Research classified by Journal of Economic Literature (JEL) codes

2021

• Emin Dinlersoz & Timothy Dunne & John Haltiwanger & Veronika Penciakova, 2021, "Business Formation: A Tale of Two Recessions," AEA Papers and Proceedings, American Economic Association, volume 111, pages 253-257, May, DOI: 10.1257/pandp.20211055.
• John Grigsby & Erik Hurst & Ahu Yildirmaz & Yulia Zhestkova, 2021, "Nominal Wage Adjustments during the Pandemic Recession," AEA Papers and Proceedings, American Economic Association, volume 111, pages 258-262, May, DOI: 10.1257/pandp.20211056.
• Till von Wachter, 2021, "Long-Term Employment Effects from Job Losses during the COVID-19 Crisis? A Comparison to the Great Recession and Its Slow Recovery," AEA Papers and Proceedings, American Economic Association, volume 111, pages 481-485, May, DOI: 10.1257/pandp.20211091.
• Melissa S. Kearney & Brendan M. Price & Riley Wilson, 2021, "Disability Insurance in the Great Recession: Ease of Access, Program Enrollment, and Local Hysteresis," AEA Papers and Proceedings, American Economic Association, volume 111, pages 486-490, May, DOI: 10.1257/pandp.20211092.
• Christopher Cotter, 2021, "Off the Rails: The Real Effects of Railroad Bond Defaults following the Panic of 1873," AEA Papers and Proceedings, American Economic Association, volume 111, pages 508-513, May, DOI: 10.1257/pandp.20211096.
• Caroline Fohlin & Zhikun Lu, 2021, "How Contagious Was the Panic of 1907? New Evidence from Trust Company Stocks," AEA Papers and Proceedings, American Economic Association, volume 111, pages 514-519, May, DOI: 10.1257/pandp.20211097.
• Joshua K. Hausman, 2021, "Planning on the Potomac: A Review Essay on Jason E. Taylor's Deconstructing the Monolith: The Microeconomics of the National Industrial Recovery Act," Journal of Economic Literature, American Economic Association, volume 59, issue 1, pages 244-264, March, DOI: 10.1257/jel.20191568.
• John V. Duca & John Muellbauer & Anthony Murphy, 2021, "What Drives House Price Cycles? International Experience and Policy Issues," Journal of Economic Literature, American Economic Association, volume 59, issue 3, pages 773-864, September, DOI: 10.1257/jel.20201325.
• John M. Griffin, 2021, "Ten Years of Evidence: Was Fraud a Force in the Financial Crisis?," Journal of Economic Literature, American Economic Association, volume 59, issue 4, pages 1293-1321, December, DOI: 10.1257/jel.20201602.
• Valeriu Ioan-Franc & Andrei-Marius Diamescu, 2021, "The Crisis After the Crisis – Resilience or Reset?," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue 58, pages 864-864, August.
• William Gledson e Silva & Francisco Danilo da Silva Ferreira & Ana Cristina Nogueira Maia, 2021, "Fiscal Conditions And International Economic Crisis: An Analysis Between Sãƒo Paulo And Rio De Janeiro Municipalities," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 18, issue 1, pages 92-114, January-J, DOI: 105935/1808-2785/rem.v18n1p.92-114.
• Mahfoud Djebbar & Adila Merimet, 2021, "Impact Of Covid-19 On Financial Markets: Case Of The Italian Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 27, pages 9-31, June, DOI: 10.47743/rebs-2021-1-0001.
• Mehdi El Herradi & Aurélien Leroy, 2021, "The rich, the poor, and the middle class: banking crises and income distribution," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2136, Jun.
• Zeno Enders & Hendrik Hakenes, 2021, "Market Depth, Leverage, and Speculative Bubbles," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 058, Jan.
• Christian Kubitza, 2021, "Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 079, Apr.
• Joshua Bosshardt & Ali Kakhbod & Farzad Saidi, 2021, "The Bank Liquidity Channel of Financial (In)stability," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 108, Aug.
• Bruno Dallago & Steven Rosefielde, 2021, "A flexible and concerned European Union – A new proposal," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 71, issue 2, pages 195-212, June, DOI: 10.1556/032.2021.00010.
• Mustafa Okur & Ali Köse & Özgür Akpinar, 2021, "The Soundness of Financial Institutions In The Fragile Five Countries," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), volume 12, issue 3, pages 89-102, June.
• Francesco Marchionne & Michele Fratianni & Federico Giri & Luca Papi, 2021, "Frequency vs. Size of Bank Fines in Local Credit Markets," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 169, Jun.
• Franklin Allen & Ansgar Walther, 2021, "Financial Architecture and Financial Stability," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 129-151, November, DOI: 10.1146/annurev-financial-110217-02.
• Marc Dobler & Marina Moretti & Alvaro Piris, 2021, "Confronting Banking Crises: Lessons from the Field," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 179-199, November, DOI: 10.1146/annurev-financial-110320-06.
• Alp Simsek, 2021, "The Macroeconomics of Financial Speculation," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 335-369, August, DOI: 10.1146/annurev-economics-092120-05.
• Marcin Borsuk & Kamil Klupa, 2021, "Wybrane uwarunkowania stosowania instrumentu umorzenia lub konwersji długu (bail-in)," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 3, pages 346-374.
• Sewon Hur & César Sosa-Padilla & Zeynep Yom, 2021, "Optimal bailouts in banking and sovereign crises," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 51, Apr.
• William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou, 2021, "Hierarchical contagions in the interdependent financial network," Papers, arXiv.org, number 2106.14168, Jun, revised Jun 2022.
• Osoolian, Mohammad & Koushki, Ali, 2021, "Prediction of Crisis in Tehran Stock Exchange with Entropy and Analyzing the Identified Crises such as Covid-19 (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 2, pages 133-152, September.
• Kundius V. A. & Sergienko O. V., 2021, "Anti-crisis management strategies, features of their formation in agriculture," Russian Journal of Social Sciences and Humanities, Omsk Humanitarian Academy, volume 15, issue 2, pages 204-212, June, DOI: 10.17238/issn1998-5320.2021.15.2.25.
• Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021, "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21169.
• Mariya Paskaleva & Ani Stoykova, 2021, "The Influence of Uncertainty on Market Efficiency: Evidence from Selected European Financial Markets," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 175-198.
• Abdulaziz Ahmadani & Susanna Levina Middelberg & Merwe Oberholzer & Pieter Buys, 2021, "The Effects Of Covid-19 On Oil-Producing Economies: A Consideration Of Nigerian And Saudi Arabian Vat Increases," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Malik Shukayev & Alexander Ueberfeldt, 2021, "Are Bank Bailouts Welfare Improving?," Staff Working Papers, Bank of Canada, number 21-56, Nov, DOI: 10.34989/swp-2021-56.
• Guillaume Bédard-Pagé & Daniel Bolduc-Zuluaga & Annick Demers & Jean-Philippe Dion & Manu Pandey & Léanne Berger-Soucy & Adrian Walton, 2021, "COVID-19 crisis: Liquidity management at Canada’s largest public pension funds," Staff Analytical Notes, Bank of Canada, number 2021-11, May, DOI: 10.34989/san-2021-11.
• Dylan Hogg, 2021, "Analyzing supply and demand for business loans using microdata from the Senior Loan Officer Survey," Staff Analytical Notes, Bank of Canada, number 2021-13, Jun, DOI: 10.34989/san-2021-13.
• Rohan Arora & Guillaume Bédard-Pagé & Philippe Besnier & Hayden Ford & Alan Walsh, 2021, "Non-bank financial intermediation in Canada: a pulse check," Staff Analytical Notes, Bank of Canada, number 2021-2, Mar, DOI: 10.34989/san-2021-2.
• Roberto Pascual González, 2021, "Emisión de bonos corporativos durante la pandemoa de COVID-19: Comparativa con la crisis financiera global," Boletín Económico, Banco de España, issue 4/2021.
• Roberto Pascual González, 2021, "Corporate bond issuance during the COVID-19 pandemic: a comparison with the global financial crisis," Economic Bulletin, Banco de España, issue 4/2021.
• Irma Alonso & Luis Molina, 2021, "A GPS navigator to monitor risks in emerging economies: the vulnerability dashboard," Occasional Papers, Banco de España, number 2111, Apr.
• Jorge E. Galán, 2021, "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers, Banco de España, number 2132, Nov.
• Irma Alonso & Pedro Serrano & Antoni Vaello-Sebastià, 2021, "The impact of heterogeneous unconventional monetary policies on the expectations of market crashes," Working Papers, Banco de España, number 2127, Aug.
• Albert Banal-Estañol & Enrique Benito & Dmitry Khametshin & Jianxing Wei, 2021, "Asset encumbrance and bank risk: theory and first evidence from public disclosures in Europe," Working Papers, Banco de España, number 2131, Aug.
• Luis Guirola, 2021, "Does political polarization affect economic expectations?: Evidence from three decades of cabinet shifts in Europe," Working Papers, Banco de España, number 2133, Sep.
• Giovanni Majnoni & Gabriele Bernardini & Andreas Dal Santo & Maurizio Trapanese, 2021, "The EU bank insolvency framework: could less be more?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 594, Feb.
• 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), Bank of Italy, Economic Research and International Relations Area, number 625, Jun.
• Valerio Paolo Vacca & Fabian Bichlmeier & Paolo Biraschi & Natalie Boschi & Antonio J. Bravo Alvarez & Luciano Di Primio & André Ebner & Silvia Hoeretzeder & Elisa Llorente Ballesteros & Claudia Mian, 2021, "Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 626, Jun.
• Fabrizio Ferriani & Andrea Gazzani, 2021, "Financial condition indices for emerging market economies: can Google help?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 653, Nov.
• Nicolas Veron & Anna Gelpern & Lynn Shibut & Marco Bodellini & Michael Schillig & Margit Vanberg & Sven Balder & Francisco Sotelo & Jens Verner Andersen & Mathias Semay Hovedskov & Fernando Restoy & R, 2021, "The crisis management framework for banks in the EU. How can we deal with the crisis of small and medium-sized banks?," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 24, May.
• Edoardo Rainone, 2021, "Identifying deposits' outflows in real-time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1319, Feb.
• Massimiliano Affinito & Raffaele Santioni, 2021, "When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1342, Jul.
• Anatoli Segura & Alonso Villacorta, 2021, "Firm-bank linkages and optimal policies in a lockdown," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1343, Jul.
• Massimiliano Affinito & Fabiana Sabatini & Massimiliano Stacchini, 2021, "Collateral in bank lending during the financial crises:a borrower and a lender story," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1352, Oct.
• Carrillo Julio A. & García Ana Laura, 2021, "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers, Banco de México, number 2021-23, Dec.
• Milan Tomić & Marija Antonijević & Bojan Pejović, 2021, "Uticaj Pandemije Covid-19 Na Kretanja Sdi – Iskustva Srbije (Impact Of The Covid-19 Pandemic On Fdi Trends - Experiences Of Serbia)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 42, pages 47-72, September.
• Lukas Boeckelmann & Arthur Stalla-Bourdillon, 2021, "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers, Banque de France, number 798.
• Eric Monnet, & Angelo Riva, & Stefano Ungaro., 2021, "The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931)
  [Les effets réels des ruées bancaires : l’exemple de la Grande Dépression en France (1930-1931)]," Débats Economiques et financiers, Banque de France, number 37.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Günseli Tümer-Alkan & Falko Fecht & José-Luis Peydró, 2021, "Banks' Equity Stakes in Firms: A Blessing or Curse in Credit Markets?," Working Papers, Barcelona School of Economics, number 1306, Dec.
• Cristina Manea & Frederic Boissay & Fabrice Collard & Jordi Galí, 2021, "Monetary Policy and Endogenous Financial Crises," Working Papers, Barcelona School of Economics, number 1308, Dec.
• Susan Cherry & Erica Jiang & Tomasz Piskorski & Amit Seru, 2021, "Government and Private Household Debt Relief during COVID-19," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 52, issue 2 (Fall), pages 141-221.
• Robert N McCauley & Patrick McGuire & Philip Wooldridge, 2021, "Seven decades of international banking," BIS Quarterly Review, Bank for International Settlements, September.
• Ulf Lewrick & Stijn Claessens, 2021, "Open-ended bond funds: systemic risks and policy implications," BIS Quarterly Review, Bank for International Settlements, December.
• C Bora Durdu & Molin Zhong, 2021, "Understanding bank and non-bank credit cycles: a structural exploration," BIS Working Papers, Bank for International Settlements, number 919, Jan.
• Jérémy Fouliard & Michael Howell & Hélène Rey, 2021, "Answering the Queen: Machine learning and financial crises," BIS Working Papers, Bank for International Settlements, number 926, Feb.
• Eric Jondeau & Benoit Mojon & Cyril Monnet, 2021, "Greening (runnable) brown assets with a liquidity backstop," BIS Working Papers, Bank for International Settlements, number 929, Mar.
• Carlos Cantú & Paolo Cavallino & Fiorella De Fiore & James Yetman, 2021, "A global database on central banks' monetary responses to Covid-19," BIS Working Papers, Bank for International Settlements, number 934, Mar.
• Wenqian Huang & Haoxiang Zhu, 2021, "CCP Auction Design," BIS Working Papers, Bank for International Settlements, number 938, May.
• John J Shim & Karamfil Todorov, 2021, "ETFs, illiquid assets, and fire sales," BIS Working Papers, Bank for International Settlements, number 975, Nov.
• Sebastian Doerr & Stefan Gissler & Jose-Luis Peydro & Hans-Joachim Voth, 2021, "Financial crises and political radicalization: How failing banks paved Hitler's path to power," BIS Working Papers, Bank for International Settlements, number 978, Nov.
• María Victoria Landaberry & Rodrigo Lluberas & Micaela Vidal, 2021, "Una aplicación de la metodología Growth at Risk a Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2021009.
• Patrice Baubeau & Eric Monnet & Angelo Riva & Stefano Ungaro, 2021, "Flight‐to‐safety and the credit crunch: a new history of the banking crises in France during the Great Depression," Economic History Review, Economic History Society, volume 74, issue 1, pages 223-250, February, DOI: 10.1111/ehr.12972.
• Ozlem Akin & Nicholas S. Coleman & Christian Fons‐Rosen & José‐Luis Peydró, 2021, "Political connections and informed trading: Evidence from TARP," Financial Management, Financial Management Association International, volume 50, issue 3, pages 619-644, September, DOI: 10.1111/fima.12292.
• Adam M. Guren & Arvind Krishnamurthy & Timothy J. Mcquade, 2021, "Mortgage Design in an Equilibrium Model of the Housing Market," Journal of Finance, American Finance Association, volume 76, issue 1, pages 113-168, February, DOI: 10.1111/jofi.12963.
• Fernando Duarte & Thomas M. Eisenbach, 2021, "Fire‐Sale Spillovers and Systemic Risk," Journal of Finance, American Finance Association, volume 76, issue 3, pages 1251-1294, June, DOI: 10.1111/jofi.13010.
• Marie Brière & Ariane Szafarz, 2021, "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 44, issue 3, pages 641-669, September, DOI: 10.1111/jfir.12257.
• David Loschiavo, 2021, "Household debt and income inequality: Evidence from Italian survey data," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 67, issue 1, pages 61-103, March, DOI: 10.1111/roiw.12454.
• Maite Blázquez & Santiago Budría & Ana I. Moro‐Egido, 2021, "Job Insecurity, Debt Burdens, and Individual Health," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 67, issue 4, pages 872-899, December, DOI: 10.1111/roiw.12506.
• VASIU Diana Elena & ILIE Livia, 2021, "The Covid 19 Crisis: Symptoms On The Romanian Capital Market. How The Covid 19 Pandemic Affected The Financial Performance Of Companies Listed On Bucharest Stock Exchange," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue 4, pages 115-126, December.
• Thore Kockerols & Erling Motzfeldt Kravik & Yasin Mimir, 2021, "Leaning against persistent financial cycles with occasional crises," Working Paper, Norges Bank, number 2021/11, Oct.
• Marcus Buckmann & Paula Gallego Marquez & Mariana Gimpelewicz & Sujit Kapadia & Katie Rismanchi, 2021, "The more the merrier? Evidence from the global financial crisis on the value of multiple requirements in bank regulation," Bank of England working papers, Bank of England, number 905, Jan.
• Kumushoy Abduraimova & Paul Nahai-Williamson, 2021, "Solvency distress contagion risk: network structure, bank heterogeneity and systemic resilience," Bank of England working papers, Bank of England, number 909, Feb.
• Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart, 2021, "How does the repo market behave under stress? Evidence from the Covid-19 crisis," Bank of England working papers, Bank of England, number 910, Feb.
• Dario Bonciani & David Gauthier & Derrick Kanngiesser, 2021, "Slow recoveries, endogenous growth and macroprudential policy," Bank of England working papers, Bank of England, number 917, Apr.
• Austen Sanders & Matthew Willison, 2021, "Measure for measure: evidence on the relative performance of regulatory requirements for small and large banks," Bank of England working papers, Bank of England, number 922, May.
• David Aikman & Kristina Bluwstein & Sudipto Karmakar, 2021, "A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk," Bank of England working papers, Bank of England, number 931, Jul.
• Ambrogio Cesa-Bianchi & Fernando Eguren-Martin, 2021, "Dash for dollars," Bank of England working papers, Bank of England, number 932, Jul.
• Mahmoud Fatouh & Ioana Neamțu & Sweder van Wijnbergen, 2021, "Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?," Bank of England working papers, Bank of England, number 938, Aug.
• Simon Lloyd & Ed Manuel & Konstantin Panchev, 2021, "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers, Bank of England, number 940, Sep.
• Jonathan Bridges & Georgina Green & Mark Joy, 2021, "Credit, crises and inequality," Bank of England working papers, Bank of England, number 949, Nov.
• Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England working papers, Bank of England, number 955, Dec.
• Dimitris Papageorgiou & Stylianos Tsiaras, 2021, "The Greek Great Depression from a neoclassical perspective," Working Papers, Bank of Greece, number 286, Feb.
• Jonathan Benchimol & Gamrasni Inon & Kahn Michael & Ribon Sigal & Saadon Yossi & Ben-Ze'Ev Noam & Segal Asaf & Shizgal Yitzchak, 2021, "The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel," Bank of Israel Working Papers, Bank of Israel, number 2021.02, Feb.
• Ryuichiro Hirano & Yoshihiko Hogen & Nao Sudo, 2021, "Predictive power of the Financial Activity Indexes - A case study of banking crisis in multiple countries -," Bank of Japan Review Series, Bank of Japan, number 21-E-5, Nov.
• Zeno Enders & Hendrik Hakenes, 2021, "Market Depth, Leverage, and Speculative Bubbles," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_275, Mar.
• Bitar Joseph, 2021, "The Monetary Crisis of Lebanon," Review of Middle East Economics and Finance, De Gruyter, volume 17, issue 2, pages 71-96, August, DOI: 10.1515/rmeef-2020-0050.
• Vivien Levy-Garboua & Gérard Maarek, 2021, "L’inexorable dérive du système financier," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 29-47.
• François Meunier, 2021, "Un débat récurrent : séparer le crédit et la monnaie," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 117-132.
• Jean-Charles Rochet & Marianne Verdier, 2021, "Banques, monnaie et paiements," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 135-155.
• Aurélien Leroy & Yannick Lucotte, 2021, "Environnement de taux bas et rentabilité des banques en zone euro," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 157-177.
• Bernard Aybran, 2021, "L’avenir de la gestion d’actifs en environnement de taux bas, de transformations technologiques et à l’heure de la RSE," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 213-227.
• Christophe Boucher & Patrick Kouontchou, 2021, "Quête de rendements et crise de la Covid-19 : la crise systémique fantôme," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 229-252.
• Lloyd, S. & Manuel, E. & Panchev, K., 2021, "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2156, Aug.
• Konstantinos Drakos & Ioannis Malandrakis, 2021, "Global Versus Non-Global Banks: A Capital Ratios-Based Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 2, pages 5-22.
• Vojtěch Siuda & Milan Szabo, 2021, "Measuring Sovereign Credit Risk of the EU countries," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 169-192.
• Mahdi Yazdani & Mohammad Nikzad, 2021, "Output Losses from Currency Crises and the Role of Central Bank," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 79-97.
• Łukasz Kurowski, 2021, "Financial cycle − A critical analysis of the methodology for its identification," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 99-116.
• Nicolas Caramp, 2021, "Sowing the Seeds of Financial Crises: Endogenous Asset Creation and Adverse Selection," Working Papers, University of California, Davis, Department of Economics, number 342, Jul.
• Emin Dinlersoz & Timothy Dunne & John Haltiwanger & Veronika Penciakova, 2021, "Business Formation: A Tale of Two Recessions," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 21-01, Jan.
• Orkun Saka & Yuemei Ji & Paul De Grauwe, 2021, "Financial Policymaking after Crises: Public vs. Private Interests," CESifo Working Paper Series, CESifo, number 9131.
• Miller, Marcus, 2021, "Choosing the narrative: the shadow banking crisis in light of Covid," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 534.
• Tobias Dieler & Loriano Mancini & Norman Schürhoff, 2021, "(In)efficient repo markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-10, Feb.
• Theodosios Dimopoulos & Norman Schürhoff, 2021, "Self-inflicted Debt Crises," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-11, Feb.
• Eric Jondeau & Benoît Mojon & Cyril Monnet, 2021, "Greening (Runnable) Brown Assets with a Liquidity Backstop," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-22, Mar.
• Ruggero Jappelli & Loriana Pelizzon & Alberto Plazzi, 2021, "The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-30, Apr.
• Alexander Wehrli & Didier Sornette, 2021, "Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-35, Apr.
• Vincent Giorgis & Tobias Huber & Didier Sornette, 2021, "“Salvation and Profit”: Deconstructing the Clean-Tech Bubble," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-36, May.
• Antonio Mele, 2021, "A Theory of Debt Accumulation and Deficit Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-38, Jul.
• Raphael Auer & Alexandra Matyunina & Steven Ongena, 2021, "The countercyclical capital buffer and the composition of bank lending," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-66, Sep.
• Davide Cividino & Rebecca Westphal & Didier Sornette, 2021, "Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-76, Nov.
• Dongshuai Zhao, CFA & Didier Sornette, 2021, "Bubbles for Fama from Sornette," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-94, Dec.
• Yannick Malevergne & Didier Sornette & Ran Wei, 2021, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-96, Dec.
• Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanín-Restrepo, 2021, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, CEPII research center, issue 165, pages 37-50.
• Antonio Díaz & Carlos Esparcia, 2021, "Dynamic optimal portfolio choice under time-varying risk aversion," International Economics, CEPII research center, issue 166, pages 1-22.
• Sebastián Fanelli & Martín Gonzalez-Eiras, 2021, "Resolution of Final Crises," Working Papers, CEMFI, number wp2021_2113, Dec.
• Juan Camilo Pardo, 2021, "¬øExuberancia de los precios de la vivienda en Colombia?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19319, Jun.
• Magnolia Sosa Castro & Christian Bucio Pacheco & H�ctor Eduardo D�az Rodr�guez, 2021, "Extreme Volatility Dependence in Exchange Rate," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 82, pages 25-55.
• Filiberto Enrique Valdés Medina & Mar�a Luisa Saavedra Garc�a & Antonio Alejandro Guti�rrez Navarro, 2021, "Análisis del impacto de la pandemia COVID-19 en las cotizaciones de las empresas farmacéuticas listadas en el índice NYSE," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 85, pages 1033-1053.
• Erik Mauricio Munoz Henríquez & Francisco A. G�lvez-Gamboa, 2021, "Efecto contagio del mercado estadounidense a los mercados financieros latinoamericanos durante la pandemia por COVID-19," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 85, pages 1091-1111.
• Dacio Villarreal-Samaniego, 2021, "The dynamics of oil prices, COVID-19, and exchange rates in five emerging economies in the atypical first quarter of 2020," Estudios Gerenciales, Universidad Icesi, volume 37, issue 158, pages 17-27, DOI: 10.18046/j.estger.2021.158.4042.
• Armando Silva & Zbigniew Korzeb & Pawe? Niedzi�?ka, 2021, "Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method," Estudios Gerenciales, Universidad Icesi, volume 37, issue 159, pages 226-241, DOI: 10.18046/j.estger.2021.159.4414.
• Rafael Romero-Meza & Semei Coronado & Fabricio Iba�ez-Veizaga, 2021, "COVID-19 y causalidad en la volatilidad del mercado accionario chileno," Estudios Gerenciales, Universidad Icesi, volume 37, issue 159, pages 242-250, DOI: 10.18046/j.estger.2021.159.4412.
• Hussain Mehdi & Huma Ali & Shaukat Malik & Zeeshan Rasool, 2021, "Impact of Financial Threat on the Change of Investor Behavior: The Moderating Effect of Social Support During Covid-19 in Pakistan," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 40, issue 72, pages 47-70.
• Michael Demmler & Amilcar Orlian Fern�ndez Dom�nguez, 2021, "Bitcoin and the South Sea Company: A comparative analysis," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 1, pages 197-224.
• ÅžimÅŸek, Alp, 2021, "The Macroeconomics of Financial Speculation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15733, Jan.
• Schürhoff, Norman & Dimopoulos, Theodosios Sakis, 2021, "Self-inflicted debt crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15781, Feb.
• Schürhoff, Norman & Dieler, Tobias & Mancini, Loriano, 2021, "(In)efficient repo markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15782, Feb.
• HacıoÄŸlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021, "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15864, Mar.
• Ostry, Jonathan D. & Furceri, Davide & Ganslmeier, Michael & Yang, Naihan, 2021, "Initial Output Losses from the Covid-19 Pandemic: Robust Determinants," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15892, Mar.
• Acharya, Viral & Engle, Robert & Steffen, Sascha, 2021, "Why did bank stocks crash during COVID-19?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15901, Mar.
• Presbitero, Andrea & Eberhardt, Markus, 2021, "Commodity Prices and Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15959, Mar.
• Monnet, Eric & , & Ungaro, Stefano, 2021, "The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931)," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16054, Apr.
• Svensson, Lars E.O., 2021, "Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16059, Apr.
• Svensson, Lars E.O., 2021, "Household Debt Overhang Did Hardly Cause a Larger Spending Fall during the Financial Crisis in Australia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16094, Apr.
• Esteves, Rui & Lennard, Jason & Kenny, Seán, 2021, "The Aftermath of Sovereign Debt Crises: A Narrative Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16166, May.
• Walther, Ansgar & Allen, Franklin, 2021, "Financial Architecture and Financial Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16204, May.
• Martinez-Miera, David & Ahnert, Toni, 2021, "Bank Runs, Bank Competition and Opacity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16207, Jun.
• Laeven, Luc & Jasova, Martina & Mendicino, Caterina & Peydró, José-Luis & Supera, Dominik, 2021, "Systemic Risk and Monetary Policy: The Haircut Gap Channel of the Lender of Last Resort," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16240, Jun.
• Mele, Antonio, 2021, "A Theory of Debt Accumulation and Deficit Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16329, Jul.
• Cesa-Bianchi, Ambrogio & Czech, Robert & Eguren Martin, Fernando, 2021, "Dash for Dollars," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16415, Aug.
• Bosshardt, Joshua & Kakhbod, Ali & Saidi, Farzad, 2022, "The Bank Liquidity Channel of Financial (In)stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16438, Jan.
• Taylor, Alan M. & Sufi, Amir, 2021, "Financial crises: A survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16450, Aug.
• Albuquerque, Rui & Koskinen, Yrjo & Santioni, Raffaele, 2022, "Mutual Fund Trading and ESG Clientele During the COVID-19 Stock Market Crash," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16477, Feb.
• Peydró, José-Luis & Jasova, Martina & Mendicino, Caterina & Panetti, Ettore & Supera, Dominik, 2021, "Monetary Policy, Labor Income Redistribution and the Credit Channel: Evidence from Matched Employer-Employee and Credit Registe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16549, Sep.
• David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2022, "Art in Times of Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16575, Jun.
• Peydró, José-Luis & Fecht, Falko & Tümer-Alkan, Günseli & Yu, Yuejuan, 2021, "Banks’ Equity Stakes in Firms: A Blessing or Curse in Credit Markets?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16594, Oct.
• Acharya, Viral & , & Johnson, Timothy, 2021, "Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16628, Oct.
• Demir, Banu & CROZET, Matthieu & Javorcik, Beata, 2021, "International trade and letters of credit: A double-edged sword in times of crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16630, Oct.
• Ohnsorge, Franziska & Kose, M. Ayhan & Sugawara, Naotaka, 2021, "A Mountain of Debt: Navigating the Legacy of the Pandemic," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16637, Oct.
• Acharya, Viral & Crosignani, Matteo & Eisert, Tim & Steffen, Sascha, 2022, "Zombie Lending: Theoretical, International, and Historical Perspectives," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16685, Mar.
• Kose, M. Ayhan & Islamaj, Ergys, 2021, "What Types of Capital Flows Help Improve International Risk Sharing?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16749, Nov.
• Ahnert, Toni & ,, 2021, "A Wake-Up Call Theory of Contagion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16809, Dec.
• Boissay, Frederic & Collard, Fabrice & Galí, Jordi & Manea, Cristina, 2022, "Monetary Policy and Endogenous Financial Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16825, Jan.
• Massimo Bordignon & Nicolò Gatti & Massimiliano Gaetano Onorato, 2021, "Getting closer or falling apart? Euro countries after the Euro crisis," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def105, May.
• Pedro V Piffaut & Damià Rey Miró, 2021, "Umbral de Volatilidad del Mercado Bursátil y su Interrelación con la Divisa," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 44, issue 124, pages 11-22, Enero.
• Sarlin, Peter & von Schweinitz, Gregor, 2021, "Optimizing Policymakers’ Loss Functions In Crisis Prediction: Before, Within Or After?," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 1, pages 100-123, January.
• Bachar FAKHRY, 2021, "Towards an explanation of the Euro FX market reaction in the EU: A review of European integration during the EU crises," Journal of Economics and Political Economy, EconSciences Journals, volume 8, issue 1, pages 1-42, March.
• Joseph Onuche ENEMONA, 2021, "Over financial regulation and stability: Does it matters for bank efficiency in Nigeria?," Turkish Economic Review, EconSciences Journals, volume 8, issue 1, pages 1-13, March.
• Mario COCCIA, 2021, "How does atmospheric circulation affect the diffusion of Covid-19 in polluted cities?," Turkish Economic Review, EconSciences Journals, volume 8, issue 1, pages 14-29, March.
• Ray C. Fair, 2021, "Are Stock Returns and Output Growth Higher Under Democrats?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2277, Feb.
• Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
• Chi Hyun Kim & Alexander Kriwoluzky, 2021, "The Case of Deutsche Telekom: How Stock Market Crashes Can Persistantly Affect Household Investment Decisions," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 11, issue 25, pages 177-183.
• Chi Hyun Kim & Alexander Kriwoluzky, 2021, "Der Fall der T-Aktie: Börsencrashs können dauerhaft Investitionsentscheidungen von Haushalten negativ beeinflussen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 88, issue 25, pages 423-429.
• Chi Hyun Kim, 2021, "Optimism Gone Bad? The Persistent Effects of Traumatic Experiences on Investment Decisions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1952.
• Emilio Gutierrez & David Jaume & Martín Tobal, 2021, "Do Credit Supply Shocks Affect Employment in Middle-Income Countries?," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0277, Apr.
• Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2021, "TLTRO III and bank lending conditions," Economic Bulletin Articles, European Central Bank, volume 6.
• Grill, Michael & O´Sullivan, Seán & Wedow, Michael & Weistroffer, Christian, 2021, "Liquidity transformation by investment funds: structural fault line or desirable financial transformation? A systemic perspective," Macroprudential Bulletin, European Central Bank, volume 12.
• Capotă, Laura-Dona & Grill, Michael & Molestina Vivar, Luis & Schmitz, Niklas & Weistroffer, Christian, 2021, "How effective is the EU Money Market Fund Regulation? Lessons from the COVID 19 turmoil," Macroprudential Bulletin, European Central Bank, volume 12.
• Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2021, "The suspensions of redemptions during the COVID 19 crisis – a case for pre-emptive liquidity measures?," Macroprudential Bulletin, European Central Bank, volume 12.
• Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021, "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series, European Central Bank, number 261, Aug.
• policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021, "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series, European Central Bank, number 272, Sep.
• Mendicino, Caterina & Nikolov, Kalin & Ramirez, Juan-Rubio & Suarez, Javier & Supera, Dominik, 2021, "How much capital should banks hold?," Research Bulletin, European Central Bank, volume 80.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2021, "Quantifying financial stability risks for monetary policy," Research Bulletin, European Central Bank, volume 115.
• Martin, Alberto & Mendicino, Caterina & Van der Ghote, Alejandro, 2021, "On the interaction between monetary and macroprudential policies," Working Paper Series, European Central Bank, number 2527, Feb.
• di Iasio, Giovanni & Kryczka, Dominika, 2021, "Market failures in market-based finance," Working Paper Series, European Central Bank, number 2545, May.
• Fukker, Gábor & Kok, Christoffer, 2021, "On the optimal control of interbank contagion in the euro area banking system," Working Paper Series, European Central Bank, number 2554, May.
• Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021, "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series, European Central Bank, number 2581, Aug.
• 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, European Central Bank, number 2614, Nov.
• Jiang, Sheila & Li, Ye & Xu, Douglas, 2021, "The Persistent Effects of Financial Crises on the Composition of Real Investment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-19, Nov, DOI: 10.2139/ssrn.3964839.
• Cherry, Susan F. & Jiang, Erica Xuewei & Matvos, Gregor & Piskorski, Tomasz & Seru, Amit, 2021, "Government and Private Household Debt Relief during COVID-19," Research Papers, Stanford University, Graduate School of Business, number 3935, Jan.
• Xu, Chenzi, 2021, "Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures," Research Papers, Stanford University, Graduate School of Business, number 3995, Oct.
• Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021, "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 233-240.