Research classified by Journal of Economic Literature (JEL) codes

2020

• Sla{dj}ana Babi'c & Christophe Ley & Lorenzo Ricci & David Veredas, 2020, "TailCoR," Papers, arXiv.org, number 2011.14817, Nov.
• Neslihan Kahyalar & Bazoumana Ouattara & Sami Fethi, 2020, "The Impact of Financial Crises on the Informal Economy: The Turkish Case," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), volume 6, issue 2, pages 145-172, April, DOI: 10.30958/ajbe.6-2-4.
• Bruno Coric & Vladimir Simic, 2020, "Economic Disasters: Case Study - Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 29, issue 1, pages 157-178, june.
• Marko Peric & Vanja Vitezic & Ana Peric Hadzic, 2020, "Firm Size €“ Firm Growth Relationship During Economic Crisis," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 29, issue 1, pages 29-53, june.
• Jean-Armand Gnagne & Kevin Moran, 2020, "Forecasting Bank Failures in a Data-Rich Environment," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-13, Jun.
• Thibaut Duprey, 2020, "Canadian Financial Stress and Macroeconomic Conditions," Discussion Papers, Bank of Canada, number 2020-4, Jun, DOI: 10.34989/sdp-2020-4.
• Thibaut Duprey & Alexander Ueberfeldt, 2020, "Managing GDP Tail Risk," Staff Working Papers, Bank of Canada, number 20-3, Jan, DOI: 10.34989/swp-2020-3.
• João Barata R. Blanco Barroso & Rodrigo Barbone Gonzalez & José-Luis Peydró & Bernardus F. Nazar Van Doornik, 2020, "Countercyclical Liquidity Policy and Credit Cycles: evidence from macroprudential and monetary policy in Brazil," Working Papers Series, Central Bank of Brazil, Research Department, number 537, Oct.
• Irma Alonso, 2020, "El impacto de las medidas no convencionales de política monetaria sobre las percepciones de eventos extremos en situaciones de crisis," Boletín Económico, Banco de España, issue 4/2020.
• Irma Alonso, 2020, "The impact of unconventional monetary policies on perceptions of extreme events at times of crisis," Economic Bulletin, Banco de España, issue 4/2020.
• Jorge E. Galán, 2020, "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers, Banco de España, number 2007, Mar.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020, "Financial frictions and the wealth distribution," Working Papers, Banco de España, number 2013, Jun.
• Rodrigo Barbone Gonzalez & Dmitry Khametshin & José-Luis Peydró & Andrea Polo, 2020, "Hedger of last resort: evidence from Brazilian FX interventions, local credit, and global financial cycles," Working Papers, Banco de España, number 2014, Jun.
• Mikel Bedayo & Gabriel Jiménez & José-Luis Peydró & Raquel Vegas, 2020, "Screening and loan origination time: lending standards, loan defaults and bank failures," Working Papers, Banco de España, number 2037, Nov.
• Piergiorgio Alessandri & Pierluigi Bologna & Maddalena Galardo, 2020, "Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 567, Jun.
• Maurizio Trapanese, 2020, "The regulatory cycle in banking: what lessons from the U.S. experience? (from the Dodd-Frank Act to Covid-19)," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 585, Nov.
• Antonio De Socio, 2020, "Firms’ leverage across business cycles," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 587, Dec.
• Anatoli Segura & Alonso Villacorta, 2020, "Demand for safety, risky loans: A model of securitization," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1260, Feb.
• Margherita Bottero & Enrico Sette, 2020, "Expansionary yet different: credit supply and real effects of negative interest rate policy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1269, Mar.
• Andrea Orame, 2020, "The role of bank supply in the Italian credit market: evidence from a new regional survey," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1279, Jun.
• Raffaele Gallo, 2020, "The impact of the IRB approach on the relationship between the cost of credit for public companies and financial market conditions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1290, Jul.
• José Antonio Ocampo & Germán D. Orbegozo & Mauricio Villamizar-Villegas & Nicolás Fajardo-Baquero & Oscar Botero-Ramírez & Camilo OrozcoVanegas, 2020, "Post-graduation from the original sin problem The effects of investor participation on sovereign debt markets," Borradores de Economia, Banco de la Republica de Colombia, number 1113, Apr, DOI: https://doi.org/10.32468/be.1113.
• Martha López & Camilo Bohorquez-Penuela & Juan Esteban Carranza & Stefany Moreno-Burbano & Anderson Grajales-Olarte & Mauricio Pinzón Latorre & Jose Pulido, 2020, "Crédito y efectos reales en Colombia 2000-2017: evidencia con microdatos," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 94, pages 1-58, April.
• Žarko Đorić, 2020, "Financial Innovations In Modern Financial System – Analytical Basics And Practical Aspects," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 38, pages 81-107, September.
• Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-96.
• Antonio Falato & Itay Goldstein & Ali Hortaçsu, 2020, "Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-98.
• Cyril Couaillier & Valerio Scalone, 2020, "How does Financial Vulnerability amplify Housing and Credit Shocks?," Working papers, Banque de France, number 763.
• Christian Gouri roux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2020, "Disastrous Defaults," Working papers, Banque de France, number 778.
• Gabor Katay & Lisa Kerdelhu & Matthieu Lequien, 2020, "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working papers, Banque de France, number 791.
• Anne DUQUERROY & Clément MAZET-SONILHAC, 2020, "Funding shock: how will the investment of large French firms be affected?
  [Choc de financement : quels effets sur l’investissement des grandes entreprises françaises ?]," Bulletin de la Banque de France, Banque de France, issue 229.
• Olivier de Bandt & George Overton, 2020, "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database
  [Les déterminants des défaillances en assurance : comparaison entre les secteurs de l’assurance à partir d’une nouvelle base de données interna," Débats Economiques et financiers, Banque de France, number 36.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Bernardus F. Nazar Van Doornik & João Barata R. Blanco Barroso & Rodrigo Barbone Gonzales & José-Luis Peydró, 2020, "Countercyclical liquidity policy and credit cycles: Evidence from macroprudential and monetary policy in Brazil," Working Papers, Barcelona School of Economics, number 1156, Feb.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Ye Wang & Rafael Matta & Erasmo Giambona & José-Luis Peydró, 2020, "Quantitative Easing, Investment, and Safe Assets: The Corporate-Bond Lending Channel," Working Papers, Barcelona School of Economics, number 1179, May.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Arzu Uluc & Jagdish Tripathy & Francesc R Tous & José-Luis Peydró, 2020, "Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK," Working Papers, Barcelona School of Economics, number 1183, Jun.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Kenan Huremovic & Enrique Moral-Benito & Fernando Vega-Redondo & Gabriel Jiménez & José-Luis Peydró, 2020, "Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers," Working Papers, Barcelona School of Economics, number 1191, Jul.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Mikel Bedayo & Raquel Vegas & Gabriel Jiménez & José-Luis Peydró, 2020, "Screening and Loan Origination Time: Lending Standards, Loan Defaults and Bank Failures," Working Papers, Barcelona School of Economics, number 1215, Nov.
• José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Victoria Vanasco & Enrico Sette & Andrea Polo & José-Luis Peydró, 2020, "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," Working Papers, Barcelona School of Economics, number 1219, Nov.
• Jose Arias & Oleksandr Talavera & Andriy Tsapin, 2020, "Bank Liquidity and Exposure to Industry Shocks," Discussion Papers, Department of Economics, University of Birmingham, number 20-16, Jul.
• Stylianos Asimakopoulos & Filipa Da Silva Fernandes & Yiannis Karavias, 2020, "Firm Heterogeneity and Trade Credit Behaviour," Discussion Papers, Department of Economics, University of Birmingham, number 20-20, Aug.
• Frederic Boissay & Stijn Claessens & Alan Villegas, 2020, "Tools for managing banking distress: historical experience and lessons for today," BIS Quarterly Review, Bank for International Settlements, December.
• Bryan Hardy & Elod Takats, 2020, "International banking amidst Covid-19: resilience and drivers," BIS Quarterly Review, Bank for International Settlements, December.
• Michael Brei & Leonardo Gambacorta & Marcella Lucchetta & Marcella Lucchetta, 2020, "Bad bank resolutions and bank lending," BIS Working Papers, Bank for International Settlements, number 837, Jan.
• Jon Frost & Hiro Ito & René van Stralen, 2020, "The effectiveness of macroprudential policies and capital controls against volatile capital inflows," BIS Working Papers, Bank for International Settlements, number 867, May.
• Mathias Drehmann & James Yetman, 2020, "Which credit gap is better at predicting financial crises? A comparison of univariate filters," BIS Working Papers, Bank for International Settlements, number 878, Aug.
• Claudio Borio & Juan Contreras & Fabrizio Zampolli, 2020, "Assessing the fiscal implications of banking crises," BIS Working Papers, Bank for International Settlements, number 893, Oct.
• Iñaki Aldasoro & Anne-Caroline Hüser & Christoffer Kok Sørensen, 2020, "Contagion Accounting," BIS Working Papers, Bank for International Settlements, number 908, Dec.
• Konrad Adler & Frederic Boissay, 2020, "Dealing with bank distress: Insights from a comprehensive database," BIS Working Papers, Bank for International Settlements, number 909, Dec.
• Daniel Levy & Tamir Mayer & Alon Raviv, 2020, "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers, Bar-Ilan University, Department of Economics, number 2020-01, Jan.
• Tibor Szendrei & Katalin Varga, 2020, "FISS - A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 1, pages 3-34, March, DOI: 10.31477/rjmf.202001.03.
• Ivan Khotulev & Konstantin Styrin, 2020, "Optimal Monetary and Macroprudential Policies for Financial Stability in a Commodity-Exporting Economy," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 2, pages 3-42, June, DOI: 10.31477/rjmf.202002.03.
• Alexey Ponomarenko & Stas Tatarintsev, 2020, "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series, Bank of Russia, number wps58, Jul.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020, "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1487-1516, July, DOI: 10.1111/ecin.12897.
• Emanuele Brancati & Marco Macchiavelli, 2020, "Endogenous debt maturity and rollover risk," Financial Management, Financial Management Association International, volume 49, issue 1, pages 69-90, March, DOI: 10.1111/fima.12250.
• Mikael Juselius & Mathias Drehmann, 2020, "Leverage Dynamics and the Burden of Debt," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 2, pages 347-364, April, DOI: 10.1111/obes.12330.
• Anundsen, André K. & Hagen, Marius, 2020, "Location, location, location! - A quality-adjusted rent index for the Oslo office market," Working Paper, Norges Bank, number 2020/2, Feb.
• Christopher F Baum & Caterina Forti Grazzini & Dorothea Schäfer, 2020, "Institutional diversity in domestic banking sectors and bank stability: A cross-country study," Boston College Working Papers in Economics, Boston College Department of Economics, number 1008, May.
• Kristina Bluwstein & Marcus Buckmann & Andreas Joseph & Miao Kang & Sujit Kapadia & Özgür Simsek, 2020, "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers, Bank of England, number 848, Jan.
• Fernando Eguren-Martin & Andrew Meldrum & Wen Yan, 2020, "No-arbitrage pricing of GDP-linked bonds," Bank of England working papers, Bank of England, number 849, Jan.
• Franklin Allen & Giovanni Covi & Xian Gu & Oskar Kowalewski & Mattia Montagna, 2020, "The interbank market puzzle," Bank of England working papers, Bank of England, number 862, May.
• José-Luis Peydró & Francesc Rodriguez-Tous & Jagdish Tripathy & Arzu Uluc, 2020, "Macroprudential policy, mortgage cycles and distributional effects: Evidence from the UK," Bank of England working papers, Bank of England, number 866, May.
• Iñaki Aldasoro & Anne-Caroline Hüser & Christoffer Kok, 2020, "Contagion accounting," Bank of England working papers, Bank of England, number 897, Dec.
• Dimitrios Anastasiou & Zacharias Bragoudakis & Stelios Giannoulakis, 2020, "Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?," Working Papers, Bank of Greece, number 277, Jan.
• Heather D. Gibson & Stephen G. Hall & Pavlos Petroulas & Vassilis Spiliotopoulos & George S. Tavlas, 2020, "The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis," Working Papers, Bank of Greece, number 278, Jan.
• Heather D. Gibson & Stephen G. Hall & Deborah Gefang & Pavlos Petroulas & George S. Tavlas, 2020, "Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?," Working Papers, Bank of Greece, number 281, Jul.
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2020, "A Suggestion for a Dynamic Multi Factor Model (DMFM)," Working Papers, Bank of Greece, number 282, Jul.
• Moon Jung Choi & Sangyeon Hwang & Hyejoon Im, 2020, "Cross-border Trade Credit and Trade Flows During the Global Financial Crisis," Working Papers, Economic Research Institute, Bank of Korea, number 2020-14, Jun.
• Aziz Omar Ghazy, 2020, "Does Bank Profitability Stimulate Economic Growth in the Arab Region?," Review of Middle East Economics and Finance, De Gruyter, volume 16, issue 2, pages 1-14, August, DOI: 10.1515/rmeef-2019-0017.
• Havrylchyk Olena & Mariotto Carlotta & Rahim Talal & Verdier Marianne, 2020, "The Expansion of Peer-to-Peer Lending," Review of Network Economics, De Gruyter, volume 19, issue 3, pages 145-187, September, DOI: 10.1515/rne-2020-0033.
• Otilia MANTA, 2020, "The State Aid Instrument For Sustaining Competitiveness In The Context Of Current Crises," Contemporary Economy Journal, Constantin Brancoveanu University, volume 5, issue 4, pages 54-68.
• Alina Georgeta & Ailinca, 2020, "Development Of An Automatic Stabilization Procedure And A Logical Scheme For The Indicators That Are Associated With The Nominal Economic Convergence Criteria For Inflation And For General Government Deficit And Surplus As Percentage Of Gdp," Management Strategies Journal, Constantin Brancoveanu University, volume 48, issue 2, pages 14-21.
• Alina Georgeta, Ailinca, 2020, "Regional Development Strategies And Policies Is Federalism Better From Economic Point Of View?," Management Strategies Journal, Constantin Brancoveanu University, volume 50, issue 4, pages 5-15.
• Franck Martin & Jiangxingyun Zhang, 2020, "La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing," Revue économique, Presses de Sciences-Po, volume 71, issue 4, pages 623-665.
• Esther Jeffers & Sarah Goldman, 2020, "Ce que l'histoire économique nous enseigne sur la réglementation financière : l'exemple des États-Unis," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 49-64.
• Dominique Plihon, 2020, "Des crises à répétition : des caisses d'épargne américaines aux subprimes," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 189-199.
• Jean-Paul Pollin, 2020, "Les politiques monétaires à l'épreuve de la libéralisation financière," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 219-244.
• Tambakis, D., 2020, "A Markov-Chain Measure of Systemic Banking Crisis Frequency," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2083, Sep.
• Ricardo Branco & João Pinto & Ricardo Ribeiro, 2020, "The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 01, Jan.
• Rice, Jonathan, 2020, "Economic Policy Uncertainty in Small Open Economies: a Case Study in Ireland," Research Technical Papers, Central Bank of Ireland, number 01/RT/20, Jan.
• O'Brien, Martin & Velasco, Sofia, 2020, "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers, Central Bank of Ireland, number 09/RT/20, Dec.
• Garabedian, Garo & Inghelbrecht, Koen, 2020, "The Multiple Dimensions of Liquidity," Research Technical Papers, Central Bank of Ireland, number 11/RT/20, Dec.
• Golden, Brian & Maqui, Eduardo, 2020, "What ‘special purposes’ explain cross-border debt funding by banks? Evidence from Ireland," Research Technical Papers, Central Bank of Ireland, number 12/RT/20, Dec.
• Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2020, "Financial Vulnerability and Economic Dynamics in Malaysia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue special i, pages 55-73.
• Matthijs Breugem & Raffaele Corvino & Roberto Marfè & Lorenzo Schönleber, 2020, "Pandemic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 623.
• Alessandro Sforza, 2020, "Shocks and the Organization of the Firm: Who Pays the Bill?," CESifo Working Paper Series, CESifo, number 8084.
• Kris James Mitchener & Gary Richardson, 2020, "Contagion of Fear," CESifo Working Paper Series, CESifo, number 8172.
• Reinhold Heinlein & Gabriella Deborah Legrenzi & Scott M. R. Mahadeo, 2020, "Energy Contagion in the Covid-19 Crisis," CESifo Working Paper Series, CESifo, number 8345.
• Christoph Hambel & Holger Kraft & Rick van der Ploeg, 2020, "Asset Diversification versus Climate Action," CESifo Working Paper Series, CESifo, number 8476.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020, "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series, CESifo, number 8482.
• Moritz Schularick & Lucas ter Steege & Felix Ward, 2020, "Leaning against the Wind and Crisis Risk," CESifo Working Paper Series, CESifo, number 8484.
• Peter Eppinger & Marcel Smolka, 2020, "Firm Exports, Foreign Ownership, and the Global Financial Crisis," CESifo Working Paper Series, CESifo, number 8808.
• António Afonso & Nuno Verdial, 2020, "Sovereign Debt Crisis in Portugal and Spain," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 40.
• Luis Araujo & Bernardo Guimaraes & Diego Rodrigues, 2020, "Financial constraints and collateral crises," Discussion Papers, Centre for Macroeconomics (CFM), number 2007, Feb.
• Miguel Acosta-Henao & Laura Alfaro & Andrés Fernández, 2020, "Sticky Capital Controls," Working Papers Central Bank of Chile, Central Bank of Chile, number 877, May.
• Hamed Amini & Damir Filipović & Andreea Minca, 2020, "Systemic Risk in Networks with a Central Node," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-04, Jan.
• Simona Nistor & Steven Ongena, 2020, "The Impact of Policy Interventions on Systemic Risk across Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-101, Dec.
• J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette, 2020, "Forecasting Financial Crashes: A Dynamic Risk Management Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-103, Dec.
• Stefano Ramelli & Alexander F. Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-12, Mar.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian Melzer, 2020, "Do Household Finances Constrain Unconventional Fiscal Policy?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-32, Apr.
• Rüdiger Fahlenbrach & Kevin Rageth & René M. Stulz, 2020, "How Valuable is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-37, May.
• Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020, "Risk Spillovers and Interconnectedness between Systemically Important Institutions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-40, May.
• Tobias Huber & Didier Sornette, 2020, "Boom, Bust, and Bitcoin: Bitcoin-Bubbles As Innovation Accelerators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-41, May.
• Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2020, "The COVID-19 Pandemic and Sovereign Bond Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-42, May.
• Simon Glossner & Pedro Matos & Stefano Ramelli & Alexander F. Wagner, 2020, "Where Do Institutional Investors Seek Shelter when Disaster Strikes? Evidence from COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-56, Jul.
• Magdalena Tywoniuk, 2020, "To Be or Not to Be? The Questionable Benefits of Mutual Clearing Agreements for Derivatives," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-72, Aug.
• Rebecca Westphal & Didier Sornette, 2020, "How market intervention can prevent bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-74, Aug.
• Steven Ongena & Tanseli Savaser & Elif Sisli Ciamarra, 2020, "CEO Incentives and Bank Risk over the Business Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-75, Sep.
• J-C Gerlach & Jerome L Kreuser & Didier Sornette, 2020, "Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-85, Oct.
• Magdalena Tywoniuk, 2020, "CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-95, Nov.
• A. Burietz & L. Ureche-Rangau, 2020, "Better the devil you know: Home and sectoral biases in bank lending," International Economics, CEPII research center, issue 164, pages 69-85.
• Caterina Mendicino & Kalin Nikolov & Juan Rubio-Ramirez & Javier Suarez & Dominik Supera, 2020, "Twin Default Crises," Working Papers, CEMFI, number wp2020_2006, Jun.
• Vojtech Siuda, 2020, "A Top-down Stress-testing Framework for the Nonfinancial Corporate Sector," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/12, Dec.
• C Canon & J.H FlÔøΩrez & K GÔøΩmez, 2020, "Reciprocal Lending Relationships Between Financial Conglomerates: Evidence from the Mexican Repo Market," Documentos de Trabajo, Universidad del Rosario, number 17801, Feb.
• José Mauricio Gil-León, 2020, "Estabilidad financiera y decisiones de los bancos centrales: caso Colombia, México, Perú y Chile," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 39, issue 81, pages 765-794.
• Martha López & Camilo Bohorquez-Penuela & Juan Esteban Carranza & Stefany Moreno-Burbano & Anderson Grajales-Olarte & Mauricio Pinz�n Latorre & Jose Pulido, 2020, "Crédito y efectos reales en Colombia 2000-2017: evidencia con microdatos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 94, pages 1-55.
• David Rodríguez González & In�s Mar�a Ulloa Villegas, 2020, "Crisis financiera mundial y sus efectos sobre el canal del crédito bancario en la economía colombiana," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 93, pages 261-296.
• Roberto Steiner, 2020, "Fedesarrollo y la política monetaria," Libros Fedesarrollo, Fedesarrollo, number 18372, June.
• José Mauricio Gil-León & Julián Santiago Toca-Toca, 2020, "Política monetaria no convencional en EE.UU y comportamiento de los mercados emergentes en América Latina," Revista Tendencias, Universidad de Narino, volume 21, issue 1, pages 24-51, DOI: 10.22267/rtend.202101.126.
• Rob Luginbuhl, 2020, "Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 409, Feb.
• Thibaut Duprey, 2020, "Canadian Financial Stress and Macroeconomic Condition," Canadian Public Policy, University of Toronto Press, volume 46, issue S3, pages 236-260, October, DOI: 10.3138/cpp.2020-047.
• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis & Smets, Frank, 2020, "Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14288, Jan.
• Segura, Anatoli & Villacorta, Alonso, 2020, "Demand for safety, risky loans: A model of securitization," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14313, Jan.
• Gambacorta, Leonardo & Brei, Michael & Lucchetta, Marcella & Parigi, Bruno, 2020, "Bad bank resolutions and bank lending," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14379, Feb.
• Ohnsorge, Franziska & Kose, M. Ayhan, 2020, "Emerging and Developing Economies: Ten Years After the Global Recession," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14405, Feb.
• Suarez, Javier & Mendicino, Caterina & Nikolov, Kalin & Rubio-Ramírez, Juan Francisco & Supera, Dominik, 2020, "Twin Defaults and Bank Capital Requirements," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14427, Feb.
• Guriev, Sergei & Papaioannou, Elias, 2020, "The Political Economy of Populism," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14433, Feb.
• Ohnsorge, Franziska & Koh, Wee Chian & Kose, M. Ayhan & Nagle, Peter & Sugawara, Naotaka, 2020, "Debt and Financial Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14442, Feb.
• Ahnert, Toni & Kuncl, Martin, 2022, "Government Loan Guarantees, Market Liquidity, and Lending Standards," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14458, Apr.
• Mitchener, Kris & Richardson, Gary, 2020, "Contagion of Fear," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14510, Mar.
• Wagner, Alexander F. & Ramelli, Stefano, 2020, "Feverish Stock Price Reactions to COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14511, Mar.
• Ohnsorge, Franziska & Kose, M. Ayhan & Nagle, Peter & Sugawara, Naotaka, 2020, "Can This Time Be Different? Policy Options in Times of Rising Debt," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14528, Mar.
• van Wijnbergen, Sweder & Fatouh, Mahmoud & Neamtu, Ioana, 2020, "Risk-Taking, Competition and Uncertainty: Do CoCo Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14530, Mar.
• Braggion, Fabio & Frehen, Rik & Jerphanion, Emiel, 2020, "Credit Provision and Stock Trading: Evidence from the South Sea Bubble," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14532, Mar.
• Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14545, Mar.
• Faia, Ester, 2020, "Educational Inequality, Assortative Mating and Women Empowerement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14547, Mar.
• Zechner, Josef & Halling, Michael & Yu, Jin, 2020, "The Dynamics of Corporate Debt Structure," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14572, Apr.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2020, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14627, Apr.
• Ferreira, Miguel & Adelino, Manuel & Fagandini, Paulo & Queiro, Francisco, 2020, "How Do Firms Respond to Demand Shocks? Evidence from the European Sovereign Debt Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14640, Apr.
• Weber, Martin & Kieren, Pascal & Mueller-Dethard, Jan, 2020, "Why so Negative? Belief Formation and Risk Taking in Boom and Bust Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14647, Apr.
• Croce, Mariano & Farroni, Paolo & Wolfskeil, Isabella, 2020, "When the Markets Get COVID: COntagion, Viruses, and Information Diffusion," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14674, Apr.
• Beck, Thorsten & Radev, Dayen & Schnabel, Isabel, 2020, "Bank Resolution Regimes and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14724, May.
• Zechner, Josef & Pagano, Marco & Wagner, Christian, 2020, "Disaster Resilience and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14773, May.
• Schularick, Moritz & ter Steege, Lucas & Ward, Felix, 2020, "Leaning against the wind and crisis risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14797, May.
• Pagano, Marco & Carletti, Elena & Oliviero, Tommaso & Pelizzon, Loriana & Subrahmanyam, Marti, 2020, "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14831, May.
• Segura, Anatoli & Villacorta, Alonso, 2020, "Firm-bank linkages and optimal policies in a lockdown," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14838, Jun.
• van der Ploeg, Frederick & Hambel, Christoph & Kraft, Holger, 2020, "Asset diversification versus climate action," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14863, Jun.
• Kuzmina, Olga & Kelly, Patrick & Gorovyy, Sergiy, 2020, "Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14873, Jun.
• Trebesch, Christoph & Reinhart, Carmen & Horn, Sebastian, 2020, "Coping with Disasters: Two Centuries of International Official Lending," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14902, Jun.
• Schoenmaker, Dirk & Reinders, Henk Jan & Van Dijk, Mathijs, 2020, "Is COVID-19 a threat to financial stability in Europe?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14922, Jun.
• Schularick, Moritz & Steffen, Sascha & Tröger, Tobias, 2020, "Bank capital and the European recovery from the COVID-19 crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14927, Jun.
• Malmendier, Ulrike M. & Borgschulte, Mark & Guenzel, Marius & Liu, Canyao, 2020, "CEO Stress, Aging, and Death," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14933, Jun.
• Acharya, Viral & Plantin, Guillaume, 2022, "Monetary Easing, Leveraged Payouts and Lack of Investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14958, Mar.
• Peydró, José-Luis & Maddaloni, Angela, 2020, "Negative Monetary Policy Rates and Systemic Banks’ Risk-Taking: Evidence from the Euro Area Securities Register," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14988, Jul.
• Laeven, Luc, 2020, "Pandemics, Intermediate Goods, and Corporate Valuation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15022, Jul.
• Ongena, Steven & Gropp, Reint & Rocholl, Jörg & Saadi, Vahid, 2020, "The Cleansing Effect of Banking Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15025, Aug.
• Pástor, LuboÅ¡ & Vorsatz, Blair, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15033, Jul.
• Glossner, Simon & Matos, Pedro Pinto & Ramelli, Stefano & Wagner, Alexander F., 2022, "Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15070, May.
• Acharya, Viral & Steffen, Sascha, 2020, "The risk of being a fallen angel and the corporate dash for cash in the midst of COVID," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15073, Jul.
• Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020, "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15088, Jul.
• Boyarchenko, Nina & Eisenbach, Thomas & Gupta, Pooja & Shachar, Or & Van Tassel, Peter, 2020, "Bank-Intermediated Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15097, Jul.
• Peydró, José-Luis & Fendoglu, Salih & Gulsen, Eda, 2020, "Global Liquidity and Impairment of Local Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15273, Sep.
• Peydró, José-Luis & Tripathy, Jagdish & Rodriguez Tous, Francesc & Uluc, Arzu, 2020, "Macroprudential Policy, Mortgage Cycles and Distributional Effects: Evidence from the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15275, Sep.
• Peydró, José-Luis & Jiménez, Gabriel & Kenan, Huremovic & Moral-Benito, Enrique & Vega-Redondo, Fernando, 2020, "Production and financial networks in interplay: Crisis evidence from supplier-customer and credit registers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15277, Sep.
• Monnet, Eric & Degorce, Victor, 2020, "The Great Depression as a Saving Glut," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15287, Sep.
• Altavilla, Carlo & Barbiero, Francesca & Boucinha, Miguel & Burlon, Lorenzo, 2020, "The Great Lockdown: pandemic response policies and bank lending conditions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15298, Sep.
• De Grauwe, Paul & Saka, Orkun & Ji, Yuemei, 2020, "Financial Policymaking after Crises: Public vs. Private Interest," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15413, Oct.
• Benigno, Gianluca & Akinci, Ozge & Del Negro, Marco & Queralto, Albert, 2020, "The Financial (In)Stability Real Interest Rate, R*," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15436, Nov.
• Peydró, José-Luis & Jiménez, Gabriel & Bedayo, Mikel & Vegas, Raquel, 2020, "Screening and Loan Origination Time: Lending Standards, Loan Defaults and Bank Failures," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15445, Nov.
• Peydró, José-Luis & Polo, Andrea & Sette, Enrico, 2020, "Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15473, Nov.
• Miller, Marcus, 2020, "Choosing the narrative? The shadow banking crisis in light of Covid," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15485, Nov.
• Fouliard, Jeremy & Howell, Michael & Rey, Hélène & Stavrakeva, Vania, 2022, "Answering the Queen: Machine Learning and Financial Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15618, Jan.
• Manuel Ángel Corrás-Arias, 2020, "Determinantes de la banca extranjera en España. Un análisis por país de origen," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 48-62, Enero.
• Barrell, Ray & Karim, Dilruba, 2020, "Banking Concentration And Financial Crises," National Institute Economic Review, National Institute of Economic and Social Research, volume 254, issue , pages 28-40, November.
• Bachar FAKHRY, 2020, "From optimism to pessimism: The stability of the Euro FX market in the short and long run," Journal of Economics and Political Economy, EconSciences Journals, volume 7, issue 4, pages 261-283, December.
• Bachar FAKHRY, 2020, "The Covid-19 pandemic uncertainty behavioural factor model," Turkish Economic Review, EconSciences Journals, volume 7, issue 4, pages 214-265, December.
• Muhammad Mustafa RASHID, 2020, "International financial credit crises; Lessons from Canada," Journal of Economics Bibliography, EconSciences Journals, volume 7, issue 2, pages 100-110, June.
• Dorothea Schäfer & Michael Stöckel & Henriette Weser, 2020, "Government Bonds: European Banks Still Display Strong Home Bias: Requiring Capital Backing Could Worsen Problem," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 15/16, pages 217-228.
• Dorothea Schäfer & Michael Stöckel & Henriette Weser, 2020, "Staatsanleihen: Home Bias europäischer Banken nach wie vor hoch – Pflicht zur Kapitalhinterlegung könnte Problem noch verschärfen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 15/16, pages 283-294.
• Christopher F. Baum & Caterina Forti Grazzini & Dorothea Schäfer, 2020, "Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1869.
• Dorothea Schäfer & Michael Stöckel & Henriette Weser, 2020, "Crisis Impact on the Diversity of Financial Portfolios: Evidence from European Citizens," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1899.
• Jon Frost & Hiro Ito & René van Stralen, 2020, "The effectiveness of macroprudential policies and capital controls against volatile capital inflows," Working Papers, DNB, number 686, Jun.
• George Overton & Olivier de Bandt, 2020, "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-15.
• Anne-Marie Rieu-Foucault, 2020, "Création du FED : réunir la gestion de la monnaie et de la liquidité," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-21.
• Behn, Markus & Rancoita, Elena & Rodriguez d’Acri, Costanza, 2020, "Macroprudential capital buffers – objectives and usability," Macroprudential Bulletin, European Central Bank, volume 11.
• Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020, "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, volume 11.
• Andreeva, Desislava & Bochmann, Paul & Couaillier, Cyril, 2020, "Financial market pressure as an impediment to the usability of regulatory capital buffers," Macroprudential Bulletin, European Central Bank, volume 11.
• Sylvestre, Julie & Coutinho, Cristina, 2020, "The use of the Eurosystem’s monetary policy instruments and its monetary policy implementation framework between the first quarter of 2018 and the fourth quarter of 2019," Occasional Paper Series, European Central Bank, number 245, Jun.
• Parisi, Laura & Chalamandaris, Dimitrios & Amamou, Raschid & Torstensson, Pär & Baumann, Andreas, 2020, "Liquidity in resolution: estimating possible liquidity gaps for specific banks in resolution and in a systemic crisis," Occasional Paper Series, European Central Bank, number 250, Nov.
• Grund, Sebastian & Nomm, Nele & Walch, Florian, 2020, "Liquidity in resolution: comparing frameworks for liquidity provision across jurisdictions," Occasional Paper Series, European Central Bank, number 251, Dec.
• Bubeck, Johannes & Maddaloni, Angela & Peydró, José-Luis, 2020, "Do banks invest in riskier securities in response to negative central bank interest rates?," Research Bulletin, European Central Bank, volume 70.
• Altavilla, Carlo & Motto, Roberto, 2020, "How do financial markets react to monetary policy signals?," Research Bulletin, European Central Bank, volume 73.
• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis & Smets, Frank, 2020, "Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers," Working Paper Series, European Central Bank, number 2349, Jan.
• Corbisiero, Giuseppe & Faccia, Donata, 2020, "Firm or bank weakness? Access to finance since the European sovereign debt crisis," Working Paper Series, European Central Bank, number 2361, Jan.
• Allen, Franklin & Covi, Giovanni & Gu, Xian & Kowalewski, Oskar & Montagna, Mattia, 2020, "The interbank market puzzle," Working Paper Series, European Central Bank, number 2374, Feb.
• Walther, Ansgar, 2020, "Financial policy in an exuberant world," Working Paper Series, European Central Bank, number 2380, Mar.
• Craig, Ben & Giuzio, Margherita & Paterlini, Sandra, 2020, "The effect of possible EU diversification requirements on the risk of banks’ sovereign bond portfolios," Working Paper Series, European Central Bank, number 2384, Mar.