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Sam Langfield

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Vayanos, Dimitri & Brunnermeier, Markus & Langfield, Sam & Pagano, Marco & Van Nieuwerburgh, Stijn, 2016. "ESBies: Safety in the Tranches," CEPR Discussion Papers 11537, C.E.P.R. Discussion Papers.
    • Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.

    Mentioned in:

    1. To Form a More Perfect Union
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-05-28 11:38:54

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Policy responses

Working papers

  1. Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.

    Cited by:

    1. Molyneux, Philip & Pancotto, Livia & Reghezza, Alessio & Rodriguez d'Acri, Costanza, 2022. "Interest rate risk and monetary policy normalisation in the euro area," Journal of International Money and Finance, Elsevier, vol. 124(C).
    2. Özbekler, Ali Gencay & Kontonikas, Alexandros & Triantafyllou, Athanasios, 2021. "Volatility forecasting in European government bond markets," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1691-1709.
    3. John Krainer & Pascal Paul, 2023. "Monetary Transmission through Bank Securities Portfolios," Working Paper Series 2023-18, Federal Reserve Bank of San Francisco.
    4. Carlo Altavilla & Miguel Boucinha & José-Luis Peydró & Thorsten BeckManaging Editor, 2018. "Monetary policy and bank profitability in a low interest rate environment," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 33(96), pages 531-586.
    5. Claußen, Catharina & Platte, Daniel, 2023. "Evaluating the validity of regulatory interest rate risk measures – a simulation approach," Journal of Banking & Finance, Elsevier, vol. 154(C).
    6. Christian Wipf, 2023. "The effects of cost-push inflation on Austrian banks," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 46, pages 19-28.
    7. Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
    8. Dräger Vanessa & Heckmann-Draisbach Lotta & Memmel Christoph, 2021. "Interest and credit risk management in German banks: Evidence from a quantitative survey," German Economic Review, De Gruyter, vol. 22(1), pages 63-95, February.
    9. Christoph Memmel, 2020. "What drives the short‐term fluctuations of banks' exposure to interest rate risk?," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 674-686, October.
    10. Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "The economics of central bank digital currency," CEPR Discussion Papers 17617, C.E.P.R. Discussion Papers.
    11. Anthony Brassil & Jon Cheshire & Joseph Muscatello, 2018. "The Transmission of Monetary Policy through Banks' Balance Sheets," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
    12. 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.
    13. Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2019. "Risk Management in Financial Institutions," NBER Working Papers 25698, National Bureau of Economic Research, Inc.
    14. Paul, Pascal, 2023. "Banks, maturity transformation, and monetary policy," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    15. Khetan, Umang & Neamțu, Ioana & Sen, Ishita, 2023. "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers 1031, Bank of England.
    16. Döttling, Robin, 2019. "Bank Capital Regulation in a Zero Interest Environment," EconStor Preprints 191028, ZBW - Leibniz Information Centre for Economics.
    17. Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023. "The Reversal Interest Rate," American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
    18. Yewon Kim & Pradeep K. Chintagunta & Bhuvanesh Pareek, 2022. "Government Policy, Strategic Consumer Behavior, and Spillovers to Retailers: The Case of Demonetization in India," Marketing Science, INFORMS, vol. 41(6), pages 1118-1144, November.
    19. Adriano A. Rampini & S. Viswanathan & Guillaume Vuillemey, 2020. "Retracted: Risk Management in Financial Institutions," Journal of Finance, American Finance Association, vol. 75(2), pages 591-637, April.
    20. Fatih Altunok & Yavuz Arslan & Steven Ongena, 2023. "Monetary Policy Transmission with Adjustable and Fixed Rate Mortgages: The Role of Credit Supply," Working Papers 202305, University of Liverpool, Department of Economics.
    21. Pierluigi Bologna, 2017. "Banks’ maturity transformation: risk, reward, and policy," Temi di discussione (Economic working papers) 1159, Bank of Italy, Economic Research and International Relations Area.
    22. Raymond Chaudron & Leo de Haan & Marco Hoeberichts, 2020. "Banks net interest margins and interest rate risk: communicating vessels?," Working Papers 675, DNB.
    23. Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena, 2020. "Fixed Rate versus Adjustable Rate Mortgages: Evidence from Euro Area Banks," Swiss Finance Institute Research Paper Series 20-99, Swiss Finance Institute.
    24. Valentina Michelangeli & Fabio Massimo Piersanti, 2023. "Interdependence between assets and liabilities in the banking system: changes in the last two decades," Questioni di Economia e Finanza (Occasional Papers) 752, Bank of Italy, Economic Research and International Relations Area.
    25. Kirti, Divya, 2020. "Why do bank-dependent firms bear interest-rate risk?," Journal of Financial Intermediation, Elsevier, vol. 41(C).
    26. Thesmar, David & Landier, Augustin & Sraer, David, 2014. "Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy," CEPR Discussion Papers 10300, C.E.P.R. Discussion Papers.
    27. Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
    28. Bats, Joost V. & Giuliodori, Massimo & Houben, Aerdt C.F.J., 2023. "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
    29. Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli & Andrea Pozzi & Anton Tsoy, 2019. "The Cost of Steering in Financial Markets: Evidence from the Mortgage Market," Temi di discussione (Economic working papers) 1252, Bank of Italy, Economic Research and International Relations Area.
    30. Ampudia, Miguel & Van den Heuvel, Skander J., 2022. "Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 49-67.
    31. Döttling, Robin, 2023. "Bank Capital Regulation in a Zero Interest Environment," OSF Preprints 9dxzf, Center for Open Science.
    32. Simona Malovaná & Josef Bajzík & Dominika Ehrenbergerová & Jan Janků, 2023. "A prolonged period of low interest rates in Europe: Unintended consequences," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 526-572, April.
    33. Present, Thomas & Simoens, Mathieu & Vander Vennet, Rudi, 2023. "European bank margins at the zero lower bound," Journal of International Money and Finance, Elsevier, vol. 131(C).
    34. Andrea Landi, Alex Sclip, Valeria Venturelli, 2019. "The effect of the Fed zero-lower bound announcementon bank profitability and diversification," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0079, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    35. Paludkiewicz, Karol, 2018. "Unconventional monetary policy, bank lending, and security holdings: The yield-induced portfolio rebalancing channel," Discussion Papers 22/2018, Deutsche Bundesbank.
    36. Jorien Freriks & Jan Kakes, 2021. "Bank interest rate margins in a negative interest rate environment," Working Papers 721, DNB.
    37. Ishita Sen, 2023. "Regulatory Limits to Risk Management," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2175-2223.
    38. Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021. "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series 2564, European Central Bank.
    39. Guillaume Vuillemey, 2019. "Bank Interest Rate Risk Management," Management Science, INFORMS, vol. 65(12), pages 5933-5956, December.

  2. Brinkhoff, Jeroen & Langfield, Sam & Weeken, Olaf, 2018. "From the horse’s mouth: surveying responses to stress by banks and insurers," ESRB Occasional Paper Series 15, European Systemic Risk Board.

    Cited by:

    1. Alogoskoufis, Spyros & Langfield, Sam, 2018. "Regulating the doom loop," ESRB Working Paper Series 74, European Systemic Risk Board.
    2. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers 2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.

  3. Alogoskoufis, Spyros & Langfield, Sam, 2018. "Regulating the doom loop," ESRB Working Paper Series 74, European Systemic Risk Board.

    Cited by:

    1. Carmen M. Reinhart & Franziska L. Ohnsorge & Kenneth S. Rogoff & M. Ayhan Kose, 2022. "The Aftermath of Debt Surges," Annual Review of Economics, Annual Reviews, vol. 14(1), pages 637-663, August.
    2. Lorenzo Codogno & Paul van den Noord, 2021. "Assessing Next Generation EU," LEQS – LSE 'Europe in Question' Discussion Paper Series 166, European Institute, LSE.
    3. Nikolay Hristov & Oliver Hülsewig & Benedikt Kolb, 2021. "Macroprudential Policy and the Sovereign-Bank Nexus in the Euro Area," CESifo Working Paper Series 9342, CESifo.
    4. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "Determinants of European banks’ default risk," Finance Research Letters, Elsevier, vol. 47(PA).
    5. Antonija Buljan & Milan Deskar-Skrbic & Mirna Dumicic, 2020. "What drives banks’ appetite for sovereign debt in CEE countries?," Public Sector Economics, Institute of Public Finance, vol. 44(2), pages 179-201.
    6. Vojtěch Siuda & Milan Szabo, 2021. "Measuring Sovereign Credit Risk of the EU countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(3), pages 169-192.
    7. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
    8. Cronin, David & Dunne, Peter G., 2019. "How effective are sovereign bond-backed securities as a spillover prevention device?," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 49-66.
    9. Soenen, Nicolas & Vander Vennet, Rudi, 2022. "ECB monetary policy and bank default risk☆," Journal of International Money and Finance, Elsevier, vol. 122(C).
    10. Thierry Warin & Aleksandar Stojkov, 2021. "Banks’ Foreign Claims in the Aftermath of the 2008 Crisis: Institutional Response, Financial Efficiency, and Integration of Cross-Border Banking in the Euro Area," JRFM, MDPI, vol. 14(2), pages 1-17, February.
    11. Mr. Helge Berger & Mr. Giovanni Dell'Ariccia & Mr. Maurice Obstfeld, 2018. "Revisiting the Economic Case for Fiscal Union in the Euro Area," IMF Departmental Papers / Policy Papers 2018/003, International Monetary Fund.
    12. De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2019. "Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 33-52.
    13. Sam Langfield, 2020. "Bridge over Troubled Monetary Union: A Reply to De Grauwe & Ji," Journal of Common Market Studies, Wiley Blackwell, vol. 58(S1), pages 1-10, September.
    14. Philip R. Lane, 2021. "The Resilience of the Euro," Journal of Economic Perspectives, American Economic Association, vol. 35(2), pages 3-22, Spring.
    15. Jay Cullen, 2022. "“Economically inefficient and legally untenable”: constitutional limitations on the introduction of central bank digital currencies in the EU," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(1), pages 31-41, March.
    16. Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).

  4. Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers 12525, C.E.P.R. Discussion Papers.

    Cited by:

    1. Jason Allen & Milena Wittwer, 2021. "Centralizing Over-the-Counter Markets?," Staff Working Papers 21-39, Bank of Canada.
    2. Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
    3. Abbassi, Puriya & Bräuning, Falk, 2018. "The pricing of FX forward contracts: Micro evidence from banks' dollar hedging," Discussion Papers 42/2018, Deutsche Bundesbank.
    4. Christina Brinkmann, 2023. "Differentiation in Risk Profiles," CRC TR 224 Discussion Paper Series crctr224_2023_444, University of Bonn and University of Mannheim, Germany.
    5. Fiedor, Paweł & Killeen, Neill, 2019. "Securisation special purpose entities, bank sponsors and derivatives," ESRB Working Paper Series 99, European Systemic Risk Board.
    6. Jukonis, Audrius, 2022. "Evaluating market risk from leveraged derivative exposures," Working Paper Series 2722, European Central Bank.
    7. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
      • de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
    8. Khetan, Umang & Neamțu, Ioana & Sen, Ishita, 2023. "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers 1031, Bank of England.
    9. Daisuke Miyakawa & Takemasa Oda & Taihei Sone, 2023. "Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market," Bank of Japan Working Paper Series 23-E-12, Bank of Japan.
    10. Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
    11. Gerba, Eddie & Katsoulis, Petros, 2021. "The repo market under Basel III," Bank of England working papers 954, Bank of England.
    12. Ingomar Krohn & Vladyslav Sushko, 2020. "FX spot and swap market liquidity spillovers," BIS Working Papers 836, Bank for International Settlements.
    13. John M. Griffin & Nicholas Hirschey & Samuel Kruger, 2023. "Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?," Journal of Finance, American Finance Association, vol. 78(2), pages 887-934, April.
    14. Wang, Chaojun, 2023. "The limits of multi-dealer platforms," Journal of Financial Economics, Elsevier, vol. 149(3), pages 434-450.
    15. Andreas Schrimpf & Vladyslav Sushko, 2019. "FX trade execution: complex and highly fragmented," BIS Quarterly Review, Bank for International Settlements, December.
    16. Opie, Wei & Riddiough, Steven J., 2020. "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, vol. 136(3), pages 780-805.
    17. Camila Casas & Sergii Meleshchuk & Yannick Timmer, 2020. "The Dominant Currency Financing Channel of External Adjustment," Borradores de Economia 1111, Banco de la Republica de Colombia.
    18. Daniel Neuhann & Michael Sockin, 2019. "Risk-Sharing and Investment in Concentrated Markets," 2019 Meeting Papers 118, Society for Economic Dynamics.
    19. Fontana, Silvia Dalla & Holz auf der Heide, Marco & Pelizzon, Loriana & Scheicher, Martin, 2019. "The anatomy of the euro area interest rate swap market," SAFE Working Paper Series 255, Leibniz Institute for Financial Research SAFE.
    20. Delis, Manthos & Politsidis, Panagiotis & Sarno, Lucio, 2018. "Foreign currency lending," MPRA Paper 88197, University Library of Munich, Germany.
    21. Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas, 2023. "Relationship discounts in corporate bond trading," Bank of England working papers 1049, Bank of England.

  5. Ferrara, Gerardo & Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2016. "Systemic illiquidity in the interbank network," Bank of England working papers 586, Bank of England, revised 14 Aug 2017.

    Cited by:

    1. Alogoskoufis, Spyros & Langfield, Sam, 2018. "Regulating the doom loop," ESRB Working Paper Series 74, European Systemic Risk Board.
    2. Riccardo Doyle, 2020. "Using Network Interbank Contagion in Bank Default Prediction," Papers 2005.12619, arXiv.org, revised May 2020.
    3. Tathagata Banerjee & Alex Bernstein & Zachary Feinstein, 2018. "Dynamic Clearing and Contagion in Financial Networks," Papers 1801.02091, arXiv.org, revised Nov 2022.
    4. Giuseppe C. Calafiore & Giulia Fracastoro & Anton V. Proskurnikov, 2022. "Clearing Payments in Dynamic Financial Networks," Papers 2201.12898, arXiv.org, revised May 2022.
    5. Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael, 2021. "Simulating liquidity stress in the derivatives market," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    6. Zachary Feinstein & Andreas Sojmark, 2019. "A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field," Papers 1912.08695, arXiv.org.
    7. Balluck, Kushal & Galiay, Artus & Ferrara, Gerardo & Hogarth, Glenn, 2016. "The small bank failures of the early 1990s: another story of boom and bust," Bank of England Quarterly Bulletin, Bank of England, vol. 56(1), pages 41-51.
    8. Hong Chen & Tan Wang & David D. Yao, 2021. "Financial Network and Systemic Risk—A Dynamic Model," Production and Operations Management, Production and Operations Management Society, vol. 30(8), pages 2441-2466, August.
    9. Zachary Feinstein, 2017. "Obligations with Physical Delivery in a Multi-Layered Financial Network," Papers 1702.07936, arXiv.org, revised May 2019.
    10. 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.
    11. Giuseppe Calafiore & Giulia Fracastoro & Anton V. Proskurnikov, 2022. "Control of Dynamic Financial Networks (The Extended Version)," Papers 2205.08879, arXiv.org.
    12. Zachary Feinstein & Andreas Sojmark, 2020. "Dynamic Default Contagion in Heterogeneous Interbank Systems," Papers 2010.15254, arXiv.org, revised Jul 2021.
    13. Bonner, Clemens & Wedow, Michael & Budnik, Katarzyna & Koban, Anne & Kok, Christoffer & Laliotis, Dimitrios & Meller, Barbara & Melo, Ana Sofia & Moldovan, Iulia & Schmitz, Stefan & Couaillier, Cyril , 2018. "Systemic liquidity concept, measurement and macroprudential instruments," Occasional Paper Series 214, European Central Bank.
    14. Paola D'Orazio & Jessica Reale & Anh Duy Pham, 2023. "Climate-induced liquidity crises: interbank exposures and macroprudential implications," Chemnitz Economic Papers 059, Department of Economics, Chemnitz University of Technology.
    15. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.

  6. Abad, Jorge & Aldasoro, Iñaki & Aymanns, Christoph & D'Errico, Marco & Hoffmann, Peter & Langfield, Sam & Neychev, Martin & Roukny, Tarik & Rousová, Linda, 2016. "Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset," ESRB Occasional Paper Series 11, European Systemic Risk Board.

    Cited by:

    1. R. S.J. Koijen & F. Koulischer & B. Nguyen & M. Yogo, 2016. "Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices," Working papers 601, Banque de France.
    2. Torsten Ehlers & Egemen Eren, 2016. "The changing shape of interest rate derivatives markets," BIS Quarterly Review, Bank for International Settlements, December.
    3. Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017. "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series 17-70, Swiss Finance Institute.
    4. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Nahai-Williamson, Paul & Wetzer, Thom, 2020. "Foundations of system-wide financial stress testing with heterogeneous institutions," INET Oxford Working Papers 2020-14, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    5. Czech, Robert, 2019. "Credit default swaps and corporate bond trading," Bank of England working papers 810, Bank of England.
    6. Gabrielle Demange & Thibaut Piquard, 2021. "On the market structure of central counterparties in the EU," Working Papers halshs-03107812, HAL.
    7. Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
    8. Iñaki Aldasoro & Andreas Barth, 2017. "Syndicated loans and CDS positioning," BIS Working Papers 679, Bank for International Settlements.
    9. Abad, Jorge & D’Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas & Portes, Richard & Urbano, Teresa, 2022. "Mapping exposures of EU banks to the global shadow banking system," Journal of Banking & Finance, Elsevier, vol. 134(C).
    10. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
    11. Hüser, Anne-Caroline & Kok, Christoffer, 2019. "Mapping bank securities across euro area sectors: comparing funding and exposure networks," Working Paper Series 2273, European Central Bank.
    12. Bellia, Mario & Panzica, Roberto & Pelizzon, Loriana & Peltonen, Tuomas A., 2017. "The demand for central clearing: to clear or not to clear, that is the question," ESRB Working Paper Series 62, European Systemic Risk Board.
    13. Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios, 2017. "Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
    14. Kubitza, Christian & Pelizzon, Loriana & Sherman, Mila Getmansky, 2023. "Loss sharing in central clearinghouses: winners and losers," Working Paper Series 2873, European Central Bank.
    15. Amini, Hamed & Minca, Andreea & Sulem, Agnès, 2017. "Optimal equity infusions in interbank networks," Journal of Financial Stability, Elsevier, vol. 31(C), pages 1-17.
    16. Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021. "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, vol. 140(1), pages 1-20.
    17. Marco Bardoscia & Ginestra Bianconi & Gerardo Ferrara, 2019. "Multiplex network analysis of the UK over‐the‐counter derivatives market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1520-1544, October.
    18. Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.
    19. Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You, 2023. "Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
    20. Fiedor, Paweł & Killeen, Neill, 2019. "Securisation special purpose entities, bank sponsors and derivatives," ESRB Working Paper Series 99, European Systemic Risk Board.
    21. Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Aymanns, Christopher, 2018. "Models of Financial Stability and Their Application in Stress Tests," INET Oxford Working Papers 2018-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    22. Iman van Lelyveld, 2017. "The use of derivatives trade repository data: possibilities and challenges," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    23. Altavilla, Carlo & Lemke, Wolfgang & Linzert, Tobias & Tapking, Jens & von Landesberger, Julian, 2021. "Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014," Occasional Paper Series 278, European Central Bank.
    24. Robin Greenwood & Annette Vissing-Jorgensen, 2018. "The Impact of Pensions and Insurance on Global Yield Curves," Harvard Business School Working Papers 18-109, Harvard Business School, revised Dec 2018.
    25. Zema, Sebastiano Michele, 2022. "Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data," Working Paper Series 2721, European Central Bank.
    26. Khetan, Umang & Neamțu, Ioana & Sen, Ishita, 2023. "The market for sharing interest rate risk: quantities behind prices," Bank of England working papers 1031, Bank of England.
    27. Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
    28. Bardoscia, Marco & Ferrara, Gerardo & Vause, Nicholas & Yoganayagam, Michael, 2021. "Simulating liquidity stress in the derivatives market," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    29. Gabrielle Demange & Thibaut Piquard, 2023. "On the choice of central counterparties in the EU," PSE-Ecole d'économie de Paris (Postprint) halshs-04156082, HAL.
    30. Joseph, Andreas & Vasios, Michalis, 2022. "OTC Microstructure in a period of stress: A Multi-layered network approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
    31. Fiedor, Pawel & Killeen, Neill, 2019. "Securitisation special purpose entities' use of derivatives: New evidence from Ireland," Financial Stability Notes 3/FS/19, Central Bank of Ireland.
    32. Sébastien Pérez-Duarte & Grzegorz Skrzypczynski, 2019. "Two is company, three’s a crowd: automated pairing and matching of two-sided reporting in EMIR derivatives’ data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
    33. Joseph Abadi & Markus Brunnermeier & Yann Koby, 2023. "The Reversal Interest Rate," American Economic Review, American Economic Association, vol. 113(8), pages 2084-2120, August.
    34. Pintér, Gábor & Wang, Chaojun & Zou, Junyuan, 2022. "Information chasing versus adverse selection," Bank of England working papers 971, Bank of England.
    35. Alexandra de Jong & Alin Draghiciu & Linda Fache Rousová & Alessandro Fontana & Elisa Letizia, 2019. "Impact of Variation Margining on EU Insurers’ Liquidity: An Analysis of Interest Rate Swaps Positions," EIOPA Financial Stability Report - Thematic Articles 16, EIOPA, Risks and Financial Stability Department.
    36. Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
    37. Gabriele Visentin & Stefano Battiston & Marco D'Errico, 2016. "Rethinking Financial Contagion," Papers 1608.07831, arXiv.org.
    38. Michele Leonardo Bianchi, 2023. "Assessing and forecasting the market risk of bank securities holdings: a data-driven approach," Risk Management, Palgrave Macmillan, vol. 25(4), pages 1-23, December.
    39. Abad, Jorge & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas A. & Portes, Richard & Urbano, Teresa, 2017. "Mapping the interconnectedness between EU banks and shadow banking entities," ESRB Working Paper Series 40, European Systemic Risk Board.
    40. Della Corte, Pasquale & Cenedese, Gino & Wang, Tianyu, 2020. "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers 15569, C.E.P.R. Discussion Papers.
    41. Daures-Lescourret, Laurence & Fulop, Andras, 2022. "Standardization, transparency initiatives, and liquidity in the CDS market," Journal of Financial Markets, Elsevier, vol. 59(PA).
    42. Rosati, Simonetta & Vacirca, Francesco, 2019. "Interdependencies in the euro area derivatives clearing network: a multi-layer network approach," Working Paper Series 2342, European Central Bank.
    43. Wang, Chaojun, 2023. "The limits of multi-dealer platforms," Journal of Financial Economics, Elsevier, vol. 149(3), pages 434-450.
    44. Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.
    45. Fiedor, Paweł, 2018. "Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets," ESRB Working Paper Series 72, European Systemic Risk Board.
    46. Mario Ascolese & Annalisa Molino & Grzegorz Skrzypczynski & Julius Cerniauskas & Sébastien Pérez-Duarte, 2017. "Euro-area derivatives markets: structure, dynamics and challenges," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    47. Haselmann, Rainer & Krahnen, Jan Pieter & Wahrenburg, Mark, 2019. "Evaluierung gesamt- und finanzwirtschaftlicher Effekte der Reformen europäischer Finanzmarktregulierung im deutschen Finanzsektor seit der Finanzkrise: Zusammenfassung der wichtigsten Ergebnisse," SAFE Policy Reports 2, Leibniz Institute for Financial Research SAFE.
    48. Bianchi, Benedetta, 2021. "Cross-border credit derivatives linkages," ESRB Working Paper Series 115, European Systemic Risk Board.
    49. Sven Klingler & Suresh Sundaresan, 2018. "An explanation of negative swap spreads: demand for duration from underfunded pension plans," BIS Working Papers 705, Bank for International Settlements.
    50. Steve Y. Yang & Esen Onur, 2018. "Interest Rate Swap Market Complexity and Its Risk Management Implications," Complexity, Hindawi, vol. 2018, pages 1-20, October.
    51. Ezgi Deryol & Duygu Konukçu & Robert Szemere & Bruno Tissot, 2019. "Mind the data gap: commercial property prices for policy," IFC Reports 8, Bank for International Settlements.
    52. Jukonis, Audrius & Letizia, Elisa & Rousová, Linda, 2022. "The impact of derivatives collateralisation on liquidity risk: evidence from the investment fund sector," Working Paper Series 2756, European Central Bank.
    53. Fontana, Silvia Dalla & Holz auf der Heide, Marco & Pelizzon, Loriana & Scheicher, Martin, 2019. "The anatomy of the euro area interest rate swap market," SAFE Working Paper Series 255, Leibniz Institute for Financial Research SAFE.
    54. Hałaj, Grzegorz & Peltonen, Tuomas A. & Scheicher, Martin, 2018. "How did the Greek credit event impact the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 136-158.
    55. Mallaburn, David & Roberts-Sklar, Matt & Silvestri, Laura, 2019. "Resilience of trading networks: evidence from the sterling corporate bond market," Bank of England working papers 813, Bank of England.
    56. Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022. ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers 202217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
    57. Manuel Ammann & Mathis Mörke, 2019. "Credit Variance Risk Premiums," Working Papers on Finance 1908, University of St. Gallen, School of Finance.
    58. Iñaki Aldasoro & Torsten Ehlers, 2018. "The credit default swap market: what a difference a decade makes," BIS Quarterly Review, Bank for International Settlements, June.
    59. Christoph Aymanns & Co-Pierre Georg & Benjamin Golub, 2017. "Illiquidity spirals in Coupled Over-The-Counter Markets," Working Papers on Finance 1810, University of St. Gallen, School of Finance.
    60. José María Serena Garralda & Bruno Tissot, 2018. "Central banks and trade repositories derivatives data," IFC Reports 7, Bank for International Settlements.
    61. Marco D'Errico & Tarik Roukny, 2017. "Compressing Over-the-Counter Markets," Papers 1705.07155, arXiv.org, revised Jun 2019.
    62. D'Errico, Marco & Roukny, Tarik, 2017. "Compressing over-the-counter markets," ESRB Working Paper Series 44, European Systemic Risk Board.
    63. Christina Brinkmann, 2022. "Imperfect Competition in Derivatives Markets," ECONtribute Discussion Papers Series 153, University of Bonn and University of Cologne, Germany.
    64. Grothe, Magdalena & Pancost, N. Aaron & Tompaidis, Stathis, 2023. "Collateral competition: Evidence from central counterparties," Journal of Financial Economics, Elsevier, vol. 149(3), pages 536-556.

  7. Gros, Daniel & Lane, Philip R. & Langfield, Sam & Matikainen, Sini & Pagano, Marco & Schoenmaker, Dirk & Suarez, Javier, 2016. "Too late, too sudden: Transition to a low-carbon economy and systemic risk," Report of the Advisory Scientific Committee 6, European Systemic Risk Board.

    Cited by:

    1. Zhang, Xingmin & Zhang, Shuai & Lu, Liping, 2022. "The banking instability and climate change: Evidence from China," Energy Economics, Elsevier, vol. 106(C).
    2. Lucia Alessi & Elisa, Ossola & Roberto Panzica, 2019. "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," Working Papers 418, University of Milano-Bicocca, Department of Economics, revised Apr 2020.
    3. Paola D'Orazio & Lilit Popoyan, 2018. "Fostering green investments and tackling climate-related financial risks: which role for macroprudential policies?," LEM Papers Series 2018/35, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4. Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2021. "What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures," Journal of Financial Stability, Elsevier, vol. 54(C).
    5. Jackson, Andrew & Jackson, Tim, 2021. "Modelling energy transition risk: The impact of declining energy return on investment (EROI)," Ecological Economics, Elsevier, vol. 185(C).
    6. Bingler, Julia Anna & Kraus, Mathias & Leippold, Markus & Webersinke, Nicolas, 2022. "Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures," Finance Research Letters, Elsevier, vol. 47(PB).
    7. Nadia Ameli & Paul Drummond & Alexander Bisaro & Michael Grubb & Hugues Chenet, 2020. "Climate finance and disclosure for institutional investors: why transparency is not enough," Climatic Change, Springer, vol. 160(4), pages 565-589, June.
    8. Jean-Stéphane Mésonnier, 2019. "Banks' climate commitments and credit to brown industries: new evidence for France," Working papers 743, Banque de France.
    9. Morana, Claudio & Sbrana, Giacomo, 2019. "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, vol. 81(C), pages 274-294.
    10. Curcio, Domenico & Gianfrancesco, Igor & Vioto, Davide, 2023. "Climate change and financial systemic risk: Evidence from US banks and insurers," Journal of Financial Stability, Elsevier, vol. 66(C).
    11. Julia Anna Bingler & Chiara Colesanti Senni, 2020. "Taming the Green Swan: How to improve climate-related financial risk assessments," CER-ETH Economics working paper series 20/340, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    12. Julia Anna Bingler & Chiara Colesanti Senni & Pierre Monnin, 2021. "Climate Transition Risk Metrics: Understanding Convergence and Divergence across Firms and Providers," CER-ETH Economics working paper series 21/363, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    13. Monasterolo, Irene & de Angelis, Luca, 2020. "Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement," Ecological Economics, Elsevier, vol. 170(C).
    14. Chenet, Hugues & Ryan-Collins, Josh & van Lerven, Frank, 2021. "Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy," Ecological Economics, Elsevier, vol. 183(C).
    15. Carolin Schellhorn, 2020. "Financial System Stability, the Timing of Climate Change Action and the Federal Reserve," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 45-59.

  8. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2016. "ESBies: Safety in the tranches," Discussion Papers 1627, Centre for Macroeconomics (CFM).
    • Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.

    Cited by:

    1. Athanasios Orphanides, 2020. "The fiscal–monetary policy mix in the euro area: challenges at the zero lower bound," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 35(103), pages 461-517.
    2. Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021. "Optimal Bailouts in Banking and Sovereign Crises," Villanova School of Business Department of Economics and Statistics Working Paper Series 49, Villanova School of Business Department of Economics and Statistics.
    3. Alogoskoufis, Spyros & Langfield, Sam, 2018. "Regulating the doom loop," ESRB Working Paper Series 74, European Systemic Risk Board.
    4. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    5. Badarau, Cristina & Huart, Florence & Sangaré, Ibrahima, 2021. "Macroeconomic and policy implications of eurobonds," International Review of Law and Economics, Elsevier, vol. 65(C).
    6. Dunne, Peter G., 2018. "Positive Liquidity Spillovers from Sovereign Bond-Backed Securities," Research Technical Papers 5/RT/18, Central Bank of Ireland.
    7. Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017. "The Safe Assets Shortage Conundrum," Department of Economics, Working Paper Series qt8h3182xb, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    8. Pasche, Markus, 2017. "ESBies as a Basis for a TARGET2 Settlement Mechanism," MPRA Paper 83012, University Library of Munich, Germany.
    9. Koetter, Michael & Krause, Thomas & Tonzer, Lena, 2019. "Delay determinants of European Banking Union implementation," European Journal of Political Economy, Elsevier, vol. 58(C), pages 1-20.
    10. Lucas Guttenberg & Johannes Hemker & Sander Tordoir, 2021. "Alles wird anders — Wie die Pandemie die EU-Finanzarchitektur verändert," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 101(2), pages 90-94, February.
    11. Panizza, Ugo & Fatás, Antonio & Ghosh, Atish R. & ,, 2019. "The Motives to Borrow," CEPR Discussion Papers 13735, C.E.P.R. Discussion Papers.
    12. Jean Pisani-Ferry, 2018. "Euro area reform: An anatomy of the debate," SciencePo Working papers Main hal-03391908, HAL.
    13. Frey, Rüdiger & Kurt, Kevin & Damian, Camilla, 2020. "How safe are european safe bonds? An analysis from the perspective of modern credit risk models," Journal of Banking & Finance, Elsevier, vol. 119(C).
    14. Christophe Destais & Frederik Eidam & Friedrich Heinemann, 2019. "The design of a sovereign debt restructuring mechanism for the euro area: Choices and trade-offs," EconPol Policy Reports 11, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    15. Doris Prammer & Lukas Reiss, 2018. "How to increase fiscal stabilization at the euro area level?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 111-131.
    16. Andritzky, Jochen & Christofzik, Désirée I. & Feld, Lars P. & Scheuering, Uwe, 2018. "A mechanism to regulate sovereign debt restructuring in the euro area," Freiburg Discussion Papers on Constitutional Economics 18/01, Walter Eucken Institut e.V..
    17. Markus K. Brunnermeier & Lunyang Huang, 2018. "A Global Safe Asset for and from Emerging Market Economies," NBER Working Papers 25373, National Bureau of Economic Research, Inc.
    18. Cronin, David & Dunne, Peter G., 2019. "How effective are sovereign bond-backed securities as a spillover prevention device?," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 49-66.
    19. Giudice, Gabriele & de Manuel Aramendía, Mirzha & Kontolemis, Zenon & Monteiro, Daniel P., 2019. "A European safe asset to complement national government bonds," MPRA Paper 95748, University Library of Munich, Germany.
    20. van Riet, Ad, 2017. "Monetary Policy Stretched to the Limit: How Could Governments Support the European Central Bank?," MPRA Paper 83451, University Library of Munich, Germany.
    21. Lannoo, Karel & Thomadakis, Apostolos, 2019. "Rebranding Capital Markets Union: A market finance action plan," ECMI Papers 500, Centre for European Policy Studies.
    22. Ricardo J. Caballero & Alp Simsek, 2016. "A Model of Fickle Capital Flows and Retrenchment," NBER Working Papers 22751, National Bureau of Economic Research, Inc.
    23. Pierre Jaillet & Christian Pfister, 2022. "Better Fiscal Rules for a More Integrated EMU," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(6), pages 377-383, November.
    24. Jean Pisani-Ferry, 2018. "Euro area reform: An anatomy of the debate," Sciences Po publications info:hdl:2441/4qcei72ijt9, Sciences Po.
    25. Clemens Fuest & Klaus Gründler & Niklas Potrafke & Marcel Fratzscher & Alexander Kriwoluzky & Claus Michelsen & Michael Hüther & Peter Bofinger & Lars P. Feld & Wolf Heinrich Reuter, 2019. "Schuldenbremse — Investitionshemmnis oder Vorbild für Europa? [Debt Brake — Investment Barrier or Role Model for Europe?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 99(5), pages 307-329, May.
    26. Alloza, Mario & Andrés, Javier & Pérez, Javier J. & Rojas, Juan A., 2020. "Implicit public debt thresholds: An operational proposal," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1408-1424.
    27. Janse Kalin Anev, 2023. "Developing European Safe Assets," Intereconomics: Review of European Economic Policy, Sciendo, vol. 58(6), pages 315-319, December.
    28. Diniz, Andre & Guimaraes, Bernardo, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," LSE Research Online Documents on Economics 86169, London School of Economics and Political Science, LSE Library.
    29. De Grauwe, Paul & Ji, Yuemei, 2021. "The quest to stabilize an unstable system by financial engineering. Reply to Sam Langfield," LSE Research Online Documents on Economics 114555, London School of Economics and Political Science, LSE Library.
    30. De Grauwe, Paul & Ji, Yuemei, 2019. "Making the Eurozone sustainable by financial engineering or political union," LSE Research Online Documents on Economics 102045, London School of Economics and Political Science, LSE Library.
    31. Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023. "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, vol. 28(C), pages 1-29.
    32. Beck, Thorsten & Da-Rocha-Lopes, Samuel & Silva, Andre F., 2017. "Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins," CEPR Discussion Papers 12058, C.E.P.R. Discussion Papers.
    33. Mr. Anil Ari & Giancarlo Corsetti & Luca Dedola, 2018. "Debt Seniority and Sovereign Debt Crises," IMF Working Papers 2018/104, International Monetary Fund.
    34. De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2019. "Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 33-52.
    35. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2017. "Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18 [Towards a Forward-Looking Economic Policy. Annual Report 2017/18]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201718.
    36. Bletzinger, Tilman & Greif, William & Schwaab, Bernd, 2022. "Can EU bonds serve as euro-denominated safe assets?," Working Paper Series 2712, European Central Bank.
    37. Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2021. "Debt as Safe Asset," Working Papers 2021-30, Princeton University. Economics Department..
    38. Massimo Amato & Everardo Belloni & Paolo Falbo & Lucio Gobbi, 2021. "Europe, public debts, and safe assets: the scope for a European Debt Agency," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(3), pages 823-861, October.
    39. Matteo Salto & Stefano Zedda & Stefan Zeugner, 2020. "Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: Assessment of Advantages for the Banking Sector," JRFM, MDPI, vol. 13(12), pages 1-10, November.
    40. Alvaro Leandro & Jeromin Zettelmeyer, 2019. "Creating a Euro Area Safe Asset without Mutualizing Risk (Much)," Working Paper Series WP19-14, Peterson Institute for International Economics.
    41. Micossi, Stefano, 2017. "A Blueprint for Completing the Banking Union," CEPS Papers 13212, Centre for European Policy Studies.
    42. Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2021. "A Safe-Asset Perspective for an Integrated Policy Framework," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 8, pages 302-332, World Scientific Publishing Co. Pte. Ltd..
    43. Dimitris A. Georgoutsos & Petros M. Migiakis, 2018. "Risk perceptions and fundamental effects on sovereign spreads," Working Papers 250, Bank of Greece.
    44. Paul De Grauwe & Yuemei Ji, 2020. "The Quest to Stabilize an Unstable System by Financial Engineering. Reply to Sam Langfield," Journal of Common Market Studies, Wiley Blackwell, vol. 58(S1), pages 1-5, September.
    45. Micossi, Stefano & Peirce, Fabrizia, 2020. "Overcoming the gridlock in EMU decision-making," CEPS Papers 26688, Centre for European Policy Studies.
    46. Bodo Herzog, 2020. "Whither Coronabonds? The Past and Future of the EMU in the Coronavirus Pandemic," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 55(3), pages 155-159, May.
    47. Debrun, Xavier & Masuch, Klaus & Ferrero, Guiseppe & Vansteenkiste, Isabel & Ferdinandusse, Marien & von Thadden, Leopold & Hauptmeier, Sebastian & Alloza, Mario & Derouen, Chloé & Bańkowski, Krzyszto, 2021. "Monetary-fiscal policy interactions in the euro area," Occasional Paper Series 273, European Central Bank.
    48. Rojas, Luis E. & Thaler, Dominik, 2023. "The bright side of the doom loop: banks’ sovereign exposure and default incentives," Working Paper Series 2869, European Central Bank.
    49. Mario Tonveronachi, 2018. "European Sovereign Bond-Backed Securities: An Assessment and an Alternative Proposal," Economics Public Policy Brief Archive ppb_145, Levy Economics Institute.
    50. Bletzinger, Tilman & Greif, William & Schwaab, Bernd, 2023. "The safe asset potential of EU-issued bonds," Research Bulletin, European Central Bank, vol. 103.
    51. Pancotto, Livia & ap Gwilym, Owain & Molyneux, Philip, 2023. "Deal! Market reactions to the agreement on the EU Covid-19 recovery fund," Journal of Financial Stability, Elsevier, vol. 67(C).
    52. Sam Langfield, 2020. "Bridge over Troubled Monetary Union: A Reply to De Grauwe & Ji," Journal of Common Market Studies, Wiley Blackwell, vol. 58(S1), pages 1-10, September.
    53. Adlane Haffar & Éric Le Fur & Mohamed Khordj, 2023. "Securitization of pandemic risk by using coronabond," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(2), pages 209-229, June.
    54. Daniel Monteiro, 2023. "Macrofinancial Dynamics in a Monetary Union," European Economy - Discussion Papers 188, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    55. Jean Dermine, 2020. "Banks' home bias in government bond holdings: Will banks in low‐rated countries invest in European safe bonds (ESBies)?," European Financial Management, European Financial Management Association, vol. 26(4), pages 841-858, September.
    56. van Riet, Ad, 2017. "Addressing the safety trilemma: a safe sovereign asset for the eurozone," ESRB Working Paper Series 35, European Systemic Risk Board.
    57. Pompeo Della Posta & Enrico Marelli & Marcello Signorelli, 2020. "A market‐financed and growth‐enhancing investment plan for the euro area," Metroeconomica, Wiley Blackwell, vol. 71(3), pages 604-632, July.
    58. De Grauwe, Paul & Ji, Yuemei, 2018. "Core-periphery relations in the Eurozone," LSE Research Online Documents on Economics 91328, London School of Economics and Political Science, LSE Library.
    59. Philip R. Lane, 2021. "The Resilience of the Euro," Journal of Economic Perspectives, American Economic Association, vol. 35(2), pages 3-22, Spring.
    60. Gibson, Heather D. & Hall, Stephen G. & Petroulas, Pavlos & Tavlas, George S., 2022. "An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis," Journal of Financial Stability, Elsevier, vol. 63(C).
    61. Jean Pisani-Ferry, 2018. "Euro area reform: An anatomy of the debate," Post-Print hal-03391908, HAL.
    62. Gabriella Chiesa, 2020. "Safe Assets, Credit Provision and Debt Management," Open Economies Review, Springer, vol. 31(3), pages 637-667, July.

  9. Sam Langfield & Marco Pagano, 2015. "Bank Bias in Europe: Effects on Systemic Risk and Growth," CSEF Working Papers 408, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

    Cited by:

    1. Emiel F. S. van Bezooijen & Jacob A. Bikker, 2019. "Financial Structure and Macroeconomic Volatility: A Panel Data Analysis," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(12), pages 117-117, December.
    2. Aghion, Philippe & Boneva, Lena & Breckenfelder, Johannes & Laeven, Luc & Olovsson, Conny & Popov, Alexander & Rancoita, Elena, 2022. "Financial Markets and Green Innovation," Working Paper Series 2686, European Central Bank.
    3. Can Sever, 2022. "Financial structure convergence," International Finance, Wiley Blackwell, vol. 25(1), pages 65-83, April.
    4. Pietro Grandi & Caroline Ninou Bozou, 2018. "Bank competition and firm credit availability: firm-bank evidence from Europe," Working Papers hal-01897744, HAL.
    5. Döring, Simon & Drobetz, Wolfgang & Janzen, Malte & Meier, Iwan, 2018. "Global cash flow sensitivities," Finance Research Letters, Elsevier, vol. 25(C), pages 16-22.
    6. Norman Loayza & Amine Ouazad & Romain Ranciere, 2017. "Financial Development, Growth, and Crisis: Is There a Trade-Off?," Working Papers 114, Peruvian Economic Association.
    7. Fritz Breuss, 2016. "The Crisis Management of the ECB," WIFO Working Papers 507, WIFO.
    8. Luintel, Kul B. & Khan, Mosahid & Leon-Gonzalez, Roberto & Li, Guangjie, 2016. "Financial development, structure and growth: New data, method and results," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 95-112.
    9. Tommaso Colozza & Emilio Barucci, 2021. "European financial systems through the crisis: Patterns and convergence," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1451-1485, November.
    10. Alberto BUCCI & Simone MARSIGLIO, 2016. "Financial Development and Economic Growth: Long Run Equilibrium and Transitional Dynamics," Departmental Working Papers 2016-16, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    11. Jordan Kjosevski & Mihail Petkovski & Aleksandar Stojkov, 2020. "The impact of macroeconomic and financial factors on shadow banking in the new EU member states," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 407-427.
    12. Abbassi, Puriya & Iyer, Rajkamal & Peydró, José-Luis & Tous, Francesc R., 2016. "Securities trading by banks and credit supply: Micro-evidence from the crisis," Journal of Financial Economics, Elsevier, vol. 121(3), pages 569-594.
    13. Gruber, Harald, 2019. "Proposals for a digital industrial policy for Europe," Telecommunications Policy, Elsevier, vol. 43(2), pages 116-127.
    14. Jan-Pieter Krahnen & Felix Noth & Ulrich Schüwer, 2017. "Structural Reforms in Banking: The Role of Trading," Journal of Financial Regulation, Oxford University Press, vol. 3(1), pages 66-88.
    15. Lucia Dalla Pellegrina & Serena Frazzoni & Zeno Rotondi & Andrea Vezzulli, 2017. "Does ICT adoption improve access to credit for small enterprises?," Small Business Economics, Springer, vol. 48(3), pages 657-679, March.
    16. Bremus, Franziska & Neugebauer, Katja, 2018. "Reduced cross-border lending and financing costs of SMEs," LSE Research Online Documents on Economics 84298, London School of Economics and Political Science, LSE Library.
    17. Stolbov, Mikhail, 2015. "Causality between credit depth and economic growth: Evidence from 24 OECD countries," BOFIT Discussion Papers 15/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    18. Koetter, Michael & Krause, Thomas & Tonzer, Lena, 2019. "Delay determinants of European Banking Union implementation," European Journal of Political Economy, Elsevier, vol. 58(C), pages 1-20.
    19. Kvedaras, Virmantas, 2017. "Income inequality and private bank credit in developed economies," Working Papers 2017-06, Joint Research Centre, European Commission.
    20. Maria Demertzis & Silvia Merler & Guntram B Wolff, 2018. "Capital Markets Union and the Fintech Opportunity," Journal of Financial Regulation, Oxford University Press, vol. 4(1), pages 157-165.
    21. Francesco Bripi & David Loschiavo & Davide Revelli, 2020. "Services trade and credit frictions: Evidence with matched bank–firm data," The World Economy, Wiley Blackwell, vol. 43(5), pages 1216-1252, May.
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    87. Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021. "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers 137, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    88. Gardó, Sándor & Klaus, Benjamin, 2020. "Overcapacities in banking: Measurement, trends and determinants," Economic Modelling, Elsevier, vol. 91(C), pages 819-834.
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    90. Gianluca Gucciardi, 2022. "Measuring the relative development and integration of EU countries’ capital markets using composite indicators and cluster analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(4), pages 1043-1083, November.
    91. Glass, Anthony J. & Kenjegaliev, Amangeldi & Kenjegalieva, Karligash, 2020. "Spatial scale and product mix economies in U.S. banking with simultaneous spillover regimes," European Journal of Operational Research, Elsevier, vol. 284(2), pages 693-711.
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    94. Saidane, Dhafer & Sène, Babacar & Désiré Kanga, Kouamé, 2021. "Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    95. José Manuel Mansilla-Fernández, 2020. "Non-Performing loans, financial stability, and banking competition: evidence for listed and non-listed Eurozone banks," Hacienda Pública Española / Review of Public Economics, IEF, vol. 232(1), pages 29-52, March.
    96. Endrejat, Vanessa & Thiemann, Matthias, 2018. "Reviving the shadow banking chain in Europe: Regulatory agency, technical complexity and the dynamics of co-habitation," SAFE Working Paper Series 222, Leibniz Institute for Financial Research SAFE.
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    99. Vecchi, Alessandra & Brennan, Louis, 2022. "Two tales of internationalization – Chinese internet firms' expansion into the European market," Journal of Business Research, Elsevier, vol. 152(C), pages 106-127.
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    102. Piotr Lasak, 2021. "The Commercial Banking Sector in Eurozone after the Pandemic: The Paths to Recovery," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 1233-1246.
    103. Rolf Strauch & Saioa Armendáriz & Angel Gavilán & Ricardo Sousa & John Berrigan & Dirk Schoenmaker & Rick Watson & Paul Richards, 2018. "Cross-border capital flows and capital markets union: Quo vadis Europe?," Discussion Papers 3, European Stability Mechanism, revised 27 Oct 2021.
    104. Matteo Benetton & Davide Fantino, 2018. "Competition and the pass-through of unconventional monetary policy: evidence from TLTROs," Temi di discussione (Economic working papers) 1187, Bank of Italy, Economic Research and International Relations Area.
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  10. Marco Pagano & Sam Langfield & Viral V. Acharya & Arnoud Boot & Markus K. Brunnermeier & Claudia Buch & Martin F. Hellwig & André Sapir & Ieke van den Burg, 2014. "Is Europe Overbanked?," Report of the Advisory Scientific Committee 4, European Systemic Risk Board.

    Cited by:

    1. Can Sever, 2022. "Financial structure convergence," International Finance, Wiley Blackwell, vol. 25(1), pages 65-83, April.
    2. Langfield, Sam & Pagano, Marco, 2015. "Bank bias in Europe: effects on systemic risk and growth," Working Paper Series 1797, European Central Bank.
    3. Jéfferson Colombo & Peter Wanke & Jorge Antunes & Abul Kalam Azad, 2022. "Unveiling endogeneity between competition and efficiency in European banks: a robust econometric-neural network approach," SN Business & Economics, Springer, vol. 2(3), pages 1-46, March.
    4. Michael Böhm & Daniel Metzger & Per Strömberg, 2022. "“Since You’re So Rich, You Must Be Really Smart”: Talent, Rent Sharing, and the Finance Wage Premium," ECONtribute Discussion Papers Series 147, University of Bonn and University of Cologne, Germany.
    5. Kund, Arndt-Gerrit & Petras, Matthias, 2023. "Can CoCo-bonds mitigate systemic risk?," International Review of Financial Analysis, Elsevier, vol. 89(C).
    6. Amat Adarov, 2019. "Financial Cycles in Europe: Dynamics, Synchronicity and Implications for Business Cycles and Macroeconomic Imbalances," wiiw Working Papers 166, The Vienna Institute for International Economic Studies, wiiw.
    7. Orlowski, Lucjan T., 2020. "Capital markets integration and economic growth in the European Union," Journal of Policy Modeling, Elsevier, vol. 42(4), pages 893-902.
    8. Gimet, Céline & Lagoarde-Segot, Thomas & Reyes-Ortiz, Luis, 2019. "Financialization and the macroeconomy. Theory and empirical evidence," Economic Modelling, Elsevier, vol. 81(C), pages 89-110.
    9. Christian Beer & Walter Waschiczek, 2017. "What is the financial sector’s contribution to the Austrian economy?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/17, pages 54-72.
    10. Abad, Jorge & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas A. & Portes, Richard & Urbano, Teresa, 2017. "Mapping the interconnectedness between EU banks and shadow banking entities," ESRB Working Paper Series 40, European Systemic Risk Board.
    11. Nektarios A. Michail & Christos S. Savva & Demetris Koursaros, 2021. "Are central banks to blame? Monetary policy and bank lending behavior," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 762-779, October.
    12. Simon Schumacher & Stephan Paul, 2017. "Capital Markets Union – Promising Prospects for Corporate Financing?," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 18(3), pages 289-304, August.
    13. Boot, Arnoud W. A. & Carletti, Elena & Kotz, Hans-Helmut & Krahnen, Jan Pieter & Pelizzon, Loriana & Subrahmanyam, Marti G., 2021. "Corona and banking: A financial crisis in slow motion? An evaluation of the policy options," SAFE White Paper Series 79, Leibniz Institute for Financial Research SAFE.
    14. Emmanuel Carré & Guillaume L'Oeillet, 2018. "The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review," Post-Print halshs-01746069, HAL.
    15. Guillaume Arnould & Salim Dehmej, 2016. "Is the European banking system robust? An evaluation through the lens of the ECB?s Comprehensive Assessment," International Economics, CEPII research center, issue 147, pages 126-144.
    16. Elisabetta Montanaro & Mario Tonveronachi, 2017. "Vulnerabilita' del sistema bancario italiano. Diagnosi e rimedi (Dealing with the vulnerability of the Italian banking system)," Moneta e Credito, Economia civile, vol. 70(280), pages 299-368.
    17. Florin Teodor Boldeanu & Ileana Tache, 2015. "The Financial System of the EU and the Capital Markets Union," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(3), pages 41-51.
    18. Claessens, Stijn, 2017. "Regulation and structural change in financial systems," CEPR Discussion Papers 11822, C.E.P.R. Discussion Papers.
    19. Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Truger, Achim & Wieland, Volker, 2019. "Den Strukturwandel meistern. Jahresgutachten 2019/20 [Dealing with Structural Change. Annual Report 2019/20]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201920.
    20. Endrejat, Vanessa & Thiemann, Matthias, 2018. "Reviving the shadow banking chain in Europe: Regulatory agency, technical complexity and the dynamics of co-habitation," SAFE Working Paper Series 222, Leibniz Institute for Financial Research SAFE.
    21. Bats, Joost V. & Houben, Aerdt C.F.J., 2020. "Bank-based versus market-based financing: Implications for systemic risk," Journal of Banking & Finance, Elsevier, vol. 114(C).
    22. Agostino Consolo & Marco Langiulli & David Sondermann, 2019. "Business investment in euro area countries: the role of institutions and debt overhang," Applied Economics Letters, Taylor & Francis Journals, vol. 26(7), pages 561-575, April.
    23. Daniel DAIANU, 2015. "A Central Bank’S Dilemmas In Highly Uncertain Times - A Romanian View," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 159-180, March.

  11. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Bank of England working papers 516, Bank of England.

    Cited by:

    1. Gabriel Montes Rojas, 2019. "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2019-44, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    2. Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak, 2015. "Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach," Working Papers Series 401, Central Bank of Brazil, Research Department.
    3. Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
    4. Kanno, Masayasu, 2015. "The network structure and systemic risk in the Japanese interbank market," Japan and the World Economy, Elsevier, vol. 36(C), pages 102-112.
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  12. Daniel Gros & Sam Langfield & Marco Pagano & Dirk Schoenmaker, 2014. "Allocating macro-prudential powers," Report of the Advisory Scientific Committee 5, European Systemic Risk Board.

    Cited by:

    1. Imola Drigă, 2018. "Systemic Risk and Macroprudential Policy in the Banking Sector," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 18(2), pages 21-28.

  13. 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.

    Cited by:

    1. Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
    2. Kanno, Masayasu, 2015. "The network structure and systemic risk in the Japanese interbank market," Japan and the World Economy, Elsevier, vol. 36(C), pages 102-112.
    3. Jean-Cyprien Héam, 2014. "How to Measure Interconnectedness," EIOPA Financial Stability Report - Thematic Articles 3, EIOPA, Risks and Financial Stability Department.
    4. Ethan Cohen-Cole & Eleonora Patacchini & Yves Zenou, 2014. "Static and Dynamic Networks in Interbank Markets," EIEF Working Papers Series 1408, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2014.
    5. G. Hauton & J.-C. Héam, 2014. "How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?," Débats économiques et financiers 15, Banque de France.
    6. Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CESifo Working Paper Series 5182, CESifo.
    7. Gerardo Ferrara & Sam Langfield & Zijun Liu & Tomohiro Ota, 2019. "Systemic illiquidity in the interbank network," Quantitative Finance, Taylor & Francis Journals, vol. 19(11), pages 1779-1795, November.
    8. Kanno, Masayasu, 2019. "Network structures and credit risk in cross-shareholdings among listed Japanese companies," Japan and the World Economy, Elsevier, vol. 49(C), pages 17-31.
    9. Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
    10. Kanno, Masayasu, 2020. "Interconnectedness and systemic risk in the US CDS market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    11. Harrison, Michael & Nakajima, Jouchi & Shabani, Mimoza, 2022. "An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion," Discussion paper series HIAS-E-120, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    12. Konstantin Kosenko & Noam Michelson, 2018. "It Takes More than Two to Tango: Understanding the Dynamics behind Multiple Bank Lending and its Implications," Bank of Israel Working Papers 2018.11, Bank of Israel.
    13. Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
    14. Josef Brechler & Vaclav Hausenblas & Zlatuse Komarkova & Miroslav Plasil, 2014. "Similarity and Clustering of Banks: Application to the Credit Exposures of the Czech Banking Sector," Research and Policy Notes 2014/04, Czech National Bank.
    15. I�aki Aldasoro & Ignazio Angeloni, 2015. "Input-output-based measures of systemic importance," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 589-606, April.
    16. John Leventides & Kalliopi Loukaki & Vassilios Papavassiliou, 2018. "Simulating financial contagion dynamics in random interbank networks," Working Paper series 18-34, Rimini Centre for Economic Analysis.
    17. Sam Langfield & Kimmo Soramäki, 2016. "Interbank Exposure Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 3-17, January.
    18. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
    19. Kanno, Masayasu, 2016. "The network structure and systemic risk in the global non-life insurance market," Insurance: Mathematics and Economics, Elsevier, vol. 67(C), pages 38-53.
    20. Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
    21. Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2014. "The network structure of the CDS market and its determinants," Journal of Financial Stability, Elsevier, vol. 13(C), pages 118-133.
    22. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
    23. Olivier de Bandt & Jean-Cyprien Héam & Claire Labonne & Santiago Tavolaro, 2015. "La mesure du risque systémique après la crise financière," Revue économique, Presses de Sciences-Po, vol. 66(3), pages 481-500.
    24. Paolo Bartesaghi & Michele Benzi & Gian Paolo Clemente & Rosanna Grassi & Ernesto Estrada, 2019. "Risk-dependent centrality in economic and financial networks," Papers 1907.07908, arXiv.org, revised Apr 2020.
    25. O. de Bandt & J.-C. Héam & C. Labonne & S. Tavolaro, 2013. "Measuring Systemic Risk in a Post-Crisis World," Débats économiques et financiers 6, Banque de France.
    26. Faia, Ester & Aldasoro, Inaki, 2015. "Systemic Loops and Liquidity Regulation," CEPR Discussion Papers 10918, C.E.P.R. Discussion Papers.
    27. Hauton, G. & Héam, J.-C., 2015. "How to measure interconnectedness between banks, insurers and financial conglomerates?," Rue de la Banque, Banque de France, issue 04, March..
    28. Gaël Hauton & Jean-Cyprien Héam, 2015. "Interconnectedness of Financial Conglomerates," Risks, MDPI, vol. 3(2), pages 1-25, May.
    29. Kanno, Masayasu, 2022. "Exploring risks in syndicated loan networks: Evidence from real estate investment trusts," Economic Modelling, Elsevier, vol. 115(C).
    30. Jean-Cyprien H'eam & Erwan Koch, 2014. "Diversification and Endogenous Financial Networks," Papers 1408.4618, arXiv.org, revised Feb 2015.
    31. Zappa, Paola & Vu, Duy Q., 2021. "Markets as networks evolving step by step: Relational Event Models for the interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    32. Amzallag, Adrien & Blau, Maximilian L., 2017. "Tracing European structured finance counterparty networks," Occasional Paper Series 199, European Central Bank.
    33. Masayasu Kanno, 2018. "Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network," Risk Management, Palgrave Macmillan, vol. 20(4), pages 273-303, November.
    34. Kanno, Masayasu, 2020. "Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks," International Review of Financial Analysis, Elsevier, vol. 71(C).
    35. Ivan Alves & Jeroen Brinkhoff & Stanislav Georgiev & Jean-Cyprien Héam & Iulia Moldovan & Marco Scotto di Carlo, 2015. "Network analysis of the EU insurance sector," ESRB Occasional Paper Series 07, European Systemic Risk Board.

  14. Marqués-Ibáñez, David & Hau, Harald & Langfield, Sam, 2012. "Bank ratings: what determines their quality?," Working Paper Series 1484, European Central Bank.

    Cited by:

    1. 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.
    2. Louhichi, Awatef & Boujelbene, Younes, 2017. "Bank capital, lending and financing behaviour of dual banking systems," Journal of Multinational Financial Management, Elsevier, vol. 41(C), pages 61-79.
    3. Košak, Marko & Li, Shaofang & Lončarski, Igor & Marinč, Matej, 2015. "Quality of bank capital and bank lending behavior during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 168-183.
    4. Matthias Efing & Harald Hau, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," Swiss Finance Institute Research Paper Series 13-21, Swiss Finance Institute.
    5. Poghosyan, Tigran & Werger, Charlotte & de Haan, Jakob, 2016. "Size and support ratings of US banks," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 236-247.
    6. Merrouche, Ouarda & Karam, Philippe & Turk, Rima & Souissi, Moez, 2014. "The Transmission of Liquidity Shocks: Evidence from Credit Rating Downgrades," CEPR Discussion Papers 10252, C.E.P.R. Discussion Papers.
    7. Giovanni Ferri & Panu Kalmi & Eeva Kerola, 2014. "Organizational Structure and Exposure to Crisis among European Banks: Evidence from Rating Changes," Journal of Entrepreneurial and Organizational Diversity, European Research Institute on Cooperative and Social Enterprises, vol. 3(1), pages 35-55, June.
    8. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," IDEI Working Papers 762, Institut d'Économie Industrielle (IDEI), Toulouse.
    9. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Efterpi Doumpa & Maria Stefanidou, 2020. "Forecasting Credit Ratings of EU Banks," IJFS, MDPI, vol. 8(3), pages 1-15, August.
    10. Oana Toader, 2015. "Estimating the impact of higher capital requirements on the cost of equity: an empirical study of European banks," International Economics and Economic Policy, Springer, vol. 12(3), pages 411-436, September.
    11. Robert N McCauley, 2018. "The 2008 crisis: transpacific or transatlantic?," BIS Quarterly Review, Bank for International Settlements, December.
    12. Jones, Laurence & Alsakka, Rasha & ap Gwilym, Owain & Mantovan, Noemi, 2022. "The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation," European Economic Review, Elsevier, vol. 150(C).
    13. Dorota Krol, 2019. "Analysis of Factors Determining the Credit Rating of Banks from Western European Countries (Analiza czynników determinujacych rating kredytowy bankow z krajow Europy Zachodniej)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(30), pages 43-55.
    14. Mr. Philippe D Karam & Ouarda Merrouche & Moez Souissi & Ms. Rima A Turk, 2014. "The Transmission of Liquidity Shocks: The Role of Internal Capital Markets and Bank Funding Strategies," IMF Working Papers 2014/207, International Monetary Fund.
    15. Gabriela Kuvikova, 2015. "Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis," CERGE-EI Working Papers wp544, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    16. Oana Toader, 2014. "Quantifying and Explaining Implicit Public Guarantees for European Banks," Working Papers halshs-01015376, HAL.
    17. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," American Economic Review, American Economic Association, vol. 99(2), pages 466-472, May.
    18. Ardit Gjeçi & Matej Marinč & Vasja Rant, 2023. "Non-performing loans and bank lending behaviour," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-26, March.
    19. Klusak, Patrycja & Alsakka, Rasha & Gwilym, Owain ap, 2017. "Does the disclosure of unsolicited sovereign rating status affect bank ratings?," The British Accounting Review, Elsevier, vol. 49(2), pages 194-210.
    20. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.
    21. Themistokles Lazarides & Evaggelos Drimpetas, 2016. "Defining the factors of Fitch rankings in the European banking sector," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 315-339, August.
    22. Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014. "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series 1741, European Central Bank.
    23. Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
    24. CUREA-PITORAC Ruxandra Ioana, 2020. "An Inquiry On Top Banks By Tier 1 Ranking From Central And Eastern Europe," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 64-73, December.
    25. Volkova, Olga (Волкова, Ольга) & Lvova, Irina (Львова, Ирина), 2016. "The bank's rating, the rating agencies, Basel II of, financial indicator, the econometric model [Влияние Финансовых Показателей На Международные Рейтинги Российских Банков]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 177-195, February.
    26. Weder di Mauro, Beatrice & Bartels, Bernhard, 2013. "A Rating Agency for Europe ? A good idea?," CEPR Discussion Papers 9512, C.E.P.R. Discussion Papers.
    27. Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
    28. Oussama Ben Hmiden & Tanguy Meigné, 2018. "The impact of bank rating changes on lending in major European banks," Economics Bulletin, AccessEcon, vol. 38(1), pages 638-649.
    29. Juan Ayuso & Roberto Blanco, 2013. "The 2007- Financial Crisis - a EURO-pean Perspective," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 12, pages 415-444, SUERF - The European Money and Finance Forum.
    30. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    31. Meriläinen, Jari-Mikko & Junttila, Juha, 2020. "The relationship between credit ratings and asset liquidity: Evidence from Western European banks," Journal of International Money and Finance, Elsevier, vol. 108(C).
    32. Philipp Hartmann & Kirstin Hubrich & Manfred Kremer, 2013. "Introducing Systemic Financial instability into macroeconomics: how to meet the challenge?," Research Bulletin, European Central Bank, vol. 19, pages 2-9.
    33. Dimitris Christelis & Sébastien Pérez-Duarte, 2013. "The euro system household finance and consumption survey: an important resource for policy-makers and researchers," Research Bulletin, European Central Bank, vol. 19, pages 13-17.
    34. Marcin Borsuk & Błażej Lepczyński, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
    35. Patrycja Chodnicka Jaworska, "undated". "Prediction Of Banking Sector Condition," Review of Socio - Economic Perspectives 201703, Reviewsep.
    36. Borsuk, Marcin & Lepczyński, Błażej, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2021(1), March.
    37. Jiri Slacalek, 2013. "Wealth heterogeneity and the response of consumption to shocks," Research Bulletin, European Central Bank, vol. 19, pages 10-12.
    38. Jowita Grzelak, 2019. "Determinants of Central Eastern European Banks’ Adequacy Risk (Determinanty ryzyka adekwatnosci kapitalowej banków Europy Srodkowo-Wschodniej)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(30), pages 20-30.
    39. Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung, 2014. "The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 235-257.

Articles

  1. Spyros Alogoskoufis & Sam Langfield, 2020. "Regulating the Doom Loop," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 251-292, September.
    See citations under working paper version above.
  2. Gerardo Ferrara & Sam Langfield & Zijun Liu & Tomohiro Ota, 2019. "Systemic illiquidity in the interbank network," Quantitative Finance, Taylor & Francis Journals, vol. 19(11), pages 1779-1795, November.
    See citations under working paper version above.
  3. Peter Hoffmann & Sam Langfield & Federico Pierobon & Guillaume Vuillemey, 2019. "Who Bears Interest Rate Risk?," The Review of Financial Studies, Society for Financial Studies, vol. 32(8), pages 2921-2954.
    See citations under working paper version above.
  4. Hoffmann, Peter & Klaus, Benjamin & Langfield, Sam, 2018. "The distribution of interest rate risk in the euro area," Financial Stability Review, European Central Bank, vol. 1.

    Cited by:

    1. Katharina Allinger & Julia Wörz, 2020. "The sensitivity of banks’ net interest margins to interest rate conditions in CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/20, pages 51-70.

  5. Markus K. Brunnermeier & Sam Langfield & Marco Pagano & Ricardo Reis & Stijn Van Nieuwerburgh & Dimitri Vayanos, 2017. "ESBies: safety in the tranches," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(90), pages 175-219.
    See citations under working paper version above.
  6. Sam Langfield & Marco Pagano, 2016. "Bank bias in Europe: effects on systemic risk and growth," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 31(85), pages 51-106.
    See citations under working paper version above.
  7. Sam Langfield & Kimmo Soramäki, 2016. "Interbank Exposure Networks," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 3-17, January.

    Cited by:

    1. Aldasoro, Iñaki & Alves, Iván, 2016. "Multiplex interbank networks and systemic importance – An application to European data," ESRB Working Paper Series 20, European Systemic Risk Board.
    2. Huang, Wei-Qiang & Wang, Dan, 2018. "A return spillover network perspective analysis of Chinese financial institutions’ systemic importance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 405-421.
    3. Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CESifo Working Paper Series 5182, CESifo.
    4. Xingxing Ye & Raphael Douady, 2018. "Systemic Risk Indicators Based on Nonlinear PolyModel," JRFM, MDPI, vol. 12(1), pages 1-24, December.
    5. Hüser, Anne-Caroline, 2016. "Too interconnected to fail: A survey of the Interbank Networks literature," SAFE Working Paper Series 91, Leibniz Institute for Financial Research SAFE, revised 2016.
    6. I�aki Aldasoro & Ignazio Angeloni, 2015. "Input-output-based measures of systemic importance," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 589-606, April.
    7. Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021. "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    8. Pierre Nkou Mananga & Shiqiang Lin & Hairui Zhang, 2023. "A network approach to interbank contagion risk in South Africa," Working Papers 11052, South African Reserve Bank.
    9. 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.
    10. Lai, Yujie & Hu, Yibo, 2021. "A study of systemic risk of global stock markets under COVID-19 based on complex financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    11. Liang He & Shouwei Li, 2017. "Network Entropy and Systemic Risk in Dynamic Banking Systems," Complexity, Hindawi, vol. 2017, pages 1-7, November.
    12. Zappa, Paola & Vu, Duy Q., 2021. "Markets as networks evolving step by step: Relational Event Models for the interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    13. Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS," Working Papers ECARES ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
    14. Huang, Wei-Qiang & Wang, Dan, 2018. "Systemic importance analysis of chinese financial institutions based on volatility spillover network," Chaos, Solitons & Fractals, Elsevier, vol. 114(C), pages 19-30.

  8. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014. "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 288-303.
    See citations under working paper version above.
  9. Harald Hau & Sam Langfield & David Marques-Ibanez, 2013. "Bank ratings: what determines their quality? [Bank risk during the financial crisis: do business models matter?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 289-333.

    Cited by:

    1. 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.
    2. Louhichi, Awatef & Boujelbene, Younes, 2017. "Bank capital, lending and financing behaviour of dual banking systems," Journal of Multinational Financial Management, Elsevier, vol. 41(C), pages 61-79.
    3. Košak, Marko & Li, Shaofang & Lončarski, Igor & Marinč, Matej, 2015. "Quality of bank capital and bank lending behavior during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 168-183.
    4. Matthias Efing & Harald Hau, 2013. "Structured Debt Ratings: Evidence on Conflicts of Interest," Swiss Finance Institute Research Paper Series 13-21, Swiss Finance Institute.
    5. Poghosyan, Tigran & Werger, Charlotte & de Haan, Jakob, 2016. "Size and support ratings of US banks," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 236-247.
    6. Merrouche, Ouarda & Karam, Philippe & Turk, Rima & Souissi, Moez, 2014. "The Transmission of Liquidity Shocks: Evidence from Credit Rating Downgrades," CEPR Discussion Papers 10252, C.E.P.R. Discussion Papers.
    7. Giovanni Ferri & Panu Kalmi & Eeva Kerola, 2014. "Organizational Structure and Exposure to Crisis among European Banks: Evidence from Rating Changes," Journal of Entrepreneurial and Organizational Diversity, European Research Institute on Cooperative and Social Enterprises, vol. 3(1), pages 35-55, June.
    8. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit Rating Industry: a Helicopter Tour of Stylized Facts and Recent Theories," IDEI Working Papers 762, Institut d'Économie Industrielle (IDEI), Toulouse.
    9. Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou & Efterpi Doumpa & Maria Stefanidou, 2020. "Forecasting Credit Ratings of EU Banks," IJFS, MDPI, vol. 8(3), pages 1-15, August.
    10. Oana Toader, 2015. "Estimating the impact of higher capital requirements on the cost of equity: an empirical study of European banks," International Economics and Economic Policy, Springer, vol. 12(3), pages 411-436, September.
    11. Robert N McCauley, 2018. "The 2008 crisis: transpacific or transatlantic?," BIS Quarterly Review, Bank for International Settlements, December.
    12. Jones, Laurence & Alsakka, Rasha & ap Gwilym, Owain & Mantovan, Noemi, 2022. "The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation," European Economic Review, Elsevier, vol. 150(C).
    13. Dorota Krol, 2019. "Analysis of Factors Determining the Credit Rating of Banks from Western European Countries (Analiza czynników determinujacych rating kredytowy bankow z krajow Europy Zachodniej)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(30), pages 43-55.
    14. Mr. Philippe D Karam & Ouarda Merrouche & Moez Souissi & Ms. Rima A Turk, 2014. "The Transmission of Liquidity Shocks: The Role of Internal Capital Markets and Bank Funding Strategies," IMF Working Papers 2014/207, International Monetary Fund.
    15. Gabriela Kuvikova, 2015. "Credit Ratings and Their Information Value: Evidence from the Recent Financial Crisis," CERGE-EI Working Papers wp544, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    16. Oana Toader, 2014. "Quantifying and Explaining Implicit Public Guarantees for European Banks," Working Papers halshs-01015376, HAL.
    17. Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "The Aftermath of Financial Crises," American Economic Review, American Economic Association, vol. 99(2), pages 466-472, May.
    18. Ardit Gjeçi & Matej Marinč & Vasja Rant, 2023. "Non-performing loans and bank lending behaviour," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-26, March.
    19. Klusak, Patrycja & Alsakka, Rasha & Gwilym, Owain ap, 2017. "Does the disclosure of unsolicited sovereign rating status affect bank ratings?," The British Accounting Review, Elsevier, vol. 49(2), pages 194-210.
    20. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2015. "Sovereigns and banks in the euro area: A tale of two crises," Working Papers 15-01, Asociación Española de Economía y Finanzas Internacionales.
    21. Themistokles Lazarides & Evaggelos Drimpetas, 2016. "Defining the factors of Fitch rankings in the European banking sector," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 315-339, August.
    22. Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014. "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series 1741, European Central Bank.
    23. Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
    24. CUREA-PITORAC Ruxandra Ioana, 2020. "An Inquiry On Top Banks By Tier 1 Ranking From Central And Eastern Europe," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 64-73, December.
    25. Volkova, Olga (Волкова, Ольга) & Lvova, Irina (Львова, Ирина), 2016. "The bank's rating, the rating agencies, Basel II of, financial indicator, the econometric model [Влияние Финансовых Показателей На Международные Рейтинги Российских Банков]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 177-195, February.
    26. Weder di Mauro, Beatrice & Bartels, Bernhard, 2013. "A Rating Agency for Europe ? A good idea?," CEPR Discussion Papers 9512, C.E.P.R. Discussion Papers.
    27. Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
    28. Oussama Ben Hmiden & Tanguy Meigné, 2018. "The impact of bank rating changes on lending in major European banks," Economics Bulletin, AccessEcon, vol. 38(1), pages 638-649.
    29. Juan Ayuso & Roberto Blanco, 2013. "The 2007- Financial Crisis - a EURO-pean Perspective," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 12, pages 415-444, SUERF - The European Money and Finance Forum.
    30. Pilar Gómez-Fernández-Aguado & Purificación Parrado-Martínez & Antonio Partal-Ureña, 2018. "Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach," Sustainability, MDPI, vol. 10(4), pages 1-16, April.
    31. Meriläinen, Jari-Mikko & Junttila, Juha, 2020. "The relationship between credit ratings and asset liquidity: Evidence from Western European banks," Journal of International Money and Finance, Elsevier, vol. 108(C).
    32. Philipp Hartmann & Kirstin Hubrich & Manfred Kremer, 2013. "Introducing Systemic Financial instability into macroeconomics: how to meet the challenge?," Research Bulletin, European Central Bank, vol. 19, pages 2-9.
    33. Dimitris Christelis & Sébastien Pérez-Duarte, 2013. "The euro system household finance and consumption survey: an important resource for policy-makers and researchers," Research Bulletin, European Central Bank, vol. 19, pages 13-17.
    34. Marcin Borsuk & Błażej Lepczyński, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
    35. Patrycja Chodnicka Jaworska, "undated". "Prediction Of Banking Sector Condition," Review of Socio - Economic Perspectives 201703, Reviewsep.
    36. Borsuk, Marcin & Lepczyński, Błażej, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2021(1), March.
    37. Jiri Slacalek, 2013. "Wealth heterogeneity and the response of consumption to shocks," Research Bulletin, European Central Bank, vol. 19, pages 10-12.
    38. Jowita Grzelak, 2019. "Determinants of Central Eastern European Banks’ Adequacy Risk (Determinanty ryzyka adekwatnosci kapitalowej banków Europy Srodkowo-Wschodniej)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(30), pages 20-30.
    39. Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung, 2014. "The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 235-257.

  10. Harald Hau & Sam Langfield & David Marques-Ibanez, 2013. "Bank ratings: what determines their quality? [Bank risk during the financial crisis: do business models matter?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 289-333.
    See citations under working paper version above.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.