Ulf Lewrick
Personal Details
First Name: | Ulf |
Middle Name: | |
Last Name: | Lewrick |
Suffix: | |
RePEc Short-ID: | ple786 |
[This author has chosen not to make the email address public] | |
http://www.bis.org/author/ulf_lewrick.htm | |
Affiliation
(90%) Bank for International Settlements (BIS)
Basel, Switzerlandhttp://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)
(10%) Abteilung Aussenwirtschaft und Europäische Integration
Wirtschaftswissenschaftliches Zentrum
Universität Basel
Basel, Switzerlandhttp://www.wwz.unibas.ch/aei/
RePEc:edi:aabasch (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.
- Yuuki Ikeda & Will Kerry & Ulf Lewrick & Christian Schmieder, 2021. "Covid-19 and bank resilience: where do we stand?," BIS Bulletins 44, Bank for International Settlements.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2021.
"Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms,"
BIS Working Papers
922, Bank for International Settlements.
- Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti, 2021. "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," Bank of England working papers 946, Bank of England.
- Ulf Lewrick & Christian Schmieder & Jhuvesh Sobrun & Elod Takats, 2020. "Releasing bank buffers to cushion the crisis - a quantitative assessment," BIS Bulletins 11, Bank for International Settlements.
- Ryan Niladri Banerjee & Enisse Kharroubi & Ulf Lewrick, 2020. "Bankruptcies, unemployment and reallocation from Covid-19," BIS Bulletins 31, Bank for International Settlements.
- Ulf Lewrick & José María Serena Garralda & Grant Turner, 2019. "Believing in bail-in? Market discipline and the pricing of bail-in bonds," BIS Working Papers 831, Bank for International Settlements.
- Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
- Ulf Lewrick & Jochen Schanz, 2017. "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers 663, Bank for International Settlements.
- Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017.
"Bank capital allocation under multiple constraints,"
BIS Working Papers
666, Bank for International Settlements.
- Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
- Ingo Fender & Ulf Lewrick, 2016. "Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues," BIS Working Papers 591, Bank for International Settlements.
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2014. "When firms and industries matter: understanding the sources of productivity growth," BIS Working Papers 469, Bank for International Settlements.
- Lewrick, Ulf & Mohler, Lukas & Weder, Rolf, 2011. "International Trade in Variety and Domestic Production," Working papers 2011/03, Faculty of Business and Economics - University of Basel.
Articles
- Ulf Lewrick & Stijn Claessens, 2021. "Open-ended bond funds: systemic risks and policy implications," BIS Quarterly Review, Bank for International Settlements, December.
- Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020.
"Bank capital allocation under multiple constraints,"
Journal of Financial Intermediation, Elsevier, vol. 44(C).
- Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017. "Bank capital allocation under multiple constraints," BIS Working Papers 666, Bank for International Settlements.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2019. "Playing it safe: global systemically important banks after the crisis," BIS Quarterly Review, Bank for International Settlements, September.
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2018. "Productivity growth from an international trade perspective," Review of International Economics, Wiley Blackwell, vol. 26(2), pages 339-356, May.
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2016.
"Trade in variety and domestic production: Evidence from US manufacturing,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1631-1657, November.
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2016. "Trade in variety and domestic production: Evidence from US manufacturing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(4), pages 1631-1657, November.
- Morten Linnemann Bech & Anamaria Illes & Ulf Lewrick & Andreas Schrimpf, 2016. "Hanging up the phone - electronic trading in fixed income markets and its implications," BIS Quarterly Review, Bank for International Settlements, March.
- Ingo Fender & Ulf Lewrick, 2015. "Calibrating the leverage ratio," BIS Quarterly Review, Bank for International Settlements, December.
- Ingo Fender & Ulf Lewrick, 2015. "Shifting tides - market liquidity and market-making in fixed income instruments," BIS Quarterly Review, Bank for International Settlements, March.
- Ingo Fender & Ulf Lewrick, 2013.
"Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets,"
BIS Quarterly Review, Bank for International Settlements, September.
RePEc:cml:boletn:v:lxiii:y:2017:i:1:p:1-28 is not listed on IDEAS
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
- Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021.
"Is window dressing by banks systemically important?,"
BIS Working Papers
960, Bank for International Settlements.
Cited by:
- Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022. "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers 39/2022, Deutsche Bundesbank.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2021.
"Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms,"
BIS Working Papers
922, Bank for International Settlements.
- Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti, 2021. "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," Bank of England working papers 946, Bank of England.
Cited by:
- Aakriti Mathur & Rajeswari Sengupta & Bhanu Pratap, 2022. "Saved by the bell? Equity market responses to surprise Covid-19 lockdowns and central bank interventions," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-001, Indira Gandhi Institute of Development Research, Mumbai, India.
- Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.
- Ulf Lewrick & Christian Schmieder & Jhuvesh Sobrun & Elod Takats, 2020.
"Releasing bank buffers to cushion the crisis - a quantitative assessment,"
BIS Bulletins
11, Bank for International Settlements.
Cited by:
- Leonardo Gambacorta & Tommaso Oliviero & Tommaso Hyun Song Shin, 2020.
"Low price-to-book ratios and bank dividend payout policies,"
BIS Working Papers
907, Bank for International Settlements.
- Gambacorta, Leonardo & Oliviero, Tommaso & Shin, Hyun Song, 2020. "Low price-to-book ratios and bank dividend payout policies," CEPR Discussion Papers 15615, C.E.P.R. Discussion Papers.
- Bryan Hardy & Elod Takáts, 2020. "International banking amidst Covid-19: resilience and drivers," BIS Quarterly Review, Bank for International Settlements, December.
- Leonardo Gambacorta & Tommaso Oliviero & Tommaso Hyun Song Shin, 2020.
"Low price-to-book ratios and bank dividend payout policies,"
BIS Working Papers
907, Bank for International Settlements.
- Ryan Niladri Banerjee & Enisse Kharroubi & Ulf Lewrick, 2020.
"Bankruptcies, unemployment and reallocation from Covid-19,"
BIS Bulletins
31, Bank for International Settlements.
Cited by:
- Phurichai Rungcharoenkitkul, 2021.
"Macroeconomic effects of Covid-19: a mid-term review,"
BIS Working Papers
959, Bank for International Settlements.
- Phurichai Rungcharoenkitkul, 2021. "Macroeconomic effects of COVID‐19: A mid‐term review," Pacific Economic Review, Wiley Blackwell, vol. 26(4), pages 439-458, October.
- Tijana Matejić & Snežana Knežević & Vesna Bogojević Arsić & Tijana Obradović & Stefan Milojević & Miljan Adamović & Aleksandra Mitrović & Marko Milašinović & Dragoljub Simonović & Goran Milošević & Ma, 2022. "Assessing the Impact of the COVID-19 Crisis on Hotel Industry Bankruptcy Risk through Novel Forecasting Models," Sustainability, MDPI, vol. 14(8), pages 1-44, April.
- Ryan Niladri Banerjee & Enisse Kharroubi, 2020. "The financial vulnerabilities driving firms to the exit," BIS Quarterly Review, Bank for International Settlements, December.
- Apergis, Nicholas & Danuletiu, Dan & Xu, Bing, 2022. "CDS spreads and COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Phurichai Rungcharoenkitkul, 2021.
"Macroeconomic effects of Covid-19: a mid-term review,"
BIS Working Papers
959, Bank for International Settlements.
- Ulf Lewrick & José María Serena Garralda & Grant Turner, 2019.
"Believing in bail-in? Market discipline and the pricing of bail-in bonds,"
BIS Working Papers
831, Bank for International Settlements.
Cited by:
- Vittoria Cerasi & Stefano Montoli, 2020. "Bank resolution and multinational banks," Working Papers 447, University of Milano-Bicocca, Department of Economics, revised Jul 2020.
- Koetter, Michael & Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena, 2022.
"Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers,"
European Economic Review, Elsevier, vol. 148(C).
- Koetter, Michael & Krause, Thomas & Sfrappini, Eleonora & Tonzer, Lena, 2021. "Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers," IWH Discussion Papers 4/2021, Halle Institute for Economic Research (IWH).
- Lindstrom, Ryan & Osborne, Matthew, 2020. "Has bail-in increased market discipline? An empirical investigation of European banks’ credit spreads," Bank of England working papers 887, Bank of England.
- Robert C. Merton & Richard T. Thakor, 2021.
"No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions,"
NBER Working Papers
28341, National Bureau of Economic Research, Inc.
- Merton, Robert C. & Thakor, Richard T., 2022. "No-fault default, chapter 11 bankruptcy, and financial institutions," Journal of Banking & Finance, Elsevier, vol. 140(C).
- Giuliana, Raffaele, 2022. "Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capital," ESRB Working Paper Series 133, European Systemic Risk Board.
- Vittoria Cerasi & Paola Galfrascoli, 2021. "Bail-in and Bank Funding Costs," Working Papers 472, University of Milano-Bicocca, Department of Economics, revised Jul 2021.
- Martin Indergand & Gabriela Hrasko, 2021. "Does the market believe in loss-absorbing bank debt?," Working Papers 2021-13, Swiss National Bank.
- Ulf Lewrick & Jochen Schanz, 2017.
"Is the price right? Swing pricing and investor redemptions,"
BIS Working Papers
664, Bank for International Settlements.
Cited by:
- Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020.
"Debt De-risking,"
BIS Working Papers
868, Bank for International Settlements.
- Cutura, Jannic & Parise, Gianpaolo & Schrimpf, Andreas, 2020. "Debt De-risking," CEPR Discussion Papers 14817, C.E.P.R. Discussion Papers.
- Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2020. "Burned by leverage? Flows and fragility in bond mutual funds," Working Paper Series 2413, European Central Bank.
- Ulf Lewrick & Jochen Schanz, 2017. "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers 663, Bank for International Settlements.
- Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
- Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2022.
"Swing Pricing and Fragility in Open-End Mutual Funds [Does motivation matter when assessing trade performance? An analysis of mutual funds],"
Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 1-50.
- Jin, Dunhong & Kacperczyk, Marcin & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
- Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," IMF Working Papers 2019/227, International Monetary Fund.
- John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
- Agostino Capponi & Paul Glasserman & Marko Weber, 2018. "Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs," Working Papers 18-04, Office of Financial Research, US Department of the Treasury.
- Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
- Aramonte, Sirio & Schrimpf, Andreas & Shin, Hyun Song, 2022.
"Non-bank Financial Intermediaries and Financial Stability,"
CEPR Discussion Papers
16962, C.E.P.R. Discussion Papers.
- Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.
- Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020.
"Debt De-risking,"
BIS Working Papers
868, Bank for International Settlements.
- Ulf Lewrick & Jochen Schanz, 2017.
"Liquidity risk in markets with trading frictions: What can swing pricing achieve?,"
BIS Working Papers
663, Bank for International Settlements.
Cited by:
- Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
- Agostino Capponi & Paul Glasserman & Marko Weber, 2018. "Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs," Working Papers 18-04, Office of Financial Research, US Department of the Treasury.
- Thierry Roncalli, 2021. "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers 2110.01302, arXiv.org.
- Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017.
"Bank capital allocation under multiple constraints,"
BIS Working Papers
666, Bank for International Settlements.
- Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
Cited by:
- Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan E., 2019.
"Bank profitability, leverage constraints, and risk-taking,"
Discussion Papers
21/2019, Deutsche Bundesbank.
- Martynova, Natalya & Ratnovski, Lev & Vlahu, Razvan, 2020. "Bank profitability, leverage constraints, and risk-taking," Journal of Financial Intermediation, Elsevier, vol. 44(C).
- Dominika Kolcunova & Simona Malovana, 2019.
"The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters,"
Working Papers
2019/2, Czech National Bank.
- Dominika Kolcunová & Simona Malovaná, 2019. "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers IES 2019/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2019.
- Simona Malovaná & Dominika Ehrenbergerová, 2022. "The effect of higher capital requirements on bank lending: the capital surplus matters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 793-832, August.
- Viral V. Acharya & Katharina Bergant & Matteo Crosignani & Tim Eisert & Fergal J. McCann, 2020.
"The Anatomy of the Transmission of Macroprudential Policies,"
NBER Working Papers
27292, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Bergant, Katharina & Crosignani, Matteo & Eisert, Tim & McCann, Fergal, 2020. "The Anatomy of the Transmission of Macroprudential Policies," CEPR Discussion Papers 14959, C.E.P.R. Discussion Papers.
- Katharina Bergant & Viral V. Acharya & Matteo Crosignani & Tim Eisert & Fergal McCann, 2020. "The Anatomy of the Transmission of Macroprudential Policies," IMF Working Papers 2020/058, International Monetary Fund.
- Igan, Deniz & Mirzaei, Ali, 2020.
"Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity,"
Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 688-726.
- Ms. Deniz O Igan & Ali Mirzaei, 2020. "Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity," IMF Working Papers 2020/103, International Monetary Fund.
- Kosenko, Konstantin & Michelson, Noam, 2022. "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, vol. 61(C).
- Adrian, Tobias & Kiff, John & Shin, Hyun Song, 2018. "Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis," CEPR Discussion Papers 13350, C.E.P.R. Discussion Papers.
- Martin Hodula & Zlatuše Komárková & Lukáš Pfeifer, 2021.
"The relationship between capital and liquidity prudential instruments,"
Journal of Regulatory Economics, Springer, vol. 59(1), pages 47-70, February.
- Zlatuse Komarkova & Martin Hodula & Lukas Pfeifer, 2020. "The Relationship between Capital and Liquidity Prudential Instruments," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Xiong, Wanting & Wang, Yougui, 2022. "A reformulation of the bank lending channel under multiple prudential regulations," Economic Modelling, Elsevier, vol. 114(C).
- Behn, Markus & Daminato, Claudio & Salleo, Carmelo, 2019. "A dynamic model of bank behaviour under multiple regulatory constraints," Working Paper Series 2233, European Central Bank.
- Ingo Fender & Ulf Lewrick, 2016.
"Adding it all up: the macroeconomic impact of Basel II and outstanding reform issues,"
BIS Working Papers
591, Bank for International Settlements.
Cited by:
- Frederic Boissay & Fabrice Collard, 2016. "Macroeconomics of bank capital and liquidity regulations," BIS Working Papers 596, Bank for International Settlements.
- Mathias Drehmann & James Yetman, 2021.
"Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-31, October.
- Mathias Drehmann & James Yetman, 2020. "Which credit gap is better at predicting financial crises? A comparison of univariate filters," BIS Working Papers 878, Bank for International Settlements.
- Igan, Deniz & Mirzaei, Ali, 2020.
"Does going tough on banks make the going get tough? Bank liquidity regulations, capital requirements, and sectoral activity,"
Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 688-726.
- Ms. Deniz O Igan & Ali Mirzaei, 2020. "Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity," IMF Working Papers 2020/103, International Monetary Fund.
- Gulan, Adam & Jokivuolle, Esa & Verona, Fabio, 2022. "Optimal bank capital requirements: What do the macroeconomic models say?," BoF Economics Review 2/2022, Bank of Finland.
- Lubberink, Martien, 2020. "Max Headroom: Discretionary Capital Buffers and Bank Risk," MPRA Paper 100445, University Library of Munich, Germany.
- Beau Soederhuizen & Bert Kramer & Harro van Heuvelen & Rob Luginbuhl, 2021. "Optimal capital ratios for banks in the euro area," CPB Discussion Paper 429, CPB Netherlands Bureau for Economic Policy Analysis.
- Josef Schroth, 2019.
"Macroprudential Policy with Capital Buffers,"
Staff Working Papers
19-8, Bank of Canada.
- Josef Schroth, 2019. "Macroprudential policy with capital buffers," BIS Working Papers 771, Bank for International Settlements.
- Schroth, Josef, 2021. "Macroprudential policy with capital buffers," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 296-311.
- Adrian, Tobias & Kiff, John & Shin, Hyun Song, 2018. "Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis," CEPR Discussion Papers 13350, C.E.P.R. Discussion Papers.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Codruta Boar & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "What are the effects of macroprudential policies on macroeconomic performance?," BIS Quarterly Review, Bank for International Settlements, September.
- Tirupam Goel, 2016. "Banking industry dynamics and size-dependent capital regulation," BIS Working Papers 599, Bank for International Settlements.
- Martin Birn & Olivier de Bandt & Simon Firestone & Matías Gutiérrez Girault & Diana Hancock & Tord Krogh & Hitoshi Mio & Donald P. Morgan & Ajay Palvia & Valerio Scalone & Michael Straughan & Arzu Ulu, 2020. "The Costs and Benefits of Bank Capital—A Review of the Literature," JRFM, MDPI, vol. 13(4), pages 1-25, April.
- Xiong, Wanting & Wang, Yougui, 2022. "A reformulation of the bank lending channel under multiple prudential regulations," Economic Modelling, Elsevier, vol. 114(C).
- Maurizio Trapanese, 2021. "The economics of non-bank financial intermediation: why do we need to fill the regulation gap?," Questioni di Economia e Finanza (Occasional Papers) 625, Bank of Italy, Economic Research and International Relations Area.
- Behn, Markus & Daminato, Claudio & Salleo, Carmelo, 2019. "A dynamic model of bank behaviour under multiple regulatory constraints," Working Paper Series 2233, European Central Bank.
- Jose Felix Izquierdo & Santiago Muñoz & Ana Rubio & Camilo Ulloa, 2017. "Impact of capital regulation on SMEs credit," Working Papers 17/01, BBVA Bank, Economic Research Department.
- Lubberink, Martien, 2022. "Max headroom: Discretionary capital buffers and bank risk," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2014.
"When firms and industries matter: understanding the sources of productivity growth,"
BIS Working Papers
469, Bank for International Settlements.
Cited by:
- Manuel García-Santana & Enrique Moral-Benito & Josep Pijoan-Mas & Roberto Ramos, 2016.
"Growing like Spain: 1995-2007,"
Working Papers
888, Barcelona School of Economics.
- Manuel García-Santana & Enrique Moral-Benito & Josep Pijoan-Mas & Roberto Ramos, 2016. "Growing like Spain: 1995-2007," Working Papers wp2016_1603, CEMFI.
- Manuel García‐Santana & Enrique Moral‐Benito & Josep Pijoan‐Mas & Roberto Ramos, 2020. "Growing Like Spain: 1995–2007," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(1), pages 383-416, February.
- García-Santana, Manuel & Moral-Benito, Enrique & Pijoan-Mas, Josep & Ramos, Roberto, 2016. "Growing like Spain: 1995-2007," CEPR Discussion Papers 11144, C.E.P.R. Discussion Papers.
- Manuel García-Santana & Josep Pijoan-Mas & Enrique Moral-Benito & Roberto Ramos, 2016. "Growing like Spain: 1995-2007," Working Papers 1609, Banco de España.
- Manuel García-Santana & Enrique Moral-Benito & Josep Pijoan-Mas & Roberto Ramos, 2016. "Growing like Spain: 1995-2007," Economics Working Papers 1517, Department of Economics and Business, Universitat Pompeu Fabra.
- Albinowski, Maciej & Hagemejer, Jan & Lovo, Stefania & Varela, Gonzalo, 2015. "Sustaining Micro Competitiveness to Ensure Convergence and Macro Resilience of the Polish Economy," MF Working Papers 23, Ministry of Finance in Poland.
- Roy, Jayjit, 2017.
"On the environmental consequences of intra-industry trade,"
Journal of Environmental Economics and Management, Elsevier, vol. 83(C), pages 50-67.
- Jayjit Roy, 2015. "On the Environmental Consequences of Intra-Industry Trade," Working Papers 15-01, Department of Economics, Appalachian State University.
- Florian Gerth, 2017. "Allocative efficiency of UK firms during the Great Recession," Studies in Economics 1714, School of Economics, University of Kent.
- Manuel García-Santana & Enrique Moral-Benito & Josep Pijoan-Mas & Roberto Ramos, 2016.
"Growing like Spain: 1995-2007,"
Working Papers
888, Barcelona School of Economics.
- Lewrick, Ulf & Mohler, Lukas & Weder, Rolf, 2011.
"International Trade in Variety and Domestic Production,"
Working papers
2011/03, Faculty of Business and Economics - University of Basel.
Cited by:
- João Barata R. B. Barroso, 2013. "Does trade shrink the measure of domestic firms?," Working Papers Series 332, Central Bank of Brazil, Research Department.
Articles
- Ulf Lewrick & Stijn Claessens, 2021.
"Open-ended bond funds: systemic risks and policy implications,"
BIS Quarterly Review, Bank for International Settlements, December.
Cited by:
- Richard Schmidt & Pinar Yesin, 2022.
"The growing importance of investment funds in capital flows,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 1-40, December.
- Richard Schmidt & Pinar Yesin, 2022. "The growing importance of investment funds in capital flows," Working Papers 2022-13, Swiss National Bank.
- Richard Schmidt & Pınar Yeşin, 2022. "The growing importance of investment funds in capital flows," ECON - Working Papers 421, Department of Economics - University of Zurich.
- Egemen Eren & Philip Wooldridge, 2022. "The role of non-bank financial institutions in cross-border spillovers," BIS Papers, Bank for International Settlements, number 129.
- Milan Szabo, 2022. "Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?," Working Papers 2022/6, Czech National Bank.
- Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
- King, Benjamin & Semark, James, 2022. "Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis," Bank of England working papers 975, Bank of England.
- Milan Szabo, 2022. "Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 1123-1151, November.
- Richard Schmidt & Pinar Yesin, 2022.
"The growing importance of investment funds in capital flows,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 72(01), pages 1-40, December.
- Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020.
"Bank capital allocation under multiple constraints,"
Journal of Financial Intermediation, Elsevier, vol. 44(C).
See citations under working paper version above.
- Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017. "Bank capital allocation under multiple constraints," BIS Working Papers 666, Bank for International Settlements.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2019.
"Playing it safe: global systemically important banks after the crisis,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Altavilla, Carlo & Bochmann, Paul & De Ryck, Jeroen & Dumitru, Ana-Maria & Grodzicki, Maciej & Kick, Heinrich & Fernandes, Cecilia Melo & Mosthaf, Jonas & O’Donnell, Charles & Palligkinis, Spyros, 2021. "Measuring the cost of equity of euro area banks," Occasional Paper Series 254, European Central Bank.
- Ho, Kelvin & Wong, Eric & Tan, Edward, 2022. "Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong," Journal of Banking & Finance, Elsevier, vol. 134(C).
- Luis Garcia & Ulf Lewrick & Taja Sečnik, 2021. "Is window dressing by banks systemically important?," BIS Working Papers 960, Bank for International Settlements.
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2018.
"Productivity growth from an international trade perspective,"
Review of International Economics, Wiley Blackwell, vol. 26(2), pages 339-356, May.
Cited by:
- Hehua Zhao & Hongwen Chen & Ying Fang & Apei Song, 2022. "Transfer Characteristics of Embodied Carbon Emissions in Export Trade—Evidence from China," Sustainability, MDPI, vol. 14(13), pages 1-21, June.
- Jean-Marie Grether & Benjamin Tissot-Daguette, 2021. "Zoom in, zoom out: A shift-share analysis of productivity in Switzerland based on micro data," IRENE Working Papers 21-10, IRENE Institute of Economic Research.
- Gampfer, Benjamin & Geishecker, Ingo, 2015. "Endogenous competition exposure: China's rise, intra-industry and intra-firm reallocations," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112996, Verein für Socialpolitik / German Economic Association.
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2016.
"Trade in variety and domestic production: Evidence from US manufacturing,"
Canadian Journal of Economics, Canadian Economics Association, vol. 49(4), pages 1631-1657, November.
- Ulf Lewrick & Lukas Mohler & Rolf Weder, 2016. "Trade in variety and domestic production: Evidence from US manufacturing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(4), pages 1631-1657, November.
Cited by:
- Kancs, d'Artis & Persyn, Damiaan, 2019. "Welfare Gains from the Variety Growth," Working Papers 2019-01, Joint Research Centre, European Commission.
- Morten Linnemann Bech & Anamaria Illes & Ulf Lewrick & Andreas Schrimpf, 2016.
"Hanging up the phone - electronic trading in fixed income markets and its implications,"
BIS Quarterly Review, Bank for International Settlements, March.
Cited by:
- 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.
- Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017.
"Scarcity effects of QE: A transaction-level analysis in the Bund market,"
BIS Working Papers
625, Bank for International Settlements.
- Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017. "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers 06/2017, Deutsche Bundesbank.
- 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.
- Christina Erlwein-Sayer, 2018. "Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds," Risks, MDPI, vol. 6(4), pages 1-27, December.
- Carapella, Francesca & Monnet, Cyril, 2020. "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, vol. 138(3), pages 725-753.
- Michael Moore & Andreas Schrimpf & Vladyslav Sushko, 2016. "Downsized FX markets: causes and implications," BIS Quarterly Review, Bank for International Settlements, December.
- Narayan Bulusu & Pierre Guérin, 2018.
"What Drives Interbank Loans? Evidence from Canada,"
Staff Working Papers
18-5, Bank of Canada.
- Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
- Ødegaard, Bernt Arne, 2016. "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2016/16, University of Stavanger.
- Matthew L. Kozora & Bruce Mizrach & Matthew Peppe & Or Shachar & Jonathan S. Sokobin, 2020. "Alternative Trading Systems in the Corporate Bond Market," Staff Reports 938, Federal Reserve Bank of New York.
- Semyon Malamud & Andreas Schrimpf, 2018.
"An intermediation-based model of exchange rates,"
BIS Working Papers
743, Bank for International Settlements.
- Ingo Fender & Ulf Lewrick, 2015.
"Calibrating the leverage ratio,"
BIS Quarterly Review, Bank for International Settlements, December.
Cited by:
- Markus Behn & Rainer Haselmann & Vikrant Vig, 2022.
"The Limits of Model‐Based Regulation,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," SAFE Working Paper Series 75, Leibniz Institute for Financial Research SAFE.
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2021. "The Limits of Model-Based Regulation," LawFin Working Paper Series 20, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Behn, Markus Wilhelm & Haselmann, Rainer & Vig, Vikrant, 2014. "The limits of model-based regulation," IMFS Working Paper Series 82, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Behn, Markus & Haselmann, Rainer & Vig, Vikrant, 2016. "The limits of model-based regulation," Working Paper Series 1928, European Central Bank.
- Annalisa Bucalossi & Antonio Scalia, 2016. "Leverage ratio, central bank operations and repo market," Questioni di Economia e Finanza (Occasional Papers) 347, Bank of Italy, Economic Research and International Relations Area.
- Lukas Pfeifer & Libor Holub & Zdenek Pikhart & Martin Hodula, 2016. "The Role of the Leverage Ratio in Capital Regulation of the Banking Sector," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2015/2016, chapter 0, pages 137-148, Czech National Bank.
- Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020.
"Bank capital allocation under multiple constraints,"
Journal of Financial Intermediation, Elsevier, vol. 44(C).
- Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017. "Bank capital allocation under multiple constraints," BIS Working Papers 666, Bank for International Settlements.
- Leonardo Gambacorta & Sudipto Karmakar, 2018.
"Leverage and Risk-Weighted Capital Requirements,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 153-191, December.
- Gambacorta, Leonardo & Karmakar, Sudipto, 2016. "Leverage and Risk Weighted Capital Requirements," CEPR Discussion Papers 11567, C.E.P.R. Discussion Papers.
- Leonardo Gambacorta & Sudipto Karmakar, 2016. "Leverage and risk weighted capital requirements," BIS Working Papers 586, Bank for International Settlements.
- Sudipto Karmakar & Leonardo Gambacorta, 2016. "Leverage and Risk Weighted Capital Requirements," Working Papers w201616, Banco de Portugal, Economics and Research Department.
- Sudipto Karmakar & Leonardo Gambacorta, 2017. "Leverage and Risk Weighted Capital Requirements," Working Papers REM 2017/09, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Karel Janda & Oleg Kravtsov, 2018. "Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(4), pages 5-23.
- Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019.
"What drives local lending by global banks?,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 54-75.
- Uluc Aysun & Stefan Avdjiev & Ralf Hepp, 2017. "What drives local lending by global banks?," Working Papers 2017-02, University of Central Florida, Department of Economics.
- Stefan Avdjiev & Uluc Aysun & Ralf Hepp, 2018. "What drives local lending by global banks?," BIS Working Papers 746, Bank for International Settlements.
- Sudipto Karmakar & Dina Baptista, 2017. "Understanding the Basel III Leverage Ratio Requirement," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Luca Baldo & Annalisa Bucalossi & Antonio Scalia, 2018. "Leverage Ratio and Central Bank Operations in the Euro Area," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 47(1), pages 21-68, February.
- Arnould, Guillaume & Dehmej, Salim, 2016.
"Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment,"
International Economics, Elsevier, vol. 147(C), pages 126-144.
- 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.
- 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.
- Christoph Aymanns & J. Doyne Farmer & Alissa M. Keinniejenhuis & Thom Wetzer, 2017. "Models of Financial Stability and their Application in Stress Tests," Working Papers on Finance 1805, University of St. Gallen, School of Finance.
- Grégory LEVIEUGE & Jose David GARCIA REVELO, 2020. "When could macroprudential and monetary policies be in conflict?," LEO Working Papers / DR LEO 2749, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Huberto Ennis, 2014.
"A simple general equilibrium model of large excess reserves,"
2014 Meeting Papers
1357, Society for Economic Dynamics.
- Huberto M. Ennis, 2014. "A Simple General Equilibrium Model of Large Excess Reserves," Working Paper 14-14, Federal Reserve Bank of Richmond.
- Ennis, Huberto M., 2018. "A simple general equilibrium model of large excess reserves," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 50-65.
- Lukas Pfeiffer & Libor Holub & Zdenek Pithart & Martin Hodula, 2017. "Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(4), pages 277-299, August.
- Renaud Beaupain & Yann Braouezec, 2022. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," Working Papers 2022-ACF-06, IESEG School of Management.
- Markus Behn & Rainer Haselmann & Vikrant Vig, 2022.
"The Limits of Model‐Based Regulation,"
Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
- Ingo Fender & Ulf Lewrick, 2015.
"Shifting tides - market liquidity and market-making in fixed income instruments,"
BIS Quarterly Review, Bank for International Settlements, March.
Cited by:
- Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Samuel Huber & Jaehong Kim, 2015.
"The role of trading frictions in financial markets,"
ECON - Working Papers
211, Department of Economics - University of Zurich, revised Jul 2017.
- Huber, Samuel & Kim, Jaehong, 2019. "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 1-18.
- Dietrich Domanski & Jonathan Kearns & Marco Jacopo Lombardi & Hyun Song Shin, 2015. "Oil and debt," BIS Quarterly Review, Bank for International Settlements, March.
- Anna Paulson & Richard Rosen, 2016.
"The Life Insurance Industry and Systemic Risk: A Bond Market Perspective,"
Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 155-174, October.
- Anna L. Paulson & Richard J. Rosen, 2016. "The Life Insurance Industry and Systemic Risk: A Bond Market Perspective," Working Paper Series WP-2016-4, Federal Reserve Bank of Chicago.
- Broto, Carmen & Lamas, Matías, 2020.
"Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries,"
Economic Modelling, Elsevier, vol. 93(C), pages 217-229.
- Carmen Broto & Matías Lamas, 2019. "Is market liquidity less resilient after the financial crisis? Evidence for us treasuries," Working Papers 1917, Banco de España.
- Carapella, Francesca & Monnet, Cyril, 2020. "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, vol. 138(3), pages 725-753.
- Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
- Morten Linnemann Bech & Anamaria Illes & Ulf Lewrick & Andreas Schrimpf, 2016. "Hanging up the phone - electronic trading in fixed income markets and its implications," BIS Quarterly Review, Bank for International Settlements, March.
- Stephen Morris & Hyun Song Shin, 2015.
"Risk Premium Shifts and Monetary Policy: A Coordination Approach,"
Working Papers
075_2016, Princeton University, Department of Economics, Econometric Research Program..
- Stephen Morris & Hyun Song Shin, 2016. "Risk Premium Shifts and Monetary Policy: A Coordination Approach," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 5, pages 131-150, Central Bank of Chile.
- Riccardo Poli & Marco Taboga, 2021. "A composite indicator of sovereign bond market liquidity in the euro area," Questioni di Economia e Finanza (Occasional Papers) 663, Bank of Italy, Economic Research and International Relations Area.
- Michael Melvin, 2016. "Global Investment Environment of the Post-Quantitative Easing World: The ‘new-old’ and ‘new-new’ Normal," Pacific Economic Review, Wiley Blackwell, vol. 21(3), pages 255-275, August.
- Adrian, Tobias & Kiff, John & Shin, Hyun Song, 2018. "Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis," CEPR Discussion Papers 13350, C.E.P.R. Discussion Papers.
- Haselmann, Rainer & Kick, Thomas & Singla, Shikhar & Vig, Vikrant, 2022. "Capital regulation, market-making, and liquidity," LawFin Working Paper Series 44, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Boermans, Martijn Adriaan & Frost, Jon & Steins Bisschop, Sophie, 2016. "European bond markets: Do illiquidity and concentration aggravate price shocks?," Economics Letters, Elsevier, vol. 141(C), pages 143-146.
- Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
- Lawrence L Kreicher & Robert Neil McCauley, 2016. "Asset managers, eurodollars and unconventional monetary policy," BIS Working Papers 578, Bank for International Settlements.
- Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev, 2021. "Asset managers, market liquidity and bank regulation," BIS Working Papers 933, Bank for International Settlements.
- International Monetary Fund, 2015. "United States: Financial Sector Assessment Program-Stress Testing-Technical Notes," IMF Staff Country Reports 2015/173, International Monetary Fund.
- Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España.
- Braun-Munzinger, Karen & Liu, Zijun & Turrell, Arthur, 2016. "An agent-based model of dynamics in corporate bond trading," Bank of England working papers 592, Bank of England.
- Martijn Adriaan Boermans & Robert Vermeulen, 2016. "Market concentration in the euro area bond markets - An application with granular sectoral securities holdings statistics / Investor heterogeneity and international portfolio holdings: Estimating a gr," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Combining micro and macro data for financial stability analysis, volume 41, Bank for International Settlements.
- Bank for International Settlements, 2017. "Foreign exchange liquidity in the Americas," BIS Papers, Bank for International Settlements, number 90.
- Ingo Fender & Ulf Lewrick, 2013.
"Mind the gap? Sources and implications of supply-demand imbalances in collateral asset markets,"
BIS Quarterly Review, Bank for International Settlements, September.
Cited by:
- Christoph Große Steffen, 2014. "The Safe Asset Controversy: Policy Implications after the Crisis," DIW Roundup: Politik im Fokus 3, DIW Berlin, German Institute for Economic Research.
- Anne-Marie Rieu-Foucault, 2017. "Point sur la fourniture de liquidié publique," EconomiX Working Papers 2017-27, University of Paris Nanterre, EconomiX.
- Anureet Virk Sidhu & Shailesh Rastogi & Rajani Gupte & Venkata Mrudula Bhimavarapu, 2022. "Impact of Liquidity Coverage Ratio on Performance of Select Indian Banks," JRFM, MDPI, vol. 15(5), pages 1-17, May.
- Christoph Große Steffen, 2014. "Knappheit sicherer Anleihen?: Neue Herausforderungen nach der Krise," DIW Roundup: Politik im Fokus 3, DIW Berlin, German Institute for Economic Research.
- Vilma Dingova & Vaclav Hausenblas & Zlatuse Komarkova, 2014. "Collateralization and Financial Stability," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 137-147, Czech National Bank.
- Gary Gorton & Toomas Laarits & Tyler Muir, 2022. "Mobile Collateral versus Immobile Collateral," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(6), pages 1673-1703, September.
- Rocheteau, Guillaume & Rodriguez-Lopez, Antonio, 2014.
"Liquidity provision, interest rates, and unemployment,"
Journal of Monetary Economics, Elsevier, vol. 65(C), pages 80-101.
- Guillaume Rocheteau & Jose Antonio Rodriguez-Lopez, 2013. "Liquidity Provision, Interest Rates, and Unemployment," Working Papers 121311, University of California-Irvine, Department of Economics.
- Lucas Marc Fuhrer & Benjamin Müller & Luzian Steiner, 2016.
"The Liquidity Coverage Ratio and Security Prices,"
Working Papers
2016-11, Swiss National Bank.
- Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian, 2017. "The Liquidity Coverage Ratio and security prices," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 292-311.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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-BAN: Banking (6) 2017-11-12 2020-01-13 2020-05-18 2021-03-15 2021-08-23 2021-11-15. Author is listed
- NEP-CBA: Central Banking (5) 2016-11-13 2020-01-13 2020-05-18 2021-08-23 2021-11-15. Author is listed
- NEP-RMG: Risk Management (4) 2016-11-13 2017-10-15 2017-11-12 2021-11-15
- NEP-GTH: Game Theory (2) 2017-10-15 2017-10-15
- NEP-INT: International Trade (2) 2011-06-04 2014-11-22
- NEP-BEC: Business Economics (1) 2014-11-22
- NEP-CFN: Corporate Finance (1) 2017-10-15
- NEP-CSE: Economics of Strategic Management (1) 2014-11-22
- NEP-EFF: Efficiency & Productivity (1) 2014-11-22
- NEP-IFN: International Finance (1) 2021-11-15
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-MST: Market Microstructure (1) 2017-10-15
- NEP-REG: Regulation (1) 2021-11-15
- NEP-SBM: Small Business Management (1) 2014-11-22
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