Research classified by Journal of Economic Literature (JEL) codes

2017

• Elise S. Brezis, 2017, "The Revolving Door: State Connections and Inequality of Influence in the US Banking Sector," Working Papers, Bar-Ilan University, Department of Economics, number 2017-09, Sep.
• María Victoria Landaberry, 2017, "Factores determinantes de la probabilidad de no pago de deuda de los hogares uruguayos," Documentos de trabajo, Banco Central del Uruguay, number 2017011.
• Thomas Goda & Özlem Onaran & Engelbert Stockhammer, 2017, "Income Inequality and Wealth Concentration in the Recent Crisis," Development and Change, International Institute of Social Studies, volume 48, issue 1, pages 3-27, January.
• Marcello Pagnini & Paola Rossi & Valerio Vacca & Vincenzo Chiorazzo & Vincenzo D'Apice & Pierluigi Morelli & Giovanni Walter Puopolo, 2017, "Economic Activity and Credit Market Linkages: New Evidence From Italy," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 46, issue 3, pages 491-526, November.
• Mardi Dungey & Marius Matei & Matteo Luciani & David Veredas, 2017, "Surfing through the GFC: Systemic Risk in Australia," The Economic Record, The Economic Society of Australia, volume 93, issue 300, pages 1-19, March.
• Manuel Ammann & Kristian Blickle & Christian Ehmann, 2017, "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," European Financial Management, European Financial Management Association, volume 23, issue 1, pages 127-152, January, DOI: 10.1111/eufm.12092.
• Andreas Chouliaras & Theoharry Grammatikos, 2017, "Extreme Returns in the European financial crisis," European Financial Management, European Financial Management Association, volume 23, issue 4, pages 728-760, September, DOI: 10.1111/eufm.12112.
• Roberto Veneziani & Luca Zamparelli & Maria Nikolaidi & Engelbert Stockhammer, 2017, "Minsky Models: A Structured Survey," Journal of Economic Surveys, Wiley Blackwell, volume 31, issue 5, pages 1304-1331, December, DOI: 10.1111/joes.12222.
• George M. Constantinides & Anisha Ghosh, 2017, "Asset Pricing with Countercyclical Household Consumption Risk," Journal of Finance, American Finance Association, volume 72, issue 1, pages 415-460, February.
• Giovanni Favara & Mariassunta Giannetti, 2017, "Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market," Journal of Finance, American Finance Association, volume 72, issue 3, pages 1081-1118, June.
• ANDONE Diana & FATACEAN Gheorghe & MINTEUAN Paul, 2017, "Performance In The Energy Industry. A Comparative Analysis Between Transelectrica S.A And Enel Spa," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 2, pages 19-29, August.
• GABAN Lucian & RUS Ionut - Marius & FETITA Alin, 2017, "An Econometric Approach Of The Banking Risks - Case Of Central And Est European Countries," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 2, pages 73-86, August.
• VASIU Diana-Elena, 2017, "About Economic Value Added, Again. Did Something Change?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 69, issue 5, pages 160-170, December.
• Michael D. Bordo, 2017, "An historical perspective on financial stability and monetary policy regimes: A case for caution in central banks current obsession with financial stability," Working Paper, Norges Bank, number 2018/5, Dec.
• Raffaele Santioni & Fabio Schiantarelli & Philip E. Strahan, 2017, "Internal Capital Markets in Times of Crisis: The Benefit of Group Affiliation in Italy," Boston College Working Papers in Economics, Boston College Department of Economics, number 929, May, revised 20 Aug 2019.
• Peter Eckley & Matteo Benetton & Georgia Latsi & Nicola Garbarino & Liam Kirwin, 2017, "Specialisation in mortgage risk under Basel II," Bank of England working papers, Bank of England, number 639, Jan.
• Ambrogio Cesa-Bianchi & Fernando Eguren-Martin & Gregory Thwaites, 2017, "Foreign booms, domestic busts: the global dimension of banking crises," Bank of England working papers, Bank of England, number 644, Feb.
• Sebastian de Ramon & William Francis & Kristoffer Milonas, 2017, "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers, Bank of England, number 652, Mar.
• Jonathan Bridges & Christopher Jackson & Daisy McGregor, 2017, "Down in the slumps: the role of credit in five decades of recessions," Bank of England working papers, Bank of England, number 659, Apr.
• Marco Bardoscia & Paolo Barucca & Adam Brinley Codd & John Hill, 2017, "The decline of solvency contagion risk," Bank of England working papers, Bank of England, number 662, Jun.
• Joseph Noss & Lucas Pedace & Ondrej Tobek & Oliver Linton & Liam Crowley-Reidy, 2017, "The October 2016 sterling flash episode: when liquidity disappeared from one of the world’s most liquid markets," Bank of England working papers, Bank of England, number 687, Oct.
• Mike Anson & David Bholat & Miao Kang & Ryland Thomas, 2017, "The Bank of England as lender of last resort: new historical evidence from daily transactional data," Bank of England working papers, Bank of England, number 691, Nov.
• Somnath Chatterjee & Jeremy Chiu & Sinem Hacioglu-Hoke & Thibaut Duprey, 2017, "A financial stress index for the United Kingdom," Bank of England working papers, Bank of England, number 697, Dec.
• Yuliya Baranova & Jamie Coen & Joseph Noss & Pippa Lowe & Laura Silvestri, 2017, "Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds," Bank of England Financial Stability Papers, Bank of England, number 42, Jul.
• Evangelos Charalambakis & Yiannis Dendramis & Elias Tzavalis, 2017, "On the determinants of NPLS: lessons from Greece," Working Papers, Bank of Greece, number 220, Mar.
• Vasilis Siakoulis, 2017, "Fiscal policy effects on non-performing loan formation," Working Papers, Bank of Greece, number 224, May.
• Panagiotis Avramidis & Ioannis Asimakopoulos & Dimitris Malliaropulos & Nickolaos G. Travlos, 2017, "Group affiliation in periods of credit contraction and bank’s reaction: evidence from the Greek crisis," Working Papers, Bank of Greece, number 237, Dec.
• Hyeongwoo Kim & Kyunghwan Ko, 2017, "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers, Economic Research Institute, Bank of Korea, number 2017-14, May.
• Dahiru A. Balaa & Taro Takimotob, 2017, "Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 25-48, March.
• Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017, "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, volume 17, issue 1, pages 1-42, January, DOI: 10.1515/bejm-2015-0155.
• Chen Ray-Bing & Chen Yi-Chi & Chu Chi-Hsiang & Lee Kuo-Jung, 2017, "On the determinants of the 2008 financial crisis: a Bayesian approach to the selection of groups and variables," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-17, December, DOI: 10.1515/snde-2016-0107.
• Tatiana PETROVA & Corina GRIBINCEA, 2017, "Monetary Indicators Of The Financial Stability Of The Republic Of Moldova," Contemporary Economy Journal, Constantin Brancoveanu University, volume 2, issue 4, pages 117-124.
• Dirk Schoenmaker, 2017, "A macro approach to international bank resolution," Bruegel Policy Contributions, Bruegel, number 21231, Jul.
• Grégory Claeys & Konstantinos Efstathiou & Dirk Schoenmaker, 2017, "Spotting excessive regional house price growth and what to do about it," Bruegel Policy Contributions, Bruegel, number 22404, Oct.
• Paul J.J. Welfens & Samir Kadiric, 2017, "Neuere Finanzmarktaspekte von Bankenkrise, QE-Politik und EU-Bankenaufsicht," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei239, Jul.
• Patrick Kouontchou & Bertrand Maillet & Alejandro Modesto & Sessi Tokpavi, 2017, "Quand l’union fait la force : un indice de risque systémique," Revue économique, Presses de Sciences-Po, volume 68, issue HS1, pages 87-106.
• Paul Wachtel, 2017, "L'expansion du crédit : moteur de croissance ou prélude à la crise ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 95-106.
• Xavier Freixas, 2017, "Croissance du crédit, bulles rationnelles et efficience économique," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 147-170.
• Olena Havrylchyk & Marianne Verdier, 2017, "L'intermédiation financière à l'époque des FinTechs : le rôle des plateformes de crowdlending," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 207-222.
• André Babeau, 2017, "Les comportements financiers des Européens pendant la crise," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 297-308.
• Michel Aglietta & Xavier Timbeau, 2017, "Capitalisme et inégalités," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 21-43.
• Rémi Bazillier & Jérôme Héricourt & Samuel Ligonnière, 2017, "La relation circulaire entre inégalités de revenu et finance : tour d’horizon de la littérature et résultats récents," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 127-152.
• Emmanuel Carré & Élise Demange, 2017, "La revolving door dans les banques centrales," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 233-254.
• João M. Pinto & Mafalda C. Correia, 2017, "Are Covered Bonds Different from Asset Securitization Bonds?," Working Papers de Gestão (Management Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 01, Jun.
• Byrne, David & Kelly, Robert & O'Toole, Conor, 2017, "How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market," Research Technical Papers, Central Bank of Ireland, number 04/RT/17, Mar.
• Wosser, Michael, 2017, "What Drives Systemic Bank Risk in Europe: the balance sheet effect," Research Technical Papers, Central Bank of Ireland, number 08/RT/17, Oct.
• McCann, Fergal, 2017, "Resolving a Non-Performing Loan crisis: The ongoing case of the Irish mortgage market," Research Technical Papers, Central Bank of Ireland, number 10/RT/17, Dec.
• Fabio Berton & Matteo Richiardi & Sauro Mocetti & Andrea Presbitero, 2017, "Banks, firms and jobs," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 154.
• Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017, ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2017/12, Sep.
• Pablo Schiaffino & Ricardo Crespo & Daniel Heymann, 2017, "Processing uncertainty: Evolving beliefs, fallible theories, rationalizations and the origins of macroeconomic crises," Journal of Applied Economics, Universidad del CEMA, volume 20, pages 305-328, November.
• Jef Boeckx & Maite De Sola Perea & Gert Peersman, 2017, "The Transmission Mechanism of Credit Support Policies in the Euro Area," CESifo Working Paper Series, CESifo, number 6442.
• Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost & Evžen Kočenda, 2017, "Networks of Volatility Spillovers among Stock Markets," CESifo Working Paper Series, CESifo, number 6476.
• António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017, ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series, CESifo, number 6691.
• Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2017, "Uncertainty Across Volatility Regimes," CESifo Working Paper Series, CESifo, number 6799.
• Zeno Enders & Hendrik Hakenes, 2017, "Market Depth, Leverage, and Speculative Bubbles," CESifo Working Paper Series, CESifo, number 6806.
• Christopher Weber, 2017, "The Collateral Policy of Central Banks - An Analysis Focusing on the Eurosystem," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, October.
• Stephan Kohns, 2017, "Monetary Policy and Financial Stability," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 17-18, April.
• Lucrezia Reichlin, 2017, "Non-Standard Monetary Policy and Financial Stability," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 25-27, April.
• Manuel Funke & Christoph Trebesch, 2017, "Financial Crises and the Populist Right," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 04, pages 06-09, December.
• Wolfgang Nierhaus & Timo Wollmershäuser, 2016, "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
• Enrico Marelli & Signorelli Marcello, 2017, "Young People in Crisis Times: Comparative Evidence and Policies," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 18, issue 02, pages 19-25, July.
• Jörg Rocholl & Markus Demary & Iris Bethge & Silvio Andrae & Martin Hellmich & Federico Foders & Jan Ceyssens, 2017, "Bankenmarkt: Droht ein neuer Deregulierungswettbewerb mit Risiken für die europäischen Banken?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 15, pages 03-18, August.
• Markus Taube & Wolfgang Wiegard & Christoph Kaserer & Daniel Stelter, 2017, "Ten Years After: Eine Bilanz der Finanz- und Weltwirtschaftskrise," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 70, issue 17, pages 03-16, September.
• André Diniz & Bernardo Guimaraes, 2017, "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," Discussion Papers, Centre for Macroeconomics (CFM), number 1705, Jan.
• Ambrogio Cesa-Bianchi & Fernando Eguren Martin & Gregory Thwaites, 2017, "Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises," Discussion Papers, Centre for Macroeconomics (CFM), number 1708, Jan.
• Marcus Miller & Lei Zhang & Songklod Rastapana, 2017, "Subprime assets and financial crisis: theory, policy and the law," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 340.
• Ally Quan Zhang, 2017, "Recovery is Never Easy - Dynamics and Multiple Equilibria with Financial Arbitrage, Production and Collateral Constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-02, Jan.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2017, "Re-Use of Collateral: Leverage, Volatility, and Welfare," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-04, Feb.
• Zhang Qun & Didier Sornette & Hao Zhang, 2017, "Anticipating Critical Transitions of Chinese Housing Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-18, May.
• Michael Schatz & Didier Sornette, 2017, "Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-21, Jun.
• Damian Smug & Peter Ashwin & Didier Sornette, 2017, "Predicting Financial Market Crashes Using Ghost Singularities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-23, Jun.
• Jerome L Kreuser & Didier Sornette, 2017, "Super-Exponential RE Bubble Model with Efficient Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-33, Nov.
• Damian Smug & Didier Sornette & Peter Ashwin, 2017, "A Generalized 2D-Dynamical Mean-Field Ising Model with a Rich Set of Bifurcations (Inspired and Applied to Financial Crises)," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-34, Nov.
• Magdalena Tywoniuk, 2017, "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-45, Sep.
• Diane Pierret & Roberto Steri, 2017, "Stressed Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-58, Nov.
• Ally Zhang, 2017, "Arbitrage Crashes, Financial Accelerator, and Sudden Market Freezes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-62, Nov, revised Jan 2018.
• Tobias Dieler & Loriano Mancini, 2018, "Ignorance Is Bliss? Anonymous Lending with Roll over Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-06, Mar.
• Guilherme Demos & Didier Sornette, 2018, "Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-20, Mar.
• Rémi Bazillier & Jérôme Héricourt & Samuel Ligonnière, 2017, "Structure of Income Inequality and Household Leverage: Theory and Cross-Country Evidence," Working Papers, CEPII research center, number 2017-01, Feb.
• Sofiane Aboura & Bjoern van Roye, 2017, "Financial stress and economic dynamics: The case of France," International Economics, CEPII research center, issue 149, pages 57-73.
• Rémi Bazillier & Jérôme Héricourt & Samuel Ligonnière, 2017, "Les inégalités, un moteur du crédit aux ménages," La Lettre du CEPII, CEPII research center, issue 379.
• Christophe Destais, 2017, "Are State-Contingent Sovereign Bonds the Solution to Avoid Government Debt Crisis?," CEPII Policy Brief, CEPII research center, number 2017-19, Nov.
• Tjeerd M. Boonman & Jan P.A.M. Jacobs & Gerard H. Kuper & Alberto Romero, 2017, "Early Warning Systems for Currency Crises with Real-Time Data," CIRANO Working Papers, CIRANO, number 2017s-18, Oct.
• Damiano Bruno Silipo & Giovanni Verga & Sviatlana Hlebik, 2017, "Confidence And Overconfidence In Banking," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201703, Apr.
• Ludmila PROFIR, 2017, "Financial Performance Analysis Based On The Profit And Loss Statement," Law, Society & Organisations, Romanian Foundation for Business Intelligence, Editorial Department, issue 2 (1/2017, pages 47-51, July.
• Stela JAKOVA, 2017, "Dividend Payment Behaviour Of Companies Due To Change Of Dividend Tax Rate In Romania," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 9, pages 7-15, June.
• Eva Hromadkova & Oldrich Koza & Petr Polak, 2017, "The bank lending survey," Occasional Publications - Chapters in Edited Volumes, Czech National Bank, Research and Statistics Department, chapter 0, "CNB Financial Stability Report 2016/2017".
• Keiichiro Kobayashi & Tomoyuki Nakajima, 2017, "A macroeconomic model of liquidity crises," CIGS Working Paper Series, The Canon Institute for Global Studies, number 17-010E, Oct.
• E. Panetti & LG Deidda, 2017, "Banks' Liquidity Management and Systemic Risk," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201705.
• María Isabel Cambón Murcia & José Luis Cano Coello & Jesús González Redondo, 2017, "Measuring liquidity of Spanish debt," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Joseph J. French & Rodrigo Taborda, 2017, "Disentangling the relationship between liquidity and returns in Latin America," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15606, May.
• Martin Grandes & Damia?n Galinsky, 2017, "How can the risk from the mismatch between inflation rates in mortgage and labor markets be mitigated?," Revista Ecos de Economía, Universidad EAFIT, volume 21, issue 45, pages 40-68, DOI: 10.17230/ecos.2017.45.3.
• Thomas Goda, 2017, "A comparative review of the role of income inequality in economic crisis theories and its contribution to the financial crisis of 2007-2009," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 9, issue 1, pages 151-174.
• Svensson, Lars E.O., 2017, "Cost-Benefit Analysis of Leaning Against the Wind," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11739, Jan.
• Svensson, Lars E.O., 2017, "How Robust Is the Result That the Cost of "Leaning Against the Wind" Exceeds the Benefit? Response to Adrian and Liang," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11744, Jan.
• Weber, Martin & Dorn, Daniel, 2017, "Losing Trust in Money Doctors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11859, Feb.
• Timmermann, Allan & Schmidt, Lawrence & , & Wermers, Russ, 2017, "Transparency, Investor Information Acquisition, and Money Market Fund Risk Rebalancing during the 2011-12 Eurozone Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11895, Mar.
• Taylor, Alan M. & Jordà , Ã’scar & Richter, Björn & Schularick, Moritz, 2017, "Bank Capital Redux: Solvency, Liquidity, and Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11934, Mar.
• Massa, Massimo & Manconi, Alberto & Kempf, Elisabeth, 2017, "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11993, Apr.
• Marino, Immacolata & D'Onofrio, Alexandra & Bruno, Brunella, 2017, "Determinants of bank lending in Europe and the United States: Evidence from crisis and post-crisis years," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12002, Apr.
• Beck, Thorsten & De Jonghe, Olivier & Mulier, Klaas, 2017, "Bank sectoral concentration and (systemic) risk: Evidence from a worldwide sample of banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12009, Apr.
• Polo, Andrea & Peydró, José-Luis & Sette, Enrico, 2017, "Monetary Policy at Work: Security and Credit Application Registers Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12011, Apr.
• Panizza, Ugo & Asis, Gonzalo & Alfaro, Laura & Chari, Anusha, 2017, "Lessons Unlearned? Corporate Debt in Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12038, May.
• Orphanides, Athanasios, 2017, "The Fiscal-Monetary Policy Mix in the Euro Area: Challenges at the Zero Lower Bound," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12039, May.
• Grossman, Richard, 2017, "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12042, May.
• Beck, Thorsten & Da-Rocha-Lopes, Samuel & Silva, Andre F., 2017, "Sharing the Pain? Credit Supply and Real Effects of Bank Bail-ins," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12058, May.
• Taylor, Alan M. & Obstfeld, Maurice, 2017, "International Monetary Relations: Taking Finance Seriously," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12079, Jun.
• Amiti, Mary & McGuire, Patrick & Weinstein, David, 2017, "Supply- and Demand-side Factors in Global Banking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12091, Jun.
• Rancière, Romain & Heipertz, Jonas & Ouazad, Amine & Valla, Natacha, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12134, Jul.
• Benito, Enrique & Banal-Estanol, Albert & Khametshin, Dmitry, 2017, "Asset encumbrance and bank risk: First evidence from public disclosures in Europe," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12168, Jul.
• Ghysels, Eric & Chabot, Benjamin & Kurz, Christopher & Brownlees, Christian, 2017, "Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12178, Jul.
• Schularick, Moritz & Wachtel, Paul & Richter, Björn, 2017, "When to Lean Against the Wind," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12188, Jul.
• Svensson, Lars E.O., 2017, "Leaning Against the Wind: Costs and Benefits, Effects on Debt, Leaning in DSGE Models, and a Framework for Comparison of Result," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12226, Aug.
• Albanesi, Stefania & De Giorgi, Giacomo & Nosal, Jaromir, 2017, "Credit Growth and the Financial Crisis: A New Narrative," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12230, Aug.
• Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong, 2017, "Intraday Market Making with Overnight Inventory Costs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12245, Aug.
• Svensson, Lars E.O., 2017, "Leaning Against the Wind: The Role of Different Assumptions About the Costs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12249, Aug.
• van Wijnbergen, Sweder & Kiewiet, Gera & van Lelyveld, Iman Paul Pieter, 2017, "Contingent Convertibles: Can the Market handle them?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12359, Oct.
• Schnabel, Isabel & Brunnermeier, Markus & Rother, Simon, 2017, "Asset Price Bubbles and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12362, Oct.
• Nagel, Stefan & Vissing-Jørgensen, Annette & Krishnamurthy, Arvind, 2017, "ECB Policies Involving Government Bond Purchases: Impacts and Channels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12399, Oct.
• Bolton, Patrick & Avdjiev, Stefan & Bogdanova, Bilyana & Jiang, Wei & Kartasheva, Anastasia, 2017, "CoCo Issuance and Bank Fragility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12418, Nov.
• Adrian, Tobias, 2017, "Risk Management and Regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12422, Nov.
• Michaelides, Alexander & Kokas, Sotirios & Gupta, Abhimanyu, 2017, "Credit Market Spillovers: Evidence from a Syndicated Loan Market Network," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12424, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12460, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12461, Nov.
• Cecchetti, Stephen & Schoenholtz, Kermit L., 2017, "Regulatory Reform: A Scorecard," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12465, Nov.
• Claudia Keser & Asri Özgümüs & Emmanuel Peterle & Martin Schmidt, 2017, "An experimental investigation of rating-market regulation," Working Papers, CRESE, number 2017-07, Mar, DOI: https://doi.org/10.1016/j.jebo.2017.
• Salvatore Perdichizzi, 2017, "The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def059, May.
• Gunes Gokmen & Tommaso Nannicini & Massimiliano Gaetano Onorato & Chris Papageorgiou, 2017, "Policies in Hard Times: Assessing the Impact of Financial Crises on Structural Reforms," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def061, Sep.
• Petit, Nuria & Serrano, Pedro & Lafuente Luengo, Juan Ángel, 2017, "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 24553, May.
• Colvin, Christopher L., 2017, "Banking on a Religious Divide: Accounting for the Success of the Netherlands' Raiffeisen Cooperatives in the Crisis of the 1920s," The Journal of Economic History, Cambridge University Press, volume 77, issue 3, pages 866-919, September.
• Piroska, Dóra, 2017, "Funding Hungary: Exposing Normal and Dysfunctional Crisis Management," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2017/01, Feb.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2017, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2076, Feb.
• Aleksandar NAUMOSKI & Sasho ARSOV & Stevan GABER & Vasilka GABER-NAUMOSKA, 2017, "Diminishing Inter-Linkages of the South East European Stock Markets," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 91-108.
• Christian Hecker, 2017, "From “Usury” to “Financial Alchemy:” Martin Luther’s Economic Writings Revisited," Journal of Contextual Economics (JCE) – Schmollers Jahrbuch, Duncker & Humblot, Berlin, volume 137, issue 3, pages 301-329, DOI: 10.3790/jce.137.3.301.
• Dominik Meyland & Dorothea Schäfer, 2017, "Risk Weighting for Government Bonds: Challenge for Italian Banks," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 28/29, pages 283-290.
• Corporate author, 2017, "Capital Requirements for New Government Bond Purchases Only Could Be a Reasonable Strategy: Interview with Dorothea Schäfer," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, volume 7, issue 28/29, pages 291-291.
• Dorothea Schäfer & Andreas Stephan, 2017, "Innovation and Investment Funding in the Post-Crisis Period: Have Financing Patterns and Financial Constraints of German Firms Changed?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 1, pages 129-142, DOI: 10.3790/vjh.86.1.129.
• Andreas Breitenfellner & Helene Schuberth, 2017, "Europe Needs More than a Capital Markets Union: Focus on the Integration of Euro Area Sovereign Debt Markets," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 9-20, DOI: 10.3790/vjh.86.2.9.
• Hans-Helmut Kotz & Willi Semmler & Ibrahim Tahri, 2017, "Capital Markets Union and Monetary Policy Performance: Comes Financial Market Variety at a Cost?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 41-59, DOI: 10.3790/vjh.86.2.41.
• Paolo D’Imperio & Waltraud Schelkle, 2017, "What Difference Would a Capital Markets Union Make for Risk-Sharing in the EU?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 2, pages 77-88, DOI: 10.3790/vjh.86.2.77.
• Dominik Meyland & Dorothea Schäfer, 2017, "Risikogewichtung für EU-Staatsanleihen: Herausforderung für italienische Banken," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 84, issue 28, pages 575-582.
• Dorothea Schäfer & Andreas Stephan & Khanh Trung Hoang, 2017, "The Cost Channel Effect of Monetary Transmission: How Effective Is the ECB’s Low Interest Rate Policy for Increasing Inflation?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1654.
• Jean Barthélémy & Vincent Bignon & Benoît Nguyen, 2017, "Illiquid Collateral and Bank Lending during the European Sovereign Debt Crisis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-21.
• Anne-Marie Rieu-Foucault, 2017, "Point sur la fourniture de liquidié publique," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-27.
• Raphaël Hekimian, 2017, "The French banking sector during the interwar: What lessons can be drawn from the stock market?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-3.
• DIMITRIOU, Georgia & METAXAS, Theodore, 2017, "The Collapse Of Icelandic Banks: Was It Really A Surprise?," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 17, issue 1, pages 57-70.
• Frutos de Andres, Juan Carlos & Papsdorf, Patrick & Arciero, Luca & Hellqvist, Matti & Heyvaert, Patrick & Kaliontzoglou, Alexandros & König, Ronald & Korpinen, Kasperi & Martin, Clement & Müller, Ale, 2017, "Stress-Testing of liquidity risk in TARGET2," Occasional Paper Series, European Central Bank, number 183, Feb.
• Alvarez, Inmaculada & Casavecchia, Fabio & Luca, Marino De & Duering, Alexander & Eser, Fabian & Helmus, Caspar & Hemous, Christophe & Herrala, Niko & Jakovicka, Julija & Russo, Michelina Lo & Pasqual, 2017, "The use of the Eurosystem’s monetary policy instruments and operational framework since 2012," Occasional Paper Series, European Central Bank, number 188, May.
• Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017, "A new database for financial crises in European countries," Occasional Paper Series, European Central Bank, number 194, Jul.
• Baldo, Luca & Hallinger, Benoît & Helmus, Caspar & Herrala, Niko & Martins, Débora & Mohing, Felix & Petroulakis, Filippos & Resinek, Marc & Vergote, Olivier & Usciati, Benoît & Wang, Yizhou, 2017, "The distribution of excess liquidity in the euro area," Occasional Paper Series, European Central Bank, number 200, Nov.
• Corradin, Stefano, 2017, "Is collateral eligibility priced?," Research Bulletin, European Central Bank, volume 31.
• Leonello, Agnese, 2017, "Government guarantees and the bank-sovereign nexus," Research Bulletin, European Central Bank, volume 35.
• Kok, Christoffer & Hałaj, Grzegorz & Hüser, Anne-Caroline & Perales, Cristian & van der Kraaij, Anton, 2017, "The systemic implications of bail-in: a multi-layered network approach," Working Paper Series, European Central Bank, number 2010, Feb.
• Lo Duca, Marco & Adam, Tomáš, 2017, "Modeling euro area bond yields using a time-varying factor model," Working Paper Series, European Central Bank, number 2012, Feb.
• Sarlin, Peter & von Schweinitz, Gregor, 2017, "Optimizing policymakers' loss functions in crisis prediction: before, within or after?," Working Paper Series, European Central Bank, number 2025, Feb.
• Kok, Christoffer & Pancaro, Cosimo & Mirza, Harun, 2017, "Macro stress testing euro area banks' fees and commissions," Working Paper Series, European Central Bank, number 2029, Feb.
• Svensson, Lars E. O., 2017, "How robust is the result that the cost of "leaning against the wind" exceeds the benefit?," Working Paper Series, European Central Bank, number 2031, Feb.
• Neuhann, Daniel, 2017, "Macroeconomic effects of secondary market trading," Working Paper Series, European Central Bank, number 2039, Mar.
• Duprey, Thibaut & Klaus, Benjamin, 2017, "How to predict financial stress? An assessment of Markov switching models," Working Paper Series, European Central Bank, number 2057, May.
• Corradin, Stefano & Maddaloni, Angela, 2017, "The importance of being special: repo markets during the crisis," Working Paper Series, European Central Bank, number 2065, May.
• Leonello, Agnese, 2017, "Government guarantees and the two-way feedback between banking and sovereign debt crises," Working Paper Series, European Central Bank, number 2067, May.
• Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017, "The leverage ratio, risk-taking and bank stability," Working Paper Series, European Central Bank, number 2079, Jun.
• Altavilla, Carlo & Boucinha, Miguel & Peydró, José-Luis, 2017, "Monetary policy and bank profitability in a low interest rate environment," Working Paper Series, European Central Bank, number 2105, Oct.
• Gräb, Johannes & Żochowski, Dawid, 2017, "The international bank lending channel of unconventional monetary policy," Working Paper Series, European Central Bank, number 2109, Nov.
• Schumacher, Malte D. & Żochowski, Dawid, 2017, "The risk premium channel and long-term growth," Working Paper Series, European Central Bank, number 2114, Dec.
• Cornille, David & Rycx, François & Tojerow, Ilan, 2017, "The employment consequences of SMEs’ credit constraints in the wake of the Great Recession," Working Paper Series, European Central Bank, number 2117, Dec.
• Bena, Jan & Dinc, Serdar & Erel, Isil, 2017, "Multinational Firms and the International Transmission of Crises: The Real Economy Channel," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-11, Mar.
• Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Dinc, Serdar, 2017, "The Politics of Foreclosures," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-21, Oct.
• Li, Ye, 2017, "Procyclical Finance: The Money View," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-24, Nov.
• Orlov, Dmitry & Zryumov, Pavel & Skrzypacz, Andrzej, 2017, "Design of Macro-prudential Stress Tests," Research Papers, Stanford University, Graduate School of Business, number 3548, May.
• Bernstein, Shai & Lerner, Josh & Mezzanotti, Filippo, 2017, "Private Equity and Financial Fragility During the Crisis," Research Papers, Stanford University, Graduate School of Business, number 3563, Jul.
• Foarta, Dana, 2017, "The Limits to Partial Banking Unions: A Political Economy Approach," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3189, Nov.
• Krishnamurthy, Arvind & Nagel, Stefan & Vissing-Jorgensen, Annette, 2017, "ECB Policies Involving Government Bond Purchases: Impact and Channels," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3578, Sep.
• Krishnamurthy, Arvind & Muir, Tyler, 2017, "How Credit Cycles across a Financial Crisis," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3579, Aug.
• Anita Hasli & Nurhani Aba Ibrahim & Catherine S. F. Ho, 2017, "The Effect of Financial Crisis and Macroeconomic Factors on Foreign Direct Investment in Developing Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 31-36.
• Andr Tomfort, 2017, "Detecting Asset Price Bubbles: A Multifactor Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 46-55.
• Abdulazeez Y. H. Saif-Alyousf & Asish Saha & Rohani Md-Rus, 2017, "Shareholders' Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 97-105.