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Citations for "Liquidity and financial cycles"

by Tobias Adrian & Hyun Song Shin

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  1. Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany 316/2009, Department of Economics, University of Hohenheim, Germany.
  2. Patrick Minford, 2010. "The Banking Crisis: A Rational Interpretation," Political Studies Review, Political Studies Association, Political Studies Association, vol. 8(1), pages 40-54.
  3. Tasca, Paolo & Battiston, Stefano, 2013. "Market Procyclicality and Systemic Risk," MPRA Paper 45156, University Library of Munich, Germany, revised Mar 2013.
  4. AndrewK. Rose & MarkM. Spiegel, 2010. "Cross-Country Causes And Consequences Of The 2008 Crisis: International Linkages And American Exposure," Pacific Economic Review, Wiley Blackwell, Wiley Blackwell, vol. 15(3), pages 340-363, 08.
  5. Shiller, Robert J., 2007. "Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models," Working Papers, Yale University, Department of Economics 29, Yale University, Department of Economics.
  6. Charles A. E. Goodhart, 2013. "Global Macroeconomic and Financial Supervision: Where Next?," NBER Chapters, National Bureau of Economic Research, Inc, in: Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century, pages 343-363 National Bureau of Economic Research, Inc.
  7. Claudio E. V. Borio, 2007. "Change and constancy in the financial system: implications for financial distress and policy," BIS Working Papers, Bank for International Settlements 237, Bank for International Settlements.
  8. Adalid, Ramón & Detken, Carsten, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series, European Central Bank 0732, European Central Bank.
  9. Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers, Bank for International Settlements 268, Bank for International Settlements.
  10. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series, European Central Bank 1008, European Central Bank.
  11. Robert J. Shiller, 2007. "Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1632, Cowles Foundation for Research in Economics, Yale University.
  12. Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers, Bank for International Settlements 284, Bank for International Settlements.
  13. van den End, Jan Willem & Tabbae, Mostafa, 2012. "When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour," Journal of Financial Stability, Elsevier, Elsevier, vol. 8(2), pages 107-120.
  14. 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, Central Bank of Chile 555, Central Bank of Chile.
  15. Drescher, Christian & Herz, Bernhard, 2010. "Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach," MPRA Paper 27384, University Library of Munich, Germany.
  16. Moritz Schularick & Alan M. Taylor, 2009. "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870–2008," NBER Working Papers 15512, National Bureau of Economic Research, Inc.
  17. Mathias Hoffmann & Thomas Nitschka, 2008. "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich 376, Institute for Empirical Research in Economics - University of Zurich.
  18. Christopher Martin & Costas Milas, 2009. "Causes of the Financial Crisis: an Assessment Using UK Data," Working Paper Series, The Rimini Centre for Economic Analysis 10_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  19. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire Sales, Foreign Entry and Bank Liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6309, C.E.P.R. Discussion Papers.
  20. Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers, Central Bank of Luxembourg 45, Central Bank of Luxembourg.
  21. Tobias Adrian & Hyun Song Shin, 2008. "Liquidity and leverage," Staff Reports, Federal Reserve Bank of New York 328, Federal Reserve Bank of New York.
  22. Eric Wong & Cho-Hoi Hui, 2009. "A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks," Working Papers 0906, Hong Kong Monetary Authority.
  23. Charles Goodhart, 2011. "Global Macroeconomic and Financial Supervision: Where Next?," NBER Working Papers 17682, National Bureau of Economic Research, Inc.
  24. Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economic Research Papers, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics 2010-033, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
  25. Bijapur, Mohan, 2010. "Does monetary policy lose effectiveness during a credit crunch?," Economics Letters, Elsevier, Elsevier, vol. 106(1), pages 42-44, January.
  26. Ács, Attila, 2012. "Liquidity and asset prices: a VECM approach," MPRA Paper 40331, University Library of Munich, Germany.
  27. Arvind Krishnamurhty & Zhiguo He, 2010. "Intermediary Asset Pricing," 2010 Meeting Papers, Society for Economic Dynamics 1327, Society for Economic Dynamics.
  28. Masazumi Hattori & Hyun Song Shin, 2007. "The Broad Yen Carry Trade," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 07-E-19, Institute for Monetary and Economic Studies, Bank of Japan.