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Citations for "Leverage constraints and the international transmission of shocks"

by Michael B. Devereux

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  1. Benigno, Pierpaolo & Romei, Federica, 2012. "Debt Deleveraging and the Exchange Rate," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8938, C.E.P.R. Discussion Papers.
  2. Vincenzo Quadrini & Fabrizio Perri, 2011. "International Recessions," 2011 Meeting Papers 123, Society for Economic Dynamics.
  3. Raouf Boucekkine & Patrick Pintus, 2012. "History’s a curse: leapfrogging, growth breaks and growth reversals under international borrowing without commitment," Journal of Economic Growth, Springer, Springer, vol. 17(1), pages 27-47, March.
  4. Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Perri, Fabrizio, 2013. "Global banks and crisis transmission," Journal of International Economics, Elsevier, Elsevier, vol. 89(2), pages 495-510.
  5. Robert Kollmann & Zeno Enders & Gernot J. Müller, 2010. "Global Banking and International Business Cycles," Working Papers ECARES, ULB -- Universite Libre de Bruxelles ECARES 2010-028, ULB -- Universite Libre de Bruxelles.
  6. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014. "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," CESifo Working Paper Series 4669, CESifo Group Munich.
  7. Jean-François Rouillard, 2013. "International Risk Sharing and Land Dynamics," Cahiers de recherche, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke 13-02, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  8. Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Chapters, in: Global Financial Crisis National Bureau of Economic Research, Inc.
  9. Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, BANCO DE LA REPÚBLICA - ESPE.
  10. Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers wuwp159, Vienna University of Economics, Department of Economics.
  11. Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2009. "Financial Regulation, Financial Globalization and the Synchronization of Economic Activity," NBER Working Papers 14887, National Bureau of Economic Research, Inc.
  12. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial ," OECD Economics Department Working Papers 969, OECD Publishing.
  13. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8720, C.E.P.R. Discussion Papers.
  14. Chiţu, Livia, 2012. "Was unofficial dollarisation/euroisation an amplifier of the 'Great Recession' of 2007-09 in emerging economies," Working Paper Series, European Central Bank 1473, European Central Bank.
  15. Michael B Devereux & James Yetman, 2010. "Financial deleveraging and the international transmission of shocks," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 274-298 Bank for International Settlements.
  16. F. Gulcin Ozkan & D. Filiz Unsal, 2012. "Global financial crisis, financial contagion and emerging markets," Discussion Papers, Department of Economics, University of York 12/35, Department of Economics, University of York.
  17. Tille, Cédric & van Wincoop, Eric, 2014. "Solving DSGE portfolio choice models with dispersed private information," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 40(C), pages 1-24.
  18. Antoine Godin & Stephen Kinsella, 2012. "Leverage, liquidity and crisis: A simulation study," ASSRU Discussion Papers, ASSRU - Algorithmic Social Science Research Unit 1205, ASSRU - Algorithmic Social Science Research Unit.
  19. Linda S. Goldberg, 2013. "Banking Globalization, Transmission, and Monetary Policy Autonomy," NBER Working Papers 19497, National Bureau of Economic Research, Inc.
  20. Bengui, Julien & Mendoza, Enrique G. & Quadrini, Vincenzo, 2013. "Capital mobility and international sharing of cyclical risk," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(1), pages 42-62.
  21. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  22. Nguyen, Ha & Qian, Rong, 2012. "The cross-country magnitude and determinants of collateral borrowing," Policy Research Working Paper Series 6001, The World Bank.
  23. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," NBER Working Papers 19469, National Bureau of Economic Research, Inc.
  24. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics, University of Munich, Department of Economics 19365, University of Munich, Department of Economics.
  25. Reinhardt, Dennis & Dell'Erba, Salvatore, 2013. "Not all capital waves are alike: a sector-level examination of surges in FDI inflows," Bank of England working papers 474, Bank of England.
  26. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, Elsevier, vol. 47(C), pages 21-55.
  27. Nicola Cetorelli & Linda S. Goldberg, 2011. "Liquidity management of U.S. global banks: Internal capital markets in the great recession," NBER Working Papers 17355, National Bureau of Economic Research, Inc.
  28. Livia Chitu, 2013. "Was Unofficial Dollarisation/Euroisation an Amplifier of the ‘Great Recession’ of 2007–2009 in Emerging Economies?," Comparative Economic Studies, Palgrave Macmillan, vol. 55(2), pages 233-265, June.
  29. Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2012. "Short-Run Pain, Long-Run Gain : the Conditional Welfare Gains from International Financial Integration," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne 12-14, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  30. Serdar Kabaca, 2011. "Labor Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum 1122, Koc University-TUSIAD Economic Research Forum.
  31. Kollmann, Robert & Zeugner, Stefan, 2011. "Leverage as a Predictor for Real Activity and Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8327, C.E.P.R. Discussion Papers.
  32. Ippei Fujiwara, 2010. "Export shocks and the zero bound trap," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 63, Federal Reserve Bank of Dallas.
  33. Dedola, Luca & Karadi, Peter & Lombardo, Giovanni, 2013. "Global implications of national unconventional policies," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(1), pages 66-85.
  34. Ippei Fujiwara & Koji Takahashi, 2011. "Asian financial linkage: macro-finance dissonance," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 92, Federal Reserve Bank of Dallas.
  35. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER International Seminar on Macroeconomics, University of Chicago Press, University of Chicago Press, vol. 9(1), pages 181 - 213.
  36. Tommaso Trani, 2012. "Country Portfolios with Heterogeneous Pledgeability," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 02-2012, Economics Section, The Graduate Institute of International Studies, revised 12 Feb 2012.
  37. Forbes, Kristin J. & Warnock, Francis E., 2012. "Capital flow waves: Surges, stops, flight, and retrenchment," Journal of International Economics, Elsevier, Elsevier, vol. 88(2), pages 235-251.
  38. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies 13-2011, Economics Section, The Graduate Institute of International Studies.
  39. Valentina Bruno & Hyun Song Shin, 2013. "Capital Flows and the Risk-Taking Channel of Monetary Policy," NBER Working Papers 18942, National Bureau of Economic Research, Inc.
  40. Erden, Lutfi & Ozkan, Ibrahim, 2014. "Determinants of international transmission of business cycles to Turkish economy," Economic Modelling, Elsevier, Elsevier, vol. 36(C), pages 383-390.
  41. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-Switching analysis," Economics Papers from University Paris Dauphine 123456789/8773, Paris Dauphine University.
  42. Devereux, Michael B. & Sutherland, Alan, 2011. "Evaluating international financial integration under leverage constraints," European Economic Review, Elsevier, Elsevier, vol. 55(3), pages 427-442, April.
  43. Philip R. Lane, 2011. "External Imbalances and Macroeconomic Policy in New Zealand," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp376, IIIS.
  44. Nikolaos Antonakakis & Gabriele Tondl, 2011. "Has Integration Promoted Business Cycle Synchronization in the Enlarged EU?," FIW Working Paper series, FIW 075, FIW.
  45. Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(12), pages 5329-5345.
  46. Salvatore Dell’Erba & Dennis Reinhardt, 2011. "Surfing the Capital Waves: A sector-level examination of surges in FDI inflows," Working Papers 11.07, Swiss National Bank, Study Center Gerzensee.
  47. Marlène Isoré, 2011. "International Propagation of Financial Shocks in a Search and Matching Environment," FIW Working Paper series, FIW 068, FIW.
  48. Claudia Busl & Marcus Kappler, 2013. "Does Foreign Direct Investment Synchronise Business Cycles? Results from a Panel Approach," WWWforEurope Working Papers series 23, WWWforEurope.
  49. Leif Anders Thorsrud, 2013. "Global and regional business cycles. Shocks and propagations," Working Paper, Norges Bank 2013/08, Norges Bank.
  50. Yue ZHAO, 2013. "Role of Financial and Productivity Shocks in the US and Japan: A Two-Country Economy," KIER Working Papers 881, Kyoto University, Institute of Economic Research.
  51. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
  52. Curatola, Giuliano & Donadelli, Michael & Gioffré, Alessandro & Grüning, Patrick, 2014. "Austerity, fiscal volatility, and economic growth," SAFE Working Paper Series 56, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  53. Lance Kent, 2014. "Linkages, Transmission, and the Evolution of International Business Cycles," Working Papers, Department of Economics, College of William and Mary 149, Department of Economics, College of William and Mary.
  54. repec:una:unccee:wp2812 is not listed on IDEAS
  55. Stephen Cecchetti & Michael R King & James Yetman, 2011. "Weathering the financial crisis: good policy or good luck?," BIS Working Papers 351, Bank for International Settlements.
  56. Nguyen, Ha & Qian, Rong, 2013. "Demand collapse or credit crunch to firms ? evidence from the world bank's financial crisis survey in Eastern Europe," Policy Research Working Paper Series 6651, The World Bank.
  57. Philip R. Lane, 2013. "External imbalances and macroeconomic policy," New Zealand Economic Papers, Taylor & Francis Journals, Taylor & Francis Journals, vol. 47(1), pages 53-70, April.
  58. Kónya, István & Benczúr, Péter, 2013. "Kamatfelár, hitelválság és mérlegalkalmazkodás egy kis, nyitott gazdaságban
    [Interest premium, credit crisis and balance-sheet adjustment in a small open economy]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 940-964.
  59. N. Antonakakis & G. Tondl, 2014. "Does integration and economic policy coordination promote business cycle synchronization in the EU?," Empirica, Springer, Springer, vol. 41(3), pages 541-575, August.
  60. Scott Davis, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 89, Federal Reserve Bank of Dallas.
  61. Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan, 2013. "A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 440-450, December.
  62. TengTeng Xu, 2012. "The Role of Credit in International Business Cycles," Working Papers, Bank of Canada 12-36, Bank of Canada.
  63. Dennis Reinhardt & Salvatore Dell'Erba, 2013. "Las olas de capital no son todas iguales: análisis sectorial de las alzas en las entradas de IED," Boletín, Centro de Estudios Monetarios Latinoamericanos, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 57-92, abril-jun.
  64. Chowla, Shiv & Quaglietti, Lucia & Rachel, Lukasz, 2014. "How have world shocks affected the UK economy?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 167-179.
  65. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 66, Federal Reserve Bank of Dallas.
  66. Donadelli, Michael & Paradiso, Antonio, 2014. "Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 28(C), pages 206-220.
  67. Wen Yao, 2012. "International Business Cycles and Financial Frictions," Working Papers, Bank of Canada 12-19, Bank of Canada.