Bank procyclicality, credit crunches, and asymmetric monetary policy effects: a unifying model
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References listed on IDEAS
- Thakor, Anjan V, 1996. " Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence," Journal of Finance, American Finance Association, vol. 51(1), pages 279-324, March.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lea Zicchino, 2006.
"A Model Of Bank Capital, Lending And The Macroeconomy: Basel I Versus Basel Ii,"
University of Manchester, vol. 74(s1), pages 50-77, September.
- Lea Zicchino, 2005. "A model of bank capital, lending and the macro economy: Basel I versus Basel II," Money Macro and Finance (MMF) Research Group Conference 2005 88, Money Macro and Finance Research Group.
- Lea Zicchino, 2005. "A model of bank capital, lending and the macroeconomy: Basel I versus Basel II," Bank of England working papers 270, Bank of England.
- Marcucci, Juri & Quagliariello, Mario, 2008.
"Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 18(1), pages 46-63, February.
- Juri Marcucci & Mario Quagliariello, "undated". "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.
More about this item
KeywordsBank assets ; Monetary policy;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-02-18 (All new papers)
- NEP-MAC-2003-02-18 (Macroeconomics)
- NEP-MFD-2003-02-18 (Microfinance)
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