Research classified by Journal of Economic Literature (JEL) codes

2012

• Xue, Yi & He, Yin & Shao, Xinjian, 2012, "Butterfly effect: The US real estate market downturn and the Asian recession," Finance Research Letters, Elsevier, volume 9, issue 2, pages 92-102, DOI: 10.1016/j.frl.2012.02.003.
• Wilson, Linus & Wu, Yan Wendy, 2012, "Escaping TARP," Journal of Financial Stability, Elsevier, volume 8, issue 1, pages 32-42, DOI: 10.1016/j.jfs.2011.02.002.
• Battiston, Stefano & Gatti, Domenico Delli & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012, "Default cascades: When does risk diversification increase stability?," Journal of Financial Stability, Elsevier, volume 8, issue 3, pages 138-149, DOI: 10.1016/j.jfs.2012.01.002.
• Chor, Davin & Manova, Kalina, 2012, "Off the cliff and back? Credit conditions and international trade during the global financial crisis," Journal of International Economics, Elsevier, volume 87, issue 1, pages 117-133, DOI: 10.1016/j.jinteco.2011.04.001.
• Bricongne, Jean-Charles & Fontagné, Lionel & Gaulier, Guillaume & Taglioni, Daria & Vicard, Vincent, 2012, "Firms and the global crisis: French exports in the turmoil," Journal of International Economics, Elsevier, volume 87, issue 1, pages 134-146, DOI: 10.1016/j.jinteco.2011.07.002.
• Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012, "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, volume 87, issue 1, pages 162-177, DOI: 10.1016/j.jinteco.2011.12.001.
• Lim, Andrew E.B. & Watewai, Thaisiri, 2012, "Optimal investment and consumption when regime transitions cause price shocks," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 3, pages 551-566, DOI: 10.1016/j.insmatheco.2012.07.011.
• Vivian, Andrew & Wohar, Mark E., 2012, "Commodity volatility breaks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 2, pages 395-422, DOI: 10.1016/j.intfin.2011.12.003.
• Arghyrou, Michael G. & Kontonikas, Alexandros, 2012, "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 658-677, DOI: 10.1016/j.intfin.2012.03.003.
• Baur, Dirk G., 2012, "Financial contagion and the real economy," Journal of Banking & Finance, Elsevier, volume 36, issue 10, pages 2680-2692, DOI: 10.1016/j.jbankfin.2011.05.019.
• Duca, Eric & Dutordoir, Marie & Veld, Chris & Verwijmeren, Patrick, 2012, "Why are convertible bond announcements associated with increasingly negative issuer stock returns? An arbitrage-based explanation," Journal of Banking & Finance, Elsevier, volume 36, issue 11, pages 2884-2899, DOI: 10.1016/j.jbankfin.2012.03.019.
• López-Espinosa, Germán & Moreno, Antonio & Rubia, Antonio & Valderrama, Laura, 2012, "Short-term wholesale funding and systemic risk: A global CoVaR approach," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3150-3162, DOI: 10.1016/j.jbankfin.2012.04.020.
• Aebi, Vincent & Sabato, Gabriele & Schmid, Markus, 2012, "Risk management, corporate governance, and bank performance in the financial crisis," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3213-3226, DOI: 10.1016/j.jbankfin.2011.10.020.
• Duan, Jin-Chuan & Van Laere, Elisabeth, 2012, "A public good approach to credit ratings – From concept to reality," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3239-3247, DOI: 10.1016/j.jbankfin.2012.03.012.
• Bedendo, Mascia & Bruno, Brunella, 2012, "Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3260-3273, DOI: 10.1016/j.jbankfin.2012.07.011.
• Bretschger, Lucas & Kappel, Vivien & Werner, Therese, 2012, "Market concentration and the likelihood of financial crises," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3336-3345, DOI: 10.1016/j.jbankfin.2012.07.016.
• Alter, Adrian & Schüler, Yves S., 2012, "Credit spread interdependencies of European states and banks during the financial crisis," Journal of Banking & Finance, Elsevier, volume 36, issue 12, pages 3444-3468, DOI: 10.1016/j.jbankfin.2012.08.002.
• Szafarz, Ariane, 2012, "Financial crises in efficient markets: How fundamentalists fuel volatility," Journal of Banking & Finance, Elsevier, volume 36, issue 1, pages 105-111, DOI: 10.1016/j.jbankfin.2011.06.008.
• Câmara, António & Popova, Ivilina & Simkins, Betty, 2012, "A comparative study of the probability of default for global financial firms," Journal of Banking & Finance, Elsevier, volume 36, issue 3, pages 717-732, DOI: 10.1016/j.jbankfin.2011.02.019.
• Cubillas, Elena & Fonseca, Ana Rosa & González, Francisco, 2012, "Banking crises and market discipline: International evidence," Journal of Banking & Finance, Elsevier, volume 36, issue 8, pages 2285-2298, DOI: 10.1016/j.jbankfin.2012.04.011.
• Chiu, Junmao & Chung, Huimin & Ho, Keng-Yu & Wang, George H.K., 2012, "Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2660-2671, DOI: 10.1016/j.jbankfin.2012.06.003.
• Clarke, George R.G. & Cull, Robert & Kisunko, Gregory, 2012, "External finance and firm survival in the aftermath of the crisis: Evidence from Eastern Europe and Central Asia," Journal of Comparative Economics, Elsevier, volume 40, issue 3, pages 372-392, DOI: 10.1016/j.jce.2012.01.003.
• Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012, "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 446-460, DOI: 10.1016/j.jebo.2012.02.014.
• Sordi, Serena & Vercelli, Alessandro, 2012, "Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 544-557, DOI: 10.1016/j.jebo.2012.05.012.
• Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro, 2012, "Structural contagion and vulnerability to unexpected liquidity shortfalls," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 558-569, DOI: 10.1016/j.jebo.2012.05.014.
• Galbiati, Marco & Soramäki, Kimmo, 2012, "Clearing networks," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 609-626, DOI: 10.1016/j.jebo.2012.05.013.
• Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012, "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 627-646, DOI: 10.1016/j.jebo.2012.05.016.
• Kalbaska, A. & Gątkowski, M., 2012, "Eurozone sovereign contagion: Evidence from the CDS market (2005–2010)," Journal of Economic Behavior & Organization, Elsevier, volume 83, issue 3, pages 657-673, DOI: 10.1016/j.jebo.2012.05.010.
• Wilson, Linus, 2012, "Anchoring bias in the TARP warrant negotiations," Journal of Economics and Business, Elsevier, volume 64, issue 1, pages 63-76, DOI: 10.1016/j.jeconbus.2011.03.002.
• Ding, Liang & Pu, Xiaoling, 2012, "Market linkage and information spillover: Evidence from pre-crisis, crisis, and recovery periods," Journal of Economics and Business, Elsevier, volume 64, issue 2, pages 145-159, DOI: 10.1016/j.jeconbus.2011.11.001.
• Fostel, Ana & Geanakoplos, John, 2012, "Why does bad news increase volatility and decrease leverage?," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 501-525, DOI: 10.1016/j.jet.2011.07.001.
• Chen, Huafeng (Jason) & Chen, Shaojun (Jenny), 2012, "Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series," Journal of Financial Economics, Elsevier, volume 103, issue 2, pages 393-410, DOI: 10.1016/j.jfineco.2011.08.009.
• Dick-Nielsen, Jens & Feldhütter, Peter & Lando, David, 2012, "Corporate bond liquidity before and after the onset of the subprime crisis," Journal of Financial Economics, Elsevier, volume 103, issue 3, pages 471-492, DOI: 10.1016/j.jfineco.2011.10.009.
• Gorton, Gary & Metrick, Andrew, 2012, "Securitized banking and the run on repo," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 425-451, DOI: 10.1016/j.jfineco.2011.03.016.
• Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012, "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 452-468, DOI: 10.1016/j.jfineco.2011.05.005.
• Mitchell, Mark & Pulvino, Todd, 2012, "Arbitrage crashes and the speed of capital," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 469-490, DOI: 10.1016/j.jfineco.2011.09.002.
• Allen, Franklin & Babus, Ana & Carletti, Elena, 2012, "Asset commonality, debt maturity and systemic risk," Journal of Financial Economics, Elsevier, volume 104, issue 3, pages 519-534, DOI: 10.1016/j.jfineco.2011.07.003.
• Beltratti, Andrea & Stulz, René M., 2012, "The credit crisis around the globe: Why did some banks perform better?," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 1-17, DOI: 10.1016/j.jfineco.2011.12.005.
• Friewald, Nils & Jankowitsch, Rainer & Subrahmanyam, Marti G., 2012, "Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises," Journal of Financial Economics, Elsevier, volume 105, issue 1, pages 18-36, DOI: 10.1016/j.jfineco.2012.02.001.
• Bates, David S., 2012, "U.S. stock market crash risk, 1926–2010," Journal of Financial Economics, Elsevier, volume 105, issue 2, pages 229-259, DOI: 10.1016/j.jfineco.2012.03.004.
• Berger, Dave & Pukthuanthong, Kuntara, 2012, "Market fragility and international market crashes," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 565-580, DOI: 10.1016/j.jfineco.2012.03.009.
• Agarwal, Sumit & Chang, Yan & Yavas, Abdullah, 2012, "Adverse selection in mortgage securitization," Journal of Financial Economics, Elsevier, volume 105, issue 3, pages 640-660, DOI: 10.1016/j.jfineco.2012.05.004.
• Duchin, Ran & Sosyura, Denis, 2012, "The politics of government investment," Journal of Financial Economics, Elsevier, volume 106, issue 1, pages 24-48, DOI: 10.1016/j.jfineco.2012.04.009.
• Grundy, Bruce D. & Lim, Bryan & Verwijmeren, Patrick, 2012, "Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban," Journal of Financial Economics, Elsevier, volume 106, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2012.05.013.
• Blackburn, McKinley L. & Vermilyea, Todd, 2012, "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, volume 21, issue 2, pages 151-168, DOI: 10.1016/j.jhe.2012.04.003.
• Sentance, Andrew & Taylor, Mark P. & Wieladek, Tomasz, 2012, "How the UK economy weathered the financial storm," Journal of International Money and Finance, Elsevier, volume 31, issue 1, pages 102-123, DOI: 10.1016/j.jimonfin.2011.11.007.
• Berkmen, S. Pelin & Gelos, Gaston & Rennhack, Robert & Walsh, James P., 2012, "The global financial crisis: Explaining cross-country differences in the output impact," Journal of International Money and Finance, Elsevier, volume 31, issue 1, pages 42-59, DOI: 10.1016/j.jimonfin.2011.11.002.
• Hwang, Yu-Ning, 2012, "Financial friction in an emerging economy," Journal of International Money and Finance, Elsevier, volume 31, issue 2, pages 212-227, DOI: 10.1016/j.jimonfin.2011.11.001.
• Delatte, Anne-Laure & Gex, Mathieu & López-Villavicencio, Antonia, 2012, "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 481-497, DOI: 10.1016/j.jimonfin.2011.10.008.
• Grammatikos, Theoharry & Vermeulen, Robert, 2012, "Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates," Journal of International Money and Finance, Elsevier, volume 31, issue 3, pages 517-533, DOI: 10.1016/j.jimonfin.2011.10.004.
• Calomiris, Charles W. & Love, Inessa & Martínez Pería, María Soledad, 2012, "Stock returns’ sensitivities to crisis shocks: Evidence from developed and emerging markets," Journal of International Money and Finance, Elsevier, volume 31, issue 4, pages 743-765, DOI: 10.1016/j.jimonfin.2012.01.002.
• Kannan, Prakash, 2012, "Credit conditions and recoveries from financial crises," Journal of International Money and Finance, Elsevier, volume 31, issue 5, pages 930-947, DOI: 10.1016/j.jimonfin.2011.11.017.
• Olson, Eric & Miller, Scott & Wohar, Mark E., 2012, "“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1339-1357, DOI: 10.1016/j.jimonfin.2012.02.004.
• Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio L., 2012, "How resilient and countercyclical were emerging economies during the global financial crisis?," Journal of International Money and Finance, Elsevier, volume 31, issue 8, pages 2052-2077, DOI: 10.1016/j.jimonfin.2012.05.007.
• Bordo, Michael D. & Meissner, Christopher M., 2012, "Does inequality lead to a financial crisis?," Journal of International Money and Finance, Elsevier, volume 31, issue 8, pages 2147-2161, DOI: 10.1016/j.jimonfin.2012.05.006.
• Choi, Jin W., 2012, "The Effectiveness of the Small Business Lending Fund (SBLF) Program During the 2007–2010 Financial Crisis," The Journal of Economic Asymmetries, Elsevier, volume 9, issue 2, pages 59-76, DOI: 10.1016/j.jeca.2012.02.004.
• Lin, Chien-Hsiu, 2012, "The comovement between exchange rates and stock prices in the Asian emerging markets," International Review of Economics & Finance, Elsevier, volume 22, issue 1, pages 161-172, DOI: 10.1016/j.iref.2011.09.006.
• Francis, Bill B. & Hasan, Iftekhar & Wu, Qiang, 2012, "Do corporate boards matter during the current financial crisis?," Review of Financial Economics, Elsevier, volume 21, issue 2, pages 39-52, DOI: 10.1016/j.rfe.2012.03.001.
• Gangl, Katharina & Kastlunger, Barbara & Kirchler, Erich & Voracek, Martin, 2012, "Confidence in the economy in times of crisis: Social representations of experts and laypeople," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 41, issue 5, pages 603-614, DOI: 10.1016/j.socec.2012.05.018.
• Söderberg, Inga-Lill & Wester, Misse, 2012, "Lay actions in the face of crisis—Swedish citizens’ actions in response to the global financial crisis of 2008," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 41, issue 6, pages 796-805, DOI: 10.1016/j.socec.2012.08.007.
• Imai, Katsushi S. & Gaiha, Raghav & Thapa, Ganesh & Annim, Samuel Kobina, 2012, "Microfinance and Poverty—A Macro Perspective," World Development, Elsevier, volume 40, issue 8, pages 1675-1689, DOI: 10.1016/j.worlddev.2012.04.013.
• Mardi Dungey & Matteo Luciani & David Veredas, 2012, "Ranking Systemically Important Financial Institutions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-47, Nov.
• Tihomir Domazet, 2012, "Preko regije do globalnog tržišta," Ekonomija Economics, Rifin d.o.o., volume 19, issue 1, pages 57-80.
• Mariko Fujii & Masahiro Kawai, 2012, "Lessons from Japan’s Banking Crisis – 1991 to 2005," Chapters, Edward Elgar Publishing, chapter 13, in: Kern Alexander & Rahul Dhumale, "Research Handbook on International Financial Regulation".
• Alfredo Calcagno, 2012, "Can austerity work?," Review of Keynesian Economics, Edward Elgar Publishing, volume 1, issue 0, pages 24-36.
• Samer AM Al‐Rjoub & Hussam Azzam, 2012, "Financial crises, stock returns and volatility in an emerging stock market: the case of Jordan," Journal of Economic Studies, Emerald Group Publishing Limited, volume 39, issue 2, pages 178-211, May, DOI: 10.1108/01443581211222653.
• Thomas D. Willett, 2012, "The role of defective mental models in generating the global financial crisis," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 1, pages 41-57, April, DOI: 10.1108/17576381211206479.
• James R. Barth & Apanard (Penny) Prabha & Greg Yun, 2012, "The eurozone financial crisis: role of interdependencies between bank and sovereign risk," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 4, issue 1, pages 76-97, April, DOI: 10.1108/17576381211210203.
• Carlos A. Reyes, 2012, "Modelo de dos factores con dinámica DCC en la evaluación del riesgo de crédito," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2012-06, Feb.
• Morten Balling & David T. Llewellyn (ed.), 2012, "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1, ISBN: ARRAY(0x7f2ee1b0), May.
• Clas Wihlborg, 2012, "Developing Distress Resolution Procedures for Financial Institutions," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/5, ISBN: ARRAY(0x7d408620), May.
• Lucas Bretschger & Filippo Lechthaler, 2012, "Common Risk Factors and the Macroeconomy: New Evidence from the Japanese Stock Market," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 12/160, Apr.
• Andreas Breitenfellner & Jesús Crespo Cuaresma & Philipp Mayer, 2012, "Energy Inflation and House Price Corrections," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 471, Nov.
• CARLETTI, Elena & LEONELLO, Agnese, 2012, "Credit Market Competition and Liquidity Crises," Economics Working Papers, European University Institute, number ECO2012/14.
• ALLEN, Franklin & CARLETTI, Elena & GALE, Douglas, 2012, "Money, Financial Stability and Efficiency," Economics Working Papers, European University Institute, number ECO2012/16.
• Şiir YILMAZ, 2012, "Finansal Şişkinliğin Arka Planı," Ekonomik Yaklasim, Ekonomik Yaklasim Association, volume 23, issue Special, pages 13-38, DOI: 10.5455/ey.20006.
• Ceylan Onay & Gözde Ünal, 2012, "Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 1, pages 66-90, February.
• Jan Babecký & Tomáš Havránek & Jakub Mateju & Marek Rusnák & Katerina Šmídková & Borek Vašícek, 2012, "Banking, Debt, and Currency Crises: Early Warning Indicators for Developed Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/20, Jul, revised Jul 2012.
• Adam Geršl & Jakub Seidler, 2012, "Credit Growth and Countercyclical Capital Buffers: Empirical Evidence from Central and Eastern European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2012/3, Feb, revised Feb 2012.
• Cindy AUDIGUIER, 2012, "The Impact of the Global Financial Crisis on the Least Developed Countries," Working Papers, FERDI, number P50, Sep.
• Cindy AUDIGUIER, 2012, "The Impact of the Global Financial Crisis on the Least Developed Countries," Working Papers, FERDI, number P50, Sep.
• Fabio Eboli & Marinella Davide, 2012, "The EU and Kyoto Protocol: Achievements and Future Challenges," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, December.
• Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2012, "Why did so many people make so many ex post bad decisions? the causes of the foreclosure crisis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2012-07.
• Christopher L. Foote & Kristopher Gerardi & Paul S. Willen, 2012, "Why did so many people make so many ex post bad decisions?: the causes of the foreclosure crisis," Public Policy Discussion Paper, Federal Reserve Bank of Boston, number 12-2.
• Kristin J. Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, None, "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco.
• Marco Cipriani & Michael Holscher & Antoine Martin & Patrick E. McCabe, 2012, "The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-47.
• Raghuram G. Rajan & Rodney Ramcharan, 2012, "The anatomy of a credit crisis: the boom and bust in farm land prices in the United States in the 1920s," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-62.
• Andrea Ajello, 2012, "Financial intermediation, investment dynamics and business cycle fluctuations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-67.
• Victoria Ivashina & David Scharfstein & Jeremy C. Stein, 2012, "Dollar funding and the lending behavior of global banks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-74.
• Gaetano Antinolfi & Francesca Carapella & Charles M. Kahn & Antoine Martin & David C. Mills & Ed Nosal, 2012, "Repos, fire sales, and bankruptcy policy," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2012-15.
• Gianluca Benigno & Huigang Chen & Christopher Otrok & Alessandro Rebucci & Eric Young, 2012, "Optimal policy for macro-financial stability," Working Papers, Federal Reserve Bank of St. Louis, number 2012-041, DOI: 10.20955/wp.2012.041.
• Juan Carlos Conesa & Timothy J. Kehoe, 2012, "Gambling for redemption and self-fulfilling debt crises," Staff Report, Federal Reserve Bank of Minneapolis, number 465.
• William Dudley, 2012, "Solving the too big to fail problem," Speech, Federal Reserve Bank of New York, number 90.
• Hamid Mehran & Lindsay Mollineaux, 2012, "Corporate governance of financial institutions," Staff Reports, Federal Reserve Bank of New York, number 539.
• Tobias Adrian & Adam B. Ashcraft, 2012, "Shadow banking regulation," Staff Reports, Federal Reserve Bank of New York, number 559.
• Michael J. Fleming, 2012, "Federal Reserve liquidity provision during the financial crisis of 2007-2009," Staff Reports, Federal Reserve Bank of New York, number 563.
• Marco Cipriani & Michael Holscher & Antoine Martin & Patrick E. McCabe, 2012, "The minimum balance at risk: a proposal to mitigate the systemic risks posed by money market funds," Staff Reports, Federal Reserve Bank of New York, number 564, Jul.
• Tobias Adrian & Adam B. Ashcraft, 2012, "Shadow banking: a review of the literature," Staff Reports, Federal Reserve Bank of New York, number 580.
• Robert Engle & Michael J. Fleming & Eric Ghysels & Giang Nguyen, 2012, "Liquidity and volatility in the U.S. treasury market," Staff Reports, Federal Reserve Bank of New York, number 590, Dec.
• Matthieu Bouvard & Pierre Chaigneau & Adolfo de Motta, 2012, "Transparency in the financial system: rollover risk and crises," FMG Discussion Papers, Financial Markets Group, number dp700, Feb.
• Emre Ozdenoren & Kathy Yuan, 2012, "Stock Market Tournaments," FMG Discussion Papers, Financial Markets Group, number dp706, Jul.
• Dimitri Vayanos & Jiang Wang, 2012, "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers, Financial Markets Group, number dp709, Jul.
• Bruno Martorano, & Giovanni Andrea Cornia & Frances Stewart, 2012, "Human Development and Fiscal Policy: Comparing the Crises of 1982-85 and 2008-11," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2012_23.rdf.
• Nakhoda, Aadil, 2012, "The influence of industry financial composition on export flow: A case study of a developing financial market," MPRA Paper, University Library of Munich, Germany, number 43792, Jan.
• Panait, Iulian & Constantinescu, Alexandru, 2012, "Stylized facts of the daily and monthly returns for the European stock indices during 2007-2012," MPRA Paper, University Library of Munich, Germany, number 44249, Aug.
• Diamondopoulos, John, 2012, "To what extent are financial crises comparable and thus predictable?," MPRA Paper, University Library of Munich, Germany, number 45668, Oct.
• Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012, "On the epidemic of financial crises," MPRA Paper, University Library of Munich, Germany, number 46693, Nov.
• Tola, Albi & Wälti, Sébastien, 2012, "Deciphering financial contagion in the euro area during the crisis," MPRA Paper, University Library of Munich, Germany, number 49251, Dec.
• Nabi, Mahmoud Sami, 2012, "Dual Banking and Financial Contagion," MPRA Paper, University Library of Munich, Germany, number 49814, Nov.
• Datta, Soumya, 2012, "Cycles and Crises in a Model of Debt-financed Investment-led Growth," MPRA Paper, University Library of Munich, Germany, number 50200, Dec, revised 12 Dec 2012.
• Reinhart, Carmen, 2012, "Capital Inflows, Credit Booms and Their Risks," MPRA Paper, University Library of Munich, Germany, number 50981, Mar.
• Reinhart, Carmen & Rogoff, Kenneth, 2012, "Causes of Financial Crises Past and Present: The Role of the This Time is Different Syndrome," MPRA Paper, University Library of Munich, Germany, number 51258.
• Reinhart, Carmen, 2012, "Capital Inflows, Exchange Rate Flexibility, and Domestic Credit," MPRA Paper, University Library of Munich, Germany, number 51263, Jan.
• Huang, Huichou & MacDonald, Ronald & Zhao, Yang, 2012, "Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs," MPRA Paper, University Library of Munich, Germany, number 53745, Jul, revised 18 Nov 2013.
• Gulino, Salvatore, 2012, "Obsolescence Of The 30-Year Mortgage," MPRA Paper, University Library of Munich, Germany, number 55354, Mar.
• Avino, Davide & Lazar, Emese & Varotto, Simone, 2012, "Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options," MPRA Paper, University Library of Munich, Germany, number 56781, Apr.
• Onour, Ibrahim, 2012, "Volatility Spillover Across GCC Stock Markets," MPRA Paper, University Library of Munich, Germany, number 57086.
• Buła, Rafał, 2012, "Wpływ kryzysu finansowego na oszacowania wykładnika Hursta - analiza fraktalna cen wybranych metali
  [Influence of financial crisis on Hurst exponent estimates - fractal analysis of selected metals ," MPRA Paper, University Library of Munich, Germany, number 59710.
• Wieser, Robert, 2012, "Stabilising and Destabilising Factors in 14 EU Housing Markets," MPRA Paper, University Library of Munich, Germany, number 65823, Jun.
• Giovanis, Eleftherios, 2012, "Study of Discrete Choice Models and Adaptive Neuro-Fuzzy Inference System in the Prediction of Economic Crisis Periods in USA," MPRA Paper, University Library of Munich, Germany, number 71218, Mar.
• Trabelsi, Mohamed Ali, 2012, "The Impact of The Sovereign Debt Crisis on The Eurozone Countries," MPRA Paper, University Library of Munich, Germany, number 76974, revised 2012.
• Kauko, Karlo, 2012, "Triggers for countercyclical capital buffers," MPRA Paper, University Library of Munich, Germany, number 85692, May.
• Adam Gersl & Jakub Seidler, 2012, "Excessive Credit Growth and Countercyclical Capital Buffers in Basel III: An Empirical Evidence from Central and East European Countries," ACTA VSFS, University of Finance and Administration, volume 6, issue 2, pages 91-107.
• Jaroslav Daňhel & Eva Ducháčková, 2012, "Contemporary Economics Dilemma: High Ethics or More Extensive Governing?
  [Současné dilema ekonomie: vyšší etika, nebo širší regulace?]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2012, issue 1, pages 3-12, DOI: 10.18267/j.aop.354.
• Martin Janíčko, 2012, "Financial Innovations and Economic Fluctuation from the Present Perspective
  [Finanční inovace a hospodářské výkyvy v současné perspektivě]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2012, issue 6, pages 18-33, DOI: 10.18267/j.aop.385.
• Jaroslav Daňhel & Eva Ducháčková, 2012, "Necessity of Changes in the Point of View on the Randomness in the Frame of Economic Paradigm
  [Nutnost změn v pohledu na nahodilost v rámci paradigmat ekonomie]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2012, issue 3, pages 61-70, DOI: 10.18267/j.cfuc.322.
• Petra Buzková & Petr Teplý, 2012, "Collateralized Debt Obligations' Valuation Using the One Factor Gaussian Copula Model," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 30-49, DOI: 10.18267/j.pep.409.
• Martin Pohl, 2012, "Czech Swap Market in the Crisis Period," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 1, pages 101-122, DOI: 10.18267/j.pep.413.
• Iustina Boitan, 2012, "Development of an Early Warning System for Evaluating the Credit Portfolio's Quality. A Case Study on Romania," Prague Economic Papers, Prague University of Economics and Business, volume 2012, issue 3, pages 347-362, DOI: 10.18267/j.pep.428.
• Eleni Iliopulos & Thepthida Sopraseuth, 2012, "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Économie et Statistique, Programme National Persée, volume 451, issue 1, pages 91-130, DOI: 10.3406/estat.2012.9741.
• Esther Jeffers & Jean-Paul Pollin, 2012, "Déréglementation bancaire des années 1980 et crise financière," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 103-112.
• Anthony Saunders & Ingo Walter, 2012, "Architecture financière, risque systémique et banque universelle aux États-Unis," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 115-133.
• Céline Choulet & Laurent Quignon, 2012, "Les banques américaines après la crise financière : adaptations sous contraintes," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 135-156.
• Tobias Adrian & Adam Ashcraft & Hayley Boeski & Zoltan Pozsar, 2012, "Shadow banking," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 157-184.
• Xavier Mahieux, 2012, "Le private equity américain après la crise : reconfiguration et maturité," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 185-203.
• Mark J. Roe, 2012, "Les marchés de produits dérivés et la loi américaine sur les faillites," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 231-248.
• James P. Hawley, 2012, "Dodd-Frank, sauvetage des institutions financières et crise financière : le problème du too interconnected to fail," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 251-263.
• Paul Wachtel, 2012, "L’évolution du rôle de la Federal Reserve," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 265-279.
• Annette L. Nazareth & Gabriel D. Rosenberg, 2012, "La nouvelle régulation des swaps : une opportunité manquée," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 281-292.
• Amy Friend & Joshua Kaplan, 2012, "Le Bureau de protection des consommateurs de produits financiers," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 293-308.
• Aline Darbellay & Frank Partnoy, 2012, "Agences de notation et conflits d’intérêts," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 309-318.
• Paul A. Volcker, 2012, "Trois ans après : la tâche inachevée de la réforme financière," Revue d'Économie Financière, Programme National Persée, volume 105, issue 1, pages 319-332.
• Hans Degryse & Steven Ongena, 2012, "Allocation de crédit et création de valeur par les banques : l’impact de la banque relationnelle en temps normal et en temps de crise," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 23-35.
• Jean-Baptiste Bellon & Georges Pauget, 2012, "Banque commerciale et banque d’investissement : où crée-t-on de la valeur ?," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 153-168.
• Arnoud W. A. Boot & Matej Marinc, 2012, "La stabilité du secteur bancaire : gérer la négociabilité et la complexité," Revue d'Économie Financière, Programme National Persée, volume 106, issue 2, pages 171-194.
• Carlo D'Ippoliti, 2012, "Introduzione: le politiche keynesiane non riguardano solo, né sempre, la spesa pubblica," Moneta e Credito, Economia civile, volume 65, issue 257, pages 3-8.
• Mario Sarcinelli, 2012, "Come difendere la globalizzazione e salvaguardare i sistemi bancari dal contagio," Moneta e Credito, Economia civile, volume 65, issue 257, pages 9-47.
• Sergio Ferrari, 2012, "Crisi internazionale e nazionale," Moneta e Credito, Economia civile, volume 65, issue 257, pages 49-58.
• Julio Lòpez Gallardo, 2012, "Una riconsiderazione degli studi da Kalecki sull'economia statunitense," Moneta e Credito, Economia civile, volume 65, issue 257, pages 59-81.
• Alessandro Ronaglia, 2012, "Introduzione," Moneta e Credito, Economia civile, volume 65, issue 258, pages 97-103.
• Antonio Lettieri, 2012, "Diseguaglianza, conflitto sociale e sindacati in America," Moneta e Credito, Economia civile, volume 65, issue 258, pages 115-144.
• Carlo D'Ippoliti, 2012, "Introduzione: la "ritirata" del neoliberismo?," Moneta e Credito, Economia civile, volume 65, issue 259, pages 183-192.
• Carlo D'Ippoliti, 2012, "Introduction: there is more to Keynesianism than public spending alone," PSL Quarterly Review, Economia civile, volume 65, issue 260, pages 3-10.
• Alberto Niccoli & Francesco Marchionne, 2012, "The supreme subprime myth: the role of bad loans in the 2007-2009 financial crisis," PSL Quarterly Review, Economia civile, volume 65, issue 260, pages 52-77.
• Mario Tonveronachi & Elisabetta Montanaro, 2012, "Financial re-regulation at a crossroads: How the European experience strengthens the case for a radical reform built on Minsky's approach," PSL Quarterly Review, Economia civile, volume 65, issue 263, pages 335-383.
• Jayati Ghosh, 2012, "Appreciating diversity: Regulatory reform and banking practices in the developed and developing worlds," PSL Quarterly Review, Economia civile, volume 65, issue 263, pages 429-436.
• Martín Saldias, 2012, "Systemic Risk Analysis using Forward-Looking Distance-to-Default Series," Working Papers, Banco de Portugal, Economics and Research Department, number w201216.
• Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2012, "The Impact Of Financial Crises On The Risk-return Tradeoff And The Leverage Effect," Working Paper, Economics Department, Queen's University, number 1295, May.
• Frank Milne, 2012, "Economic Crises: The Impact On Australia And Canada," Working Paper, Economics Department, Queen's University, number 1296, Aug.
• Patrick Hamshere & Liam Wagner, 2012, "Potential Impacts of Subprime Carbon on Australia’s Impending Carbon Market," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia, number 14.
• Ceballos, Francisco & Didier, Tatiana & Hevia, Constantino & Schmukler, Sergio, 2012, "Respuestas de política a la crisis financiera global: ¿Qué hicieron diferente las economías emergentes?," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 27-43.
• Kapp, Daniel & Vega, Marco, 2012, "The Real Output Costs of Financial Crisis: A Loss Distribution Approach," Working Papers, Banco Central de Reserva del Perú, number 2012-013, May.
• Filippo Coro & Alfonso Dufour & Simone Varotto, 2012, "The Time Varying Properties of Credit and Liquidity Components of CDS Spreads," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2012-06, Feb.
• Dooyeon Cho & Antonio Doblas-Madrid, 2012, "Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge," Online Appendices, Review of Economic Dynamics, number 10-51.
• Ezra Oberfield, 2012, "Online Appendix to "Productivity and Misallocation During a Crisis: Evidence from the Chilean Crisis of 1982"," Online Appendices, Review of Economic Dynamics, number 11-215, Dec.
• Dooyeon Cho & Antonio Doblas-Madrid, 2012, "Code and data files for "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge"," Computer Codes, Review of Economic Dynamics, number 10-51, revised .
• Ezra Oberfield, 2012, "Code and data files for "Productivity and Misallocation During a Crisis: Evidence from the Chilean Crisis of 1982"," Computer Codes, Review of Economic Dynamics, number 11-215, revised .
• Sangeeta Pratap & Carlos Urrutia, 2012, "Financial Frictions and Total Factor Productivity: Accounting for the Real Effects of Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 15, issue 3, pages 336-358, July, DOI: 10.1016/j.red.2011.09.003.
• Matteo Maggiori, 2012, "Financial Intermediation, International Risk Sharing, and Reserve Currencies," 2012 Meeting Papers, Society for Economic Dynamics, number 146.
• Asaf Manela & Zhiguo He, 2012, "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers, Society for Economic Dynamics, number 170.
• Todd Keister & Huberto Ennis, 2012, "Optimal banking contracts and financial fragility," 2012 Meeting Papers, Society for Economic Dynamics, number 179.
• Yuliy Sannikov & Markus Brunnermeier, 2012, "The I Theory of Money," 2012 Meeting Papers, Society for Economic Dynamics, number 411.
• Yan Bai & Cristina Arellano, 2012, "Linkages across sovereign debt markets," 2012 Meeting Papers, Society for Economic Dynamics, number 414.
• Yuliy Sannikov & Markus Brunnermeier, 2012, "A Macroeconomic Model with a Financial Sector," 2012 Meeting Papers, Society for Economic Dynamics, number 507.
• Vincenzo Quadrini & Ramon Marimon & Thomas Cooley, 2012, "Risky Investments with Limited Commitment," 2012 Meeting Papers, Society for Economic Dynamics, number 603.
• Timothy Kehoe & Juan Carlos Conesa, 2012, "Gambling for Redemption and Self-Fulfilling Debt Crises," 2012 Meeting Papers, Society for Economic Dynamics, number 614.
• Josef Schroth, 2012, "Financial Crisis Resolution," 2012 Meeting Papers, Society for Economic Dynamics, number 617.
• Philip Vermeulen, 2012, "Corporate investment and bank-dependent borrowers during the recent financial crisis," 2012 Meeting Papers, Society for Economic Dynamics, number 695.
• Luca Fornaro, 2012, "Financial Crises and Exchange Rate Policy," 2012 Meeting Papers, Society for Economic Dynamics, number 726.
• Motohiro Yogo & Ralph Koijen, 2012, "The Cost of Financial Frictions for Life Insurers," 2012 Meeting Papers, Society for Economic Dynamics, number 83.
• Konstantin Milbradt & Zhiguo He, 2012, "Endogenous liquidity and defaultable bonds," 2012 Meeting Papers, Society for Economic Dynamics, number 86.
• Nicola Gennaioli, 2012, "A Model of Shadow Banking," 2012 Meeting Papers, Society for Economic Dynamics, number 89.
• Saki Bigio, 2012, "Financial Risk Capacity," 2012 Meeting Papers, Society for Economic Dynamics, number 97.
• Dirk J. Bezemer, 2012, "Modelos contables y comprensión de la crisis financiera," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 14, issue 26, pages 47-76, January-J.
• Andrew G. Haldane & Vasileios Madouros, 2012, "El perro y el frisbee," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 14, issue 27, pages 13-56, July-Dece.
• Nawazish Mirza & Ayesha Afzal, 2012, "Some Preliminary Evidence on Stock Price Bubbles in an Emerging Market," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 15, issue 44, pages 55-86, June.
• Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle," Working Paper series, Rimini Centre for Economic Analysis, number 17_12, Jun.
• Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2012, "Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil," Working Paper series, Rimini Centre for Economic Analysis, number 57_12, Jul.
• Ulrich Volz, 2012, "Lessons of the European Crisis for Regional Monetary and Financial Integration in East Asia," ADBI Working Papers, Asian Development Bank Institute, number 347, Feb.
• Stefan Collignon, 2012, "Europe’s Debt Crisis, Coordination Failure, and International Effects," ADBI Working Papers, Asian Development Bank Institute, number 370, Jul.