amit Kothiyal & Emma Murphy & Tobias Neumann, 2021. "Taking uncertainty seriously: simplicity versus complexity in financial regulation [Uncertainty in macroeconomic policy-making: art or science?]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 317-345.
    5. Melchisedek Joslem Ngambou Djatche, 2021. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Post-Print halshs-03419263, HAL.
    6. Harimohan, Rashmi & Nelson, Benjamin, 2014. "How might macroprudential capital policy affect credit conditions?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(3), pages 287-303.
    7. Noss, Joseph & Toffano, Priscilla, 2016. "Estimating the impact of changes in aggregate bank capital requirements on lending and growth during an upswing," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 15-27.
    8. Martinez-Miera, David & Repullo, Rafael, 2019. "Monetary policy, macroprudential policy, and financial stability," Working Paper Series 2297, European Central Bank.
    9. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
    10. Nelson, Benjamin & Tanaka, Misa, 2014. "Dealing with a banking crisis: what lessons can be learned from Japan’s experience?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(1), pages 36-48.
    11. Noss, Joseph & Toffano, Priscilla, 2014. "Estimating the impact of changes in aggregate bank capital requirements during an upswing," Bank of England working papers 494, Bank of England.
    12. Velauthapillai, Jeyakrishna, 2015. "Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick," EconStor Preprints 116781, ZBW - Leibniz Information Centre for Economics.
    13. Krug, Sebastian, 2018. "The interaction between monetary and macroprudential policy: Should central banks 'lean against the wind' to foster macro-financial stability?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-69.
    14. Cristina Ruza & Marta de la Cuesta-González & Juandiego Paredes-Gazquez, 2019. "Banking system resilience: an empirical appraisal," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(6), pages 1241-1257, October.
    15. Simona Malovana & Jan Frait, 2016. "Monetary Policy and Macroprudential Policy: Rivals or Teammates?," Working Papers IES 2016/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
    16. Aikman, David & Galesic, Mirta & Gigerenzer, Gerd & Kapadia, Sujit & Katsikopoulos, Konstantinos & Kothiyal, Amit & Murphy, Emma & Neumann, Tobias, 2014. "Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation," Bank of England Financial Stability Papers 28, Bank of England.
    17. János Kálmán, 2016. "Bank resolution as a new MNB function – resolution of MKB BankAdministrative law aspects of the macroprudential regulation and supervision of the financial intermediary system – normativity, organisat," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(3), pages 27-50.
    18. Marcin Jerzy Michalski & Michael Bowe & Olga Kolokolova, 2016. "Systemic risk, interbank market contagion, and the lender of last resort function," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.

  9. Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2012. "Reputation, risk-taking and macroprudential policy," Bank of England working papers 462, Bank of England.

    Cited by:

    1. Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018. "News and narratives in financial systems: exploiting big data for systemic risk assessment," Bank of England working papers 704, Bank of England.
    2. Christoph Aymanns & J. Doyne Farmer, 2014. "The dynamics of the leverage cycle," Papers 1407.5305, arXiv.org, revised Aug 2014.
    3. Mehmet Fatih Ekinci & Gazi Kabas & Enes Sunel, 2013. "End-Point Bias in Trend-Cycle Decompositions : An Application to the Real Exchange Rates of Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 13(3), pages 61-71.
    4. Carlo Altavilla & Luc Laeven & José-Luis Peydró, 2021. "Monetary and macroprudential policy complementarities: Evidence from European credit registers," Economics Working Papers 1773, Department of Economics and Business, Universitat Pompeu Fabra.
    5. Benbouzid, Nadia & Kumar, Abhishek & Mallick, Sushanta K. & Sousa, Ricardo M. & Stojanovic, Aleksandar, 2022. "Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer," Journal of Financial Stability, Elsevier, vol. 63(C).
    6. Lukas Pfeifer & Libor Holub & Zdenek Pikhart & Martin Hodula, 2016. "The Role of the Leverage Ratio in Capital Regulation of the Banking Sector," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2015/2016, chapter 0, pages 137-148, Czech National Bank.
    7. Zhao, Yang & Goodell, John W. & Wang, Yong & Abedin, Mohammad Zoynul, 2023. "Fintech, macroprudential policies and bank risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 87(C).
    8. Aymanns, Christoph & Caccioli, Fabio & Farmer, J. & Tan, Vincent, 2015. "Taming the Basel leverage cycle," LSE Research Online Documents on Economics 118989, London School of Economics and Political Science, LSE Library.
    9. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
    10. Cristina-Georgiana Zeldea & Mihai Nițoi, 2021. "Macroprudential tools, credit growth and financial stability: Lessons from Central and Eastern European countries," Journal of Financial Studies, Institute of Financial Studies, vol. 11(6), pages 156-178, December.
    11. F. T. T. Phua, 2017. "Does the built-environment industry attract risk-taking individuals?," Construction Management and Economics, Taylor & Francis Journals, vol. 35(4), pages 207-217, April.
    12. Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
    13. Rui Wang & Hang (Robin) Luo, 2019. "Does Financial Liberalization Affect Bank Risk-Taking in China?," SAGE Open, , vol. 9(4), pages 21582440198, November.
    14. R. Heru Kristanto HC, 2021. "The Impact of Bank Behavior, Financial Literacy on Investment Decisions, Mediation of Financial Inclusion and Debt Behavior. Study on Working Capital and Investment Debtors at Regional Development Ban," Technium Social Sciences Journal, Technium Science, vol. 23(1), pages 626-635, September.
    15. Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
    16. Sivec, Vasja & Volk, Matjaz & Chen, Yi-An, 2018. "Empirical Evidence on the Effectiveness of Capital Buffer Release," MPRA Paper 84323, University Library of Munich, Germany, revised 02 Jan 2018.
    17. Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
    18. Lukas Pfeifer & Martin Hodula & Libor Holub & Zdenek Pikhart, 2018. "The Leverage Ratio and Its Impact on Capital Regulation," Working Papers 2018/15, Czech National Bank.
    19. Kang, Qiaoling & Wu, Ji & Chen, Minghua & Jeon, Bang Nam, 2021. "Do macroprudential policies affect the bank financing of firms in China? Evidence from a quantile regression approach," Journal of International Money and Finance, Elsevier, vol. 115(C).
    20. Lukas Pfeiffer & Libor Holub & Zdenek Pithart & Martin Hodula, 2017. "Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(4), pages 277-299, August.

  10. Alessandri, Piergiorgio & Nelson, Benjamin, 2012. "Simple banking: profitability and the yield curve," Bank of England working papers 452, Bank of England.

    Cited by:

    1. Molyneux, Philip & Pancotto, Livia & Reghezza, Alessio & Rodriguez d'Acri, Costanza, 2022. "Interest rate risk and monetary policy normalisation in the euro area," Journal of International Money and Finance, Elsevier, vol. 124(C).
    2. Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan, 2021. "Do negative interest rates affect bank risk-taking?," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 350-364.
    3. Aydemir, Resul & Ovenc, Gokhan, 2016. "Interest rates, the yield curve and bank profitability in an emerging market economy," Economic Systems, Elsevier, vol. 40(4), pages 670-682.
    4. Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019. "Risky bank guarantees," Temi di discussione (Economic working papers) 1232, Bank of Italy, Economic Research and International Relations Area.
    5. E Philip Davis & Dilruba Karim & Dennison Noel, 2020. "Macroprudential Policy, Monetary Policy and the Bank Interest Rate Margin," National Institute of Economic and Social Research (NIESR) Discussion Papers 515, National Institute of Economic and Social Research.
    6. Memmel, Christoph, 2017. "Why do banks bear interest rate risk?," Discussion Papers 35/2017, Deutsche Bundesbank.
    7. Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
    8. Thanh Nhan Nguyen & Ngoc Huong Vu & Ha Thu Le, 2017. "Impacts of Monetary Policy on Commercial Banks’ Profits: The Case of Vietnam," Asian Social Science, Canadian Center of Science and Education, vol. 13(8), pages 1-32, August.
    9. McInerney, Niall, 2019. "Macroprudential Policy, Banking and the Real Estate Sector," MPRA Paper 91777, University Library of Munich, Germany.
    10. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2015. "Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16 [Focus on Future Viability. Annual Report 2015/16]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201516.
    11. Driouchi, Tarik & So, Raymond H.Y. & Trigeorgis, Lenos, 2020. "Investor ambiguity, systemic banking risk and economic activity: The case of too-big-to-fail," Journal of Corporate Finance, Elsevier, vol. 62(C).
    12. Camelia Minoiu & Andrés Schneider & Min Wei, 2023. "Why Does the Yield Curve Predict GDP Growth? The Role of Banks," FRB Atlanta Working Paper 2023-14, Federal Reserve Bank of Atlanta.
    13. Gong Cheng & Dirk Mevis, 2019. "What happened to profitability? Shocks, challenges and perspectives for euro area banks," The European Journal of Finance, Taylor & Francis Journals, vol. 25(1), pages 54-78, January.
    14. Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Thorsten BeckManaging Editor, 2018. "Monetary policy and bank profitability in a low interest rate environment," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 33(96), pages 531-586.
    15. Nimrod Segev & Sigal Ribon & Michael Kahn & Jakob De Haan, 2021. "Low Interest Rates and Banks' Interest Margins: Does Deposit Market Concentration Matter?," Bank of Israel Working Papers 2021.16, Bank of Israel.
    16. Paula Cruz-García & Juan Fernández de Guevara & Joaquín Maudos, 2019. "Determinants of bank’s interest margin in the aftermath of the crisis: the effect of interest rates and the yield curve slope," Empirical Economics, Springer, vol. 56(1), pages 341-365, January.
    17. Guohua Feng & Chuan Wang, 2021. "Determinants of profitability of community banks in the USA: a cost-frontier-based decomposition approach," Empirical Economics, Springer, vol. 60(6), pages 2969-2992, June.
    18. Junttila, Juha & Perttunen, Jukka & Raatikainen, Juhani, 2021. "Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks," International Review of Financial Analysis, Elsevier, vol. 75(C).
    19. Knott, Samuel & Richardson, Peter & Rismanchi, Katie & Sen, Kallol, 2014. "Financial Stability Paper 31: Understanding the fair value of banks’ loans," Bank of England Financial Stability Papers 31, Bank of England.
    20. Martinez-Miera, David & Repullo, Rafael, 2019. "Monetary policy, macroprudential policy, and financial stability," Working Paper Series 2297, European Central Bank.
    21. Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023. "The Reversal Interest Rate," American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
    22. Lathaporn Ratanavararak & Nasha Ananchotikul, 2018. "Bank Profitability and Risk-Taking in a Low Interest Rate Environment: The Case of Thailand," PIER Discussion Papers 89, Puey Ungphakorn Institute for Economic Research.
    23. Nguyen, Thai Vu Hong & Pham, Tra Thi Thu & Nguyen, Canh Phuc & Nguyen, Thanh Cong & Nguyen, Binh Thanh, 2020. "Excess liquidity and net interest margins: Evidence from Vietnamese banks," Journal of Economics and Business, Elsevier, vol. 110(C).
    24. Joyce, Michael & Spaltro, Marco, 2014. "Quantitative easing and bank lending: a panel data approach," Bank of England working papers 504, Bank of England.
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    26. Claudio Borio & Boris Hofmann, 2017. "Is monetary policy less effective when interest rates are persistently low?," BIS Working Papers 628, Bank for International Settlements.
    27. Molyneux, Philip & Reghezza, Alessio & Xie, Ru, 2019. "Bank margins and profits in a world of negative rates," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
    28. Belloni, Marco & Grodzicki, Maciej & Jarmuzek, Mariusz, 2023. "Why European banks adjust their dividend payouts?," Working Paper Series 2765, European Central Bank.
    29. Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017. "Monetary policy and bank risk-taking: Evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 31(C), pages 116-140.
    30. Killins, Robert N. & Egly, Peter V. & Batabyal, Sourav, 2021. "The impact of the yield curve on bank equity returns: Evidence from Canada," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 319-329.
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    33. Melanie Klein, 2020. "Implications of negative interest rates for the net interest margin and lending of euro area banks," BIS Working Papers 848, Bank for International Settlements.
    34. Matthias Neuenkirch & Matthias Nöckel, 2017. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2017-02, University of Trier, Department of Economics.
    35. Michael R. Roberts & Michael Schwert, 2020. "Interest Rates and the Design of Financial Contracts," NBER Working Papers 27195, National Bureau of Economic Research, Inc.
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    37. Valter di Giacinto & Giacinto Micucci, 2014. "Hedonic value of Italian tourism supply: comparing environmental and cultural attractiveness," Temi di discussione (Economic working papers) 975, Bank of Italy, Economic Research and International Relations Area.
    38. Kabundi, Alain & De Simone, Francisco Nadal, 2022. "Euro area banking and monetary policy shocks in the QE era," Journal of Financial Stability, Elsevier, vol. 63(C).
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    40. Emanuel Kohlscheen & Andrés Murcia Pabón & Juan Contreras, 2018. "Determinants of bank profitability in emerging markets," BIS Working Papers 686, Bank for International Settlements.
    41. Alessio Ciarlone & Valeria Miceli, 2014. "Are Sovereign Wealth Funds contrarian investors?," Temi di discussione (Economic working papers) 972, Bank of Italy, Economic Research and International Relations Area.
    42. Said Jaouadi & Ilhem Zorgui, 2014. "Exploring Effectiveness and Efficiency of Banks in Switzerland," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(4), pages 313-325, April.
    43. Ms. Enrica Detragiache & Mr. Thierry Tressel & Ms. Rima A Turk, 2018. "Where Have All the Profits Gone? European Bank Profitability Over the Financial Cycle," IMF Working Papers 2018/099, International Monetary Fund.
    44. Kabundi, Alain & De Simone, Francisco Nadal, 2020. "Monetary policy and systemic risk-taking in the euro area banking sector," Economic Modelling, Elsevier, vol. 91(C), pages 736-758.
    45. Qianying Chen & Mitsuru Katagiri & Jay Surti, 2018. "Banking in a Steady State of Low Growth and Interest Rates," IMF Working Papers 2018/192, International Monetary Fund.
    46. Gabriel Zsurkis, 2022. "Determinants of cost of equity for listed euro area banks," Working Papers w202209, Banco de Portugal, Economics and Research Department.
    47. Ramona Busch & Christoph Memmel, 2016. "Quantifying the components of the banks’ net interest margin," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 371-396, November.
    48. Giampaolo Bonomi & Ali Uppal, 2023. "Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets," Papers 2305.08958, arXiv.org.
    49. Pierluigi Bologna, 2017. "Banks’ maturity transformation: risk, reward, and policy," Temi di discussione (Economic working papers) 1159, Bank of Italy, Economic Research and International Relations Area.
    50. Anthony Brassil & Jon Cheshire & Joseph Muscatello, 2018. "The Transmission of Monetary Policy through Banks' Balance Sheets," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
    51. Dutra, Tiago M. & Teixeira, João C.A. & Dias, José Carlos, 2023. "Banking regulation and banks’ risk-taking behavior: The role of investors’ protection," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 124-148.
    52. Junttila, Juha & Nguyen, Vo Cao Sang, 2022. "Impacts of sovereign risk premium on bank profitability: Evidence from euro area," International Review of Financial Analysis, Elsevier, vol. 81(C).
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    56. Burrows, Oliver & Learmonth, David & McKeown, Jack, 2012. "Financial Stability Paper No 17: RAMSI: a top-down stress-testing model," Bank of England Financial Stability Papers 17, Bank of England.
    57. Andreas Jobst & Ms. Huidan Huidan Lin, 2016. "Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area," IMF Working Papers 2016/172, International Monetary Fund.
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    59. Katharina Allinger & Julia Wörz, 2020. "The sensitivity of banks’ net interest margins to interest rate conditions in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/20, pages 51-70.
    60. Philip Molyneux & Alessio Reghezza & Ru Xie, 2018. "Bank Profits and Margins in a World of Negative Rates," Working Papers 18001, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    61. Orzechowski, Paul E., 2017. "Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking," Review of Financial Economics, Elsevier, vol. 33(C), pages 55-63.
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    63. Altavilla, Carlo & Canova, Fabio & Ciccarelli, Matteo, 2020. "Mending the broken link: Heterogeneous bank lending rates and monetary policy pass-through," Journal of Monetary Economics, Elsevier, vol. 110(C), pages 81-98.
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    65. Salvatore Perdichizzi, 2017. "The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns," DISCE - Working Papers del Dipartimento di Economia e Finanza def059, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    66. Ramona Busch & Helge C. N. Littke & Christoph Memmel & Simon Niederauer, 2022. "German banks’ behavior in the low interest rate environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 267-296, September.
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    79. Simona Malovana & Jan Frait, 2016. "Monetary Policy and Macroprudential Policy: Rivals or Teammates?," Working Papers IES 2016/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
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    98. Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona, 2020. "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," Journal of Banking & Finance, Elsevier, vol. 120(C).
    99. Mr. Andrea Pescatori & Mr. Juan Sole, 2016. "Credit, Securitization and Monetary Policy: Watch Out for Unintended Consequences," IMF Working Papers 2016/076, International Monetary Fund.
    100. López-Penabad, Maria Celia & Iglesias-Casal, Ana & Silva Neto, José Fernando, 2022. "Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks," Research in International Business and Finance, Elsevier, vol. 60(C).
    101. Sá, Ana Isabel & Jorge, José, 2019. "Does the deposits channel work under a low interest rate environment?," Economics Letters, Elsevier, vol. 185(C).
    102. Raymond Kim, 2021. "Disproportionate costs of uncertainty: Small bank hedging and Dodd‐Frank," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(5), pages 686-709, May.
    103. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    104. Wang, Ling, 2023. "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 347-364.

  11. Behar, Alberto & Manners, Phil & Nelson, Benjamin, 2011. "Exports and international logistics," Policy Research Working Paper Series 5691, The World Bank.

    Cited by:

    1. Alberto Behar & Benjamin D. Nelson, 2009. "Trade Flows, Multilateral Resistance and Firm Heterogeneity," Economics Series Working Papers 440, University of Oxford, Department of Economics.
    2. de Sá Porto,Paulo C. & Canuto,Otaviano & Morini,Cristiano, 2015. "The impacts of trade facilitation measures on international trade flows," Policy Research Working Paper Series 7367, The World Bank.
    3. Saslavsky, Daniel & Shepherd, Ben, 2012. "Facilitating international production networks : the role of trade logistics," Policy Research Working Paper Series 6224, The World Bank.
    4. Behar, Alberto & Criville, Laia Cirera i, 2011. "Does it matter who you sign with ? comparing the impacts of north-south and south-south trade agreements on bilateral trade," Policy Research Working Paper Series 5626, The World Bank.
    5. Ting Ding & Wenzhong Zhu & Ming Zhao, 2022. "Does Cross-Border Logistics Performance Contribute to Export Competitiveness? Evidence from China Based on the Iceberg Transport Cost Model," Sustainability, MDPI, vol. 15(1), pages 1-17, December.
    6. Dilay Çelebi, 2019. "The role of logistics performance in promoting trade," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 21(3), pages 307-323, September.
    7. Mendoza Alcantara,Alejandra & Fernandes,Ana Margarida & Hillberry,Russell Henry & Mendoza Alcantara,Alejandra & Fernandes,Ana Margarida & Hillberry,Russell Henry, 2015. "Understanding the operations of freight forwarders : evidence from Serbia," Policy Research Working Paper Series 7311, The World Bank.
    8. Sénquiz-Díaz Cynthia, 2021. "Transport Infrastructure Quality and Logistics Performance in Exports," Economics, Sciendo, vol. 9(1), pages 107-124, June.
    9. Murat Genç & David Law, 2014. "A Gravity Model of Barriers to Trade in New Zealand," Treasury Working Paper Series 14/05, New Zealand Treasury.
    10. del Rosal, Ignacio & Moura, Ticiana Grecco Zanon, 2022. "The effect of shipping connectivity on seaborne containerised export flows," Transport Policy, Elsevier, vol. 118(C), pages 143-151.

  12. Alberto Behar & Benjamin D. Nelson, 2009. "Trade Flows, Multilateral Resistance and Firm Heterogeneity," Economics Series Working Papers 440, University of Oxford, Department of Economics.

    Cited by:

    1. Gabriel J. Felbermayr & Jasmin Katrin Gröschl & Benedikt Heid, 2020. "Quantifying the Supply and Demand Effects of Natural Disasters Using Monthly Trade Data," CESifo Working Paper Series 8798, CESifo.
    2. Getachew Magnar Kitila & Fuzhong Chen, 2021. "Multilateral Trade Resistance, International Competitiveness and African International Exports: A Network Perspective," International Journal of Science and Business, IJSAB International, vol. 5(10), pages 111-126.
    3. Antoine Gervais, 2018. "Estimating the impact of country‐level policy restrictions on services trade," Review of International Economics, Wiley Blackwell, vol. 26(4), pages 743-767, September.
    4. Avogadro, Nicolò & Pels, Eric & Redondi, Renato, 2023. "Policy impacts on the propensity to travel by HSR in the Amsterdam – London market," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).
    5. Prehn, Sören & Brümmer, Bernhard & Thompson, Stanley R., 2010. "Payment decoupling and the intra-European calf trade," DARE Discussion Papers 1008, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    6. Steven Husted & Shuichiro Nishioka, 2015. "Productivity growth and new market entry," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 151(4), pages 687-712, November.
    7. Paniagua, Jordi & Figueiredo, Erik & Sapena, Juan, 2015. "Quantile regression for the FDI gravity equation," Journal of Business Research, Elsevier, vol. 68(7), pages 1512-1518.
    8. Natalia Drzewoszewska, 2014. "Searching for the Appropriate Measure of Multilateral Trade-Resistance Terms in the Gravity Model of Bilateral Trade Flows," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 29-49.
    9. Crozet, Matthieu & Milet, Emmanuel & Mirza, Daniel, 2016. "The impact of domestic regulations on international trade in services: Evidence from firm-level data," Journal of Comparative Economics, Elsevier, vol. 44(3), pages 585-607.
    10. Rosmaiza A. Ghani & Michael P. Cameron & William Cochrane & Matthew Roskruge, 2019. "A Gravity Model Estimation of the Bi-Directional Relationship between International Trade and Migration," Working Papers in Economics 19/02, University of Waikato.
    11. Juliana Araujo & Povilas Lastauskas & Chris Papageorgiou, 2016. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Bank of Lithuania Working Paper Series 37, Bank of Lithuania.
    12. Joachim Wagner, 2017. "Distance-sensitivity of German exports: first evidence from firm-product level data," Applied Economics Letters, Taylor & Francis Journals, vol. 24(3), pages 140-142, February.
    13. Alberto Behar & Philip Manners & Benjamin D. Nelson, 2013. "Exports and International Logistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 855-886, December.
    14. Ayman El Dahrawy Sánchez-Albornoz & Jacopo Timini, 2020. "Trade Agreements and Latin American trade (creation and diversion) and welfare," Working Papers 2009, Banco de España.
    15. Tamaş Anca, 2020. "Why should the gravity model be taught in business education?," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 14(1), pages 422-433, July.
    16. Ansofino, Anas & Zusmelia, Zubir, 2023. "Global Competitiveness of Trade in the West Coast of Sumatra from the Perspective of the Agglomeration of Economic Approach," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 15(2), June.
    17. Jaimin Lee & Seong-Hoon Cho, 2017. "Free trade agreement and transport service trade," The World Economy, Wiley Blackwell, vol. 40(7), pages 1494-1512, July.
    18. Eugene Bempong-Nyantakyi & Steven Husted & Shuichiro Nishioka, 2014. "Trade Frictions and Market Access of Developing Countries : A Product-Level Empirical Investigation," Working Papers 14-02, Department of Economics, West Virginia University.
    19. Magerman, Glenn & Studnicka, Zuzanna & Van Hove, Jan, 2016. "Distance and border effects in international trade: A comparison of estimation methods," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-31.
    20. Peiró-Palomino, Jesús & Rodríguez-Crespo, Ernesto & Suárez-Varela, Marta, 2022. "Do countries with higher institutional quality transition to cleaner trade?," Ecological Economics, Elsevier, vol. 201(C).
    21. Hayakawa, Kazunobu & Yoshimi, Taiyo, 2016. "Gravity with multiple tariff schemes," IDE Discussion Papers 614, Institute of Developing Economies, Japan External Trade Organization(JETRO).

  13. Alberto Behar & Benjamin D. Nelson & Phil Manners, 2009. "Exports and Logistics," Economics Series Working Papers 439, University of Oxford, Department of Economics.

    Cited by:

    1. Rosa Puertas & Luisa Martí & Leandro García, 2014. "Logistics performance and export competitiveness: European experience," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 467-480, August.
    2. Ducruet, César & Itoh, Hidekazu & Berli, Justin, 2020. "Urban gravity in the global container shipping network," Journal of Transport Geography, Elsevier, vol. 85(C).
    3. Márquez-Ramos, Laura & Martínez-Zarzoso, Inmaculada & Suárez-Burguet, Celestino, 2012. "Trade policy versus trade facilitation: An application using good old OLS," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-38.
    4. Joseph F. Francois & Miriam Manchin, 2007. "Institutions, infrastructure, and trade," Economics working papers 2007-05, Department of Economics, Johannes Kepler University Linz, Austria.
    5. César Ducruet & Hidekazu Itoh & Justin Berli, 2020. "Urban gravity in the global container shipping network," Post-Print halshs-02588449, HAL.
    6. Prehn, Sören & Brümmer, Bernhard & Thompson, Stanley R., 2010. "Payment decoupling and the intra-European calf trade," DARE Discussion Papers 1008, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    7. Portugal-Perez, Alberto & Wilson, John S., 2012. "Export Performance and Trade Facilitation Reform: Hard and Soft Infrastructure," World Development, Elsevier, vol. 40(7), pages 1295-1307.
    8. Nelgen, Signe & Anderson, Kym, 2011. "Projecting agricultural distortions for a 2030 GTAP database," Conference papers 332094, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    9. Soriano, Bárbara & Garrido, Alberto, 2015. "The role of private sector in development: The relation between public-private investment in infrastructure and agricultural exports in developing countries," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, vol. 15(02).
    10. Alberto Behar & Anthony J. Venables, 2011. "Transport Costs and International Trade," Chapters, in: André de Palma & Robin Lindsey & Emile Quinet & Roger Vickerman (ed.), A Handbook of Transport Economics, chapter 5, Edward Elgar Publishing.
    11. Yasir Khan & Taimoor Hassan & Cai Shukai & Hana Oubaih & Muhammad Nisar Khan & Jawed Kootwal & Ubaid Ur Rahman Rehimi, 2022. "The nexus between infrastructure development, economic growth, foreign direct investment, and trade: an empirical investigation from China’s regional trade data," SN Business & Economics, Springer, vol. 2(7), pages 1-31, July.
    12. Osman, Rehab Osman Mohamed, 2012. "The EU Economic Partnership Agreements with Southern Africa: a computable general equilibrium analysis," Economics PhD Theses 0412, Department of Economics, University of Sussex Business School.
    13. Thomas Orliac, 2012. "The economics of trade facilitation [L'économie de la facilitation des échanges]," SciencePo Working papers Main tel-03681980, HAL.
    14. Park, Soonchan, 2020. "Quality of transport infrastructure and logistics as source of comparative advantage," Transport Policy, Elsevier, vol. 99(C), pages 54-62.

Articles

  1. Angus Foulis & Benjamin Nelson & Misa Tanaka, 2019. "Credit Traps and Macroprudential Leverage," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1963-1998, October.

    Cited by:

    1. Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2021. "Capital requirements, risk-taking and welfare in a growing economy," Journal of Regulatory Economics, Springer, vol. 60(2), pages 167-192, December.
    2. Yin Germaschewski, 2022. "House price, credit supply, and government policy in China," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 971-1026, May.

  2. Benjamin Nelson & Gabor Pinter & Konstantinos Theodoridis, 2018. "Do contractionary monetary policy shocks expand shadow banking?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 198-211, March.
    See citations under working paper version above.
  3. Roland Meeks & Benjamin Nelson & Piergiorgio Alessandri, 2017. "Shadow Banks and Macroeconomic Instability," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(7), pages 1483-1516, October.
    See citations under working paper version above.
  4. Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2015. "Reputation, risk-taking, and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 428-439.
    See citations under working paper version above.
  5. David Aikman & Andrew G. Haldane & Benjamin D. Nelson, 2015. "Curbing the Credit Cycle," Economic Journal, Royal Economic Society, vol. 125(585), pages 1072-1109, June.

    Cited by:

    1. Pfeifer, Lukáš & Hodula, Martin, 2021. "A profit-to-provisioning approach to setting the countercyclical capital buffer," Economic Systems, Elsevier, vol. 45(1).
    2. Rünstler, Gerhard & Vlekke, Marente, 2016. "Business, housing and credit cycles," Working Paper Series 1915, European Central Bank.
    3. Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank.
    4. Barrell, Ray & Karim, Dilly & Macchiarelli, Corrado, 2017. "Towards an understanding of credit cycles: do all credit booms cause crises?," LSE Research Online Documents on Economics 118943, London School of Economics and Political Science, LSE Library.
    5. Agénor, Pierre-Richard & Flamini, Alessandro, 2022. "Institutional mandates for macroeconomic and financial stability," Journal of Financial Stability, Elsevier, vol. 62(C).
    6. Raphaël Cardot-Martin & Fabien Labondance & Catherine Refait-Alexandre, 2022. "Capital ratios and banking crises in the European Union," International Economics, CEPII research center, issue 172, pages 389-402.
    7. Aikman, David & Nelson, Benjamin & Tanaka, Misa, 2015. "Reputation, risk-taking, and macroprudential policy," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 428-439.
    8. Anne-Marie Rieu-Foucault, 2018. "Bilan sur le consensus de Jackson Hole," Working Papers hal-04141678, HAL.
    9. Chen, Nan-Kuang & Cheng, Han-Liang, 2020. "A Study of Financial Cycles and the Macroeconomy in Taiwan," MPRA Paper 101296, University Library of Munich, Germany.
    10. Ibáñez-Hernández, Francisco J. & Peña-Cerezo, Miguel A. & Araujo-de-la-Mata, Andrés, 2019. "Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications," Finance Research Letters, Elsevier, vol. 30(C), pages 271-275.
    11. Galati, Gabriele & Hindrayanto, Irma & Koopman, Siem Jan & Vlekke, Marente, 2016. "Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area," Economics Letters, Elsevier, vol. 145(C), pages 83-87.
    12. Solomon Y. Deku & Alper Kara & Artur Semeyutin, 2021. "The predictive strength of MBS yield spreads during asset bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 111-142, January.
    13. Miles, David & Yang, Jing & Marcheggiano, Gilberto, 2011. "Optimal Bank Capital," Discussion Papers 31, Monetary Policy Committee Unit, Bank of England.
    14. Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
    15. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
    16. Chenet, Hugues & Ryan-Collins, Josh & van Lerven, Frank, 2021. "Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy," Ecological Economics, Elsevier, vol. 183(C).
    17. Silvia Merler, 2015. "Squaring the cycle- capital flows, financial cycles, and macro-prudential policy in the euro area," Working Papers 11000, Bruegel.
    18. Hiebert, Paul & Peltonen, Tuomas A. & Schüler, Yves S., 2015. "Characterising the financial cycle: a multivariate and time-varying approach," Working Paper Series 1846, European Central Bank.
    19. Aiyar, Shekhar & Calomiris, Charles & Wieladek, Tomasz, 2014. "How does credit supply respond to monetary policy and bank minimum capital requirements?," Bank of England working papers 508, Bank of England.
    20. Montagnoli, Alberto & Mouratidis, Konstantinos & Whyte, Kemar, 2021. "Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy," Journal of International Money and Finance, Elsevier, vol. 110(C).
    21. Mikael Juselius & Anton Korinek & Mathias Drehmann, 2017. "Debt Service: The Painful Legacy of Credit Booms," 2017 Meeting Papers 1258, Society for Economic Dynamics.
    22. Claudio Borio, 2017. "Secular stagnation or financial cycle drag?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(2), pages 87-98, April.
    23. Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2019. "The Cost of Banking Crises: Does the Policy Framework Matter?," Working papers 712, Banque de France.
    24. Taylor, Alan M., 2015. "Credit, Financial Stability, and the Macroeconomy," CEPR Discussion Papers 10511, C.E.P.R. Discussion Papers.
    25. Kashif Abbass & Abdul Aziz Khan Niazi & Abdul Basit & Tehmina Fiaz Qazi & Huaming Song & Halima Begum, 2021. "Uncovering Effects of Hot Potatoes in Banking System: Arresting Die-Hard Issues," SAGE Open, , vol. 11(4), pages 21582440211, December.
    26. Franz Alonso Hamann Salcedo & Rafael Hernández & Luisa Fernanda Silva EScobar & Fernando Tenjo Galarza, 2013. "Credit Pro-cyclicality and Bank Balance Sheet in Colombia," Borradores de Economia 762, Banco de la Republica de Colombia.
    27. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    28. Anne-Marie Rieu-Foucault, 2017. "Comparer les mesures non conventionnelles de la FED et de la BCE : ce que disent les bilans des banques centrales," Working Papers hal-04141665, HAL.
    29. William Miles, 2023. "Regional house price co-movement in the USA: the medium cycle is not the business cycle," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 71(2), pages 437-462, October.
    30. Harimohan, Rashmi & Nelson, Benjamin, 2014. "How might macroprudential capital policy affect credit conditions?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(3), pages 287-303.
    31. Cesa-Bianchi, Ambrogio & Martin, Fernando Eguren & Thwaites, Gregory, 2017. "Foreign booms, domestic busts: The global dimension of banking crises," LSE Research Online Documents on Economics 86166, London School of Economics and Political Science, LSE Library.
    32. Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2021. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
    33. Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Working Papers 02/2021, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    34. Claudio Borio & Piti Disyatat & Mikael Juselius, 2014. "A parsimonious approach to incorporating economic information in measures of potential output," BIS Working Papers 442, Bank for International Settlements.
    35. Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2014. "The Great Mortgaging: Housing Finance, Crises, and Business Cycles," Working Paper Series 2014-23, Federal Reserve Bank of San Francisco.
    36. Christoph Basten & Catherine Koch, 2014. "Higher bank capital requirements and mortgage pricing: evidence from the Counter-Cyclical Capital Buffer," ECON - Working Papers 169, Department of Economics - University of Zurich.
    37. Harri Kemp, 2014. "Measuring potential output for the South African economy: Embedding information about the financial cycle," Working Papers 03/2014, Stellenbosch University, Department of Economics.
    38. Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017. "Rethinking potential output: embedding information about the financial cycle," Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
    39. Müller, Karsten, 2019. "Electoral cycles in macroprudential regulation," ESRB Working Paper Series 106, European Systemic Risk Board.
    40. Meller, Barbara & Metiu, Norbert, 2017. "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 98-111.
    41. Amat Adarov, 2022. "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
    42. Matthias Thiemann & Bart Stellinga, 2023. "Between technocracy and politics: How financial stability committees shape precautionary interventions in real estate markets," Regulation & Governance, John Wiley & Sons, vol. 17(2), pages 531-548, April.
    43. Pfeifer, Lukáš & Hodula, Martin, 2018. "A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example," ESRB Working Paper Series 82, European Systemic Risk Board.
    44. Mariarosaria Comunale & Francesco Paolo Mongelli, 2020. "Who did it? A European Detective Story Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool," CEIS Research Paper 481, Tor Vergata University, CEIS, revised 11 May 2020.
    45. Martinez-Miera, David & Repullo, Rafael, 2019. "Monetary policy, macroprudential policy, and financial stability," Working Paper Series 2297, European Central Bank.
    46. Eyno Rots, 2018. "Business, Housing, and Credit Cycles – The Case of Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 5-22.
    47. Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
    48. Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018. "Financial cycles in euro area economies: A cross-country perspective," Discussion Papers 04/2018, Deutsche Bundesbank.
    49. Shekhar Aiyar & Charles W. Calomiris & Tomasz Wieladek, 2012. "Does Macro-Pru Leak? Evidence from a UK Policy Experiment," NBER Working Papers 17822, National Bureau of Economic Research, Inc.
    50. Clément Mathonnat & Alexandru Minea, 2018. "Financial development and the occurrence of banking crises," Post-Print hal-03557831, HAL.
    51. Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020. "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, vol. 11.
    52. Wieslawa Przybylska-Kapuscinska, 2012. "Challenges of monetary policy during crisis," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 10(3), pages 61-80, September.
    53. Pagan, Adrian & Robinson, Tim, 2014. "Methods for assessing the impact of financial effects on business cycles in macroeconometric models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 94-106.
    54. Claudio Borio & Mathias Drehmann & Dora Xia, 2018. "The financial cycle and recession risk," BIS Quarterly Review, Bank for International Settlements, December.
    55. Mihály Tamás Borsi, 2016. "Fiscal multipliers across the credit cycle," Working Papers 1618, Banco de España.
    56. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020. "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers 2012.14693, arXiv.org.
    57. Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The intertwining of credit and banking fragility," SciencePo Working papers Main hal-02894259, HAL.
    58. Franz Hamann & Rafael Hernández & Luisa Silva & Fernando Tenjo G., 2014. "Leverage Pro-cyclicality and Bank Balance Sheet in Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(73), pages 50-76, July.
    59. Mariarosaria Comunale, 2017. "Synchronicity of real and financial cycles and structural characteristics in EU countries," Bank of Lithuania Occasional Paper Series 15, Bank of Lithuania.
    60. Mathias Drehmann & Kostas Tsatsaronis, 2014. "The credit-to-GDP gap and countercyclical capital buffers: questions and answers," BIS Quarterly Review, Bank for International Settlements, March.
    61. Deng, Chuang & Zhao, Xiuyi & Xu, Man, 2022. "Financial cycle and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 47(PA).
    62. Agénor, Pierre-Richard & Jackson, Timothy & Jia, Pengfei, 2021. "Macroprudential policy coordination in a currency union," European Economic Review, Elsevier, vol. 137(C).
    63. Mérő, Bence & Borsos, András & Hosszú, Zsuzsanna & Oláh, Zsolt & Vágó, Nikolett, 2023. "A high-resolution, data-driven agent-based model of the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
    64. Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.
    65. Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2019. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 541-569, September.
    66. Mehdi El Herradi & Aurélien Leroy, 2022. "The rich, poor, and middle class: Banking crises and income distribution," Post-Print hal-03770620, HAL.
    67. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
    68. José Pedro Bastos Neves & Willi Semmler, 2022. "Credit, output and financial stress: A non‐linear LVSTAR application to Brazil," Metroeconomica, Wiley Blackwell, vol. 73(3), pages 900-923, July.
    69. Aizenman, Joshua & Pinto, Brian & Sushko, Vladyslav, 2012. "Financial Sector Ups and Downs and the Real Sector: Up by the Stairs and Down by the Parachute," Santa Cruz Department of Economics, Working Paper Series qt81p0j667, Department of Economics, UC Santa Cruz.
    70. Jan Frait & Simona Malovana & Vladimir Tomsik, 2015. "The Interaction of Monetary and Macroprudential Policies in the Pursuit of the Central Bank's Primary Objectives," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2014/2015, chapter 0, pages 110-120, Czech National Bank.
    71. Tino Berger & Julia Richter & Benjamin Wong, 2020. "Financial factors and the business cycle," CAMA Working Papers 2020-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    72. Esti Kemp & Rene van Stralen & Alexandros Vardoulakis & Peter J. Wierts, 2018. "The Non-Bank Credit Cycle," Finance and Economics Discussion Series 2018-076, Board of Governors of the Federal Reserve System (U.S.).
    73. Pierre-Richard Agénor & L. Pereira da Silva, 2015. "Cyclically Adjusted Provisions and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 216, Economics, The University of Manchester.
    74. Can Xu & Jan Jacobs & Jakob de Haan, 2021. "Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries," CESifo Working Paper Series 9123, CESifo.
    75. Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
    76. Schüler, Yves S., 2018. "On the cyclical properties of Hamilton's regression filter," Discussion Papers 03/2018, Deutsche Bundesbank.
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    129. Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
    130. David Gray, 2019. "Medium-term cycles and housing: Is regional integration different?," Urban Studies, Urban Studies Journal Limited, vol. 56(9), pages 1786-1800, July.
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    134. Adarov, Amat, 2021. "Dynamic interactions between financial cycles, business cycles and macroeconomic imbalances: A panel VAR analysis," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 434-451.
    135. Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016. "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, vol. 14(1), pages 153-170, June.
    136. Omar Chafik, 2020. "The amplifier/divider mechanism of the financial cycle," International Economics and Economic Policy, Springer, vol. 17(2), pages 363-380, May.
    137. Javier Gutiérrez Rueda & Angela González Arbeláez & Dairo Estrada, 2010. "Un análisis del exceso de capital de los bancos comerciales en Colombia," Temas de Estabilidad Financiera 052, Banco de la Republica de Colombia.
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    139. Xin Tian & Jan Jacobs & Jakob de Haan, 2022. "Alternative Measures for the Global Financial Cycle: Do They Make a Difference?," CESifo Working Paper Series 9730, CESifo.
    140. Moritz Schularick & Alan Taylor & Oscar Jorda, 2016. "The Great Mortgaging," 2016 Meeting Papers 185, Society for Economic Dynamics.
    141. Yan, Chuanpeng & Huang, Kevin X.D., 2020. "Financial cycle and business cycle: An empirical analysis based on the data from the U.S," Economic Modelling, Elsevier, vol. 93(C), pages 693-701.
    142. Kauko, Karlo & Tölö, Eero, 2019. "On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor," Bank of Finland Research Discussion Papers 6/2019, Bank of Finland.
    143. Martin Mandel & Vladimír Tomšík, 2015. "Dynamika a rovnováha úspor, investic a úvěru v hospodářském cyklu: příklad České republiky [Dynamics and Balance of Savings, Investments, and Credits in Business Cycle: The Case of the Czech Republ," Politická ekonomie, Prague University of Economics and Business, vol. 2015(1), pages 32-56.
    144. Rünstler, Gerhard & Bräuer, Leonie, 2020. "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series 2421, European Central Bank.
    145. Simona Malovana & Jan Frait, 2016. "Monetary Policy and Macroprudential Policy: Rivals or Teammates?," Working Papers IES 2016/19, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
    146. CHAFIK, Omar, 2018. "Financial cycle and conduct of monetary policy: The amplifier/divider theory," MPRA Paper 89170, University Library of Munich, Germany.
    147. Baker, Andrew, 2015. "The bankers’ paradox: the political economy of macroprudential regulation," LSE Research Online Documents on Economics 61998, London School of Economics and Political Science, LSE Library.
    148. Engelbert Stockhammer & Andre Novas Otero, 2023. "A tale of housing cycles and fiscal policy, not competitiveness. Growth drivers in Southern Europe," New Political Economy, Taylor & Francis Journals, vol. 28(3), pages 483-505, May.
    149. Kick, Thomas & Pausch, Thilo & Ruprecht, Benedikt, 2015. "The winner's curse: Evidence on the danger of aggressive credit growth in banking," Discussion Papers 32/2015, Deutsche Bundesbank.
    150. Malgorzata Porada - Rochon, 2020. "The Length of Financial Cycle and its Impact on Business Cycle in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1278-1290.
    151. Niţoi, Mihai & Clichici, Dorina & Moagăr-Poladian, Simona, 2019. "The effects of prudential policies on bank leverage and insolvency risk in Central and Eastern Europe," Economic Modelling, Elsevier, vol. 81(C), pages 148-160.
    152. Kurowski, Łukasz & Rogowicz, Karol, 2018. "Are business and credit cycles synchronised internally or externally?," Economic Modelling, Elsevier, vol. 74(C), pages 124-141.
    153. Octavio Fernández-Amador & Martin Gächter & Friedrich Sindermann, 2016. "Finance-augmented business cycles: A robustness check," Economics Bulletin, AccessEcon, vol. 36(1), pages 132-144.
    154. Mariarosaria Comunale & Francesco Paolo Mongelli, 2021. "Tracking growth in the euro area subject to a dimensionality problem," Applied Economics, Taylor & Francis Journals, vol. 53(57), pages 6611-6625, December.
    155. Bekiros, Stelios & Nilavongse, Rachatar & Uddin, Gazi Salah, 2020. "Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies," Journal of Financial Stability, Elsevier, vol. 49(C).
    156. Bjarni G. Einarsson & Kristófer Gunnlaugsson & Thorvardur Tjörvi Ólafsson & Thórarinn G. Pétursson, 2015. "The long history of financial boom-bust cycles in Iceland - Part I: Financial crises," Economics wp68, Department of Economics, Central bank of Iceland.
    157. Amat Adarov, 2023. "Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 551-583, May.
    158. Engelbert Stockhammer & Robert Calvert Jump & Karsten Kohler & Julian Cavallero, 2018. "Short and medium term financial-real cycles: An empirical assessment," FMM Working Paper 29-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    159. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
    160. Mandler, Martin & Scharnagl, Michael, 2019. "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers 22/2019, Deutsche Bundesbank.
    161. Brian Micallef, 2016. "Property price misalignment with fundamentals in Malta," CBM Working Papers WP/03/2016, Central Bank of Malta.
    162. Miklós Antal & Jeroen C.J.M. van den Bergh, 2014. "Macroeconomics, Financial Crisis and the Environment. Strategies for a Sustainability Transition," WIFO Working Papers 464, WIFO.
    163. Samarina, Anna & Zhang, Lu & Bezemer, Dirk, 2017. "Credit cycle coherence in the eurozone: Was there a euro effect?," Journal of International Money and Finance, Elsevier, vol. 77(C), pages 77-98.
    164. Mariarosaria Comunale, 2020. "New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 617-641, October.
    165. Engelbert Stockhammer & Giorgos Gouzoulis & Rob Calvert Jump, 2019. "Debt-driven business cycles in historical perspective: The cases of the USA (1889-2015) and UK (1882-2010)," Working Papers PKWP1907, Post Keynesian Economics Society (PKES).
    166. Martha López & Fernando Tenjo & Hector Zárate, 2014. "Credit Cycles, Credit Risk and Countercyclical Loan Provisions," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 32(74), pages 9-17, June.
    167. Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac, 2015. "In the Quest of Measuring the Financial Cycle," Working Papers 2015/05, Czech National Bank.
    168. Samuel Guérineau & Florian Leon, 2018. "Information sharing, credit booms and financial stability: Do developing economies differ from advanced countries?," Post-Print hal-02009188, HAL.
    169. Hodula, Martin & Pfeifer, Lukáš & Janků, Jan, 2022. "The effect of structural risks on financial downturns," ESRB Working Paper Series 138, European Systemic Risk Board.
    170. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
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    172. Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
    173. Bailey, Andrew & Breeden, Sarah & Stevens, Gregory, 2012. "The Prudential Regulation Authority," Bank of England Quarterly Bulletin, Bank of England, vol. 52(4), pages 354-362.
    174. Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
    175. Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(3), pages 169-186, September.
    176. Tsionas, Mike G. & Mamatzakis, Emmanuel & Ongena, Steven, 2020. "Does risk aversion affect bank output loss? The case of the Eurozone," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1127-1145.
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    178. Greg Farrell & Esti Kemp, 2020. "Measuring the Financial Cycle in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(2), pages 123-144, June.
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    180. Voutilainen, Ville, 2017. "Wavelet decomposition of the financial cycle: An early warning system for financial tsunamis," Bank of Finland Research Discussion Papers 11/2017, Bank of Finland.
    181. Carlos D. Ramirez, 2021. "The real effects of liquidity: Puerto Rico as a natural experiment," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1172-1191, July.
    182. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
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  6. Piergiorgio Alessandri & Benjamin D. Nelson, 2015. "Simple Banking: Profitability and the Yield Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 143-175, February.
    See citations under working paper version above.
  7. Harimohan, Rashmi & Nelson, Benjamin, 2014. "How might macroprudential capital policy affect credit conditions?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(3), pages 287-303.

    Cited by:

    1. Burgess, Stephen & Burrows, Oliver & Godin, Antoine & Kinsella, Stephen & Millard, Stephen, 2016. "A dynamic model of financial balances for the United Kingdom," Bank of England working papers 614, Bank of England.
    2. Ćehajić, Aida & Košak, Marko, 2021. "Macroprudential measures and developments in bank funding costs," International Review of Financial Analysis, Elsevier, vol. 78(C).
    3. Shakir, Tamarah & Tong, Matthew, 2014. "The interaction of the FPC and the MPC," Bank of England Quarterly Bulletin, Bank of England, vol. 54(4), pages 396-408.
    4. Cloyne, James & Thomas, Ryland & Tuckett, Alex & Wills, Samuel, 2015. "A sectoral framework for analyzing money, credit and unconventional monetary policy," Bank of England working papers 556, Bank of England.
    5. Beau, Emily & Hill, John & Hussain, Tanveer & Nixon, Dan, 2014. "Bank funding costs: what are they, what determines them and why do they matter?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(4), pages 370-384.
    6. Adam Cagliarini & Fiona Price, 2017. "Exploring the Link between the Macroeconomic and Financial Cycles," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
    7. Harimohan, Rashmi & McLeay, Michael & Young, Garry, 2016. "Pass-through of bank funding costs to lending and deposit rates: lessons from the financial crisis," Bank of England working papers 590, Bank of England.

  8. Nelson, Benjamin & Tanaka, Misa, 2014. "Dealing with a banking crisis: what lessons can be learned from Japan’s experience?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(1), pages 36-48.

    Cited by:

    1. Katsurako Sonoda & Nao Sudo, 2016. "Is macroprudential policy instrument blunt?," BIS Working Papers 536, Bank for International Settlements.
    2. Balluck, Kushal & Galiay, Artus & Ferrara, Gerardo & Hogarth, Glenn, 2016. "The small bank failures of the early 1990s: another story of boom and bust," Bank of England Quarterly Bulletin, Bank of England, vol. 56(1), pages 41-51.
    3. Barnett, Alina & Batten, Sandra & Chiu, Adrian & Franklin, Jeremy & Sebastia-Barriel, Maria, 2014. "The UK productivity puzzle," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 114-128.
    4. S. Andryushin A. & V. Kuznetsova V. & С. Андрюшин А. & В. Кузнецова В., 2017. "Процентная политика Банка России в условиях рецессии балансовых счетов // The Bank of Russia Interest-rate Policy in Terms of Balance Accounts Recession," Мир новой экономики // The world of new economy, Финансовый университет при Правительстве Российской Федерации // Financial University under The Governtment оf The Russian Federation, issue 4, pages 114-125.
    5. Tanaka, Misa & Vourdas, John, 2018. "Equity, debt and moral hazard: the optimal structure of banks’ loss absorbing capacity," Bank of England working papers 745, Bank of England.
    6. J. Boeckx & P. Butzen & N. Cordemans & S. Ide, 2015. "Deflation in Japan, Abenomics and lessons for the euro area," Economic Review, National Bank of Belgium, issue i, pages 100-124, June.
    7. Foulis, Angus & Nelson, Benjamin & Tanaka, Misa, 2015. "Bank leverage, credit traps and credit policies," Bank of England working papers 539, Bank of England.
    8. Angus Foulis & Benjamin Nelson & Misa Tanaka, 2019. "Credit Traps and Macroprudential Leverage," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1963-1998, October.

  9. Alberto Behar & Benjamin D. Nelson, 2014. "Trade Flows, Multilateral Resistance, and Firm Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 96(3), pages 538-549, July.
    See citations under working paper version above.
  10. Alberto Behar & Philip Manners & Benjamin D. Nelson, 2013. "Exports and International Logistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 855-886, December.
    See citations under working paper version above.

Chapters

  1. Prasanna Gai & Andrew G Haldane & Sujit Kapadia & Benjamin Nelson, 2013. "Bank Funding and Financial Stability," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.),Liquidity and Funding Markets, Reserve Bank of Australia.

    Cited by:

    1. Krug, Sebastian, 2017. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers 2017-85, Kiel Institute for the World Economy (IfW Kiel).
    2. Harimohan, Rashmi & Nelson, Benjamin, 2014. "How might macroprudential capital policy affect credit conditions?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(3), pages 287-303.
    3. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2016. "Asset encumbrance, bank funding and financial fragility," Discussion Papers 17/2016, Deutsche Bundesbank.
    4. Emilia Garcia-Appendini & Stefano Gatti & Giacomo Nocera, 2022. "Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds," Post-Print hal-04057165, HAL.
    5. Nelson, Benjamin & Tanaka, Misa, 2014. "Dealing with a banking crisis: what lessons can be learned from Japan’s experience?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(1), pages 36-48.
    6. Noss, Joseph & Toffano, Priscilla, 2014. "Estimating the impact of changes in aggregate bank capital requirements during an upswing," Bank of England working papers 494, Bank of England.
    7. Benito, Enrique & Banal-Estanol, Albert & Khametshin, Dmitry, 2017. "Asset encumbrance and bank risk: First evidence from public disclosures in Europe," CEPR Discussion Papers 12168, C.E.P.R. Discussion Papers.
    8. Velauthapillai, Jeyakrishna, 2015. "Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick," EconStor Preprints 116781, ZBW - Leibniz Information Centre for Economics.
    9. Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021. "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series 261, European Central Bank.
    10. Ahnert, Toni & Anand, Kartik & Gai, Prasanna & Chapman, James, 2018. "Asset encumbrance, bank funding and fragility," LSE Research Online Documents on Economics 118919, London School of Economics and Political Science, LSE Library.
    11. Aikman, David & Galesic, Mirta & Gigerenzer, Gerd & Kapadia, Sujit & Katsikopoulos, Konstantinos & Kothiyal, Amit & Murphy, Emma & Neumann, Tobias, 2014. "Financial Stability Paper No 28: Taking uncertainty seriously - simplicity versus complexity in financial regulation," Bank of England Financial Stability Papers 28, Bank of England.
    12. Marcin Jerzy Michalski & Michael Bowe & Olga Kolokolova, 2016. "Systemic risk, interbank market contagion, and the lender of last resort function," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.

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