Nuno Coimbra
Personal Details
First Name: | Nuno |
Middle Name: | |
Last Name: | Coimbra |
Suffix: | |
RePEc Short-ID: | pco812 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/ntcoimbra/ | |
Terminal Degree: | 2015 Department of Economics; London Business School (LBS) (from RePEc Genealogy) |
Affiliation
Paris School of Economics
Paris, Francehttp://www.parisschoolofeconomics.eu/
RePEc:edi:eeparfr (more details at EDIRC)
Research output
Jump to: Working papers ChaptersWorking papers
- Nuno Coimbra & Daisoon Kim & Hélène Rey, 2021.
"Central Bank Policy and the Concentration of Risk: Empirical Estimates,"
NBER Working Papers
28907, National Bureau of Economic Research, Inc.
- Coimbra, Nuno & Kim, Daisoon & Rey, Hélène, 2022. "Central Bank Policy and the concentration of risk: Empirical estimates," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 182-198.
- Coimbra, Nuno & Kim, Daisoon, 2021. "Central Bank Policy and the Concentration of Risk: Empirical Estimates," CEPR Discussion Papers 16221, C.E.P.R. Discussion Papers.
- Nuno Coimbra & Hélène Rey, 2017.
"Financial Cycles with Heterogeneous Intermediaries,"
NBER Working Papers
23245, National Bureau of Economic Research, Inc.
- Coimbra, Nuno & Rey, H�l�ne, 2017. "Financial Cycles with Heterogeneous Intermediaries," CEPR Discussion Papers 11907, C.E.P.R. Discussion Papers.
Chapters
- Nuno Coimbra, 2019. "Sovereigns at Risk: A Dynamic Model of Sovereign Debt and Banking Leverage," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Nuno Coimbra & Daisoon Kim & Hélène Rey, 2021.
"Central Bank Policy and the Concentration of Risk: Empirical Estimates,"
NBER Working Papers
28907, National Bureau of Economic Research, Inc.
- Coimbra, Nuno & Kim, Daisoon & Rey, Hélène, 2022. "Central Bank Policy and the concentration of risk: Empirical estimates," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 182-198.
- Coimbra, Nuno & Kim, Daisoon, 2021. "Central Bank Policy and the Concentration of Risk: Empirical Estimates," CEPR Discussion Papers 16221, C.E.P.R. Discussion Papers.
Cited by:
- Frédéric Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022.
"Monetary Policy and Endogenous Financial Crises,"
Working Papers
hal-03509283, HAL.
- Boissay, Frédéric & Collard, Fabrice & Galí, Jordi & Manea, Cristina, 2022. "Monetary policy and endogenous financial crises," Discussion Papers 21/2022, Deutsche Bundesbank.
- Boissay, Frederic & GalÃ, Jordi & Manea, Cristina, 2022. "Monetary Policy and Endogenous Financial Crises," CEPR Discussion Papers 16825, C.E.P.R. Discussion Papers.
- F. Boissay & F. Collard & Jordi Galí & C. Manea, 2021. "Monetary policy and endogenous financial crises," Economics Working Papers 1810, Department of Economics and Business, Universitat Pompeu Fabra.
- José Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2022. "Monetary policy and endogenous financial crises," BIS Working Papers 991, Bank for International Settlements.
- Frederic Boissay & Fabrice Collard & Jordi Galí & Cristina Manea, 2021. "Monetary Policy and Endogenous Financial Crises," NBER Working Papers 29602, National Bureau of Economic Research, Inc.
- Collard, Fabrice & Boissay, Frédéric & Galì, Jordi & Manea, Cristina, 2021. "Monetary Policy and Endogenous Financial Crises," TSE Working Papers 21-1277, Toulouse School of Economics (TSE), revised Apr 2023.
- Yiping Huang & Xiang Li & Han Qiu & Changhua Yu, 2023. "Big tech credit and monetary policy transmission: micro-level evidence from China," BIS Working Papers 1084, Bank for International Settlements.
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022.
"Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges,"
Finance and Economics Discussion Series
2022-006, Board of Governors of the Federal Reserve System (U.S.).
- Nina Boyarchenko & Giovanni Favara & Moritz Schularick, 2022. "Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges," Staff Reports 1003, Federal Reserve Bank of New York.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017.
"Global Financial Cycle, Household Credit, and Macroprudential Policies,"
Working Papers
1006, Barcelona School of Economics.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017. "Global financial cycle, household credit, and macroprudential policies," Economics Working Papers 1590, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2023.
- Baolei Qi & Mohamed Marie & Ahmed S. Abdelwahed & Ibrahim N. Khatatbeh & Mohamed Omran & Abdallah A. S. Fayad, 2023. "Bank Risk Literature (1978–2022): A Bibliometric Analysis and Research Front Mapping," Sustainability, MDPI, vol. 15(5), pages 1-27, March.
- Huang, Yiping & Li, Xiang & Qiu, Han & Yu, Changhua, 2023. "BigTech credit and monetary policy transmission: Micro-level evidence from China," IWH Discussion Papers 18/2022, Halle Institute for Economic Research (IWH).
- Nuno Coimbra & Hélène Rey, 2017.
"Financial Cycles with Heterogeneous Intermediaries,"
NBER Working Papers
23245, National Bureau of Economic Research, Inc.
- Coimbra, Nuno & Rey, H�l�ne, 2017. "Financial Cycles with Heterogeneous Intermediaries," CEPR Discussion Papers 11907, C.E.P.R. Discussion Papers.
Cited by:
- Mikel Bedayo & Gabriel Jiménez & José-Luis Peydró & Raquel Vegas, 2020.
"Screening and loan origination time: lending standards, loan defaults and bank failures,"
Working Papers
2037, Banco de España.
- Bedayo, Mikel & Jiménez, Gabriel & Peydró, José Luis & Vegas, Raquel, 2023. "Screening and loan origination time: Lending standards, loan defaults and bank failures," EconStor Preprints 225986, ZBW - Leibniz Information Centre for Economics.
- Jiménez, Gabriel & Bedayo, Mikel & Vegas, Raquel, 2020. "Screening and Loan Origination Time: Lending Standards, Loan Defaults and Bank Failures," CEPR Discussion Papers 15445, C.E.P.R. Discussion Papers.
- Mikel Bedayo & Gabriel Jiménez & José-Luis Peydró & Raquel Vegas, 2020. "Screening and loan origination time: lending standards, loan defaults and bank failures," Economics Working Papers 1749, Department of Economics and Business, Universitat Pompeu Fabra, revised Aug 2022.
- Mikel Bedayo & Gabriel Jiménez & José-Luis Peydró & Raquel Vegas, 2020. "Screening and Loan Origination Time: Lending Standards, Loan Defaults and Bank Failures," Working Papers 1215, Barcelona School of Economics.
- Semyon Malamud & Andreas Schrimpf, 2018.
"An intermediation-based model of exchange rates,"
BIS Working Papers
743, Bank for International Settlements.
- Semyon Malamud & Andreas Schrimpf, 2018. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 18-14, Swiss Finance Institute, revised Jun 2018.
- Malamud, Semyon & Schrimpf, Andreas, 2018. "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers 13182, C.E.P.R. Discussion Papers.
- 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.
- Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers 26152, National Bureau of Economic Research, Inc.
- Koijen, Ralph & Koulischer, Francois & Nguyen, Benoît & Yogo, Motohiro, 2019. "Inspecting the Mechanism of Quantitative Easing in the Euro Area," CEPR Discussion Papers 13906, C.E.P.R. Discussion Papers.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019.
"Risk Pooling, Leverage, and the Business Cycle,"
Working Papers
2019: 21, Department of Economics, University of Venice "Ca' Foscari".
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020. "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series 271, Leibniz Institute for Financial Research SAFE.
- Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019. "Risk Pooling, Leverage, and the Business Cycle," CESifo Working Paper Series 7772, CESifo.
- FOULIARD, Jeremy & Howell, Michael, 2022.
"Answering the Queen: Machine Learning and Financial Crises,"
CEPR Discussion Papers
15618, C.E.P.R. Discussion Papers.
- Jeremy Fouliard & Michael Howell & Hélène Rey, 2020. "Answering the Queen: Machine Learning and Financial Crises," NBER Working Papers 28302, National Bureau of Economic Research, Inc.
- Jérémy Fouliard & Michael Howell & Hélène Rey, 2021. "Answering the Queen: Machine learning and financial crises," BIS Working Papers 926, Bank for International Settlements.
- Mircea Epure & Irina Mihai & Ms. Camelia Minoiu & José-Luis Peydró, 2018.
"Household Credit, Global Financial Cycle, and Macroprudential Policies: Credit Register Evidence from an Emerging Country,"
IMF Working Papers
2018/013, International Monetary Fund.
- Epure, Mircea & Mihai, Irina & Minoiu, Camelia & Peydró, José-Luis, 2018. "Household Credit, Global Financial Cycle, and Macroprudential Policies: Credit Register Evidence from an Emerging Country," EconStor Preprints 216800, ZBW - Leibniz Information Centre for Economics.
- Acharya, Viral V & Plantin, Guillaume, 2018.
"Monetary Easing, Investment and Financial Instability,"
CEPR Discussion Papers
13072, C.E.P.R. Discussion Papers.
- Viral Acharya & Guillaume Plantin, 2019. "Monetary Easing, Investment and Financial Instability," Sciences Po Economics Discussion Papers 2019-01, Sciences Po Departement of Economics.
- Viral Acharya & Guillaume Plantin, 2019. "Monetary Easing, Investment and Financial Instability," Working Papers hal-03393106, HAL.
- Guillaume Plantin & Viral Acharya, 2018. "Monetary Easing, Investment and Financial Instability," Working Papers hal-03393126, HAL.
- Viral Acharya & Guillaume Plantin, 2018. "Monetary Easing, Investment and Financial Instability," Sciences Po publications DP 13072, Sciences Po.
- Viral Acharya & Guillaume Plantin, 2019. "Monetary Easing, Investment and Financial Instability," Sciences Po publications 2019-01, Sciences Po.
- Pedrono, Justine, 2022. "The currency channel of the global bank leverage cycle," Journal of International Money and Finance, Elsevier, vol. 126(C).
- Martinez-Miera, David, 2020.
"Interest Rates, Market Power, and Financial Stability,"
CEPR Discussion Papers
15063, C.E.P.R. Discussion Papers.
- David Martinez-Miera & Rafael Repullo, 2020. "Interest Rates, Market Power, and Financial Stability," Working Papers wp2020_2017, CEMFI.
- Semyon Malamud & Andreas Schrimpf, 2016.
"Intermediation Markups and Monetary Policy Passthrough,"
Swiss Finance Institute Research Paper Series
16-75, Swiss Finance Institute.
- Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
- Malamud, Semyon & Schrimpf, Andreas, 2018. "Intermediation markups and monetary policy pass-through," CEPR Discussion Papers 12623, C.E.P.R. Discussion Papers.
- Giovanna Bua & Peter G. Dunne, 2019.
"The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 1-46, December.
- Bua, Giovanna & Dunne, Peter G., 2017. "The Portfolio Rebalancing Effects of the ECB's Asset Purchase Programme," Research Technical Papers 07/RT/17, Central Bank of Ireland.
- Monica Billio & Anna Petronevich, 2017.
"Dynamical Interaction Between Financial and Business Cycles,"
Working Papers
2017:24, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Anna Petronevich, 2017. "Dynamical Interaction between Financial and Business Cycles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01692239, HAL.
- Monica Billio & Anna Petronevich, 2017. "Dynamical Interaction between Financial and Business Cycles," Post-Print hal-01692239, HAL.
- Kirti, Divya, 2018.
"When gambling for resurrection is too risky,"
ESRB Working Paper Series
69, European Systemic Risk Board.
- Mr. Divya Kirti, 2017. "When Gambling for Resurrection is Too Risky," IMF Working Papers 2017/180, International Monetary Fund.
- Tien Nguyen & Dung Phuong Hoang & Thang Ngoc Doan, 2022. "On the uncertainty-global bank linkage nexus: The moderation of crises, financial regulations, and institutional quality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 623-645, October.
- Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2018.
"Monetary Policy and Asset Valuation,"
CEPR Discussion Papers
12671, C.E.P.R. Discussion Papers.
- Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2016. "Monetary Policy and Asset Valuation," NBER Working Papers 22572, National Bureau of Economic Research, Inc.
- Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12275, C.E.P.R. Discussion Papers.
- Francesco Bianchi, 2017. "Monetary Policy and Asset Valuation," 2017 Meeting Papers 500, Society for Economic Dynamics.
- Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021.
"The Credit Composition of Global Liquidity,"
MAGKS Papers on Economics
202115, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2020. "The credit composition of global liquidity," University of Göttingen Working Papers in Economics 409, University of Goettingen, Department of Economics.
- Jonas Heipertz & Amine Ouazad & Romain Rancière, 2019.
"The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach,"
NBER Working Papers
26049, National Bureau of Economic Research, Inc.
- Heipertz, Jonas & Ouazad, Amine & Rancière, Romain, 2019. "The Transmission of Shocks in EndogenousFinancial Networks: A Structural Approach," CEPR Discussion Papers 13855, C.E.P.R. Discussion Papers.
- José-Luis Peydró & Andrea Polo & Sette Enrico, 2017.
"Monetary policy at work: Security and credit application registers evidence,"
Economics Working Papers
1565, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2018.
- Peydr�, Jos� Luis & Polo, Andrea & Sette, Enrico, 2017. "Monetary Policy at Work: Security and Credit Application Registers Evidence," CEPR Discussion Papers 12011, C.E.P.R. Discussion Papers.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2021. "Monetary policy at work: Security and credit application registers evidence," Journal of Financial Economics, Elsevier, vol. 140(3), pages 789-814.
- Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020. "Monetary Policy at Work: Security and Credit Application Registers Evidence," EconStor Preprints 216808, ZBW - Leibniz Information Centre for Economics.
- José-Luis Peydró & Andrea Polo & Enrico Sette, 2017. "Monetary policy at work: Security and credit application registers evidence," Working Papers 964, Barcelona School of Economics.
- Galaasen, Sigurd & Jamilov, Rustam & Juelsrud, Ragnar, 2020.
"Granular Credit Risk,"
CEPR Discussion Papers
15385, C.E.P.R. Discussion Papers.
- Sigurd Galaasen & Rustam Jamilov & Ragnar Juelsrud & Hélène Rey, 2020. "Granular Credit Risk," NBER Working Papers 27994, National Bureau of Economic Research, Inc.
- Sigurd Galaasen & Rustam Jamilov & Hélène Rey & Ragnar Juelsrud, 2020. "Granular credit risk," Working Paper 2020/15, Norges Bank.
- Gerko, Elena & Rey, H�l�ne, 2017.
"Monetary Policy in the Capitals of Capital,"
CEPR Discussion Papers
12217, C.E.P.R. Discussion Papers.
- Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
- Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 721-745.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019.
"International Bank Lending Channel of Monetary Policy,"
Working papers
2019rwp-145, Yonsei University, Yonsei Economics Research Institute.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," IMF Working Papers 2019/234, International Monetary Fund.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International bank lending channel of monetary policy," Working Papers 1938, Banco de España.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," GRU Working Paper Series GRU_2019_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Albrizio, Silvia & Choi, Sangyup & Furceri, Davide & Yoon, Chansik, 2020. "International bank lending channel of monetary policy," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Ralph S. J. Koijen & Motohiro Yogo, 2019.
"A Demand System Approach to Asset Pricing,"
Journal of Political Economy, University of Chicago Press, vol. 127(4), pages 1475-1515.
- Ralph S. J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," Staff Report 510, Federal Reserve Bank of Minneapolis.
- Ralph S.J. Koijen & Motohiro Yogo, 2015. "A Demand System Approach to Asset Pricing," NBER Working Papers 21749, National Bureau of Economic Research, Inc.
- Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2022. "Monetary Policy and Asset Valuation," Journal of Finance, American Finance Association, vol. 77(2), pages 967-1017, April.
- Rodrigo Barbone Gonzalez, 2020.
"Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel,"
Working Papers Series
518, Central Bank of Brazil, Research Department.
- Rodrigo Barbone Gonzalez, 2019. "Monetary policy surprises and employment: evidence from matched bank-firm loan data on the bank lending-channel," BIS Working Papers 799, Bank for International Settlements.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021.
"Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach,"
Working Paper Series
2614, European Central Bank.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022.
"Financial shocks, credit spreads, and the international credit channel,"
Journal of International Economics, Elsevier, vol. 135(C).
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017. "Financial shocks, credit spreads and the international credit channel," Bank of England working papers 693, Bank of England.
- Nelson Camanho & Harald Hau & Hélène Rey, 2018.
"Global Portfolio Rebalancing and Exchange Rates,"
Swiss Finance Institute Research Paper Series
18-03, Swiss Finance Institute, revised Jun 2018.
- Nelson Camanho & Harald Hau & Hélène Rey, 2018. "Global Portfolio Rebalancing and Exchange Rates," NBER Working Papers 24320, National Bureau of Economic Research, Inc.
- Camanho, Nelson & Hau, Harald, 2020. "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers 15617, C.E.P.R. Discussion Papers.
- Amat Adarov, 2018.
"Financial Cycles Around the World,"
wiiw Working Papers
145, The Vienna Institute for International Economic Studies, wiiw.
- Amat Adarov, 2022. "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
- Modena, Andrea, 2020. "Recapitalization, bailout, and long-run welfare in a dynamic model of banking," SAFE Working Paper Series 292, Leibniz Institute for Financial Research SAFE.
- Scheubel, Beatrice & Stracca, Livio & Tille, Cédric, 2019.
"The global financial cycle and capital flow episodes: a wobbly link?,"
Working Paper Series
2337, European Central Bank.
- Beatrice D. Scheubel & Livio Stracca & Tille Cedric, 2019. "The Global Financial Cycle and Capital Flow Episodes: A Wobbly Link?," CESifo Working Paper Series 7967, CESifo.
- Matthieu Darracq Paries & Jenny Korner & Niki Papadopoulou, 2019.
"Empowering Central Bank Asset Purchases: The Role of Financial Policies,"
Working Papers
2019-1, Central Bank of Cyprus.
- Darracq Pariès, Matthieu & Körner, Jenny & Papadopoulou, Niki, 2019. "Empowering central bank asset purchases: The role of financial policies," Working Paper Series 2237, European Central Bank.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017.
"Global Financial Cycle, Household Credit, and Macroprudential Policies,"
Working Papers
1006, Barcelona School of Economics.
- Mircea Epure & Irina Mihai & Camelia Minoiu & José-Luis Peydró, 2017. "Global financial cycle, household credit, and macroprudential policies," Economics Working Papers 1590, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2023.
- Libo Yin & Jing Nie & Liyan Han, 2020. "Intermediary asset pricing in commodity futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(11), pages 1711-1730, November.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2021.
"Global Banks and Systemic Debt Crises,"
NBER Working Papers
28892, National Bureau of Economic Research, Inc.
- Juan Morelli & Diego Perez & Pablo Ottonello, 2019. "Global Banks and Systemic Debt Crises," 2019 Meeting Papers 644, Society for Economic Dynamics.
- Juan M. Morelli & Pablo Ottonello & Diego J. Perez, 2022. "Global Banks and Systemic Debt Crises," Econometrica, Econometric Society, vol. 90(2), pages 749-798, March.
- Andrea Modena, 2020. "Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking," Working Papers 2020:23, Department of Economics, University of Venice "Ca' Foscari".
- Vladimir Asriyan & Luc Laeven & Alberto Martin & Alejandro Van der Ghote & Victoria Vanasco, 2021.
"Falling interest rates and credit reallocation: Lessons from general equilibrium,"
Economics Working Papers
1784, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2022.
- Asriyan, Vladimir & MartÃn, Alberto & Van der Ghote, Alejandro & Vanasco, Victoria, 2022. "Falling Interest Rates and Credit Reallocation: Lessons from General Equilibrium," CEPR Discussion Papers 16720, C.E.P.R. Discussion Papers.
- Jonathan Goldberg & Elizabeth C. Klee & Edward Simpson Prescott & Paul R. Wood, 2020. "Monetary Policy Strategies and Tools: Financial Stability Considerations," Finance and Economics Discussion Series 2020-074, Board of Governors of the Federal Reserve System (U.S.).
- Plantin, Guillaume, 2022.
"Monetary Easing, Leveraged Payouts and Lack of Investment,"
CEPR Discussion Papers
14958, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Guillaume Plantin, 2019. "Monetary Easing, Leveraged Payouts and Lack of Investment," NBER Working Papers 26471, National Bureau of Economic Research, Inc.
- Zhang, Mi & Sensoy, Ahmet & Cheng, Feiyang & Zhao, Xuankai, 2022. "Three channels of monetary policy international transmission: Identifying spillover effects from the US to China," Research in International Business and Finance, Elsevier, vol. 61(C).
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020.
"Credit supply driven boom-bust cycles,"
BIS Working Papers
885, Bank for International Settlements.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2020. "Credit Supply Driven Boom-Bust Cycles," Working Papers tecipa-664, University of Toronto, Department of Economics.
- Yavuz Arslan & Bulent Guler & Burhan Kuruscu, 2021. "Credit Supply Driven Boom-Bust Cycles," CAEPR Working Papers 2021-005 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022. "The riskiness of credit allocation and financial stability," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Jakl Jakub, 2019. "The True Nature of the Portfolio Balance Channel of Quantitative Easing Policy," Review of Economic Perspectives, Sciendo, vol. 19(2), pages 95-117, June.
- Sergio Florez-Orrego, 2021. "Money Matters: Global banks, safe assets and monetary autonomy," Documentos CEDE 019153, Universidad de los Andes – Facultad de Economía – CEDE.
- Vladimir Asriyan & Luc Laeven & Alberto Martin & Alejandro Van der Ghote & Victoria Vanasco, 2021. "Falling Interest Rates and Credit Misallocation: Lessons from General Equilibrium," Working Papers 1268, Barcelona School of Economics.
- Justine Pedrono, 2022. "The Currency Channel of the Global Bank Leverage Cycle," Working papers 870, Banque de France.
- Lakdawala, Aeimit, 2018.
"The growing impact of US monetary policy on emerging financial markets: Evidence from India,"
Working Papers
2018-9, Michigan State University, Department of Economics.
- Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Leslie Sheng Shen, 2021. "Global Banking and Firm Financing: A Double Adverse Selection Channel of International Transmission," International Finance Discussion Papers 1325, Board of Governors of the Federal Reserve System (U.S.).
- Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2021.
"Measuring heterogeneity in banks' interest rate setting in Russia,"
Bank of Russia Working Paper Series
wps77, Bank of Russia.
- Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2022. "Measuring Heterogeneity in Banks’ Interest Rate Setting in Russia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(14), pages 4103-4119, November.
- Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
- Huang, Yiping & Li, Xiang & Qiu, Han & Yu, Changhua, 2023. "BigTech credit and monetary policy transmission: Micro-level evidence from China," IWH Discussion Papers 18/2022, Halle Institute for Economic Research (IWH).
- Wang, Jian & Wu, Jason, 2021. "Is capital flow management effective? Evidence based on U.S. monetary policy shocks," Journal of International Money and Finance, Elsevier, vol. 118(C).
- Kargar, Mahyar, 2021. "Heterogeneous intermediary asset pricing," Journal of Financial Economics, Elsevier, vol. 141(2), pages 505-532.
- 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.
- Marcus Miller & Lei Zhang & Songklod Rastapana, 2017. "Subprime assets and financial crisis: theory, policy and the law," CAGE Online Working Paper Series 340, Competitive Advantage in the Global Economy (CAGE).
- Darja Milic, 2021. "The impact of non-banking financial institutions on monetary policy transmission in Euro area," Empirical Economics, Springer, vol. 61(4), pages 1779-1817, October.
- Phurichai Rungcharoenkitkul & Claudio Borio & Piti Disyatat Author-X-Name_First: Piti, 2019. "Monetary policy hysteresis and the financial cycle," BIS Working Papers 817, Bank for International Settlements.
- Jean-Pierre Jambes, 2016. "Réinvestir dans l'investissement Public numérique. Quels modèles pour augmenter les effets territoriaux des politiques publiques numériques ?," Post-Print hal-02320190, HAL.
- Thiago Revil T. Ferreira, 2022. "Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel," International Finance Discussion Papers 1335, Board of Governors of the Federal Reserve System (U.S.).
- Feng He & Libo Yin, 2021. "Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 945-962, September.
Chapters
- Nuno Coimbra, 2019.
"Sovereigns at Risk: A Dynamic Model of Sovereign Debt and Banking Leverage,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2019,
National Bureau of Economic Research, Inc.
Cited by:
- Delatte, Anne-Laure & Fouquau, Julien & Portes, Richard, 2016.
"Regime-dependent sovereign risk pricing during the euro crisis,"
ESRB Working Paper Series
9, European Systemic Risk Board.
- Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2017. "Regime-Dependent Sovereign Risk Pricing During the Euro Crisis," Review of Finance, European Finance Association, vol. 21(1), pages 363-385.
- Richard Portes & Julien Fouquau & Anne-Laure Delatte, 2017. "Regime-Dependent Sovereign Risk Pricing During the Euro Crisis," Post-Print hal-01663123, HAL.
- Hürtgen, Patrick, 2020. "Fiscal sustainability duringthe COVID-19 pandemic," Discussion Papers 35/2020, Deutsche Bundesbank.
- Anne Laure Delatte, 2014.
"Nonlinearities in sovereign risk pricing the role of cds index contracts,"
Documents de Travail de l'OFCE
2014-08, Observatoire Francais des Conjonctures Economiques (OFCE).
- Delatte, Anne-Laure & Fouquau, Julien & Portes, Richard, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," CEPR Discussion Papers 9898, C.E.P.R. Discussion Papers.
- Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in sovereign risk pricing the role of cds index contracts," Working Papers hal-03460263, HAL.
- Annelaure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in sovereign risk pricing the role of cds index contracts," Sciences Po publications 2014-08, Sciences Po.
- Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," NBER Working Papers 19985, National Bureau of Economic Research, Inc.
- Gerko, Elena & Rey, H�l�ne, 2017.
"Monetary Policy in the Capitals of Capital,"
CEPR Discussion Papers
12217, C.E.P.R. Discussion Papers.
- Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," NBER Working Papers 23651, National Bureau of Economic Research, Inc.
- Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 721-745.
- Nuno Coimbra & Hélène Rey, 2017.
"Financial Cycles with Heterogeneous Intermediaries,"
NBER Working Papers
23245, National Bureau of Economic Research, Inc.
- Coimbra, Nuno & Rey, H�l�ne, 2017. "Financial Cycles with Heterogeneous Intermediaries," CEPR Discussion Papers 11907, C.E.P.R. Discussion Papers.
- Hélène Rey, 2016.
"International Channels of Transmission of Monetary Policy and the Mundellian Trilemma,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 64(1), pages 6-35, May.
- Rey, Hélène, 2015. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," CEPR Discussion Papers 11027, C.E.P.R. Discussion Papers.
- Hélène Rey, 2016. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," NBER Working Papers 21852, National Bureau of Economic Research, Inc.
- Nicholas Apergis & Ahdi Noomen Ajmi, 2015. "Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, April.
- Semmler, Willi & Proaño, Christian R., 2015.
"Escape routes from sovereign default risk in the euro area,"
ZEW Discussion Papers
15-020, ZEW - Leibniz Centre for European Economic Research.
- Willi Semmler & Christian R. Proaño, 2015. "Escape Routes from Sovereign Default Risk in the Euro Area," International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 163-193, Emerald Group Publishing Limited.
- Delatte, Anne-Laure & Fouquau, Julien & Portes, Richard, 2016.
"Regime-dependent sovereign risk pricing during the euro crisis,"
ESRB Working Paper Series
9, European Systemic Risk Board.
More information
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FDG: Financial Development & Growth (2) 2017-03-26 2021-06-28. Author is listed
- NEP-MAC: Macroeconomics (2) 2017-03-26 2021-06-28. Author is listed
- NEP-BAN: Banking (1) 2021-06-28. Author is listed
- NEP-CBA: Central Banking (1) 2021-06-28. Author is listed
- NEP-DGE: Dynamic General Equilibrium (1) 2017-03-26. Author is listed
- NEP-MON: Monetary Economics (1) 2021-06-28. Author is listed
- NEP-RMG: Risk Management (1) 2021-06-28. Author is listed
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