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Marcella Lucchetta

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.

Working papers

  1. Gianni De Nicolò & Marcella Lucchetta, 2015. "Forecasting Tail Risks," CESifo Working Paper Series 5286, CESifo.

    Cited by:

    1. Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España.
    2. Aaron J. Amburgey & Michael W. McCracken, 2023. "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
    3. Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020. "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
    4. Tihana Skrinjaric & Maja Sabol, 2024. "Easier Said than Done: Predicting Downside Risks to House Prices in Croatia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(1), pages 43-72, March.
    5. Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023. "Reassessing the dependence between economic growth and financial conditions since 1973," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
    6. Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea, 2021. "Nowcasting Tail Risk to Economic Activity at a Weekly Frequency," CEPR Discussion Papers 16496, C.E.P.R. Discussion Papers.
    7. Hafemann, Lucas, 2023. "A house prices at risk approach for the German residential real estate market," Technical Papers 07/2023, Deutsche Bundesbank.
    8. Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    9. Antoine Mandel & Amir Sani, 2017. "A Machine Learning Approach to the Forecast Combination Puzzle," Working Papers halshs-01317974, HAL.
    10. Mr. Ananthakrishnan Prasad & Mr. Selim A Elekdag & Mr. Phakawa Jeasakul & Romain Lafarguette & Mr. Adrian Alter & Alan Xiaochen Feng & Changchun Wang, 2019. "Growth at Risk: Concept and Application in IMF Country Surveillance," IMF Working Papers 2019/036, International Monetary Fund.
    11. Joanna Bruzda, 2020. "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(1), pages 309-336, March.
    12. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021. "Expecting the unexpected: economic growth under stress," Working Papers 202106, University of California at Riverside, Department of Economics.
    13. Wang, Bo & Li, Haoran, 2021. "Downside risk, financial conditions and systemic risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    14. Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers 2307, University of Strathclyde Business School, Department of Economics.
    15. Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
    16. Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Papers 2311.16333, arXiv.org, revised Apr 2024.
    17. Alexey Vasilenko, 2018. "Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach," Bank of Russia Working Paper Series wps30, Bank of Russia.
    18. Jorge E. Galán & María Rodríguez Moreno, 2020. "At-risk measures and financial stability," Revista de Estabilidad Financiera, Banco de España, issue NOV.
    19. Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022. "The global financial cycle and macroeconomic tail risks," Discussion Papers 43/2022, Deutsche Bundesbank.
    20. Antoine Mandel & Amir Sani, 2016. "Learning Time-Varying Forecast Combinations," Documents de travail du Centre d'Economie de la Sorbonne 16036r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2016.
    21. Suarez, Javier, 2022. "Growth-at-risk and macroprudential policy design," Journal of Financial Stability, Elsevier, vol. 60(C).
    22. Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
    23. Viral V. Acharya & Soumya Bhadury & Jay Surti, 2020. "Financial Vulnerability and Risks to Growth in Emerging Markets," NBER Working Papers 27411, National Bureau of Economic Research, Inc.
    24. Efrem Castelnuovo & Lorenzo Mori, 2022. "Uncertainty, Skewness and the Business Cycle - Through the MIDAS Lens," CAMA Working Papers 2022-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    25. Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming, 2022. "Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set," Finance Research Letters, Elsevier, vol. 46(PA).
    26. Daniela Arzu & Marcella Lucchetta & Guido Max Mantovani, 2021. "Catch the Heterogeneity: The New Bank-Tailored Integrated Rating," JRFM, MDPI, vol. 14(7), pages 1-25, July.
    27. Sifat, Imtiaz & Zarei, Alireza & Hosseini, Seyedmehdi & Bouri, Elie, 2022. "Interbank liquidity risk transmission to large emerging markets in crisis periods," International Review of Financial Analysis, Elsevier, vol. 82(C).
    28. Piergiorgio Alessandri & Leonardo Del Vecchio & Arianna Miglietta, 2019. "Financial Conditions and 'Growth at Risk' in Italy," Temi di discussione (Economic working papers) 1242, Bank of Italy, Economic Research and International Relations Area.
    29. Deng, Chuang & Wu, Jian, 2023. "Macroeconomic downside risk and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 54(C).
    30. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021. "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers 202122, University of Pretoria, Department of Economics.
    31. Bruzda, Joanna, 2019. "Quantile smoothing in supply chain and logistics forecasting," International Journal of Production Economics, Elsevier, vol. 208(C), pages 122-139.
    32. Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Working Papers 23-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Nov 2023.
    33. Tihana Škrinjarić, 2023. "Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia," Working Papers 72, The Croatian National Bank, Croatia.
    34. Mikhail Stolbov & Maria Shchepeleva, 2018. "Systemic risk in Europe: deciphering leading measures, common patterns and real effects," Annals of Finance, Springer, vol. 14(1), pages 49-91, February.
    35. Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.

  2. Gianni De Nicolò & Marcella Lucchetta, 2013. "Bank Competition and Financial Stability: A General Equilibrium Exposition," CESifo Working Paper Series 4123, CESifo.

    Cited by:

    1. Gambacorta, Leonardo & Aldasoro, Inaki & Giudici, Paolo & Leach, Thomas, 2020. "Operational and cyber risks in the financial sector," CEPR Discussion Papers 14418, C.E.P.R. Discussion Papers.
    2. Carletti, Elena & Leonello, Agnese, 2016. "Credit market competition and liquidity crises," Working Paper Series 1932, European Central Bank.
    3. Diallo, Boubacar & Al-Mansour, Abdullah, 2017. "Shadow banking, insurance and financial sector stability," Research in International Business and Finance, Elsevier, vol. 42(C), pages 224-232.
    4. Diallo, Boubacar, 2015. "Bank competition and crises revisited: New results," Economics Letters, Elsevier, vol. 129(C), pages 81-86.
    5. Christoph Bertsch & Mike Mariathasan, 2021. "Optimal bank leverage and recapitalization in crowded markets," BIS Working Papers 923, Bank for International Settlements.
    6. Phurichai Rungcharoenkitkul, 2015. "Bank competition and credit booms," BIS Working Papers 488, Bank for International Settlements.

  3. Marcella Lucchetta & Michael Donadelli, 2012. "Emerging Stock Premia: Do Industries Matter?," Working Papers 2012_22, Department of Economics, University of Venice "Ca' Foscari".

    Cited by:

    1. Michael Donadelli, 2013. "On the Dynamics of Industrial Stock Market Excess Returns," Working Papers CASMEF 1301, Dipartimento di Economia e Finanza, LUISS Guido Carli.

  4. De Nicolò, Gianni & Gamba, Andrea & Luccetta, Marcella, 2012. "Capital regulation, liquidity requirements and taxation in a dynamic model of banking," Discussion Papers 10/2012, Deutsche Bundesbank.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
    2. Pozo, Jorge, 2023. "Sectoral credit reallocation: An excessive bank risk-taking explanation," Emerging Markets Review, Elsevier, vol. 54(C).
    3. Andreas Haufler & Ian Wooton, 2016. "Cross-Border Banking in Regulated Markets: Is Financial Integration Desirable?," CESifo Working Paper Series 6150, CESifo.
    4. Lakshmi Balasubramanyan, 2011. "The Impact of Concurrent Capital and Liquidity Requirements," NFI Working Papers 2011-WP-25, Indiana State University, Scott College of Business, Networks Financial Institute.
    5. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    6. Fabian Astic & Agnès Tourin, 2014. "Optimal bank management under capital and liquidity constraints," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 1-21.
    7. Natalie Tiernan & Pedro Gete, 2014. "Overlending and Macroprudential Tools," 2014 Meeting Papers 379, Society for Economic Dynamics.
    8. Baik, Hyeoncheol & Han, Sumin & Joo, Sunghoon & Lee, Kangbok, 2022. "A bank's optimal capital ratio: A time-varying parameter model to the partial adjustment framework," Journal of Banking & Finance, Elsevier, vol. 142(C).
    9. Gazi I Kara & S Mehmet Ozsoy & Itay Goldstein, 2020. "Bank Regulation under Fire Sale Externalities," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2554-2584.
    10. Gunther Capelle-Blancard & Olena Havrylchyk, 2014. "The burden of bank taxation: Corporate income tax vs. bank levy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01297087, HAL.
    11. Keqing Liu, 2015. "Bank Equity and Macroprudential Policy," Discussion Papers 1503, University of Exeter, Department of Economics.
    12. Sajid M. Chaudhry & Andrew W. Mullineux & Natasha Agarwal, 2015. "Balancing the Regulation and Taxation of Banking," Books, Edward Elgar Publishing, number 16668.
    13. Gropp, Reint & Radev, Deyan, 2017. "International banking conglomerates and the transmission of lending shocks across borders," SAFE Working Paper Series 175, Leibniz Institute for Financial Research SAFE.
    14. de la Torre, Augusto & Ize, Alain, 2013. "The foundations of macroprudential regulation : a conceptual roadmap," Policy Research Working Paper Series 6575, The World Bank.
    15. Pablo D'Erasmo, 2014. "Capital Requirements in a Quantitative Model of Banking Industry Dynamics," 2014 Meeting Papers 476, Society for Economic Dynamics.
    16. Minh Phi, Nguyet Thi & Hong Hoang, Hanh Thi & Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki, 2019. "The Basel Capital Requirement, Lending Interest Rate, and Aggregate Economic Growth: An Empirical Study of Viet Nam," ADBI Working Papers 916, Asian Development Bank Institute.
    17. Gunther Capelle-Blancard & Olena Havrylchyk, 2017. "Incidence of Bank Levy and Bank Market Power," Review of Finance, European Finance Association, vol. 21(3), pages 1353-1353.
    18. Pozo, Jorge, 2019. "Bank Risk-Taking in a Small Open Economy," Working Papers 2019-016, Banco Central de Reserva del Perú.
    19. Esa Jokivuolle & Ilkka Kiema & Timo Vesala, 2014. "Why Do We Need Countercyclical Capital Requirements?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 46(1), pages 55-76, August.
    20. Gazi I. Kara & S. Mehmet Ozsoy, 2016. "Bank regulation under fire sale externalities," Finance and Economics Discussion Series 2016-026, Board of Governors of the Federal Reserve System (U.S.).
    21. Stijn Claessens, 2015. "An Overview of Macroprudential Policy Tools," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 397-422, December.
    22. Cordella, Tito & Pienknagura, Samuel, 2013. "Macro prudential policies from a micro prudential angle," Policy Research Working Paper Series 6721, The World Bank.
    23. Buch, Claudia M. & Hilberg, Björn & Tonzer, Lena, 2014. "Taxing banks: An evaluation of the German bank levy," Discussion Papers 38/2014, Deutsche Bundesbank.
    24. Haufler, Andreas & Wooton, Ian, 2015. "Capital regulation and trade in banking services," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113056, Verein für Socialpolitik / German Economic Association.
    25. Afshari , Zahra & Bagherzadeh , Mahsa, 2017. "Capital Adequacy Ratio and Financing Behavior in Iran’s Banking System," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(3), pages 235-249, July.
    26. Schmaltz, Christian & Pokutta, Sebastian & Heidorn, Thomas & Andrae, Silvio, 2014. "How to make regulators and shareholders happy under Basel III," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 311-325.
    27. Cordella, Tito & Pienknagura, Samuel, 2020. "Macroprudential policies from a microprudential angle: A note," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
    28. Heidorn, Thomas & Buschmann, Christian, 2014. "The liquidity reserve funding and management strategies," Frankfurt School - Working Paper Series 210, Frankfurt School of Finance and Management.

  5. Gianni De Nicolò & Marcella Lucchetta, 2011. "Systemic Risks and the Macroeconomy," NBER Working Papers 16998, National Bureau of Economic Research, Inc.

    Cited by:

    1. Dr. Angela Abbate & Sandra Eickmeier & Esteban Prieto, 2020. "Financial shocks and inflation dynamics," Working Papers 2020-13, Swiss National Bank.
    2. Colliard , Jean-Edouard & Perignon , Christophe, 2015. "Where the Risks Lie: A Survey on Systemic Risk," HEC Research Papers Series 1088, HEC Paris.
    3. Xin Huang & Hao Zhou & Haibin Zhu, 2011. "Systemic risk contributions," Finance and Economics Discussion Series 2011-08, Board of Governors of the Federal Reserve System (U.S.).
    4. Gamberger, Dragan & Smuc, Tomislav, 2013. "Good governance problems and recent financial crises in some EU countries," Economics Discussion Papers 2013-39, Kiel Institute for the World Economy (IfW Kiel).
    5. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
    6. Claudia M. Buch & Sandra Eickmeier & Esteban Prieto, 2010. "Macroeconomic Factors and Micro-Level Bank Risk," CESifo Working Paper Series 3194, CESifo.
    7. Tepper, Alexander & Borowiecki, Karol Jan, 2014. "A Leverage-Based Measure of Financial Instability," Discussion Papers on Economics 14/2014, University of Southern Denmark, Department of Economics.
    8. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2014. "The interest rate pass-through in the Euro area during the global financial crisis," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 104-119.
    9. Victor Olkhov, 2018. "Econophysics Beyond General Equilibrium: the Business Cycle Model," Papers 1804.04721, arXiv.org.
    10. Monica Billio & Mila Getmansky & Andrew W. Lo & Loriana Pelizzon, 2010. "Econometric Measures of Systemic Risk in the Finance and Insurance Sectors," NBER Working Papers 16223, National Bureau of Economic Research, Inc.
    11. Olkhov, Victor, 2018. "Economic Transactions Govern Business Cycles," MPRA Paper 88531, University Library of Munich, Germany, revised 19 Aug 2018.
    12. Uluceviz, Erhan & Yilmaz, Kamil, 2021. "Measuring real–financial connectedness in the U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    13. Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021. "Global Credit Shocks and Real Economies," MAGKS Papers on Economics 202116, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    14. Victor Olkhov, 2020. "Business Cycles as Collective Risk Fluctuations," Papers 2012.04506, arXiv.org.
    15. Musso, Alberto & Gambetti, Luca, 2012. "Loan supply shocks and the business cycle," Working Paper Series 1469, European Central Bank.
    16. Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2014. "How important can bank lending shocks be for economic fluctuations?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 104-123.
    17. O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro, 2013. "Measuring Systemic Risk in a Post-Crisis World," Débats économiques et financiers 6, Banque de France.
    18. Adam Altăr & Matei Nicolae Kubinschi & Alina Zaharia, 2021. "Uncovering the Dynamic Relationship between Credit and Sustainable Economic Growth in Selected CEE Countries," Sustainability, MDPI, vol. 13(11), pages 1-19, June.
    19. Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2021. "Leverage and systemic risk pro-cyclicality in the Chinese financial system," International Review of Financial Analysis, Elsevier, vol. 78(C).
    20. Nakashima, Kiyotaka, 2016. "An econometric evaluation of bank recapitalization programs with bank- and loan-level data," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 1-24.
    21. Jose M. Berrospide & Rochelle M. Edge, 2010. "The effects of bank capital on lending: What do we know, and what does it mean?," CAMA Working Papers 2010-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    22. Gabriele Galati & Richhild Moessner, 2013. "Macroprudential Policy – A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 846-878, December.
    23. Bijsterbosch, Martin & Falagiarda, Matteo, 2015. "The macroeconomic impact of financial fragmentation in the euro area: Which role for credit supply?," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 93-115.
    24. Michael Kleemann & Manuel Wiegand, 2014. "Are Real Effects of Credit Supply Overestimated? Bias from Firms' Current Situation and Future Expectations," ifo Working Paper Series 192, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    25. Athanasoglou, Panayiotis P. & Daniilidis, Ioannis & Delis, Manthos D., 2014. "Bank procyclicality and output: Issues and policies," Journal of Economics and Business, Elsevier, vol. 72(C), pages 58-83.
    26. Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2022. "Systemic risk in the Chinese financial system: A panel Granger causality analysis," International Review of Financial Analysis, Elsevier, vol. 82(C).
    27. Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
    28. Gamberger, Dragan & Smuc, Tomislav, 2013. "Good governance problems and recent financial crises in some EU countries," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-20.
    29. Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market," CEIS Research Paper 240, Tor Vergata University, CEIS, revised 11 Jul 2012.
    30. Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020. "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers) 1288, Bank of Italy, Economic Research and International Relations Area.
    31. Stolbov, Mikhail & Shchepeleva, Maria, 2020. "Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference," Research in International Business and Finance, Elsevier, vol. 52(C).
    32. Bijsterbosch, Martin & Falagiarda, Matteo, 2014. "Credit supply dynamics and economic activity in euro area countries: a time-varying parameter VAR analysis," Working Paper Series 1714, European Central Bank.
    33. International Monetary Fund, 2012. "Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach," IMF Working Papers 2012/046, International Monetary Fund.
    34. Jose M. Berrospide & Rochelle M. Edge, 2010. "The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean?," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 1-50, December.
    35. Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming, 2022. "Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set," Finance Research Letters, Elsevier, vol. 46(PA).
    36. Olkhov, Victor, 2018. "Economic and Financial Transactions Govern Business Cycles," MPRA Paper 93269, University Library of Munich, Germany.
    37. Hao Zhou, 2011. "Comment on "Systemic Risks and the Macroeconomy"," NBER Chapters, in: Quantifying Systemic Risk, pages 149-153, National Bureau of Economic Research, Inc.
    38. Germán López-Espinosa & Antonio Moreno & Antonio Rubia & Laura Valderrama, 2012. "Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach," Faculty Working Papers 02/12, School of Economics and Business Administration, University of Navarra.
    39. De Nicolò, Gianni & Juvenal, Luciana, 2014. "Financial integration, globalization, and real activity," Journal of Financial Stability, Elsevier, vol. 10(C), pages 65-75.
    40. Seo Joon Choi & Kanghyun Kim & Sunyoung Park, 2020. "Is systemic risk systematic? Evidence from the U.S. stock markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 642-663, October.
    41. di Mauro, Filippo & Fornari, Fabio & Mannucci, Dario, 2011. "Stock market firm-level information and real economic activity," Working Paper Series 1366, European Central Bank.
    42. Jose M. Berrospide & Rochelle M. Edge, 2010. "The effects of bank capital on lending: what do we know, and what does it mean?," Finance and Economics Discussion Series 2010-44, Board of Governors of the Federal Reserve System (U.S.).
    43. Aida Caldera Sánchez & Oliver Röhn, 2016. "How do policies influence GDP tail risks?," OECD Economics Department Working Papers 1339, OECD Publishing.
    44. Panayiotis P. Athanasoglou & Ioannis Daniilidis, 2011. "Procyclicality in the banking industry: causes, consequences and response," Working Papers 139, Bank of Greece.
    45. Bellavite Pellegrini, Carlo & Cincinelli, Peter & Meoli, Michele & Urga, Giovanni, 2022. "The role of shadow banking in systemic risk in the European financial system," Journal of Banking & Finance, Elsevier, vol. 138(C).
    46. Marcella Lucchetta & Mr. Gianni De Nicolo, 2012. "Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing," IMF Working Papers 2012/058, International Monetary Fund.
    47. R. Pianeti & R. Giacometti, 2015. "Estimating the probability of multiple EU sovereign defaults using CDS and bond data," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 61-78, January.

  6. D'Avino, Carmela & Lucchetta, Marcella, 2010. "Opacity of Banks and Runs with Solvency," MPRA Paper 24166, University Library of Munich, Germany.

    Cited by:

    1. Hervé Alexandre & François Guillemin & Catherine Refait-Alexandre, 2015. "Downgrades of sovereign credit ratings and impact on banks CDS spread: does disclosure by banks improve stability?," Post-Print hal-01622782, HAL.

  7. Di Nicolo, G. & Lucchetta, M., 2010. "Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition," Discussion Paper 2010-67S, Tilburg University, Center for Economic Research.

    Cited by:

    1. Douglas Gale, 2010. "The Effects of Bank Capital on Lending: What Do We Know, and What Does It Mean?," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 187-204, December.
    2. Ms. Elena Loukoianova & Mr. Gianni De Nicolo & John H. Boyd, 2009. "Banking Crises and Crisis Dating: Theory and Evidence," IMF Working Papers 2009/141, International Monetary Fund.
    3. Samantas, Ioannis, 2013. "Bank competition and financial (in)stability in Europe: A sensitivity analysis," MPRA Paper 51621, University Library of Munich, Germany.
    4. Ioannis G. Samantas, 2016. "On the optimality of bank competition policy," Working Papers 209, Bank of Greece.

Articles

  1. Marcella Lucchetta, 2017. "Banking competition and welfare," Annals of Finance, Springer, vol. 13(1), pages 31-53, February.

    Cited by:

    1. Jonathan Benchimol & Caroline Bozou, 2022. "Desirable Banking Competition and Stability," Bank of Israel Working Papers 2022.18, Bank of Israel.

  2. Gianni De Nicolò & Marcella Lucchetta, 2017. "Forecasting Tail Risks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 159-170, January.
    See citations under working paper version above.
  3. Lucchetta, Marcella, 2015. "Does the bank risk concentration freeze the interbank system?," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 149-166.

    Cited by:

    1. Lartey, Theophilus & James, Gregory A. & Danso, Albert, 2021. "Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
    2. Xu, Yingying, 2020. "Will energy transitions impact financial systems?," Energy, Elsevier, vol. 194(C).
    3. Xuan Vinh Vo, 2020. "The Role of Bank Funding Diversity: Evidence from Vietnam," International Review of Finance, International Review of Finance Ltd., vol. 20(2), pages 529-536, June.

  4. Lucchetta, Marcella & Paradiso, Antonio, 2014. "Sluggish US employment recovery after the Great Recession: Cyclical or structural factors?," Economics Letters, Elsevier, vol. 123(2), pages 109-112.

    Cited by:

    1. Pitorac Ruxandra, 2015. "The Specifics Of Okun’S Law In The Romanian Economy Between 2007 And 2013," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 50-53, February.
    2. Porras-Arena, M. Sylvina & Martín-Román, Ángel L., 2023. "The heterogeneity of Okun's law: A metaregression analysis," Economic Modelling, Elsevier, vol. 128(C).
    3. Klinger, Sabine & Weber, Enzo, 2015. "Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching," IAB-Discussion Paper 201528, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    4. Luz A. Flórez & Karen L. Pulido-Mahecha & Mario A. Ramos-Veloza, 2018. "Okun´s law in Colombia: a non-linear cointegration," Borradores de Economia 1039, Banco de la Republica de Colombia.
    5. Klinger, Sabine & Weber, Enzo, 2015. "GDP-Employment Decoupling and the Productivity Puzzle in Germany," University of Regensburg Working Papers in Business, Economics and Management Information Systems 485, University of Regensburg, Department of Economics.
    6. Klinger, Sabine & Weber, Enzo, 2019. "GDP-Employment decoupling and the slow-down of productivity growth in Germany," IAB-Discussion Paper 201912, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    7. Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
    8. Michael Donadelli & Vahid Mojtahed & Antonio Paradiso, 2015. "Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model," Working Papers LuissLab 15119, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    9. Klinger, Sabine & Weber, Enzo, 2020. "GDP-employment decoupling in Germany," Structural Change and Economic Dynamics, Elsevier, vol. 52(C), pages 82-98.

  5. Paradiso, Antonio & Kumar, Saten & Lucchetta, Marcella, 2014. "Investigating the US consumer credit determinants using linear and non-linear cointegration techniques," Economic Modelling, Elsevier, vol. 42(C), pages 20-28.

    Cited by:

    1. Davis, Andrew & Kim, Jiseob, 2017. "Explaining changes in the US credit card market: Lenders are using more information," Economic Modelling, Elsevier, vol. 61(C), pages 76-92.
    2. Massimiliano Affinito & Raffaele Santioni & Luca Tomassetti, 2023. "Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 788, Bank of Italy, Economic Research and International Relations Area.
    3. Saten Kumar, 2016. "Is the US Consumer Credit Asymmetric?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 194-215, May.

  6. Gianni De Nicolò & Andrea Gamba & Marcella Lucchetta, 2014. "Microprudential Regulation in a Dynamic Model of Banking," The Review of Financial Studies, Society for Financial Studies, vol. 27(7), pages 2097-2138.

    Cited by:

    1. Foly Ananou & Dimitris Chronopoulos & Amine Tarazi & John O S Wilson, 2023. "Liquidity Regulation and Bank Risk," Working Papers hal-03366418, HAL.
    2. Nakashima, Kiyotaka & Ogawa, Toshiaki, 2020. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 99938, University Library of Munich, Germany.
    3. Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers' views," Bank of Finland Research Discussion Papers 10/2020, Bank of Finland.
    4. Lambrecht, Bart & Tse, Alex, 2019. "Liquidation, bailout, and bail-in: Insolvency resolution mechanisms and bank lending," CEPR Discussion Papers 13734, C.E.P.R. Discussion Papers.
    5. Gomes, João F. & Grotteria, Marco & Wachter, Jessica A., 2023. "Foreseen risks," Journal of Economic Theory, Elsevier, vol. 212(C).
    6. Jones, Laurence & Alsakka, Rasha & ap Gwilym, Owain & Mantovan, Noemi, 2022. "The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation," European Economic Review, Elsevier, vol. 150(C).
    7. Fang, Xiang & Jutrsa, David & Peria, Soledad Martinez & Presbitero, Andrea F. & Ratnovski, Lev, 2022. "Bank capital requirements and lending in emerging markets: The role of bank characteristics and economic conditions," Journal of Banking & Finance, Elsevier, vol. 135(C).
    8. Huang, Chao & Moreira, Fernando & Archibald, Thomas & Yu, Kaidong & Zhang, Xuan, 2023. "The impact of a systemic tax on bank capital holdings, optimal capital requirements and social welfare," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 124-142.
    9. Hugonnier, Julien & Morellec, Erwan, 2017. "Bank capital, liquid reserves, and insolvency risk," Journal of Financial Economics, Elsevier, vol. 125(2), pages 266-285.
    10. Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.
    11. Amira Hakim & Eleftherios Thalassinos, 2021. "Risk Sharing, Macro-Prudential Policy and Welfare in an Overlapping Generations Model (OLG) Economy," European Research Studies Journal, European Research Studies Journal, vol. 0(4B), pages 585-611.
    12. O. de Bandt & M. Chahad, 2016. "A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks," Working papers 602, Banque de France.
    13. Pagratis, Spyros & Topaloglou, Nikolas & Tsionas, Mike, 2017. "System stress testing of bank liquidity risk," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 22-40.
    14. Juliane M. Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," Harvard Business School Working Papers 15-072, Harvard Business School, revised Sep 2016.
    15. Mankart, Jochen & Michaelides, Alexander & Pagratis, Spyros, 2018. "Bank capital buffers in a dynamic model," Discussion Papers 51/2018, Deutsche Bundesbank.
    16. Jean-Guillaume Sahuc & Olivier de Bandt & Hibiki Ichiue & Bora Durdu & Yasin Mimir & Jolan Mohimont & Kalin Nikolov & Sigrid Roehrs & Valério Scalone & Michael Straughan, 2022. "Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models," EconomiX Working Papers 2022-3, University of Paris Nanterre, EconomiX.
    17. Dwyer, Gerald P. & Hasman, Augusto & Samartín, Margarita, 2022. "Surety bonds and moral hazard in banking," Journal of Financial Stability, Elsevier, vol. 62(C).
    18. Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2018. "Implications of bank regulation for loan supply and bank stability: A dynamic perspective," Discussion Papers 43/2018, Deutsche Bundesbank.
    19. Judit Hevér & Péter Csóka, 2023. "The effect of funding liquidity regulation and ESG promotion on market liquidity," CERS-IE WORKING PAPERS 2307, Institute of Economics, Centre for Economic and Regional Studies.
    20. Skander J. Van den Heuvel, 2022. "The Welfare Effects of Bank Liquidity and Capital Requirements," Finance and Economics Discussion Series 2022-072, Board of Governors of the Federal Reserve System (U.S.).
    21. Rezende, Marcelo & Styczynski, Mary-Frances & Vojtech, Cindy M., 2021. "The Effects of Liquidity Regulation on Bank Demand in Monetary Policy Operations," Journal of Financial Intermediation, Elsevier, vol. 46(C).
    22. Toshiaki Ogawa, 2020. "Liquidity Management of Heterogeneous Banks during the Great Recession," IMES Discussion Paper Series 20-E-05, Institute for Monetary and Economic Studies, Bank of Japan.
    23. Yiannis Anagnostopoulos & Jackie Kabeega, 2019. "Insider perspectives on European banking challenges in the post-crisis regulation environment," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(2), pages 136-158, June.
    24. Ogawa, Toshiaki, 2022. "Welfare implications of bank capital requirements under dynamic default decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    25. Douglas Gale & Andrea Gamba & Marcella Lucchetta, 2018. "Dynamic Bank Capital Regulation in Equilibrium," 2018 Meeting Papers 680, Society for Economic Dynamics.
    26. Freixas, Xavier & Perez-Reyna, David, 2021. "Optimal macroprudential policy and rational bubbles," Journal of Financial Intermediation, Elsevier, vol. 46(C).
    27. Dean Corbae & Pablo D'Erasmo, 2021. "Capital Buffers in a Quantitative Model of Banking Industry Dynamics," Working Papers 779, Federal Reserve Bank of Minneapolis.
    28. Minh Phi, Nguyet Thi & Hong Hoang, Hanh Thi & Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki, 2019. "The Basel Capital Requirement, Lending Interest Rate, and Aggregate Economic Growth: An Empirical Study of Viet Nam," ADBI Working Papers 916, Asian Development Bank Institute.
    29. Thamae, Retselisitsoe I & Odhiambo, Nicholas M, 2022. "The impact of bank regulation on bank lending: A review of international literature," Working Papers 29837, University of South Africa, Department of Economics.
    30. Gersbach, Hans & Haller, Hans & Zelzner, Sebastian, 2023. "Enough liquidity with enough capital - And vice versa?," CFS Working Paper Series 714, Center for Financial Studies (CFS).
    31. Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.
    32. De Nicolò, Gianni, 2019. "The costs and benefits of bank capital requirements," Global Finance Journal, Elsevier, vol. 39(C), pages 21-25.
    33. Mr. Ralph Chami & Mr. Thomas F. Cosimano & Jun Ma & Ms. Celine Rochon, 2017. "What’s Different about Bank Holding Companies?," IMF Working Papers 2017/026, International Monetary Fund.
    34. Gianni De Nicolò & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet, 2021. "The Long-Term Effects of Capital Requirements," CESifo Working Paper Series 9115, CESifo.
    35. Foly Ananou & Dimitris K Chronopoulos & Amine Tarazi & John O S Wilson, 2021. "Liquidity Regulation and Bank Lending," Working Papers hal-03259305, HAL.
    36. Guillaume Vuillemey, 2019. "Bank Interest Rate Risk Management," Management Science, INFORMS, vol. 65(12), pages 5933-5956, December.
    37. Li, Boyao, 2022. "How does bank equity affect credit creation? Multiplier effects under Basel III regulations," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 299-324.
    38. Hevér, Judit, 2020. "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 708-733.
    39. Modena, Andrea, 2020. "Recapitalization, bailout, and long-run welfare in a dynamic model of banking," SAFE Working Paper Series 292, Leibniz Institute for Financial Research SAFE.
    40. Santos, João A.C. & Suarez, Javier, 2019. "Liquidity standards and the value of an informed lender of last resort," Journal of Financial Economics, Elsevier, vol. 132(2), pages 351-368.
    41. NAKASHIMA, KIYOTAKA & Ogawa, Toshiaki, 2021. "The Impacts of Strengthening Regulatory Surveillance on Bank Behavior: A Dynamic Analysis from Incomplete to Complete Enforcement of Capital Regulation in Microprudential Policy," MPRA Paper 109147, University Library of Munich, Germany.
    42. Allen N. Berger & Charles P. Himmelberg & Raluca A. Roman & Sergey Tsyplakov, 2022. "Bank bailouts, bail‐ins, or no regulatory intervention? A dynamic model and empirical tests of optimal regulation and implications for future crises," Financial Management, Financial Management Association International, vol. 51(4), pages 1031-1090, December.
    43. Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2020. "The great lockdown: pandemic response policies and bank lending conditions," Working Paper Series 2465, European Central Bank.
    44. Miller, Steph & Hoarty, Blake, 2020. "On Regulation and Excess Reserves: The Case of Basel III," Working Papers 10243, George Mason University, Mercatus Center.
    45. Amina Enkhbold, 2023. "Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance," Staff Working Papers 23-35, Bank of Canada.
    46. Winkler, Kay, 2015. "Determining Optimal Macroprudential Instruments," Working Paper Series 19258, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    47. Thomas Siemsen & Sigurd Mølster Galaasen & Pablo D'Erasmo & Alfonso Irarrazabal & Dean Corbae, 2016. "Stress Testing in a Structural Model of Bank Behavior," 2016 Meeting Papers 1315, Society for Economic Dynamics.
    48. Michaelides, Alexander & Mankart, Jochen & Pagratis, Spyros, 2014. "A Dynamic Model of Banking with Uninsurable Risks and Regulatory Constraints," CEPR Discussion Papers 10299, C.E.P.R. Discussion Papers.
    49. M. Birn & M. Dietsch & D. Durant, 2017. "How to reach all Basel requirements at the same time?," Débats économiques et financiers 28, Banque de France.
    50. Tirupam Goel, 2016. "Banking industry dynamics and size-dependent capital regulation," BIS Working Papers 599, Bank for International Settlements.
    51. Begenau, Juliane, 2020. "Capital requirements, risk choice, and liquidity provision in a business-cycle model," Journal of Financial Economics, Elsevier, vol. 136(2), pages 355-378.
    52. Ingo Fender & Ulf Lewrick, 2016. "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers 591, Bank for International Settlements.
    53. Andrea Modena, 2020. "Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking," Working Papers 2020:23, Department of Economics, University of Venice "Ca' Foscari".
    54. Francisco Covas & John C. Driscoll, 2014. "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series 2014-85, Board of Governors of the Federal Reserve System (U.S.).
    55. Hasman, Augusto & Samartín, Margarita, 2017. "Capital and liquidity in a dynamic model of banking," Economic Modelling, Elsevier, vol. 64(C), pages 172-177.
    56. Juliane Begenau, 2015. "Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model," 2015 Meeting Papers 687, Society for Economic Dynamics.
    57. Hoerova, Marie & Mendicino, Caterina & Nikolov, Kalin & Schepens, Glenn & Heuvel, Skander Van den, 2018. "Benefits and costs of liquidity regulation," Working Paper Series 2169, European Central Bank.
    58. Toshiaki Ogawa, 2020. "Welfare Implications of Bank Capital Requirements under Dynamic Default Decisions," IMES Discussion Paper Series 20-E-03, Institute for Monetary and Economic Studies, Bank of Japan.

  7. Marcella Lucchetta, 2007. "What Do Data Say About Monetary Policy, Bank Liquidity and Bank Risk Taking?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 36(2), pages 189-203, July.

    Cited by:

    1. Pavla Vodová, 2014. "Determinants Of Commercial Bank Liquidity In Hungary," "e-Finanse", University of Information Technology and Management, Institute of Financial Research and Analysis, vol. 9(3), pages 64-71, January.
    2. Le Ngoc Thuy Trang & Do Thi Thanh Nhan & Nguyen Thi Nhu Hao & Wing-Keung Wong, 2021. "Does Bank Liquidity Risk Lead To Bank'S Operational Efficiency? A Study In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 46-88, December.
    3. Faisal Abbas & Shoaib Ali & Imran Yousaf & Wing-Keung Wong, 2021. "Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks," JRFM, MDPI, vol. 14(6), pages 1-16, June.
    4. Ji‐Yong Seo, 2023. "Household loan portfolios and financial characteristics of Korean banks," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 37(2), pages 76-95, November.
    5. Tomáš Havránek & Roman Horváth & Jakub Matějů, 2012. "Monetary transmission and the financial sector in the Czech Republic," Economic Change and Restructuring, Springer, vol. 45(3), pages 135-155, August.
    6. José Bustamante & Walter Cuba & Rafael Nivin, 2019. "Determinants of credit growth and the bank-lending channel in Peru: A loan level analysis," BIS Working Papers 803, Bank for International Settlements.
    7. Bustamante, José & Cuba, Walter & Nivín, Rafael, 2019. "Determinantes del crecimiento del crédito y el canal de préstamo bancario en el Perú: Un análisis a nivel de préstamos," Working Papers 2019-007, Banco Central de Reserva del Perú.
    8. Md Gyasuddin Ansari & Rudra Sensarma, 2021. "Monetary Policy, Interbank Liquidity and Lending Behaviour of Banks in India," Working papers 442, Indian Institute of Management Kozhikode.
    9. Sanjukta Sarkar & Rudra Sensarma, 2019. "Risk-taking Channel of Monetary Policy: Evidence from Indian Banking," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 13(1), pages 1-20, February.
    10. Muhammad Saifuddin Khan, 2018. "The Role of Liquidity in Financial Intermediation," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2018.
    11. Bruno de Menna, 2021. "The Joint Impact of Bank Capital and Funding Liquidity on the Monetary Policy's Risk-Taking Channel," Working Papers hal-03138724, HAL.
    12. Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza, 2017. "Funding liquidity and bank risk taking," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 203-216.
    13. Muhammad Farhan Malik & Amir Rafique, 2013. "Commercial Banks Liquidity in Pakistan: Firm Specific and Macroeconomic Factors," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 16(48), pages 139-154, June.
    14. Pavla Klepková Vodová, 2019. "Determinants of Liquidity in Selected CEE Countries," Working Papers 0067, Silesian University, School of Business Administration.
    15. Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014. "Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan," SBP Working Paper Series 70, State Bank of Pakistan, Research Department.
    16. FERROUHI, El Mehdi & LEHADIRI, Abderrassoul, 2013. "Liquidity Determinants of Moroccan Banking Industry," MPRA Paper 59888, University Library of Munich, Germany.
    17. Sarkar Sanjukta & Sensarma Rudra, 2017. "Risk Taking Channel of Monetary Policy: A Review of the Evidence and Some Preliminary Results for India," Working papers 250, Indian Institute of Management Kozhikode.
    18. Basu, Shubhabrata & Aulakh, Preet S. & Munjal, Surender, 2021. "Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry," Journal of Business Research, Elsevier, vol. 129(C), pages 328-340.
    19. Pavla Klepková Vodová & Daniel Stavárek, 2015. "Factors Affecting Sensitivity of Czech and Slovak Commercial Banks to Bank Run," Working Papers 0020, Silesian University, School of Business Administration.
    20. Shumaila Meer Perhiar & Changjun Zheng & Probir Kumar Bhowmik, 2020. "Cost and Benefit of Commercial Banks’ Capital Regulations of Australia, Norway, and Pakistan," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(1), pages 1-5.
    21. Adão, Luiz F.S. & Silveira, Douglas & Ely, Regis A. & Cajueiro, Daniel O., 2022. "The impacts of interest rates on banks’ loan portfolio risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).

Chapters

  1. Gianni De Nicolò & Marcella Lucchetta, 2011. "Systemic Risks and the Macroeconomy," NBER Chapters, in: Quantifying Systemic Risk, pages 113-148, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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