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Nada Mora

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. Nada Mora, 2013. "Creditor recovery: the macroeconomic dependence of industry equilibrium," Research Working Paper RWP 13-06, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Nazemi, Abdolreza & Fatemi Pour, Farnoosh & Heidenreich, Konstantin & Fabozzi, Frank J., 2017. "Fuzzy decision fusion approach for loss-given-default modeling," European Journal of Operational Research, Elsevier, vol. 262(2), pages 780-791.
    2. Paolo Gambetti & Francesco Roccazzella & Frédéric Vrins, 2022. "Meta-Learning Approaches for Recovery Rate Prediction," Risks, MDPI, vol. 10(6), pages 1-29, June.
    3. Hong Wang & Catherine S. Forbes & Jean-Pierre Fenech & John Vaz, 2018. "The determinants of bank loan recovery rates in good times and bad - new evidence," Papers 1804.07022, arXiv.org.
    4. John, Kose & Mateti, Ravi S. & Vasudevan, Gopala & Amira, Khaled, 2016. "Investor protection and firm value: Evidence from PIPE offerings," Journal of Financial Stability, Elsevier, vol. 26(C), pages 78-89.
    5. Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2022. "Intertemporal defaulted bond recoveries prediction via machine learning," European Journal of Operational Research, Elsevier, vol. 297(3), pages 1162-1177.
    6. Yao, Xiao & Crook, Jonathan & Andreeva, Galina, 2017. "Is it obligor or instrument that explains recovery rate: Evidence from US corporate bond," Journal of Financial Stability, Elsevier, vol. 28(C), pages 1-15.
    7. Nazemi, Abdolreza & Fabozzi, Frank J., 2018. "Macroeconomic variable selection for creditor recovery rates," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 14-25.
    8. Marc Gürtler & Marvin Zöllner, 2023. "Heterogeneities among credit risk parameter distributions: the modality defines the best estimation method," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(1), pages 251-287, March.
    9. Juan Pineiro-Chousa & Marcos Vizcaíno-González & Samuel Ribeiro-Navarrete, 2019. "Using voting decisions to identify shocks in the financial services industry," Service Business, Springer;Pan-Pacific Business Association, vol. 13(2), pages 419-431, June.

  2. Acharya, Viral & Mora, Nada, 2011. "Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis," CEPR Discussion Papers 8706, C.E.P.R. Discussion Papers.

    Cited by:

    1. Valeriya Dinger, 2015. "Bank Mergers and Deposit Rate Rigidity," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(1), pages 27-56, February.
    2. Matteo Accornero & Mirko Moscatelli, 2018. "Listening to the buzz: social media sentiment and retail depositors' trust," Temi di discussione (Economic working papers) 1165, Bank of Italy, Economic Research and International Relations Area.
    3. Biqin Xie, 2016. "Does Fair Value Accounting Exacerbate the Procyclicality of Bank Lending?," Journal of Accounting Research, Wiley Blackwell, vol. 54(1), pages 235-274, March.
    4. Adonis Antoniades, 2015. "Commercial bank failures during The Great Recession: the real (estate) story," BIS Working Papers 530, Bank for International Settlements.
    5. Nizam, Esma & Ng, Adam & Dewandaru, Ginanjar & Nagayev, Ruslan & Nkoba, Malik Abdulrahman, 2019. "The impact of social and environmental sustainability on financial performance: A global analysis of the banking sector," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 35-53.
    6. Lambert, Claudia & Noth, Felix & Schüwer, Ulrich, 2014. "How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act," SAFE Working Paper Series 38, Leibniz Institute for Financial Research SAFE, revised 2014.
    7. Acharya, Viral & Kovner, Anna & Afonso, Gara, 2013. "How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007," CEPR Discussion Papers 9457, C.E.P.R. Discussion Papers.
    8. Jose M. Berrospide, 2013. "Bank liquidity hoarding and the financial crisis: an empirical evaluation," Finance and Economics Discussion Series 2013-03, Board of Governors of the Federal Reserve System (U.S.).
    9. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2012. "Does monetary policy affect bank risk?," Working Papers 12002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    10. Allen N. Berger & Martien Lamers & Raluca Roman & Koen Schoors, 2020. "Unexpected Effects of Bank Bailouts: Depositors Need Not Apply and Need Not Run," Working Papers 21-10, Federal Reserve Bank of Philadelphia.
    11. Marco Taboga, 2013. "What is a prime bank? A Euribor � OIS spread perspective," Temi di discussione (Economic working papers) 895, Bank of Italy, Economic Research and International Relations Area.
    12. L. Baele & V. De Bruyckere & O. De Jonghe & R. Vander Vennet, 2012. "Do Stock Markets Discipline US Bank Holding Companies: Just Monitoring, or also In?uencing?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 12/827, Ghent University, Faculty of Economics and Business Administration.
    13. Katarzyna Kochaniak, 2016. "High value household deposits in the Eurozone: single post-crisis approach vs. national facts," Bank i Kredyt, Narodowy Bank Polski, vol. 47(6), pages 529-552.
    14. Dunn, Jessica Kay & Intintoli, Vincent J. & McNutt, Jamie John, 2015. "An examination of non-government-assisted US commercial bank mergers during the financial crisis," Journal of Economics and Business, Elsevier, vol. 77(C), pages 16-41.
    15. Vincent Bouvatier & Michael Brei & Xi Yang, 2014. "Bank Failures and the Source of Strength Doctrine," Working Papers hal-04141351, HAL.
    16. Mohammad Nourani & Irene Wei Kiong Ting & Wen-Min Lu & Qian Long Kweh, 2019. "Capital Structure And Dynamic Performance: Evidence From Asean-5 Banks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 495-516, June.
    17. Jonathan D. Rose, 2015. "Old-Fashioned Deposit Runs," Finance and Economics Discussion Series 2015-111, Board of Governors of the Federal Reserve System (U.S.).
    18. John O.S. Wilson, 2014. "Discussion of Bord and Santos," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(s1), pages 47-52, February.
    19. Jin, Justin Y. & Kanagaretnam, Kiridaran & Wang, Wenting, 2020. "Societal trust and banks’ funding structure," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    20. J. Christina Wang, 2017. "Banks' search for yield in the low interest rate environment: a tale of regulatory adaptation," Working Papers 17-3, Federal Reserve Bank of Boston.
    21. Glen Hansen, 2015. "Managerial Discretion Over Loan Loss Reserves during the Global Financial Crisis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 9(1), pages 51-61.
    22. 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.
    23. Christina Atanasova & Mingxin Li & Yevgeny Mugerman & Mehrdad Rastan, 2019. "Government guarantees and the risk-taking of financial institutions: evidence from a regulatory experiment," Journal of Asset Management, Palgrave Macmillan, vol. 20(6), pages 476-492, October.

  3. Mora, Nada & Logan, Andrew, 2010. "Shocks to bank capital: evidence from UK banks at home and away," Bank of England working papers 387, Bank of England.

    Cited by:

    1. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "Do regulations and supervision shape the capital crunch effect of large banks in the EU?," Faculty of Management Working Paper Series 32015, University of Warsaw, Faculty of Management.
    2. Jiménez, G. & Ongena, S. & Peydro, J.L. & Saurina, J., 2012. "Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply : Evidence from the Spanish Dynamic Provisioning Experiments," Other publications TiSEM ea797f30-d12c-4450-8352-9, Tilburg University, School of Economics and Management.
    3. Carlson, Mark & Shan, Hui & Warusawitharana, Missaka, 2013. "Capital ratios and bank lending: A matched bank approach," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 663-687.
    4. Nada Mora & Andrew Logan, 2012. "Shocks to bank capital: evidence from UK banks at home and away," Applied Economics, Taylor & Francis Journals, vol. 44(9), pages 1103-1119, March.
    5. Faisal Abbas & Imran Yousaf & Shoaib Ali & Wing-Keung Wong, 2021. "Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector," JRFM, MDPI, vol. 14(4), pages 1-13, March.
    6. Zhang, Xing & Li, Fengchao & Ortiz, Jaime, 2021. "Internal risk governance and external capital regulation affecting bank risk-taking and performance: Evidence from P.R. China," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 276-292.
    7. Xing Zhang & Fengchao Li & Zhen Li & Yingying Xu, 2018. "Macroprudential Policy, Credit Cycle, and Bank Risk-Taking," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
    8. Dominika Kolcunova & Simona Malovana, 2019. "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers 2019/2, Czech National Bank.
    9. Małgorzata Olszak & Iwona Kowalska & Patrycja Chodnicka-Jaworska & Filip Świtała, 2020. "Do cyclicality of loan-loss provisions and income smoothing matter for the capital crunch – the case of commercial banks in Poland," Bank i Kredyt, Narodowy Bank Polski, vol. 51(4), pages 383-436.
    10. Martha López & Fernando TenjO & Héctor Zárate, 2013. "Credit Cycles, Credit Risk and Countercyclical Loan Provisions," Borradores de Economia 788, Banco de la Republica de Colombia.
    11. Huang, Xian & Xiong, Qiyue, 2015. "Bank capital buffer decisions under macroeconomic fluctuations: Evidence for the banking industry of China," International Review of Economics & Finance, Elsevier, vol. 36(C), pages 30-39.
    12. Ejike Udeogu & Shampa Roy-Mukherjee & Uzochukwu Amakom, 2021. "Does Increasing Product Complexity and Diversity Cause Economic Growth in the Long-Run? A GMM Panel VAR Evidence," SAGE Open, , vol. 11(3), pages 21582440211, August.
    13. Rice, Tara & Rose, Jonathan, 2016. "When good investments go bad: The contraction in community bank lending after the 2008 GSE takeover," Journal of Financial Intermediation, Elsevier, vol. 27(C), pages 68-88.
    14. 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.
    15. Lang, Jan Hannes & Menno, Dominik, 2023. "The state-dependent impact of changes in bank capital requirements," Working Paper Series 2828, European Central Bank.
    16. 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).
    17. Faris Alshubiri & Mawih Kareem Ani, 2023. "Financing and returns of Shari’ah-compliant contracts and sustainable investing in the Islamic banking of Oman," Economic Change and Restructuring, Springer, vol. 56(4), pages 2455-2491, August.
    18. Scopelliti, Alessandro Diego, 2013. "Off-balance sheet credit exposure and asset securitisation: what impact on bank credit supply?," MPRA Paper 43890, University Library of Munich, Germany.
    19. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "The Impact Of Capital On Lending In Economic Downturns And Investor Protection – The Case Of Large Eu Banks," Faculty of Management Working Paper Series 62015, University of Warsaw, Faculty of Management.
    20. 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.
    21. Kanngiesser Derrick & Martin Reiner & Maurin Laurent & Moccero Diego, 2020. "The macroeconomic impact of shocks to bank capital buffers in the Euro Area," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-17, January.
    22. Dwyer, Gerald P. & Gilevska, Biljana & Nieto, Maria J. & Samartín, Margarita, 2023. "The effects of the ECB’s unconventional monetary policies from 2011 to 2018 on banking assets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
    23. Tara N. Rice & Jonathan D. Rose, 2012. "When good investments go bad: the contraction in community bank lending after the 2008 GSE takeover," International Finance Discussion Papers 1045, Board of Governors of the Federal Reserve System (U.S.).
    24. Michael R.M. Abrigo & Inessa Love, 2016. "Estimation of Panel Vector Autoregression in Stata: a Package of Programs," Working Papers 201602, University of Hawaii at Manoa, Department of Economics.
    25. Ahmad Sahyouni & Man Wang, 2022. "Bank capital and liquidity creation: evidence from Islamic and conventional MENA banks," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 12(3), pages 291-311.
    26. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska & Iwona Kowalska, 2014. "The effects of capital on bank lending in large EU banks – the role of procyclicality, income smoothing, regulations and supervision," Faculty of Management Working Paper Series 52014, University of Warsaw, Faculty of Management.
    27. Afolabi Tunde Ahmed, 2019. "The impact of structural change in exports on economic growth in West Africa: cointegration and causality analysis," International Journal of Science and Business, IJSAB International, vol. 3(6), pages 25-37.
    28. Kanngiesser, Derrick & Martin, Reiner & Maurin, Laurent & Moccero, Diego, 2017. "Estimating the impact of shocks to bank capital in the euro area," Working Paper Series 2077, European Central Bank.
    29. Malgorzata Olszak & Mateusz Pipien & Sylwia Roszkowska, 2016. "The Impact Of Capital Ratio On Lending Of Eu Banks – The Role Of Bank Specialization And Capitalization," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 11(1), pages 43-59, March.
    30. Jose M. Berrospide & Lamont K. Black & William R. Keeton, 2013. "The cross-market spillover of economic shocks through multi-market banks," Finance and Economics Discussion Series 2013-52, Board of Governors of the Federal Reserve System (U.S.).
    31. Yifei Wang & Toni M. Whited & Yufeng Wu & Kairong Xiao, 2020. "Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation," NBER Working Papers 27258, National Bureau of Economic Research, Inc.
    32. De Jonghe, Olivier & Dewachter, Hans & Ongena, Steven, 2020. "Bank capital (requirements) and credit supply: Evidence from pillar 2 decisions," Journal of Corporate Finance, Elsevier, vol. 60(C).
    33. Deyan Radev, 2024. "Global Banks and the Transmission of Shocks across Borders," Bulgarian Economic Papers bep-2024-02, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Jan 2024.
    34. Polat, Tandogan, 2016. "Essays on banking sector’s dynamics, expectations, preferences and impact," Other publications TiSEM d064f029-f91e-47bc-b6d3-0, Tilburg University, School of Economics and Management.
    35. Songcui Hu & Richard A. Bettis, 2018. "Multiple Organization Goals with Feedback from Shared Technological Task Environments," Organization Science, INFORMS, vol. 29(5), pages 873-889, October.
    36. 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.
    37. Malgorzata Olszak & Sylwia Roszkowska & Marcell Zoltán Végh, 2017. "Do Microprudential Regulations and Supervision Affect the Link Between Lending and Capital Ratio in Economic Downturns of Large Banks in the EU?," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(66), pages 11-36.
    38. de Ramon, Sebastian & Francis, William & Milonas, Kristoffer, 2017. "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers 652, Bank of England.
    39. Gambacorta, Leonardo & Shin, Hyun Song, 2018. "Why bank capital matters for monetary policy," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 17-29.
    40. Simona Malovana & Martin Hodula & Josef Bajzik & Zuzana Gric, 2021. "A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending," Working Papers 2021/8, Czech National Bank.
    41. Kupiec, Paul & Lee, Yan & Rosenfeld, Claire, 2017. "Does bank supervision impact bank loan growth?," Journal of Financial Stability, Elsevier, vol. 28(C), pages 29-48.
    42. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
    43. Matthieu Darracq Paries & Peter Karadi & Christoffer Kok & Kalin Nikolov, 2022. "The Impact of Capital Requirements on the Macroeconomy: Lessons from Four Macroeconomic Models of the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-50, December.
    44. Malgorzata Olszak & Patrycja Chodnicka-Jaworska & Iwona Kowalska & Filip Œwita³a, 2017. "The effect of capital ratio on lending: Do loan-loss provisioning practices matter?," Faculty of Management Working Paper Series 22017, University of Warsaw, Faculty of Management.

  4. Nada Mora, 2010. "Lender exposure and effort in the syndicated loan market," Research Working Paper RWP 10-12, Federal Reserve Bank of Kansas City.

    Cited by:

    1. Iñaki Aldasoro & Andreas Barth, 2017. "Syndicated loans and CDS positioning," BIS Working Papers 679, Bank for International Settlements.
    2. Galina Hale & Tümer Kapan & Camelia Minoiu & Philip Strahan, 2020. "Shock Transmission Through Cross-Border Bank Lending: Credit and Real Effects," The Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4839-4882.
    3. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 20-31.
    4. Dorobantu, Sinziana & Müllner, Jakob, 2019. "Debt-side governance and the geography of project finance syndicates," Journal of Corporate Finance, Elsevier, vol. 57(C), pages 161-179.
    5. Robert M. Bushman & Christopher D. Williams & Regina Wittenberg‐Moerman, 2017. "The Informational Role of the Media in Private Lending," Journal of Accounting Research, Wiley Blackwell, vol. 55(1), pages 115-152, March.
    6. Parlour, Christine A. & Winton, Andrew, 2013. "Laying off credit risk: Loan sales versus credit default swaps," Journal of Financial Economics, Elsevier, vol. 107(1), pages 25-45.
    7. Isin, Adnan Anil, 2018. "Tax avoidance and cost of debt: The case for loan-specific risk mitigation and public debt financing," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 344-378.
    8. Lee, Edward & Pappas, Kostas & Xu, Alice Liang, 2020. "Foreign Lenders’ adoption of performance pricing provisions in syndicated loans," Journal of Banking & Finance, Elsevier, vol. 118(C).

  5. Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, 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. Mr. Fei Han & Mindaugas Leika, 2019. "Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models," IMF Working Papers 2019/250, International Monetary Fund.
    3. Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1.
    4. Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
    5. Alistair Milne, 2009. "Macroprudential policy: what can it achieve?," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 25(4), pages 608-629, Winter.
    6. Sheri M Markose, 2013. "Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
    7. Ruja, Catalin, 2014. "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper 58244, University Library of Munich, Germany.
    8. Céline Gauthier & Toni Gravelle & Xuezhi Liu & Moez Souissi, 2011. "What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?," Discussion Papers 11-9, Bank of Canada.
    9. Andrievskaya, Irina, 2012. "Measuring systemic funding liquidity risk in the Russian banking system," BOFIT Discussion Papers 12/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
    10. Gauthier, Céline & Lehar, Alfred & Souissi, Moez, 2012. "Macroprudential capital requirements and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 594-618.
    11. Anand, Kartik & Gauthier, Céline & Gai, Prasanna S. & Souissi, Moez, 2016. "Capturing information contagion in a stress-testing framework," Discussion Papers 29/2016, Deutsche Bundesbank.
    12. International Association of Deposit Insurers, 2013. "General Guidance on Early Detection and Timely Intervention for Deposit Insurance Systems," IADI Guidance Papers 13-06, International Association of Deposit Insurers.
    13. Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
    14. Jobst, Andreas A., 2014. "Measuring systemic risk-adjusted liquidity (SRL)—A model approach," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 270-287.
    15. Martínez-Jaramillo Serafín & Alexandrova-Kabadjova Biliana & Bravo-Benítez Bernardo & Solórzano-Margain Juan Pablo, 2012. "An Empirical Study of the Mexican Banking System's Network and its Implications for Systemic Risk," Working Papers 2012-07, Banco de México.
    16. Sujit Kapadia & Matthias Drehmann & John Elliott & Gabriel Sterne, 2012. "Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks," NBER Chapters, in: Quantifying Systemic Risk, pages 29-61, National Bureau of Economic Research, Inc.
    17. Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2013. "Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 505-536, December.
    18. Adam Gersl & Zlatuse Komarkova & Lubos Komarek, 2016. "Liquidity Stress Testing with Second-Round Effects: Application to the Czech Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 32-49, February.
    19. Grundke, Peter & Kühn, André, 2020. "The impact of the Basel III liquidity ratios on banks: Evidence from a simulation study," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 167-190.
    20. Jean-Loup, Soula, 2017. "Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 302-313.
    21. Zlatuse Komarkova & Adam Gersl & Lubos Komarek, 2011. "Models for Stress Testing Czech Banks' Liquidity Risk," Working Papers 2011/11, Czech National Bank.
    22. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016. "Macroprudential tools, transmission and modelling," National Institute of Economic and Social Research (NIESR) Discussion Papers 470, National Institute of Economic and Social Research.
    23. International Monetary Fund, 2013. "European Union: Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing of Banks," IMF Staff Country Reports 2013/068, International Monetary Fund.
    24. John Muellbauer, 2012. "When is a Housing Market Overheated Enough to Threaten Stability?," RBA Annual Conference Volume (Discontinued), in: Alexandra Heath & Frank Packer & Callan Windsor (ed.),Property Markets and Financial Stability, Reserve Bank of Australia.
    25. Waelchli Boris, 2016. "A proximity based macro stress testing framework," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-26, November.
    26. 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.
    27. Ivan Alves & Stijn Ferrari & Pietro Franchini & Jean-Cyprien Heam & Pavol Jurca & Sam Langfield & Sebastiano Laviola & Franka Liedorp & Antonio Sánchez & Santiago Tavolaro & Guillaume Vuillemey, 2013. "The structure and resilience of the European interbank market," ESRB Occasional Paper Series 03, European Systemic Risk Board.
    28. Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
    29. Rebecca Craigie & Anella Munro, 2010. "Financial sector amplification and credit cycles in New Zealand," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 73, pages 15-34, June.
    30. Stanislav Skapa, 2013. "Commodities As A Tool Of Risk Diversification," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 8(2), pages 65-77, June.
    31. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    32. Koliai, Lyes, 2016. "Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 1-22.
    33. Jeremy Staum, 2012. "Systemic risk components and deposit insurance premia," Quantitative Finance, Taylor & Francis Journals, vol. 12(4), pages 651-662, January.
    34. Antonio Di Cesare & Anna Rogantini Picco, 2018. "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers) 458, Bank of Italy, Economic Research and International Relations Area.
    35. Bogdan MOINESCU & Adrian CODIRLAŞU, 2011. "Determinants of Households’ Overdue Loans in Romania," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 15(3), pages 46-57.
    36. Alessi, Lucia & Antunes, Antonio & Babecky, Jan & Baltussen, Simon & Behn, Markus & Bonfim, Diana & Bush, Oliver & Detken, Carsten & Frost, Jon & Guimaraes, Rodrigo & Havranek, Tomas & Joy, Mark & Kau, 2015. "Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network," MPRA Paper 62194, University Library of Munich, Germany.
    37. Stijn Ferrari & Patrick Van Roy & Cristina Vespro, 2011. "Stress testing credit risk: modelling issues," Financial Stability Review, National Bank of Belgium, vol. 9(1), pages 105-120, June.
    38. Mr. Itai Agur, 2014. "Bank Risk Within and Across Equilibria," IMF Working Papers 2014/116, International Monetary Fund.
    39. Christoph Memmel & Angelika Sachs & Ingrid Stein, 2012. "Contagion in the Interbank Market with Stochastic Loss Given Default," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 177-206, September.
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Articles

  1. Gerlach, Jeffrey R. & Mora, Nada & Uysal, Pinar, 2018. "Bank funding costs in a rising interest rate environment," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 164-186.

    Cited by:

    1. Killins, Robert N. & Mollick, Andre V., 2020. "Performance of Canadian banks and oil price movements," Research in International Business and Finance, Elsevier, vol. 54(C).
    2. Jiøí Witzany & Martin Diviš, 2022. "Interest Rate Sensitivity of Savings Accounts," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(4), pages 349-367, April.
    3. Wang, Zhanhao & Zhao, Hong & Li, Lingxiang, 2022. "The positive side of bank wealth management products: Evidence from bank lending rate," Journal of Financial Stability, Elsevier, vol. 58(C).
    4. Tran, Dung Viet & Nguyen, Cuong, 2023. "Policy uncertainty and bank’s funding costs: The effects of the financial crisis, Covid-19 pandemic, and market discipline," Research in International Business and Finance, Elsevier, vol. 65(C).
    5. Obiora, Sandra Chukwudumebi & Zeng, Yong & Li, Qiang & Liu, Hao & Adjei, Peter Darko & Csordas, Tamas, 2022. "The effect of economic growth on banking system performance: An interregional and comparative study of Sub-Saharan Africa and developed economies," Economic Systems, Elsevier, vol. 46(1).
    6. Grant Rosenberger & Peter Zimmerman, 2024. "Interest Rate Risk at US Credit Unions," Working Papers 24-03, Federal Reserve Bank of Cleveland.
    7. Milan Fičura & Jiří Witzany, 2021. "Determinants of NMD Pass-Through Rates in Eurozone Countries," FFA Working Papers 4.004, Prague University of Economics and Business, revised 11 Mar 2022.
    8. Gao, Haoyu & Li, Jinxuan & Wen, Huiyu, 2023. "Bank funding costs during the COVID-19 pandemic: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    9. Polo, Alberto, 2021. "Imperfect pass-through to deposit rates and monetary policy transmission," Bank of England working papers 933, Bank of England.

  2. Mora, Nada, 2015. "Creditor recovery: The macroeconomic dependence of industry equilibrium," Journal of Financial Stability, Elsevier, vol. 18(C), pages 172-186.
    See citations under working paper version above.
  3. Viral V. Acharya & Nada Mora, 2015. "A Crisis of Banks as Liquidity Providers," Journal of Finance, American Finance Association, vol. 70(1), pages 1-43, February.

    Cited by:

    1. He, Liang, 2019. "The seed of a crisis: Investor sentiment and bank liquidity," Finance Research Letters, Elsevier, vol. 29(C), pages 152-155.
    2. Altunbas, Yener & Binici, Mahir & Gambacorta, Leonardo, 2018. "Macroprudential policy and bank risk," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 203-220.
    3. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2016. "The Deposits Channel of Monetary Policy," NBER Working Papers 22152, National Bureau of Economic Research, Inc.
    4. Natalya Zelenyuk & Robert Faff & Shams Pathan, 2021. "The impact of voluntary capital adequacy disclosure on bank lending and liquidity creation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 3915-3935, September.
    5. Shakya, Shasta, 2022. "Geographic networks and spillovers between banks," Journal of Corporate Finance, Elsevier, vol. 77(C).
    6. Melchisedek Joslem Ngambou Djatche, 2021. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Post-Print halshs-03419263, HAL.
    7. Adam Copeland, 2019. "The Federal Funds Market over the 2007-09 Crisis," Staff Reports 901, Federal Reserve Bank of New York.
    8. Abhishek Srivastav & Francesco Vallascas, 2022. "Small Business Lending and Regulation for Small Banks," Management Science, INFORMS, vol. 68(10), pages 7742-7760, October.
    9. Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
    10. DeYoung, Robert & Distinguin, Isabelle & Tarazi, Amine, 2018. "The joint regulation of bank liquidity and bank capital," Journal of Financial Intermediation, Elsevier, vol. 34(C), pages 32-46.
    11. Chavaz, Matthieu & Elliott, David, 2020. "Separating retail and investment banking: evidence from the UK," Bank of England working papers 892, Bank of England, revised 18 Feb 2021.
    12. Carletti, Elena & Leonello, Agnese & Allen, Franklin & Goldstein, Itay, 2017. "Government guarantees and financial stability," Working Paper Series 2032, European Central Bank.
    13. Shu Feng & Chang Liu & Xiaoling Pu, 2022. "Connected Lending in Bank Lines of Credit," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(2), pages 187-216, April.
    14. Kristian Blickle & Markus Brunnermeier & Stephan Luck, 2020. "Micro-evidence from a System-wide Financial Meltdown: The German Crisis of 1931," Working Papers 275, Princeton University, Department of Economics, Center for Economic Policy Studies..
    15. Glenn Boyle & Roger Stover & Amrit Tiwana & Oleksandr Zhylyevskyy, 2022. "Depositor Responses to a Banking Crisis: Are Finance Professionals Special?," Working Papers in Economics 22/03, University of Canterbury, Department of Economics and Finance.
    16. Kapoor, Supriya & Peia, Oana, 2021. "The impact of quantitative easing on liquidity creation," Journal of Banking & Finance, Elsevier, vol. 122(C).
    17. Kristian S. Blickle & Markus K. Brunnermeier & Stephan Luck, 2022. "Who Can Tell Which Banks Will Fail?," Staff Reports 1005, Federal Reserve Bank of New York.
    18. Chen, Qi & Goldstein, Itay & Huang, Zeqiong & Vashishtha, Rahul, 2022. "Bank transparency and deposit flows," Journal of Financial Economics, Elsevier, vol. 146(2), pages 475-501.
    19. Chakraborty, Indraneel & Goldstein, Itay & MacKinlay, Andrew, 2020. "Monetary stimulus and bank lending," Journal of Financial Economics, Elsevier, vol. 136(1), pages 189-218.
    20. Harry R. Cooperman & Darrell Duffie & Stephan Luck & Zachry Z. Wang & Yilin Yang, 2023. "Bank Funding Risk, Reference Rates, and Credit Supply," NBER Working Papers 30907, National Bureau of Economic Research, Inc.
    21. Ross Levine & Chen Lin & Mingzhu Tai & Wensi Xie, 2021. "How Did Depositors Respond to COVID-19? [A crisis of banks as liquidity providers]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5438-5473.
    22. Rafael Felipe Schiozer & Frederico Abou Mourad & Theo Cotrim Martins, 2021. "A Tutorial on the Use of Differences-in-Differences in Management, Finance, and Accounting," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 25(1), pages 200067-2000.
    23. 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.
    24. Chatterjee, Ujjal K., 2018. "Bank liquidity creation and recessions," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 64-75.
    25. Céline Gauthier & Alfred Lehar & Héctor Pérez Saiz & Moez Souissi, 2015. "Emergency Liquidity Facilities, Signalling and Funding Costs," Staff Working Papers 15-44, Bank of Canada.
    26. Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2018. "Shock Contagion, Asset Quality and Lending Behavior," Working Papers 01/2018, National Bank of Ukraine.
    27. Matteo, Gatti & Tommaso, Oliviero, 2019. "Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy Change," Working Papers 419, University of Milano-Bicocca, Department of Economics, revised 19 Aug 2019.
    28. Bennett, Rosalind L. & Hwa, Vivian & Kwast, Myron L., 2015. "Market discipline by bank creditors during the 2008–2010 crisis," Journal of Financial Stability, Elsevier, vol. 20(C), pages 51-69.
    29. Carletti, Elena & De Marco, Filippo & Ioannidou, Vasso & Sette, Enrico, 2021. "Banks as patient lenders: Evidence from a tax reform," Journal of Financial Economics, Elsevier, vol. 141(1), pages 6-26.
    30. Ross Levine & Chen Lin & Wensi Xie, 2021. "Geographic Diversification and Banks’ Funding Costs," Management Science, INFORMS, vol. 67(5), pages 2657-2678, May.
    31. Tran, Dung Viet, 2020. "Bank business models and liquidity creation," Research in International Business and Finance, Elsevier, vol. 53(C).
    32. Carletti, Elena & Leonello, Agnese & Marquez, Robert, 2023. "Loan guarantees, bank underwriting policies and financial stability," Journal of Financial Economics, Elsevier, vol. 149(2), pages 260-295.
    33. Joohyung Ha, 2021. "Bank accounting conservatism and bank loan quality," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(3-4), pages 498-532, March.
    34. Chiaramonte, Laura & Casu, Barbara, 2017. "Capital and liquidity ratios and financial distress. Evidence from the European banking industry," The British Accounting Review, Elsevier, vol. 49(2), pages 138-161.
    35. Kristoffer Milonas, 2018. "Bank Taxes, Leverage, and Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(2), pages 145-177, October.
    36. Patel, Ajay & Sorokina, Nonna & Thornton, John H., 2022. "Liquidity and bank capital structure," Journal of Financial Stability, Elsevier, vol. 62(C).
    37. Kevin F. Kiernan & Vladimir Yankov & Filip Zikes, 2021. "Liquidity Provision and Co-insurance in Bank Syndicates," Finance and Economics Discussion Series 2021-060, Board of Governors of the Federal Reserve System (U.S.).
    38. E. Chrétien & V. Lyonnet, 2017. "Traditional and Shadow Banks during the Crisis," Débats économiques et financiers 27, Banque de France.
    39. Matteo Gatti & Tommaso Oliviero, 2021. "Deposit Insurance and Banks' Deposit Rates: Evidence from the 2009 EU Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 171-206, June.
    40. Chen, Wei-Da & Chen, Yehning & Huang, Shu-Chun, 2021. "Liquidity risk and bank performance during financial crises," Journal of Financial Stability, Elsevier, vol. 56(C).
    41. Lambert, Claudia & Noth, Felix & Schüwer, Ulrich, 2014. "How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act," SAFE Working Paper Series 38, Leibniz Institute for Financial Research SAFE, revised 2014.
    42. Viral V. Acharya & Robert F. Engle III & Maximilian Jager & Sascha Steffen, 2021. "Why Did Bank Stocks Crash During COVID-19?," NBER Working Papers 28559, National Bureau of Economic Research, Inc.
    43. 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.
    44. Chien-Chiang Lee & Chun-Wei Lin & Chi-Chuan Lee, 2021. "The impact of peer effects and economic policy-related uncertainty on U.S. life insurers' investment decisions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(1), pages 22-52, January.
    45. Beyhaghi, Mehdi & Massoud, Nadia & Saunders, Anthony, 2017. "Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 335-355.
    46. Ma, Sichao & Peng, Yuchao & Wu, Wanting & Zhu, Feifei, 2022. "Bank liquidity hoarding and corporate maturity mismatch: Evidence from China," Research in International Business and Finance, Elsevier, vol. 63(C).
    47. Dung viet Tran & Trung duc Nguyen & Chi huu Lu, 2021. "Does the dividend policy signal quality? Investigation on the bank funding costs, and market discipline," Economics Bulletin, AccessEcon, vol. 41(3), pages 2029-2040.
    48. Demian Macedo & Victor Troster, 2021. "Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 705-746, October.
    49. A. Mantovi, 2019. "Information insensitivity, collateral flows and the logic of financial stability," Economics Department Working Papers 2019-EP01, Department of Economics, Parma University (Italy).
    50. Mr. Stefan W. Schmitz & Michael Sigmund & Ms. Laura Valderrama, 2017. "Bank Solvency and Funding Cost: New Data and New Results," IMF Working Papers 2017/116, International Monetary Fund.
    51. 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.
    52. Olivier De Jonghe & Hans Dewachter & Klaas Mulier & Steven Ongena & Glenn Schepens, 2020. "Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation [A theory of systemic risk and design of prudential bank regulation]," Review of Finance, European Finance Association, vol. 24(1), pages 1-43.
    53. Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Discussion Papers 12/2019, Deutsche Bundesbank.
    54. Tran, Dung Viet & Kabir Hassan, M. & Houston, Reza, 2019. "How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 85-103.
    55. George Chalamandaris & Nikos E. Vlachogiannakis, 2018. "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, vol. 266(1), pages 395-440, July.
    56. Shabir, Mohsin & Jiang, Ping & Shahab, Yasir & Wang, Peng, 2023. "Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?," International Review of Financial Analysis, Elsevier, vol. 87(C).
    57. Shan Ge, 2022. "How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums," Journal of Finance, American Finance Association, vol. 77(1), pages 449-503, February.
    58. Dung Viet Tran, 2020. "Economic policy uncertainty and bank dividend policy," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 67(3), pages 339-361, September.
    59. Dong Beom Choi & Hyun-Soo Choi, 2016. "The effect of monetary policy on bank wholesale funding," Staff Reports 759, Federal Reserve Bank of New York.
    60. Berger, Allen N. & El Ghoul, Sadok & Guedhami, Omrane & Roman, Raluca A., 2022. "Geographic deregulation and banks’ cost of equity capital," Journal of International Money and Finance, Elsevier, vol. 120(C).
    61. Tian, Shu & Park, Donghyun & Cagas, Marie Anne, 2021. "Bond market development and bank stability: Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 58(C).
    62. Mingyuan Sun, 2018. "Liquidity, Synergy and Winner-take-all Effect," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(1), pages 147-162, January.
    63. Kishan, Ruby P. & Opiela, Timothy P., 2017. "Risk pricing of wholesale funds and the behavior of retail deposit rates," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 668-681.
    64. Allen N. Berger & Martien Lamers & Raluca Roman & Koen Schoors, 2020. "Unexpected Effects of Bank Bailouts: Depositors Need Not Apply and Need Not Run," Working Papers 21-10, Federal Reserve Bank of Philadelphia.
    65. Fudulache, Adina-Elena & Goetz, Martin R., 2023. "Long-term deposit funding and demand for central bank funds: Evidence from targeted longer-term refinancing operations," Discussion Papers 12/2023, Deutsche Bundesbank.
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  4. Nada Mora, 2015. "Lender Exposure and Effort in the Syndicated Loan Market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 82(1), pages 205-252, March.
    See citations under working paper version above.
  5. Nada Mora, 2014. "The weakened transmission of monetary policy to consumer loan rates," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 1-26.

    Cited by:

    1. Randall Wright & Cathy Zhang & Guillaume Rocheteau, 2016. "Corporate Finance and Monetary Policy," 2016 Meeting Papers 97, Society for Economic Dynamics.
    2. OLTEANU, Dan, 2015. "Monetary Policy Effectiveness In Stimulating The Cees Credit Recovery," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(3), pages 8-24.
    3. Andreas Fuster & Stephanie Lo & Paul S. Willen, 2017. "The time-varying price of financial intermediation in the mortgage market," Staff Reports 805, Federal Reserve Bank of New York.
    4. Afsin Sahin, 2019. "Loom of Symmetric Pass-Through," Economies, MDPI, vol. 7(1), pages 1-25, February.
    5. Popiel Michal Ksawery, 2017. "Interest rate pass-through: a nonlinear vector error-correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-20, December.
    6. Vaclav Broz & Michal Hlavacek, 2018. "What Drives the Distributional Dynamics of Client Interest Rates on Consumer Loans in the Czech Republic? A Bank-level Analysis," Working Papers 2018/6, Czech National Bank.
    7. Jackson, Paul & Madison, Florian, 2022. "Entrepreneurial finance and monetary policy," European Economic Review, Elsevier, vol. 141(C).
    8. Charles S. Morris & Kristen Regehr, 2014. "What explains low net interest income at community banks?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 59-87.
    9. Paul Jackson & Florian Madison, 2019. "Entrepreneurial finance, home equity, and monetary policy," ECON - Working Papers 322, Department of Economics - University of Zurich, revised Jun 2020.
    10. Apergis, Nicholas & Chatziantoniou, Ioannis, 2021. "Credit supply conditions and business cycles: New evidence from bank lending survey data," Research in International Business and Finance, Elsevier, vol. 55(C).
    11. Michael S. Miller & Jin W. Choi, 2014. "The Effectiveness of the Federal Funds Rate as the U.S. Monetary Policy Tool Before, During and After the Great Recession," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 37-58.

  6. Nada Mora, 2014. "Reason for Reserve? Reserve Requirements and Credit," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 469-501, March.

    Cited by:

    1. Blanco Barroso, Joao & Barbone Gonzalez, Rodrigo & Peydró, José-Luis & Nazar van Doornik, Bernardus, 2019. "Countercyclical Liquidity Policy and Credit Cycles: Evidence from Macroprudential and Monetary Policy in Brazil," EconStor Preprints 216792, ZBW - Leibniz Information Centre for Economics.
    2. Quan Chen & Sang-Bing Tsai & Yuming Zhai & Chien-Chi Chu & Jie Zhou & Guodong Li & Yuxiang Zheng & Jiangtao Wang & Li-Chung Chang & Chao-Feng Hsu, 2018. "An Empirical Research on Bank Client Credit Assessments," Sustainability, MDPI, vol. 10(5), pages 1-17, May.
    3. Joseph Bitar, 2020. "A note on reserve requirements and banks' liquidity," Post-Print hal-03140035, HAL.
    4. Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2015. "External Shocks, Financial Volatility and Reserve Requirements in an Open Economy," Working Papers Series 396, Central Bank of Brazil, Research Department.
    5. Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz A., 2014. "Sudden floods, macroprudential regulation and stability in an open economy," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 68-100.
    6. George Bratsiotis, 2018. "Credit Risk, Excess Reserves and Monetary Policy: The Deposits Channel," Centre for Growth and Business Cycle Research Discussion Paper Series 243, Economics, The University of Manchester.
    7. Ryota Nakatani, 2016. "Twin Banking and Currency Crises and Monetary Policy," Open Economies Review, Springer, vol. 27(4), pages 747-767, September.
    8. Danisewicz, Piotr & Reinhardt, Dennis & Sowerbutts, Rhiannon, 2015. "On a tight leash: does bank organisational structure matter for macroprudential spillovers?," Bank of England working papers 524, Bank of England.
    9. Sang-Bing Tsai & Kuan-Yu Chen & Hongrui Zhao & Yu-Min Wei & Cheng-Kuang Wang & Yuxiang Zheng & Li-Chung Chang & Jiangtao Wang, 2016. "Using a Mixed Model to Explore Evaluation Criteria for Bank Supervision: A Banking Supervision Law Perspective," PLOS ONE, Public Library of Science, vol. 11(12), pages 1-17, December.
    10. Dassatti Camors, Cecilia & Peydró, José-Luis & R.-Tous, Francesc & Vicente, Sergio, 2019. "Macroprudential and Monetary Policy: Loan-Level Evidence from Reserve Requirements," EconStor Preprints 216795, ZBW - Leibniz Information Centre for Economics.
    11. Koray Alper & Mahir Binici & Selva Demiralp & Hakan Kara & Pınar Ozlu, 2016. "Reserve Requirements, Liquidity Risk, and Bank Lending Behavior," Koç University-TUSIAD Economic Research Forum Working Papers 1612, Koc University-TUSIAD Economic Research Forum.
    12. George J. Bratsiotis, 2018. "Credit Risk, Excess Reserves and Monetary Policy: The Deposits," Centre for Growth and Business Cycle Research Discussion Paper Series 236, Economics, The University of Manchester.

  7. Nada Mora, 2013. "The bank lending channel in a partially dollarized economy :," Journal of Applied Economics, Universidad del CEMA, vol. 16, pages 121-151, May.

    Cited by:

    1. Ongena, Steven & Schindele, Ibolya & Vonnák, Dzsamila, 2014. "In lands of foreign currency credit, bank lending channels run through? The effects of monetary policy at home and abroad on the currency denomination of the supply of credit," CFS Working Paper Series 474, Center for Financial Studies (CFS).
    2. Aiba, Daiju, 2023. "Bank dependency on foreign funding and global liquidity shocks: The importance of US monetary policy for a developing country," Journal of Asian Economics, Elsevier, vol. 84(C).
    3. Steven Ongena & Ibolya Schindele & Dzsamila Vonnák, 2017. "In Lands of Foreign Currency Credit, Bank Lending Channels Run Through?," MNB Working Papers 2017/6, Magyar Nemzeti Bank (Central Bank of Hungary).
    4. Juan‐Sebastian Corrales & Patrick Amir Imam, 2021. "Financial dollarization of households and firms: How does it differ by level of economic development?," Review of International Economics, Wiley Blackwell, vol. 29(4), pages 927-978, September.

  8. Mora, Nada & Neaime, Simon & Aintablian, Sebouh, 2013. "Foreign currency borrowing by small firms in emerging markets: When domestic banks intermediate dollars," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1093-1107.

    Cited by:

    1. Kátay, Gábor & Péter, Harasztosi, 2017. "Currency Matching and Carry Trade by Non-Financial Corporations," Working Papers 2017-02, Joint Research Centre, European Commission.
    2. Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2022. "Foreign currency loans and credit risk: Evidence from U.S. banks," Journal of International Economics, Elsevier, vol. 135(C).
    3. Neaime, Simon & Gaysset, Isabelle, 2017. "Sustainability of macroeconomic policies in selected MENA countries: Post financial and debt crises," Research in International Business and Finance, Elsevier, vol. 40(C), pages 129-140.
    4. Mohapatra, Sanket & Nagar, Jay Prakash, 2020. "Foreign Currency Borrowing and Firm Financing Constraints in Emerging Markets: Evidence from India," IIMA Working Papers WP 2020-08-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5. Gong, Di & Jiang, Tao & Wu, Weixing, 2018. "A foreign currency effect in the syndicated loan market of emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 211-226.
    6. Choi, Young Mok & Park, Kunsu, 2019. "Does foreign currency-denominated debt affect dividend payout policy? Evidence from Korea," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 20-34.
    7. Sung C. Bae & Taek Ho Kwon, 2021. "Hedging operating and financing risk with financial derivatives during the global financial crisis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 384-405, March.
    8. Aiba, Daiju & Odajima, Ken & Khou, Vouthy, 2017. "Foreign Currency Borrowing and Risk-Hedging Behavior: Evidence from a Household Survey in Cambodia," Working Papers 143, JICA Research Institute.
    9. Neaime, Simon & Gaysset, Isabelle, 2018. "Financial inclusion and stability in MENA: Evidence from poverty and inequality," Finance Research Letters, Elsevier, vol. 24(C), pages 230-237.
    10. Neaime, Simon, 2016. "Financial crises and contagion vulnerability of MENA stock markets," Emerging Markets Review, Elsevier, vol. 27(C), pages 14-35.
    11. Sung C. Bae & Hyeon Sook Kim & Taek Ho Kwon, 2020. "Foreign currency borrowing surrounding the global financial crisis: Evidence from Korea," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(5-6), pages 786-817, May.
    12. Okuda, Hidenobu & Aiba, Daiju, 2018. "Capital structure decisions in a highly dollarized economy: Evidence from Cambodian firms," Journal of Asian Economics, Elsevier, vol. 58(C), pages 1-18.
    13. Ashis Kumar Pradhan & Gourishankar S. Hiremath, 2020. "Why do Indian Firms Borrow in Foreign Currency?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(2), pages 191-211, May.
    14. Hidenobu Okuda & Daiju Aiba, 2018. "Determinants of Firms’ Capital Structure Decisions in Highly Dollarized Economies: Evidence from Cambodia," Working Papers 160, JICA Research Institute.
    15. Bitar, Joseph, 2021. "The unique dollarization case of Lebanon," Economic Systems, Elsevier, vol. 45(2).
    16. Harasztosi, Péter & Kátay, Gábor, 2020. "Currency matching by non-financial corporations," Journal of Banking & Finance, Elsevier, vol. 113(C).
    17. Marcelin, Isaac & Mathur, Ike, 2016. "Financial sector development and dollarization in emerging economies," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 20-32.
    18. Melgarejo Duran, Mauricio & Stephen, Sheryl-Ann, 2020. "Internationalization and the capital structure of firms in emerging markets: Evidence from Latin America before and after the financial crisis," Research in International Business and Finance, Elsevier, vol. 54(C).

  9. Nada Mora & Andrew Logan, 2012. "Shocks to bank capital: evidence from UK banks at home and away," Applied Economics, Taylor & Francis Journals, vol. 44(9), pages 1103-1119, March.
    See citations under working paper version above.
  10. Nada Mora, 2012. "What determines creditor recovery rates?," Economic Review, Federal Reserve Bank of Kansas City, vol. 97(Q II).

    Cited by:

    1. Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019. "Recovery rates: Uncertainty certainly matters," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 371-383.
    2. Hamid Safaynikou & Mohammad Taher Ahmadi Shadmehri & Ahmad Sabahi & Mohammad Javad Razmi, 2017. "Modeling the Effective Factors on Bank Loans Default Rate Using Delphi, SEM and Tobit Techniques (Evidence from Iran)," Modern Applied Science, Canadian Center of Science and Education, vol. 11(4), pages 1-13, April.
    3. Helberg, Stig & Lindset, Snorre, 2016. "Risk protection from risky collateral: Evidence from the euro bond market," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 193-213.
    4. Giacomo Candian & Mikhail Dmitriev, 2019. "Default Recovery Rates and Aggregate Fluctuations," Working Papers wp2019_09_01, Department of Economics, Florida State University.
    5. Nada Mora, 2013. "Creditor recovery: the macroeconomic dependence of industry equilibrium," Research Working Paper RWP 13-06, Federal Reserve Bank of Kansas City.
    6. Tatiana Damjanovic & Sarunas Girdenas, 2013. "Should Central Bank respond to the Changes in the Loan to Collateral Value Ratio and in the House Prices?," Discussion Papers 1303, University of Exeter, Department of Economics.
    7. Damjanovic, Tatiana & Girdėnas, Šarūnas, 2014. "Quantitative easing and the loan to collateral value ratio," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 146-164.
    8. Barbagli, Matteo & Vrins, Frédéric, 2023. "Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework," Economic Modelling, Elsevier, vol. 125(C).
    9. Tang, Qihe & Tong, Zhiwei & Yang, Yang, 2021. "Large portfolio losses in a turbulent market," European Journal of Operational Research, Elsevier, vol. 292(2), pages 755-769.
    10. J. Molins & E. Vives, 2015. "Model risk on credit risk," Papers 1502.06984, arXiv.org, revised Dec 2015.

  11. Nada Mora, 2010. "Can banks provide liquidity in a financial crisis?," Economic Review, Federal Reserve Bank of Kansas City, vol. 95(Q III), pages 31-67.

    Cited by:

    1. Chen, Wei-Da & Chen, Yehning & Huang, Shu-Chun, 2021. "Liquidity risk and bank performance during financial crises," Journal of Financial Stability, Elsevier, vol. 56(C).
    2. Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper RWP 11-06, Federal Reserve Bank of Kansas City.
    3. Zlatuse Komarkova & Adam Gersl & Lubos Komarek, 2011. "Models for Stress Testing Czech Banks' Liquidity Risk," Working Papers 2011/11, Czech National Bank.
    4. Cheng & Fung & Hu & Cheng, 2015. "Interest rate deregulation and banks' off-balance-sheet activities: a Hong Kong perspective," Applied Economics, Taylor & Francis Journals, vol. 47(47), pages 5088-5102, October.
    5. Fatih Tuluk, 2019. "Shadow Banking, Capital Requirements and Monetary Policy," Working Papers 2019.05, International Network for Economic Research - INFER.
    6. Alice O. Nakamura & Leonard I. Nakamura & Masao Nakamura, 2012. "Building the Innovation Union: Lessons from the 2008 Financial Crisis," Working Papers 12-17, Federal Reserve Bank of Philadelphia.
    7. Miguel Ramirez & Aalok Pandey, 2012. "Why does the Cost of Credit Intermediation Increase for Small Firms Relative to Large Firms during Recessions? A Conceptual and Empirical Analysis," Working Papers 1205, Trinity College, Department of Economics.

  12. Piergiorgio Alessandri & Prasanna Gai & Sujit Kapadia & Nada Mora & Claus Puhr, 2009. "Towards a Framework for Quantifying Systemic Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 5(3), pages 47-81, September.

    Cited by:

    1. Mr. Eugenio M Cerutti & Mr. Patrick M. McGuire & Mr. Stijn Claessens, 2011. "Systemic Risks in Global Banking: What Available Data Can Tell Us and What More Data Are Needed?," IMF Working Papers 2011/222, International Monetary Fund.
    2. Claus Puhr & Reinhardt Seliger & Michael Sigmund, 2012. "Contagiousness and Vulnerability in the Austrian Interbank Market," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 24, pages 62-78.
    3. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
    4. Sujit Kapadia & Matthias Drehmann & John Elliott & Gabriel Sterne, 2012. "Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks," NBER Chapters, in: Quantifying Systemic Risk, pages 29-61, National Bureau of Economic Research, Inc.
    5. Martinez-Jaramillo, Serafin & Alexandrova-Kabadjova, Biliana & Bravo-Benitez, Bernardo & Solórzano-Margain, Juan Pablo, 2014. "An empirical study of the Mexican banking system’s network and its implications for systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 242-265.
    6. Claudio Borio & Mathias Drehmann, 2009. "Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences," Working Papers Central Bank of Chile 544, Central Bank of Chile.
    7. Koliai, Lyes, 2016. "Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 1-22.
    8. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
    9. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    10. Yun, Tae-Sub & Jeong, Deokjong & Park, Sunyoung, 2019. "“Too central to fail” systemic risk measure using PageRank algorithm," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 251-272.
    11. Kartik Anand & Prasanna Gai & Sujit Kapadia & Simon Brennan & Matthew Willison, 2011. "A Network Model of Financial System Resilience," SFB 649 Discussion Papers SFB649DP2011-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    12. Lewis Webber & Matthew Willison, 2011. "Systemic capital requirements," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 44-50, Bank for International Settlements.
    13. Souza, Sergio Rubens Stancato de, 2016. "Capital requirements, liquidity and financial stability: The case of Brazil," Journal of Financial Stability, Elsevier, vol. 25(C), pages 179-192.
    14. Dua, Pami & Kapur, Hema, 2018. "Macro stress testing and resilience assessment of Indian banking," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 452-475.
    15. N. Foti & S. Pauls & Daniel N. Rockmore, 2011. "Stability of the World Trade Web over Time - An Extinction Analysis," Papers 1104.4380, arXiv.org, revised May 2011.
    16. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
    17. Matthew Pritsker, 2017. "Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction," Supervisory Research and Analysis Working Papers RPA 17-4, Federal Reserve Bank of Boston.
    18. Alla, Zineddine & Espinoza, Raphael & Li, Helen & Segoviano, Miguel, 2018. "Macroprudential stress tests: a reduced-form approach to quantifying systemic risk losses," LSE Research Online Documents on Economics 118930, London School of Economics and Political Science, LSE Library.
    19. Upper, Christian, 2011. "Simulation methods to assess the danger of contagion in interbank markets," Journal of Financial Stability, Elsevier, vol. 7(3), pages 111-125, August.
    20. Mr. Christian Schmieder & Maher Hasan & Mr. Claus Puhr, 2011. "Next Generation Balance Sheet Stress Testing," IMF Working Papers 2011/083, International Monetary Fund.
    21. Sergio R. S. Souza & Benjamin M. Tabak & Solange M. Guerra, 2013. "Insolvency and Contagion in the Brazilian Interbank Market," Working Papers Series 320, Central Bank of Brazil, Research Department.
    22. Foti, Nicholas J. & Pauls, Scott & Rockmore, Daniel N., 2013. "Stability of the World Trade Web over time – An extinction analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 37(9), pages 1889-1910.
    23. Drehmann, Mathias & Alessandri, Piergiorgio, 2009. "An economic capital model integrating credit and interest rate risk in the banking book," Working Paper Series 1041, European Central Bank.
    24. Hana Hejlová & Zlatuše Komárková & Marek Rusnák, 2020. "A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(3), pages 251-273.
    25. Pawe{l} Smaga & Mateusz Wili'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec, 2016. "Can banks default overnight? Modeling endogenous contagion on O/N interbank market," Papers 1603.05142, arXiv.org.
    26. Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021. "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Journal of Financial Stability, Elsevier, vol. 52(C).
    27. Burrows, Oliver & Learmonth, David & McKeown, jack & Williams, Richard, 2012. "RAMSI: a top-down stress-testing model developed at the Bank of England," Bank of England Quarterly Bulletin, Bank of England, vol. 52(3), pages 204-212.
    28. Batiz-Zuk, Enrique & López-Gallo, Fabrizio & Martínez-Jaramillo, Serafín & Solórzano-Margain, Juan Pablo, 2016. "Calibrating limits for large interbank exposures from a system-wide perspective," Journal of Financial Stability, Elsevier, vol. 27(C), pages 198-216.
    29. Zineddine Alla & Mr. Raphael A Espinoza & Qiaoluan H. Li & Miguel A. Segoviano, 2018. "Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses," IMF Working Papers 2018/049, International Monetary Fund.

  13. Nada Mora, 2008. "The Effect of Bank Credit on Asset Prices: Evidence from the Japanese Real Estate Boom during the 1980s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 57-87, February.

    Cited by:

    1. David C. Ling & Joseph T.L. Ooi & Thao T.T. Le, 2015. "Explaining House Price Dynamics: Isolating the Role of Nonfundamentals," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(S1), pages 87-125, March.
    2. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2012. "Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010," Economic Modelling, Elsevier, vol. 29(6), pages 2349-2361.
    3. Fougère, Denis & Lecat, Rémy & Ray, Simon, 2017. "Real estate prices and corporate investment: theory and evidence of heterogeneous effects across firms," CEPR Discussion Papers 11883, C.E.P.R. Discussion Papers.
    4. David C. Ling & Andy Naranjo & Benjamin Scheick, 2016. "Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1321-1362, October.
    5. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
    6. Xie He & Xiao-Jing Cai & Shigeyuki Hamori, 2018. "Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility," JRFM, MDPI, vol. 11(4), pages 1-16, December.
    7. Andrea Fracasso, 2015. "Economic Rebalancing and Growth: the Japanese experience and China’s prospects," DEM Discussion Papers 2015/07, Department of Economics and Management.
    8. John Barry Howcroft & Rehan Ul-Haq & Richard Hammerton, 2008. "Bank regulation and the process of internationalisation: A study of Japanese bank entry into London," The Service Industries Journal, Taylor & Francis Journals, vol. 30(8), pages 1359-1375, September.
    9. Svante Mandell & Han-Suck Song & Abukar Warsame & Mats Wilhelmsson, 2011. "Bank Lending and House Prices in Sweden 1992-2010," ERES eres2011_91, European Real Estate Society (ERES).
    10. KURASHIMA Daichi & MIZUNAGA Masashi & ODAKI Kazuhiko & WATANABE Wako, 2013. "Is Leverage a Determinant of Asset Price? Evidence from real estate transaction data," Discussion papers 13082, Research Institute of Economy, Trade and Industry (RIETI).
    11. Tajik, Mohammad & Aliakbari, Saeideh & Ghalia, Thaana & Kaffash, Sepideh, 2015. "House prices and credit risk: Evidence from the United States," Economic Modelling, Elsevier, vol. 51(C), pages 123-135.
    12. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
    13. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2011. "Monetary policy and housing prices: a case study of Chinese experience in 1999-2010," BOFIT Discussion Papers 17/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
    14. Nemoto, Hiroyuki, 2017. "Credit availability and asset price: Empirical analysis of the Japanese bubbles in 1980s," Journal of the Japanese and International Economies, Elsevier, vol. 44(C), pages 90-98.

  14. Mora, Nada, 2006. "Sovereign credit ratings: Guilty beyond reasonable doubt?," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2041-2062, July.

    Cited by:

    1. Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliviera, Vasco, 2019. "Ratings matter: announcements in times of crisis and the dynamics of stock markets," Working Papers 2019-08, Joint Research Centre, European Commission.
    2. Bruno Ferreira Frascaroli & Luciano da Costa Silva & Osvaldo Cândido da Silva Filho, 2009. "Ratings of Sovereign Risk and the Macroeconomics Fundamentals of the countries: a Study Using Artificial Neural Networks," Brazilian Review of Finance, Brazilian Society of Finance, vol. 7(1), pages 73-106.
    3. Jan Bruha & Moritz Karber & Beatrice Pierluigi & Ralph Setzer, 2017. "Understanding Rating Movements in Euro Area Countries," Working Papers 2017/06, Czech National Bank.
    4. Nicolas Jannone Bellot, MaLuisa Marti Selva, Leandro Garcia Menendez, 2017. "Herding Behaviour among Credit Rating Agencies," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(1), pages 56-83, March.
    5. Aaron K. Chatterji & David I. Levine & Michael W. Toffel, 2009. "How Well Do Social Ratings Actually Measure Corporate Social Responsibility?," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 18(1), pages 125-169, March.
    6. Kim, Suk-Joong & Wu, Eliza, 2008. "Sovereign credit ratings, capital flows and financial sector development in emerging markets," Emerging Markets Review, Elsevier, vol. 9(1), pages 17-39, March.
    7. Jin Cheng & Meixing Dai & Frédéric Dufourt, 2014. "Banking and Sovereign Debt Crises in Monetary Union Without Central Bank Intervention," Working Papers of BETA 2014-05, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    8. De Santis, Roberto A., 2012. "The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal," Working Paper Series 1419, European Central Bank.
    9. João T. Jalles, 2022. "Do credit rating agencies reward fiscal prudence?," International Finance, Wiley Blackwell, vol. 25(1), pages 2-22, April.
    10. Cyrenne, Philippe & Grant, Hugh, 2009. "University decision making and prestige: An empirical study," Economics of Education Review, Elsevier, vol. 28(2), pages 237-248, April.
    11. Crifo, Patricia & Diaye, Marc-Arthur & Oueghlissi, Rim, 2017. "The effect of countries’ ESG ratings on their sovereign borrowing costs," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 13-20.
    12. Mark A. Carlson & Galina B. Hale, 2005. "Courage to Capital? A Model of the Effects of Rating Agencies on Sovereign Debt Role-over," Cowles Foundation Discussion Papers 1506, Cowles Foundation for Research in Economics, Yale University.
    13. Cheikh A. Gueye & Mr. Amadou N Sy, 2010. "Beyond Aid: How Much Should African Countries Pay to Borrow?," IMF Working Papers 2010/140, International Monetary Fund.
    14. El-Shagi, Makram & Schweinitz, Gregor von, 2018. "The joint dynamics of sovereign ratings and government bond yields," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 198-218.
    15. António Afonso & João Tovar Jalles & Ana Venâncio, 2021. "Do Financial Markets Reward Government Spending Efficiency?," Working Papers REM 2021/0166, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    16. El-Shagi, Makram, 2016. "Much ado about nothing: Sovereign ratings and government bond yields in the OECD," IWH Discussion Papers 22/2016, Halle Institute for Economic Research (IWH).
    17. Luitel, Prabesh & Vanpée, Rosanne & De Moor, Lieven, 2016. "Pernicious effects: How the credit rating agencies disadvantage emerging markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 286-298.
    18. Canuto, Otaviano & Mohapatra, Sanket & Dilip Ratha, 2011. "Shadow Sovereign Ratings," World Bank - Economic Premise, The World Bank, issue 63, pages 1-6, August.
    19. P. Hammer & A. Kogan & M. Lejeune, 2011. "Reverse-engineering country risk ratings: a combinatorial non-recursive model," Annals of Operations Research, Springer, vol. 188(1), pages 185-213, August.
    20. Asta Klimaviciene, 2011. "Sovereign Credit Rating Announcements and Baltic Stock Markets," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 2(1).
    21. Andrew Powell & Juan F. Martinez S., 2008. "On Emerging Economy Sovereign Spreads and Ratings," Research Department Publications 4565, Inter-American Development Bank, Research Department.
    22. Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza, 2014. "The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord," Bank of Finland Research Discussion Papers 25/2014, Bank of Finland.
    23. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    24. Metodij Hadzi-Vaskov & Mr. Luca A Ricci, 2019. "The Nonlinear Relationship Between Public Debt and Sovereign Credit Ratings," IMF Working Papers 2019/162, International Monetary Fund.
    25. Abdulkerim Karaaslan & Kürşat Özgür Özden, 2017. "Forecasting Turkey’s Credit Ratings with Multivariate Grey Model and Grey Relational Analysis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(3), pages 583-610, September.
    26. Luca Agnello & Vitor Castro & Ricardo Sousa, 2019. "The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases," Working Papers 34, European Stability Mechanism.
    27. Tran, Yen & Vu, Huong & Klusak, Patrycja & Kraemer, Moritz & Hoang, Tri, 2021. "Sovereign credit ratings during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 78(C).
    28. Pacheco, Luís, 2011. "Moody’s credit ratings and the stock market performance of Portuguese rated firms," MPRA Paper 36551, University Library of Munich, Germany.
    29. Gao Liu & Rui Sun, 2016. "Economic Openness and Subnational Borrowing," Public Budgeting & Finance, Wiley Blackwell, vol. 36(2), pages 45-69, June.
    30. Patricia Crifo & Marc-Arthur Diaye & Rim Oueghlissi, 2015. "Measuring the effect of government ESG performance on sovereign borrowing cost," Working Papers hal-00951304, HAL.
    31. Dang, Huong & Partington, Graham, 2020. "Sovereign ratings and national culture," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    32. Makram El‐Shagi & Gregor von Schweinitz, 2022. "Why they keep missing: An empirical investigation of sovereign bond ratings and their timing," Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(2), pages 186-224, May.
    33. Hassan, Gazi & Wu, Eliza, 2012. "Sovereign country rating, growth volatility and financial crisis," MPRA Paper 40085, University Library of Munich, Germany.
    34. Santiago José Pérez-Balsalobre & Carlos Llano-Verduras, 2021. "Modelling sovereign debt ratings for sub-national governments: the case of Spain before and after the crisis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 373-395, May.
    35. Schumacher, Ingmar, 2014. "On the self-fulfilling prophecy of changes in sovereign ratings," Economic Modelling, Elsevier, vol. 38(C), pages 351-356.
    36. Purificación Parrado-Martínez & Antonio Partal-Ureña & Pilar Gómez Fernández-Aguado, 2016. "Banking Soundness Indicators and Sovereign Risk in Time of Crisis: The Case of the European Union," The World Economy, Wiley Blackwell, vol. 39(8), pages 1172-1193, August.
    37. Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza & Gustavo A. Suarez, 2012. "Sovereign credit risk, banks' government support, and bank stock returns around the world," International Finance Discussion Papers 1069, Board of Governors of the Federal Reserve System (U.S.).
    38. Robert V. Breunig & Tse Chern Chia, 2015. "Sovereign Ratings and Oil-Exporting Countries: The Effect of High Oil Prices on Ratings," International Review of Finance, International Review of Finance Ltd., vol. 15(1), pages 113-138, March.
    39. Christopher F. Baum & Margarita Karpava & Dorothea Schäfer & Andreas Stephan, 2013. "Credit Rating Agency Announcements and the Eurozone Sovereign Debt Crisis," Discussion Papers of DIW Berlin 1333, DIW Berlin, German Institute for Economic Research.
    40. Hasan, Iftekhar & Hassan, Gazi & Kim, Suk-Joong & Wu, Eliza, 2021. "The real impact of ratings-based capital rules on the finance-growth nexus," International Review of Financial Analysis, Elsevier, vol. 73(C).
    41. Purificacion Parrado-Martinez & Antonio Parta Ureña & Pilar Gomez Fernandez-Aguado, 2014. "Usefulness of Financial Soundness Indicators for risk assessment: The case of EU member countries," Working Papers 14.01, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
    42. Carmen Broto & Luis Molina, 2014. "Sovereign ratings and their asymmetric response to fundamentals," Working Papers 1428, Banco de España.
    43. Aktug, R. Erdem & Nayar, Nandkumar (Nandu) & Vasconcellos, Geraldo M., 2013. "Is sovereign risk related to the banking sector?," Global Finance Journal, Elsevier, vol. 24(3), pages 222-249.
    44. Ratha, Dilip & Mohapatra, Sanket & Plaza, Sonia, 2008. "Beyond aid : new sources and innovative mechanisms for financing development in Sub-Saharan Africa," Policy Research Working Paper Series 4609, The World Bank.
    45. Ingmar Schumacher, 2014. "On the Self," Working Papers 2014-51, Department of Research, Ipag Business School.
    46. Jinho Choi & Alexander den Ruijter & Kimi Xu Jiang & Edmund Moshammer, 2022. "Japan’s sovereign rating in the post-pandemic era," Working Papers 52, European Stability Mechanism.
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    See citations under working paper version above.

Chapters

  1. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410, Central Bank of Chile.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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