Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics
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Cited by:
- Katsuhiro Oshima, 2017. "Search-for-Yield and Business Cycles," KIER Working Papers 962, Kyoto University, Institute of Economic Research.
- Kok, Christoffer & Darracq Pariès, Matthieu & Hałaj, Grzegorz, 2016. "Bank capital structure and the credit channel of central bank asset purchases," Working Paper Series 1916, European Central Bank.
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"Dynamic Balance Sheet Model With Liquidity Risk,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-37, November.
- Hałaj, Grzegorz, 2016. "Dynamic balance sheet model with liquidity risk," Working Paper Series 1896, European Central Bank.
- Fueki, Takuji & Hürtgen, Patrick & Walker, Todd B., 2024.
"Zero-risk weights and capital misallocation,"
Journal of Financial Stability, Elsevier, vol. 72(C).
- Fueki, Takuji & Hürtgen, Patrick & Walker, Todd B., 2024. "Zero-risk weights and capital misallocation," Discussion Papers 16/2024, Deutsche Bundesbank.
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This paper has been announced in the following NEP Reports:- NEP-BAN-2013-07-28 (Banking)
- NEP-MAC-2013-07-28 (Macroeconomics)
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