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Citations for "An Adverse Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy"

by Jeremy C. Stein

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  1. Bengt Holmstrom & Jean Tirole, 1998. "Private and Public Supply of Liquidity," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 106(1), pages 1-40, February.
  2. Anil Kashyap & Raghuram Rajan & Jeremy S. Stein, 1998. "Banks as liquidity providers: an explanation for the co-existence of lending and deposit-taking," Proceedings, Federal Reserve Bank of Chicago 582, Federal Reserve Bank of Chicago.
  3. Matías Braun & Borja Larrain, 2005. "Finance and the Business Cycle: International, Inter-Industry Evidence," Journal of Finance, American Finance Association, American Finance Association, vol. 60(3), pages 1097-1128, 06.
  4. Christian Merkl & Stephanie Stolz, 2009. "Banks' regulatory buffers, liquidity networks and monetary policy transmission," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 41(16), pages 2013-2024.
  5. Jiménez, Gabriel & Ongena, Steven & Peydró-Alcalde, José Luis & Saurina, Jesús, 2010. "Credit Supply: Identifying Balance-Sheet Channels with Loan Applications and Granted Loans," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7655, C.E.P.R. Discussion Papers.
  6. HOSONO Kaoru & MIYAKAWA Daisuke, 2014. "Business Cycles, Monetary Policy, and Bank Lending: Identifying the bank balance sheet channel with firm-bank match-level loan data," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 14026, Research Institute of Economy, Trade and Industry (RIETI).
  7. Gabriel Jiménez & Atif Mian & José-Luis Peydró & Jesús Saurina, 2011. "Local versus aggregate lending channels: the effects of securitization on corporate credit supply," Banco de Espa�a Working Papers, Banco de Espa�a 1124, Banco de Espa�a.
  8. Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 9(4), pages 27-48, Fall.
  9. Caprio, Gerard Jr. & Dooley, Michael & Leipziger, Danny & Walsh, Carl, 1996. "The lender of last resort function under a currency board : the case of Argentina," Policy Research Working Paper Series, The World Bank 1648, The World Bank.
  10. Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers, Federal Reserve Bank of Boston 13-17, Federal Reserve Bank of Boston.
  11. Mustafa Caglayan & Neslihan Ozkan & Christopher F Baum, 2002. "The Impact of Macroeconomic Uncertainty on Bank Lending Behavior," Research Papers, University of Liverpool Management School 2002_02, University of Liverpool Management School.
  12. Tharavanij, Piyapas, 2007. "Capital Market Development, Frequency of Recession, and Fraction of Time the Economy in Recession," MPRA Paper 4954, University Library of Munich, Germany.
  13. Inderst, Roman, 2013. "Prudence as a competitive advantage: On the effects of competition on banks' risk-taking incentives," European Economic Review, Elsevier, Elsevier, vol. 60(C), pages 127-143.
  14. Carola Frydman & Eric Hilt & Lily Y. Zhou, 2012. "Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907," NBER Working Papers 18264, National Bureau of Economic Research, Inc.
  15. Douglas W. Diamond & Raghuram G. Rajan, 2006. "Money in a Theory of Banking," American Economic Review, American Economic Association, American Economic Association, vol. 96(1), pages 30-53, March.
  16. Peek, Joe & Rosengren, Eric S, 1997. "The International Transmission of Financial Shocks: The Case of Japan," American Economic Review, American Economic Association, American Economic Association, vol. 87(4), pages 495-505, September.
  17. Andrew Winton, 1996. "Monitored finance, liquidity, and institutional investment choice," Working Paper, Federal Reserve Bank of Cleveland 9616, Federal Reserve Bank of Cleveland.
  18. Tümer Kapan & Camelia Minoiu, 2013. "Balance Sheet Strength and Bank Lending During the Global Financial Crisis," IMF Working Papers, International Monetary Fund 13/102, International Monetary Fund.
  19. Thomas Chaney, 2013. "Liquidity Constrained Exporters," NBER Working Papers 19170, National Bureau of Economic Research, Inc.
  20. Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1414, Faculty of Economics, University of Cambridge.
  21. Erik Gilje & Elena Loutskina & Philip E. Strahan, 2013. "Exporting Liquidity: Branch Banking and Financial Integration," NBER Working Papers 19403, National Bureau of Economic Research, Inc.
  22. Bergman, Nittai K. & Jenter, Dirk, 2007. "Employee sentiment and stock option compensation," Journal of Financial Economics, Elsevier, Elsevier, vol. 84(3), pages 667-712, June.
  23. Piti Disyatat, 2010. "The bank lending channel revisited," BIS Working Papers 297, Bank for International Settlements.
  24. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2003. "The role of uncertainty in the transmission of monetary policy effects on bank lending," Boston College Working Papers in Economics, Boston College Department of Economics 561, Boston College Department of Economics, revised 28 Apr 2008.
  25. Leonardo Gambacorta, 2004. "How Do Banks Set Interest Rates?," NBER Working Papers 10295, National Bureau of Economic Research, Inc.
  26. Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006. "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) 06016, Research Institute of Economy, Trade and Industry (RIETI).
  27. G.J. De Bondt, 1999. "Banks and monetary transmission in Europe: empirical evidence," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 52(209), pages 149-168.
  28. Brewer III, Elijah & Minton, Bernadette A. & Moser, James T., 2000. "Interest-rate derivatives and bank lending," Journal of Banking & Finance, Elsevier, Elsevier, vol. 24(3), pages 353-379, March.
  29. Ryan R. Brady, 2011. "Consumer Credit, Liquidity, And The Transmission Mechanism Of Monetary Policy," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 49(1), pages 246-263, 01.
  30. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds," Boston College Working Papers in Economics, Boston College Department of Economics 521, Boston College Department of Economics, revised 31 Aug 2008.
  31. Lev Ratnovski, 2013. "Liquidity and Transparency in Bank Risk Management," IMF Working Papers, International Monetary Fund 13/16, International Monetary Fund.
  32. Robert M. Adams & Dean F. Amel, 2005. "The effects of local banking market structure on the banking-lending channel of monetary policy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-16, Board of Governors of the Federal Reserve System (U.S.).
  33. Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers, University of Oxford, Department of Economics 481, University of Oxford, Department of Economics.
  34. Efraim Benmelech & Nittai K. Bergman, 2010. "Credit Traps," NBER Working Papers 16200, National Bureau of Economic Research, Inc.
  35. James Vickery, 2005. "How and why do small firms manage interest rate risk? Evidence from commercial loans," Staff Reports, Federal Reserve Bank of New York 215, Federal Reserve Bank of New York.
  36. Skander Van den Heuvel, 2006. "The Bank Capital Channel of Monetary Policy," 2006 Meeting Papers, Society for Economic Dynamics 512, Society for Economic Dynamics.
  37. Sandra Eickmeier & Leonardo Gambacorta & Boris Hofmann, 2013. "Understanding Global Liquidity," BIS Working Papers 402, Bank for International Settlements.
  38. 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, Elsevier, vol. 99(C), pages 109-125.
  39. Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 1213, Faculty of Economics, University of Cambridge.
  40. Masami Imai, 2008. "Crowding-Out Effects of a Government-Owned Depository Institution: Evidence from a Natural Experiment in Japan," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics 2008-003, Wesleyan University, Department of Economics.
  41. Skander J. Van den Heuvel, 2002. "Does bank capital matter for monetary transmission?," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 259-265.
  42. Wako Watanabe, 2004. "Prudential Regulation, the Credit Crunch" and the Ineffectiveness of Monetary Policy: Evidence from Japan," ISER Discussion Paper, Institute of Social and Economic Research, Osaka University 0617, Institute of Social and Economic Research, Osaka University.
  43. Hervé Alexandre & Julien Clavier, 2012. "Passage Obligatoire Aux Normes Comptables Ias/Ifrs, Contraintes En Liquidite Et Rationnement Du Credit : Une Etude Empirique Dans L'Industrie Bancaire Europenne," Post-Print, HAL hal-00936624, HAL.
  44. 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.
  45. Kopecky, Kenneth J. & VanHoose, David, 2004. "Bank capital requirements and the monetary transmission mechanism," Journal of Macroeconomics, Elsevier, Elsevier, vol. 26(3), pages 443-464, September.
  46. Nachane, Dilip & Ghosh, Saibal & Ray, Partha, 2006. "Basel II and bank lending behavior: Some likely implications for monetary policy in India," MPRA Paper 3840, University Library of Munich, Germany.
  47. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 45, Money Macro and Finance Research Group.
  48. Oleksandr Talavera & Andriy Tsapin & Oleksandr Zholud, 2006. "Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine," Discussion Papers of DIW Berlin 637, DIW Berlin, German Institute for Economic Research.
  49. Steven Ongena & Jose Luis Peydro & Neeltje van Horen, 2013. "Shocks Abroad, Pain at Home? Bank-Firm Level Evidence on the International Transmission of Financial Shocks," DNB Working Papers, Netherlands Central Bank, Research Department 385, Netherlands Central Bank, Research Department.
  50. Froot, Kenneth A. & O'Connell, Paul G.J., 2008. "On the pricing of intermediated risks: Theory and application to catastrophe reinsurance," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(1), pages 69-85, January.
  51. Akinci, Dervis Ahmet & Matousek, Roman & Radić, Nemanja & Stewart, Chris, 2013. "Monetary policy and the banking sector in Turkey," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 27(C), pages 269-285.
  52. Putkuri , Hanna, 2003. "Cross-country asymmetries in euro area monetary transmission: the role of national financial systems," Research Discussion Papers, Bank of Finland 15/2003, Bank of Finland.
  53. Basab Dasgupta, 2004. "Capital Accumulation in the Presence of Informal Credit Contracts: Does the Incentive Mechanism Work Better than Credit Rationing Under Asymmetric Information?," Working papers, University of Connecticut, Department of Economics 2004-32, University of Connecticut, Department of Economics.
  54. Wako Watanabe, 2010. "How Did the Capital Flow through Banks Change in the 1990s? -- Examining "Credit Crunch", "Forbearance Lending", and "Overbanking" --," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, Policy Research Institute, Ministry of Finance Japan, vol. 6(1), pages 81-104, February.
  55. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1384, Department of Economics and Business, Universitat Pompeu Fabra.
  56. Filippo Ippolito & Ali K. Ozdagli & Ander Perez, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," Working Papers 721, Barcelona Graduate School of Economics.
  57. Ramon Caminal, 2002. "Taxation of banks: A theoretical framework," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 525.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  58. Said, Fathin Faizah, 2013. "The dynamic of bank lending channel: Basel regulatory constraint," Economic Modelling, Elsevier, Elsevier, vol. 31(C), pages 606-613.
  59. Eduardo J.J. Ganapolsky, 2003. "Reserve requirements, bank runs, and optimal policies in small open economies," Working Paper, Federal Reserve Bank of Atlanta 2003-39, Federal Reserve Bank of Atlanta.
  60. Froot, Kenneth A. & Stein, Jeremy C., 1998. "Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach," Journal of Financial Economics, Elsevier, Elsevier, vol. 47(1), pages 55-82, January.
  61. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014. "A Model of Monetary Policy and Risk Premia," NBER Working Papers 20141, National Bureau of Economic Research, Inc.
  62. Anil K Kashyap & Jeremy C. Stein, 1997. "What Do a Million Banks Have to Say About the Transmission of Monetary Policy?," NBER Working Papers 6056, National Bureau of Economic Research, Inc.
  63. Joe Peek & Eric S. Rosengren & Geoffrey M.B. Tootell, 1997. "Is banking supervision central to central banking?," Working Papers, Federal Reserve Bank of Boston 97-3, Federal Reserve Bank of Boston.
  64. Donald P. Morgan, 1998. "Judging the risk of banks: what makes banks opaque?," Research Paper, Federal Reserve Bank of New York 9805, Federal Reserve Bank of New York.
  65. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2010. "Does monetary policy affect bank risk-taking?," BIS Working Papers 298, Bank for International Settlements.
  66. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1998. "Does the Federal Reserve have an informational advantage? you can bank on it," Working Papers, Federal Reserve Bank of Boston 98-2, Federal Reserve Bank of Boston.
  67. Kick, Thomas & Ruprecht, Benedikt & Onali, Enrico & Schaeck, Klaus, 2014. "Wealth shocks, credit-supply shocks, and asset allocation: Evidence from household and firm portfolios," Discussion Papers, Deutsche Bundesbank, Research Centre 07/2014, Deutsche Bundesbank, Research Centre.
  68. Watanabe, Wako, 2010. "Does a large loss of bank capital cause Evergreening? Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 24(1), pages 116-136, March.
  69. Mark Carlson & Hui Shan & Missaka Warusawitharana, 2011. "Capital ratios and bank lending: a matched bank approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2011-34, Board of Governors of the Federal Reserve System (U.S.).
  70. Kinda Hachem, 2014. "Resource Allocation and Inefficiency in the Financial Sector," NBER Working Papers 20365, National Bureau of Economic Research, Inc.
  71. Wako Watanabe, 2004. "Does a Large Loss of Bank Capital Cause Ever-greening or Flight to Quality?: Evidence from Japan," ISER Discussion Paper, Institute of Social and Economic Research, Osaka University 0618, Institute of Social and Economic Research, Osaka University.
  72. Mark J. Flannery, 2007. "Supervising bank safety and soundness: some open issues," Economic Review, Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta, issue Q1-2, pages 83 - 100.
  73. Hubbard, R Glenn & Kuttner, Kenneth N & Palia, Darius N, 2002. "Are There Bank Effects in Borrowers' Costs of Funds? Evidence from a Matched Sample of Borrowers and Banks," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 75(4), pages 559-81, October.
  74. Xavier Freixas & José Jorge, 2007. "The role of interbank markets in monetary policy: A model with rationing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1027, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  75. Tony Takeda & Fabiana Rocha & Márcio Nakane, 2003. "The Reaction of Bank Lending to Monetary Policy in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Gr b30, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  76. Kenneth N. Kuttner & James J. McAndrews, 2001. "Personal on-line payments," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue Dec, pages 35-50.
  77. Drumond, Inês & Jorge, José, 2013. "Loan interest rates under risk-based capital requirements: The impact of banking market structure," Economic Modelling, Elsevier, Elsevier, vol. 32(C), pages 602-607.
  78. Kenneth A. Froot, 2007. "Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers," Journal of Risk & Insurance, The American Risk and Insurance Association, The American Risk and Insurance Association, vol. 74(2), pages 273-299.
  79. Michael S. Gibson, 1997. "The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 584, Board of Governors of the Federal Reserve System (U.S.).
  80. Krylova, Elizaveta, 2002. "The Credit Channel of Monetary Policy. Case of Austria," Economics Series, Institute for Advanced Studies 111, Institute for Advanced Studies.
  81. Jeremy C. Stein & Anil K. Kashyap, 2000. "What Do a Million Observations on Banks Say about the Transmission of Monetary Policy?," American Economic Review, American Economic Association, American Economic Association, vol. 90(3), pages 407-428, June.
  82. Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2013. "State-controlled Banks and the Effectiveness of Monetary Policy," NBER Working Papers 19004, National Bureau of Economic Research, Inc.
  83. Anil K. Kashyap & Jeremy C. Stein, 1997. "The role of banks in monetary policy: a survey with implications for the European Monetary Union," Economic Perspectives, Federal Reserve Bank of Chicago, Federal Reserve Bank of Chicago, issue Sep, pages 2-18.
  84. Bengt Holmstrom & Jean Tirole, 1998. "LAPM: A Liquidity Based Asset Pricing Model," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics 98-8, Massachusetts Institute of Technology (MIT), Department of Economics.
  85. Perera, Anil & Ralston, Deborah & Wickramanayake, J., 2014. "Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 29(C), pages 195-216.
  86. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1999. "Using bank supervisory data to improve macroeconomic forecasts," New England Economic Review, Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, issue Sep, pages 21-32.
  87. Matousek, Roman & Sarantis, Nicholas, 2009. "The bank lending channel and monetary transmission in Central and Eastern European countries," Journal of Comparative Economics, Elsevier, vol. 37(2), pages 321-334, June.
  88. Lea Zicchino & Erlend Nier, 2008. "Bank Losses, Monetary Policy and Financial Stability-Evidenceon the Interplay From Panel Data," IMF Working Papers, International Monetary Fund 08/232, International Monetary Fund.
  89. Jith Jayaratne & Donald Morgan, 1997. "Information problems and deposit constraints at banks," Research Paper, Federal Reserve Bank of New York 9731, Federal Reserve Bank of New York.
  90. G.J. De Bondt, 1999. "Banks and monetary transmission in Europe: empirical evidence," BNL Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 52(209), pages 149-168.
  91. Joe Peek & Eric S. Rosengren, 1997. "Collateral damage: effects of the Japanese real estate collapse on credit availability and real activity in the United States," Working Papers, Federal Reserve Bank of Boston 97-5, Federal Reserve Bank of Boston.
  92. George Benston & Paul Irvine & Jim Rosenfeld & Joseph F. Sinkey, Jr., 2000. "Bank capital structure, regulatory capital, and securities innovations," Working Paper, Federal Reserve Bank of Atlanta 2000-18, Federal Reserve Bank of Atlanta.
  93. Ander Perez & Ali Ozdagli & Filippo Ippolito, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," 2013 Meeting Papers, Society for Economic Dynamics 1219, Society for Economic Dynamics.
  94. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 37(C), pages 314-332.