Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E44: Financial Markets and the Macroeconomy

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Monetary Theory

2012

• C. Bouthevillain. & V. Borgy. & G. Dufrenot., 2012, "Macroeconomic and financial vulnerability indicators in advanced economies Summary of the conference of 13-14 September 2012 organised by the Banque de France and the University of Strasbourg," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 28, pages 101-109, Winter.
• Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015, "A Model of Shadow Banking," Working Papers, Barcelona School of Economics, number 576, Sep.
• Vasco M. Carvalho & Jaume Ventura & Alberto Martin, 2015, "Understanding Bubbly Episodes," Working Papers, Barcelona School of Economics, number 605, Sep.
• Pei Kuang, 2012, "Comment on Assenza and Berardi "Learning in a Credit Economy" (2009, JEDC)," Discussion Papers, Department of Economics, University of Birmingham, number 13-06, Dec.
• Francis Breedon & Jagjit S Chadha & Alex Waters, 2012, "The financial market impact of UK quantitative easing," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Threat of fiscal dominance?".
• Veronica John Muellbauer & Veronica David M Williams, 2012, "Credit conditions and the real economy: the elephant in the room," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Property markets and financial stability".
• Mathias Drehmann & Mikael Juselius, 2012, "Do debt service costs affect macroeconomic and financial stability?," BIS Quarterly Review, Bank for International Settlements, September.
• Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012, "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers, Bank for International Settlements, number 369, Jan.
• Claudio Borio, 2012, "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers, Bank for International Settlements, number 395, Dec.
• Oren Levintal, 2012, "Equity Capital, Bankruptcy Risk and the Liquidity Trap," Working Papers, Bar-Ilan University, Department of Economics, number 2012-07, May.
• Magdalena Borges & María Victoria Landaberry & Gerardo Licandro, 2012, "Determinantes del Desarrollo de mercados financieros privados: ¿qué pueden decirnos los datos?," Documentos de trabajo, Banco Central del Uruguay, number 2012006.
• Gerardo Licandro & Miguel Mello, 2012, "Cambios recientes en la transmisión de la tasa de política monetaria a la estructura de tasas en Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2012014.
• Peter Hördahl & Oreste Tristani, 2012, "Inflation Risk Premia In The Term Structure Of Interest Rates," Journal of the European Economic Association, European Economic Association, volume 10, issue 3, pages 634-657, May, DOI: j.1542-4774.2012.01067.x.
• Lance Taylor, 2012, "Growth, Cycles, Asset Prices And Finance," Metroeconomica, Wiley Blackwell, volume 63, issue 1, pages 40-63, February, DOI: j.1467-999X.2010.04117.x.
• Ippei Fujiwara & Koji Takahashi, 2012, "Asian Financial Linkage: Macro‐Finance Dissonance," Pacific Economic Review, Wiley Blackwell, volume 17, issue 1, pages 136-159, February, DOI: j.1468-0106.2011.00575.x.
• Yi Jin & Charles K.Y. Leung & Zhixiong Zeng, 2012, "Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 40, issue 1, pages 167-195, March, DOI: j.1540-6229.2011.00315.x.
• Anders C. Johansson, 2012, "China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets," The World Economy, Wiley Blackwell, volume 35, issue 7, pages 816-837, July, DOI: j.1467-9701.2012.01435.x.
• R. Scott Hacker & Hyunjoo Kim Karlsson & Kristofer Månsson, 2012, "The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach," The World Economy, Wiley Blackwell, volume 35, issue 9, pages 1162-1185, September, DOI: j.1467-9701.2012.01466.x.
• Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2012, "Does monetary policy affect bank risk?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 12002, Jan.
• Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012, "House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy," Working Paper, Norges Bank, number 2012/08, Aug.
• Kevin J. Lansing & Agnieszka Markiewicz, 2012, "Top incomes, rising inequality, and welfare," Working Paper, Norges Bank, number 2012/10, Oct.
• Hilde C. Bjørnland & Dag Henning Jacobsen, 2012, "House prices and stock prices: Different roles in the U.S. monetary transmission mechanism," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 1/2012, Aug.
• Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2012, "The business cycle implications of banks’ maturity transformation," Bank of England Staff Working Paper series, Bank of England, number 446, Mar.
• Ichiro Muto, 2012, "A Simple Interest Rate Model with Unobserved Components: The Role of the Interbank Reference Rate," Bank of Japan Working Paper Series, Bank of Japan, number 12-E-10, Dec.
• Jinill Kim & Byung Kwun Ahn, 2012, "A New Measure for Core Inflation Based on Generalized Dynamic-Factor Model," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 18, issue 2, pages 1-28, June.
• Hyun Jeong Kim & Hyun Song Shin & Jaeho Yun, 2012, "Monetary Aggregates and the Central Bank’s Financial Stability Mandate," Working Papers, Economic Research Institute, Bank of Korea, number 2012-6, Jun.
• Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012, "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2012-12, Aug.
• M. Falagiarda & M. Marzo, 2012, "A DSGE model with Endogenous Term Structure," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp830, Jun.
• Jianjun Miao & Bin Wei & Hao Zhou, 2012, "Ambiguity Aversion and Variance Premium," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2012-009, Jan.
• Jianjun Miao & PENGFEI WANG, 2012, "Banking Bubbles and Financial Crisis," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2012-010, Jan.
• Jianjun Miao & PENGFEI WANG & Lifang Xu, 2012, "Stock Market Bubbles and Unemployment," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2012-011, Jan.
• Ricardo Pereira Câmara Leal, 2012, "Editorial Report - 2011," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 1-5.
• Marcos Soares da Silva & José Angelo Divino, 2012, "Financial Stability and Market Structure: International Evidence," Brazilian Review of Finance, Brazilian Society of Finance, volume 10, issue 1, pages 7-29.
• Marco Passarella, 2012, "Systemic financial fragility and the monetary circuit: a stock-flow consistent Minskian approach," Working Papers (-2012), University of Bergamo, Department of Economics, number 1202.
• Massimo Filippini & González Ortiz, Laura G. & Giuliano Masiero, 2012, "Assessing the impact of national antibiotic campaigns in Europe," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 1202.
• Ivan Todorov, 2012, "The Euro area membership of Bulgaria in the context of the debt crisis," Medzinarodne vztahy (Journal of International Relations), Ekonomická univerzita, Fakulta medzinárodných vzťahov, volume 10, issue 3, pages 41-52.
• Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2012, "Chocs de Spread, liquidité du marché interbancaire et politique monétaire," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 55, issue 4, pages 409-426.
• Egidio Luis Miotti & Stéphanie Prat & Edgardo Torija-Zane, 2012, "Notation des émergents et fondamentaux. Des divergences dangereuses," Revue économique, Presses de Sciences-Po, volume 63, issue 5, pages 885-916.
• Miguel Casares & Jean-Christophe Poutineau, 2012, "Investissement, contraintes financières et fluctuations macroéconomiques," Revue économique, Presses de Sciences-Po, volume 63, issue 5, pages 935-951.
• Patrick Artus, 2012, "La hausse du poids et des profits de la finance dans l'économie est-elle justifiée ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 49-62.
• Robert Inklaar, 2012, "La mesure de la production bancaire dans les comptes nationaux," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 111-124.
• A. Kanakaraj & B. Karan Singh, 2012, "Les liens entre la rentabilité des actions et les fondamentaux macroéconomiques en Inde," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 181-198.
• Pierre Jaillet, 2012, "Investissement à long terme : enjeux pour la croissance, la stabilité monétaire et financière," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 169-188.
• Michel Dupuy, 2012, "Les effets des politiques de quantitative easing sur le taux de change : les enseignements de l'expérience américaine," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 243-260.
• Jin Cheng, 2012, "Monnaie et crise bancaire dans une petite économie ouverte," Recherches économiques de Louvain, De Boeck Université, volume 78, issue 1, pages 47-73.
• Sébastien Charles, 2012, "Politique des dividendes et stabilité macroéconomique," Recherches économiques de Louvain, De Boeck Université, volume 78, issue 1, pages 75-91.
• Xu, T.T., 2012, "The role of credit in international business cycles," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1202, Jan.
• Marina Djenic & Snezana Popovcic-Avric & Lidija Barjaktarovic, 2012, "Importance of forward contracts in the financial crisis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 1, issue 2, pages 75-96.
• Konzelmann, S., 2012, "The Economics of Austerity," Working Papers, Centre for Business Research, University of Cambridge, number wp434, Jun.
• den Haan, Wouter J. & Ramey, Garey & Watson, Joel, 2000, "Liquidity Flows and Fragility of Business Enterprises," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt2kc182ts, Dec.
• den Haan, Wouter J. & Ramey, Garey & Watson, Joel, 2000, "Liquidity Flows and Fragility of business Enterprises," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt3d899423, Dec.
• Martin Berka & Christian Zimmermann, 2012, "Basel Accord and Financial Intermediation: The Impact of Policy," CESifo Working Paper Series, CESifo, number 3724.
• Galina Hale & Assaf Razin & Hui Tong, 2012, "The Impact of Creditor Protection on Stock Prices in the Presence of Liquidity Crises: Theory and Cross-country Evidence," CESifo Working Paper Series, CESifo, number 3765.
• Balazs Egert & Douglas Sutherland, 2012, "The Nature of Financial and Real Business Cycles: The Great Moderation and Banking Sector Pro-Cyclicality," CESifo Working Paper Series, CESifo, number 3824.
• Michael Berlemann & Julia Freese & Sven Knoth, 2012, "Eyes Wide Shut? The U.S. House Market Bubble through the Lense of Statistical Process Control," CESifo Working Paper Series, CESifo, number 3962.
• Kevin J. Lansing & Agnieszka Markiewicz, 2012, "Top Incomes, Rising Inequality, and Welfare," CESifo Working Paper Series, CESifo, number 3984.
• Yunus Aksoy & Henrique S. Basso, 2012, "Liquidity, Term Spreads and Monetary Policy," CESifo Working Paper Series, CESifo, number 3988.
• Burkhard Heer & Torben Klarl & Alfred Maussner, 2012, "Asset Pricing Implications of a New Keynesian Model: A Note," CESifo Working Paper Series, CESifo, number 4041.
• Yoshiro Miwa, 2011, "Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-251, Jul.
• Kosuke Aoki & Kalin Nikolov, 2011, "Bubbles, Banks, and Financial Stability," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-253, Aug.
• Tomohiro Hirano & Masaru Inaba & Noriyuki Yanagawa, 2012, "Asset Bubbles and Bailouts," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-268, Jan.
• Uluc Aysun & Sami Alpanda, 2012, "International Transmission of Financial Shocks in an Estimated DSGE model," Working Papers, University of Central Florida, Department of Economics, number 2012-06, Oct.
• Enrique G. Mendoza & Marco E. Terrones, 2012, "An Anatomy of Credits Booms and their Demise," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, volume 15, issue 2, pages 04-32, August.
• Enrique Mendoza & Marco Terrones, 2012, "An Anatomy of Credit Booms and their Demise," Working Papers Central Bank of Chile, Central Bank of Chile, number 670, Jul.
• Chiara Forlati & Luisa Lambertini, 2012, "Mortgage Amortization and Amplification," Working Papers, Center for Fiscal Policy, Swiss Federal Institute of Technology Lausanne, number 201201, Feb, revised Feb 2012.
• Urszula Szczerbowicz, 2012, "The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?," Working Papers, CEPII research center, number 2012-36, Dec.
• Michel Aglietta, 2012, "Europe and the World Economy at the Tipping Point," International Economics, CEPII research center, issue 130, pages 5-31.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2012, "A Theory of Asset Prices Based on Heterogeneous Information," Levine's Working Paper Archive, David K. Levine, number 786969000000000347, Jan.
• Rafael Repullo & Javier Suarez, 2012, "The Procyclical Effects of Bank Capital Regulation," Working Papers, CEMFI, number wp2012_1202, Feb.
• Rafael Repullo, 2012, "Cyclical Adjustment of Capital Requirements. A Simple Framework," Working Papers, CEMFI, number wp2012_1205, May.
• Fatih Macit, 2012, "What Determines The Non-Performing Loans Ratio: Evidence From Turkish Commercial Banks," Journal Articles, Center For Economic Analyses, pages 33-39, June.
• Alberto Ortiz Bolaños, 2012, "Credit Market Shocks, Monetary Policy, and Economic Fluctuations," Documentos de Investigación - Research Papers, CEMLA, number 6, Dec.
• Adam Gersl & Petr Jakubik & Dorota Kowalczyk & Steven Ongena & Jose-Luis Peydro Alcalde, 2012, "Monetary Conditions and Banks' Behaviour in the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/02, Jan.
• Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2012, "Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank," Working Papers, Czech National Bank, Research and Statistics Department, number 2012/11, Dec.
• Martha L�pez & Fernando Tenjo & H�ctor Z�rate, 2012, "The Risk-Taking Channel in Colombia Revisited," Borradores de Economia, Banco de la Republica, number 9313, Feb.
• Juan Manuel Julio R. & Ignacio Lozano & Ligia Alba Melo B., 2012, "Quiebre estructural de la relaci�n entre la pol�tica fiscal y el riesgo soberano en las econom�as emergentes: el caso colombiano," Borradores de Economia, Banco de la Republica, number 9316, Feb.
• Alexander Guar�n & Andr�s Gonz�lez & Daphn� Skandalis & Daniela S�nchez, 2012, "An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates," Borradores de Economia, Banco de la Republica, number 9826, Jul.
• Stefano Tijerina, 2012, "The role of canadian financial institutions in the development of Colombia's financial markets, 1896-1939," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 67, pages 254-279, DOI: 10.32468/Espe.6708.
• Martha López & Fernando Tenjo & H�ctor Z�rate, 2012, "The Risk-taking Channel in Colombia Revisited," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 68, pages 276-295, DOI: 10.32468/Espe.6806.
• Enrique López E. & Fernando Tenjo Galarza & Diego H. Rodr�guez H., 2012, "El canal de préstamos de la política monetaria en Colombia. Un enfoque FAVAR," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 30, issue 69, pages 195-256, DOI: 10.32468/Espe.6905.
• Freddy H. CASTRO, 2012, "Senales de política monetaria y movimientos en la estructura a plazo de la tasa de interés en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 9908, Jun.
• Alejandro Arregoces Castillo & Andr�s Fernando JOLA SANCHEZ & Diana Margarita QUINTERO CUELLO & Lady Didiana VELASQUEZ HENAO, 2012, "Bases para el análisis de la eficiencia y la efectividad de la inversión pública en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 10096, Oct.
• Jimmy Melo, 2012, "La hipótesis de inestabilidad financiera de Minsky en una economía abierta," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 10333, Dec.
• Aldo Musacchio & Stephen Haber, 2012, "Foreign Entry and the Mexican Banking System, 1997–2007," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2012, pages 13-37.
• Fuentes-Albero, Cristina, 2012, "Financial Frictions, Financial Shocks, and Aggregate Volatility," Dynare Working Papers, CEPREMAP, number 18, Dec.
• Gelain, Paolo & Lansing, Kevin J. & Mendicino, Caterina, 2012, "House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy," Dynare Working Papers, CEPREMAP, number 21, Dec.
• Rubio, Margarita & Carrasco-Gallego, José A., 2012, "Macroprudential Measures, Housing Markets, and Monetary Policy," Dynare Working Papers, CEPREMAP, number 23, Dec.
• Sandrine Ansart & Virginie Monvoisin, 2012, "The banker’s profession and risk: the alteration of the finance functions of the banking system," Cahiers d’économie politique / Papers in Political Economy, L'Harmattan, issue 62, pages 7-35.
• Klomp, Jeroen & Haan, Jakob de, 2012, "Banking risk and regulation: Does one size fit all?," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3197-3212, DOI: 10.1016/j.jbankfin.2011.10.006.
• Bedendo, Mascia & Bruno, Brunella, 2012, "Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3260-3273, DOI: 10.1016/j.jbankfin.2012.07.011.
• Bordo, Michael D. & Rousseau, Peter L., 2012, "Historical evidence on the finance-trade-growth nexus," Journal of Banking & Finance, Elsevier, volume 36, issue 4, pages 1236-1243, DOI: 10.1016/j.jbankfin.2011.11.012.
• Afonso, António & Martins, Manuel M.F., 2012, "Level, slope, curvature of the sovereign yield curve, and fiscal behaviour," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1789-1807, DOI: 10.1016/j.jbankfin.2012.02.004.
• Ammann, Manuel & Odoni, Sandro & Oesch, David, 2012, "An alternative three-factor model for international markets: Evidence from the European Monetary Union," Journal of Banking & Finance, Elsevier, volume 36, issue 7, pages 1857-1864, DOI: 10.1016/j.jbankfin.2012.02.001.
• Lansing, Kevin J., 2012, "Speculative growth, overreaction, and the welfare cost of technology-driven bubbles," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 461-483, DOI: 10.1016/j.jebo.2012.02.011.
• Passarella, Marco, 2012, "A simplified stock-flow consistent dynamic model of the systemic financial fragility in the ‘New Capitalism’," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 570-582, DOI: 10.1016/j.jebo.2012.05.011.
• Kalbaska, A. & Gątkowski, M., 2012, "Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 657-673, DOI: 10.1016/j.jebo.2012.05.010.
• Valcarcel, Victor J., 2012, "The dynamic adjustments of stock prices to inflation disturbances," Journal of Economics and Business, Elsevier, volume 64, issue 2, pages 117-144, DOI: 10.1016/j.jeconbus.2011.11.002.
• Balasko, Yves & Geanakoplos, John, 2012, "Introduction to general equilibrium," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 400-406, DOI: 10.1016/j.jet.2012.01.022.
• Fostel, Ana & Geanakoplos, John, 2012, "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 501-525, DOI: 10.1016/j.jet.2011.07.001.
• Lin, Xiaoji, 2012, "Endogenous technological progress and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 411-427, DOI: 10.1016/j.jfineco.2011.08.013.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012, "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 452-468, DOI: 10.1016/j.jfineco.2011.05.005.
• Laeven, Luc & Tong, Hui, 2012, "US monetary shocks and global stock prices," Journal of Financial Intermediation, Elsevier, volume 21, issue 3, pages 530-547, DOI: 10.1016/j.jfi.2012.02.002.
• Hautsch, Nikolaus & Hess, Dieter & Müller, Christoph, 2012, "Price adjustment to news with uncertain precision," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 337-355, DOI: 10.1016/j.jimonfin.2011.11.013.
• Afonso, António & Furceri, Davide & Gomes, Pedro, 2012, "Sovereign credit ratings and financial markets linkages: Application to European data," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 606-638, DOI: 10.1016/j.jimonfin.2012.01.016.
• Olson, Eric & Miller, Scott & Wohar, Mark E., 2012, "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1339-1357, DOI: 10.1016/j.jimonfin.2012.02.004.
• De Veirman, Emmanuel & Levin, Andrew T., 2012, "When did firms become more different? Time-varying firm-specific volatility in Japan," Journal of the Japanese and International Economies, Elsevier, volume 26, issue 4, pages 578-601, DOI: 10.1016/j.jjie.2012.09.001.
• Nisticò, Salvatore, 2012, "Monetary policy and stock-price dynamics in a DSGE framework," Journal of Macroeconomics, Elsevier, volume 34, issue 1, pages 126-146, DOI: 10.1016/j.jmacro.2011.09.008.
• Gerke, Rafael & Hammermann, Felix & Lewis, Vivien, 2012, "Robust monetary policy in a model with financial distress," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 318-325, DOI: 10.1016/j.jmacro.2012.01.006.
• Lapp, John S. & Pearce, Douglas K., 2012, "The impact of economic news on expected changes in monetary policy," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 362-379, DOI: 10.1016/j.jmacro.2012.01.009.
• Demiralp, Selva & Yılmaz, Kamil, 2012, "Asymmetric response to monetary policy surprises at the long-end of the yield curve," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 404-418, DOI: 10.1016/j.jmacro.2012.03.001.
• Kim, Jong Hun & Rousseau, Peter L., 2012, "Credit buildups and the stock market in four East Asian economies," Journal of Macroeconomics, Elsevier, volume 34, issue 2, pages 489-503, DOI: 10.1016/j.jmacro.2012.01.004.
• Agénor, P.-R. & Alper, K. & Pereira da Silva, L., 2012, "Capital requirements and business cycles with credit market imperfections," Journal of Macroeconomics, Elsevier, volume 34, issue 3, pages 687-705, DOI: 10.1016/j.jmacro.2012.02.007.
• Büyükkarabacak, Berrak & Valev, Neven, 2012, "Credit information sharing and banking crises: An empirical investigation," Journal of Macroeconomics, Elsevier, volume 34, issue 3, pages 788-800, DOI: 10.1016/j.jmacro.2012.03.002.
• Anagnostopoulos, Alexis & Cárceles-Poveda, Eva & Lin, Danmo, 2012, "Dividend and capital gains taxation under incomplete markets," Journal of Monetary Economics, Elsevier, volume 59, issue 7, pages 599-611, DOI: 10.1016/j.jmoneco.2012.06.007.
• Lee, Bong-Soo, 2012, "Bank-based and market-based financial systems: Time-series evidence," Pacific-Basin Finance Journal, Elsevier, volume 20, issue 2, pages 173-197, DOI: 10.1016/j.pacfin.2011.07.006.
• Farook, Sayd & Hassan, M. Kabir & Clinch, Gregory, 2012, "Profit distribution management by Islamic banks: An empirical investigation," The Quarterly Review of Economics and Finance, Elsevier, volume 52, issue 3, pages 333-347, DOI: 10.1016/j.qref.2012.04.007.
• Figlewski, Stephen & Frydman, Halina & Liang, Weijian, 2012, "Modeling the effect of macroeconomic factors on corporate default and credit rating transitions," International Review of Economics & Finance, Elsevier, volume 21, issue 1, pages 87-105, DOI: 10.1016/j.iref.2011.05.004.
• Faria, João Ricardo & Mollick, André Varella & Sachsida, Adolfo & Wang, Le, 2012, "Do central banks affect Tobin's q?," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 1-10, DOI: 10.1016/j.iref.2011.08.003.
• Peltonen, Tuomas A. & Sousa, Ricardo M. & Vansteenkiste, Isabel S., 2012, "Wealth effects in emerging market economies," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 155-166, DOI: 10.1016/j.iref.2012.01.006.
• Feldmann, Horst, 2012, "Banking deregulation around the world, 1970s to 2000s: The impact on unemployment," International Review of Economics & Finance, Elsevier, volume 24, issue C, pages 26-42, DOI: 10.1016/j.iref.2012.01.003.
• Orlowski, Lucjan T., 2012, "Financial crisis and extreme market risks: Evidence from Europe," Review of Financial Economics, Elsevier, volume 21, issue 3, pages 120-130, DOI: 10.1016/j.rfe.2012.06.006.
• Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong, 2012, "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, Elsevier, volume 21, issue 4, pages 168-174, DOI: 10.1016/j.rfe.2012.06.001.
• Kurov, Alexander, 2012, "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, volume 21, issue 4, pages 175-187, DOI: 10.1016/j.rfe.2012.06.010.
• Imai, Katsushi S. & Gaiha, Raghav & Thapa, Ganesh & Annim, Samuel Kobina, 2012, "Microfinance and Poverty—A Macro Perspective," World Development, Elsevier, volume 40, issue 8, pages 1675-1689, DOI: 10.1016/j.worlddev.2012.04.013.
• Melisso Boschi & Stefano d'Addona & Aditya Goenka, 2012, "Testing External Habits in an Asset Pricing Model," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-20, May.
• Gunes Kamber & Christie Smith & Christoph Thoenissen, 2012, "Financial Frictions and the Role of Investment Specific Technology Shocks in the Business Cycle," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-30, Jun.
• Emmanuel De Veirman & Andrew T. Levin, 2012, "When Did Firms Become More Different? Time-Varying Firm-Specific Volatility in Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-43, Oct.
• James M. Nason & Ellis W. Tallman, 2012, "Business Cycles and Financial Crises: The Roles of Credit Supply and Demand Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-44, Oct.
• Zedginidze Zviad, 2012, "Linking Macroeconomic Dynamics to Georgian Credit Portfolio Risk," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 12/07e, Apr.
• Sandra Bebek & Guste Santini, 2012, "Regionalni razvoj – uvjet opstanka eurozone," Ekonomija Economics, Rifin d.o.o., volume 19, issue 1, pages 1-34.
• Mylène Gaulard, 2012, "O fenômeno do "hot money" no Brasil," Brazilian Journal of Political Economy, FGV EAESP, volume 32, issue 3, pages 367-388, July.
• José Luis Oreiro & Luiz Fernando de Paula & Guilherme Jonas Costa da Silva & Rafael Quevedo do Amaral, 2012, "Por que as taxas de juros são tão elevadas no Brasil? Uma avaliação empírica," Brazilian Journal of Political Economy, FGV EAESP, volume 32, issue 4, pages 557-579, October.
• José Villacís González, 2012, "El modelo de la determinación de la renta, el interés y el dinero en Germán Bernácer," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 79, issue 01, pages 317-344.
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• Rakesh Mohan & Muneesh Kapur, 2012, "Liberalization and Regulation of Capital Flows: Lessons for Emerging Market Economies," Chapters, Edward Elgar Publishing, chapter 6, in: Masahiro Kawai & David G. Mayes & Peter Morgan, "Implications of the Global Financial Crisis for Financial Reform and Regulation in Asia".
• Fernando J. Cardim de Carvalho, 2012, "Aggregate savings, finance and investment," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 9, issue 2, pages 197-214.
• Toichiro Asada, 2012, "Modeling financial instability," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 9, issue 2, pages 215-232.
• Aldo Barba & Massimo Pivetti, 2012, "Distribution and accumulation in post-1980 advanced capitalism," Review of Keynesian Economics, Edward Elgar Publishing, volume 1, issue 0, pages 126-142.
• Alfredo Calcagno, 2012, "Can austerity work?," Review of Keynesian Economics, Edward Elgar Publishing, volume 1, issue 0, pages 24-36.
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• Flores, Yarela & Watts, David, 2012, "Competencia en el sector bancario chileno. Una aproximación dinámica," El Trimestre Económico, Fondo de Cultura Económica, volume 79, issue 316, pages 865-903, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v79i.
• Muhamed Zulkhibri Abdul Majid, 2012, "Measuring monetary conditions in a small open economy: the case of Malaysia," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 3, pages 218-231, July, DOI: 10.1108/17576381211245953.
• Yutaka Kurihara, 2012, "Exchange rate determination and structural changes in response to monetary policies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 29, issue 3, pages 187-196, July, DOI: 10.1108/10867371211246858.
• Canton, E.J.F. & Grilo, I. & Monteagudo, J. & van der Zwan, P.W., 2012, "Perceived credit constraints in the European Union," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2010-001-ORG, Oct.
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• Morten Balling & David T. Llewellyn (ed.), 2012, "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1, ISBN: ARRAY(0x89786038), October.
• Stefan Gerlach & Ernest Gnan & Jens Ulbrich (ed.), 2012, "The ESRB at 1," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/4, ISBN: ARRAY(0x89ca64f0), October.
• Giovanni MELINA & Stefania VILLA, 2012, "Fiscal policy and lending relationships," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number ces12.06, May.
• Rafal Raciborski & Julia Lendvai & Lukas Vogel, 2012, "Securities Transaction Taxes: Macroeconomic Implications in a General-Equilibrium Model," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 450, Mar.
• Jan in 't Veld & Werner Roeger, 2012, "Evaluating the Macroeconomic Effects of Government Support Measures to Financial Institutions in the EU," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 453, Apr.
• ALLEN, Franklin & CARLETTI, Elena & GALE, Douglas, 2012, "Money, Financial Stability and Efficiency," Economics Working Papers, European University Institute, number ECO2012/16.
• Leandro D’Aurizio & Tommaso Oliviero & Livio Romano, 2012, "Family firms and the agency cost of debt: The role of soft information during a crisis," Economics Working Papers, European University Institute, number ECO2012/22.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2012, "Universal banking, competition and risk in a macro model," Discussion Papers, University of Exeter, Department of Economics, number 1201.
• Adam Gersl & Jakub Seidler, 2012, "How to Improve the Quality of Stress Tests through Backtesting," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 4, pages 325-346, August.
• Henryk Gurgul & £ukasz Lach, 2012, "Financial Development and Economic Growth in Poland in Transition: Causality Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 4, pages 347-367, August.
• Vit Posta, 2012, "Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 5, pages 450-470, November.
• Roman Horváth & Michal Franta & Marek Rusnák, 2012, "Evaluating Changes in the Monetary Transmission Mechanism in the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/11, Apr, revised Apr 2012.
• Jan Babecký & Tomáš Havránek & Jakub Mateju & Marek Rusnák & Katerina Šmídková & Borek Vašícek, 2012, "Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/20, Jul, revised Jul 2012.
• Adam Gerls & Martina Jasova, 2012, "Measures to tame credit growth: are they effective?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/28, Oct, revised Oct 2012.
• Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012, "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2012-06, Feb.
• Pamphile MEZUI-MBENG, 2012, "Cycle Du Credit Et Cycle Des Affaires Dans Les Pays De La Cemac," Cahiers du CEREFIGE, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, number 1202, revised 2012.
• James M. Nason & Ellis W. Tallman, 2012, "Business cycles and financial crises: the roles of credit supply and demand shocks," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1221.
• Robert Kollmann, 2012, "Global banks, financial shocks and international business cycles: evidence from an estimated model," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 120.
• Javier Bianchi, 2012, "Efficient bailouts?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 133.
• Jim Dolmas, 2012, "Campbell and Cochrane meet Melino and Yang: reverse engineering the surplus ratio in a Mehra-Prescott economy," Working Papers, Federal Reserve Bank of Dallas, number 1205, DOI: 10.24149/wp1205.
• Kevin J. Lansing, 2012, "Speculative Growth, Overreaction, and the Welfare Cost of Technology-Driven Bubbles," Working Paper Series, Federal Reserve Bank of San Francisco, number 2008-08, Feb, DOI: 10.24148/wp2008-08.
• Paolo Gelain & Kevin J. Lansing & Caterina Mendicino, 2012, "House prices, credit growth, and excess volatility: implications for monetary and macroprudential policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-11.
• Eric T. Swanson, 2012, "Risk aversion, risk premia, and the labor margin with generalized recursive preferences," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-17.
• Kevin J. Lansing & Agnieszka Markiewicz, 2012, "Top Incomes, Rising Inequality, and Welfare," Working Paper Series, Federal Reserve Bank of San Francisco, number 2012-23.
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• William B. English & Skander J. van den Heuvel & Egon Zakrajšek, 2012, "Interest rate risk and bank equity valuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-26.
• Marcelle Chauvet & Zeynep Senyuz, 2012, "A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-32.
• Michael T. Kiley, 2012, "The aggregate demand effects of short- and long-term interest rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-54.
• Andrea Ajello, 2012, "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-67.
• Kirstin Hubrich & Robert J. Tetlow, 2012, "Financial stress and economic dynamics: the transmission of crises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-82.
• Jaroslav Borovicka & Lars Peter Hansen, 2012, "Examining macroeconomic models through the lens of asset pricing," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2012-01.
• François Gourio, 2012, "Credit risk and disaster risk," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2012-07.
• Andrea Ajello & Luca Benzoni & Olena Chyruk, 2012, "Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2014-11, Dec.
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• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2012, "Optimal policy for macro-financial stability," Working Papers, Federal Reserve Bank of St. Louis, number 2012-041, DOI: 10.20955/wp.2012.041.
• Kartik B. Athreya & Juan M. Sanchez & Xuan S. Tam & Eric Young, 2012, "Bankruptcy and delinquency in a model of unsecured debt," Working Papers, Federal Reserve Bank of St. Louis, number 2012-042, DOI: 10.20955/wp.2012.042.
• Cristina Arellano & Yan Bai & Patrick J. Kehoe, 2012, "Financial frictions and fluctuations in volatility," Staff Report, Federal Reserve Bank of Minneapolis, number 466.
• Fatih Guvenen & Serdar Ozkan & Jae Song, 2012, "The nature of countercyclical income risk," Staff Report, Federal Reserve Bank of Minneapolis, number 476.
• Nicola Cetorelli & Linda S. Goldberg, 2012, "Follow the money: quantifying domestic effects of foreign bank shocks in the Great Recession," Staff Reports, Federal Reserve Bank of New York, number 545.
• Gara Afonso & Ricardo Lagos, 2012, "Trade dynamics in the market for federal funds," Staff Reports, Federal Reserve Bank of New York, number 549, Feb.
• Gara Afonso & Ricardo Lagos, 2012, "An empirical study of trade dynamics in the interbank market," Staff Reports, Federal Reserve Bank of New York, number 550.
• Michael Abrahams & Tobias Adrian & Richard K. Crump & Emanuel Moench, 2012, "Decomposing real and nominal yield curves," Staff Reports, Federal Reserve Bank of New York, number 570.