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Citations for "The Role of Bank Capital in the Propagation of Shocks"

by Césaire Meh & Kevin Moran

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  1. Kollmann, Robert & Enders, Zeno & Müller, Gernot J., 2011. "Global banking and international business cycles," European Economic Review, Elsevier, vol. 55(3), pages 407-426, April.
  2. Yasin Mimir & Enes Sunel & Temel Taskin, 2012. "Required Reserves as a Credit Policy Tool," Working Papers 1224, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  3. Robert Kollmann & Marco Ratto & Werner Roeger & Jan in't Veld, 2012. "Fiscal Policy, Banks and the Financial Crisis," European Economy - Economic Papers 2008 - 2015 464, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  4. Eleni Iliopulos & Thepthida Sopraseuth, 2013. "L'intermédiation financière dans l'analyse macroéconomique : le défi de la crise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00821532, HAL.
  5. Tommaso Trani, 2012. "Countercyclical Capital Regulation and Bank Ownership Structure," IHEID Working Papers 14-2012, Economics Section, The Graduate Institute of International Studies.
  6. Michał Brzoza‐Brzezina & Marcin Kolasa, 2013. "Bayesian Evaluation of DSGE Models with Financial Frictions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(8), pages 1451-1476, December.
  7. Enrique G. Mendoza & Vincenzo Quadrini, 2009. "Financial Globalization, Financial Crises and Contagion," NBER Working Papers 15432, National Bureau of Economic Research, Inc.
  8. Denis Beau & Christophe Cahn & Laurent Clerc & Benoît Mojon, 2014. "Macro-Prudential Policy and the Conduct of Monetary Policy," Central Banking, Analysis, and Economic Policies Book Series, in: Sofía Bauducco & Lawrence Christiano & Claudio Raddatz (ed.), Macroeconomic and Financial Stability: challenges for Monetary Policy, edition 1, volume 19, chapter 9, pages 273-314 Central Bank of Chile.
  9. Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2011. "Capital Regulation, Monetary Policy and Financial Stability," Centre for Growth and Business Cycle Research Discussion Paper Series 154, Economics, The Univeristy of Manchester.
  10. Grégory Levieuge, 2010. "Commentaire : Effets de richesse : le cas français. Les effets de richesse importent moins que les effets de bilan," Économie et Statistique, Programme National Persée, vol. 438(1), pages 141-149.
  11. Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2014. "Identification of financial factors in economic fluctuations," Working Paper 2014/09, Norges Bank.
  12. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization and Monetary Policy Institute Working Paper 66, Federal Reserve Bank of Dallas.
  13. Mimir, Yasin, 2010. "Financial intermediaries, leverage ratios, and business cycles," MPRA Paper 27643, University Library of Munich, Germany.
  14. Fabian Valencia, 2011. "Monetary Policy, Bank Leverage, and Financial Stability," IMF Working Papers 11/244, International Monetary Fund.
  15. Faia, Ester, 2010. "Credit risk transfers and the macroeconomy," Working Paper Series 1256, European Central Bank.
  16. A. R. Fonseca & F. González & L. Pereira da Silva, 2010. "Cyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence," Working Papers Series 216, Central Bank of Brazil, Research Department.
  17. Filippo Occhino & Andrea Pescatori, 2012. "Leverage, investment, and optimal monetary policy," Working Paper 1238, Federal Reserve Bank of Cleveland.
  18. Guangling (Dave) Liu & Nkhahle Seeiso, 2011. "Business Cycle and Bank Capital Regulation: Basel II Procyclicality," Working Papers 18/2011, Stellenbosch University, Department of Economics.
  19. Kollmann, Robert, 2012. "Global banks, financial shocks and international business cycles: evidence from an estimated model," Globalization and Monetary Policy Institute Working Paper 120, Federal Reserve Bank of Dallas.
  20. Carlos A. Arango & Oscar M. Valencia, 2015. "Macro-Prudential Policy under Moral Hazard and Financial Fragility," BORRADORES DE ECONOMIA 012695, BANCO DE LA REPÚBLICA.
  21. Josef Schroth, 2016. "Financial Crisis Interventions," Staff Working Papers 16-29, Bank of Canada.
  22. Matthew Schurin, 2012. "Optimal Fiscal Policy and the Banking Sector," Working papers 2012-40, University of Connecticut, Department of Economics, revised Jul 2013.
  23. Ali Dib, 2010. "Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications," Staff Working Papers 10-26, Bank of Canada.
  24. Sami Alpanda & Gino Cateau & Cesaire Meh, 2014. "A policy model to analyze macroprudential regulations and monetary policy," BIS Working Papers 461, Bank for International Settlements.
  25. Gerke, R. & Jonsson, M. & Kliem, M. & Kolasa, M. & Lafourcade, P. & Locarno, A. & Makarski, K. & McAdam, P., 2013. "Assessing macro-financial linkages: A model comparison exercise," Economic Modelling, Elsevier, vol. 31(C), pages 253-264.
  26. G.Levieuge, 2015. "Explaining and forecasting bank loans. Good times and crisis (in french)," Working papers 566, Banque de France.
  27. Darracq Paries, Matthieu & Faia, Ester & Rodriguez-Palenzuela, Diego, 2013. "Bank and sovereign debt risk," SAFE Working Paper Series 7, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  28. Verona, Fabio & Martins, Manuel M. F. & Drumond, Inês, 2013. "(Un)anticipated monetary policy in a DSGE model with a shadow banking system," Research Discussion Papers 4/2013, Bank of Finland.
  29. Andrew T. Foerster, 2011. "Financial crises, unconventional monetary policy exit strategies, and agents' expectations," Research Working Paper RWP 11-04, Federal Reserve Bank of Kansas City.
  30. Occhino, Filippo & Pescatori, Andrea, 2015. "Debt overhang in a business cycle model," European Economic Review, Elsevier, vol. 73(C), pages 58-84.
  31. Mewael F. Tesfaselassie, 2011. "Trend Growth and the Dynamic Effects of Government Spending," Kiel Working Papers 1678, Kiel Institute for the World Economy.
  32. Gilbert COLLETAZ & Grégory LEVIEUGE & Alexandra POPESCU, 2016. "Monetary Policy and Long-Run Risk-Taking," LEO Working Papers / DR LEO 2409, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  33. Moreno, Ramón, 2011. "La formulación de políticas desde una perspectiva macroprudencial en economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 21-40.
  34. Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof, 2015. "A penalty function approach to occasionally binding credit constraints," Economic Modelling, Elsevier, vol. 51(C), pages 315-327.
  35. Ignazio Angeloni & Ester Faia & Roland Winkler, 2011. "Exit Strategies," Kiel Working Papers 1676, Kiel Institute for the World Economy.
  36. Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.
  37. Hylton Hollander and Guangling Liu, 2013. "The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Banking," Working Papers 360, Economic Research Southern Africa.
  38. L. Clerc & A. Derviz & C. Mendicino & S. Moyen & K. Nikolov & L. Stracca & J. Suarez & A. P. Vardoulakis, 2014. "Capital Regulation in a Macroeconomic Model with Three Layers of Default," Working papers 533, Banque de France.
  39. Pierre-Richard & K. Alper & L. Pereira da Silva, 2011. "Capital Requirements and Business Cycles with Credit Market Imperfections," Working Papers Series 231, Central Bank of Brazil, Research Department.
  40. Rafael Repullo & Javier Suarez, 2012. "The Procyclical Effects Of Bank Capital Regulation," Working Papers wp2012_1202, CEMFI.
  41. Bruche, Max & Suarez, Javier, 2009. "The Macroeconomics of Money Market Freezes," CEPR Discussion Papers 7304, C.E.P.R. Discussion Papers.
  42. Ralf R. Meisenzahl, 2011. "Verifying the state of financing constraints: evidence from U.S. business credit contracts," Finance and Economics Discussion Series 2011-04, Board of Governors of the Federal Reserve System (U.S.).
  43. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
  44. Dimitrios Tsomocos & Juan Francisco Martinez Sepulveda, 2012. "Liquidity effects on asset prices, financial stability and economic resilience," 2012 Meeting Papers 916, Society for Economic Dynamics.
  45. Gunes Kamber & Christoph Thoenissen, 2013. "Financial exposure and the international transmission of financial shocks," CAMA Working Papers 2013-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  46. Aysun, Uluc, 2015. "Duration of bankruptcy proceedings and monetary policy effectiveness," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 295-302.
  47. Maria Kasselaki & Athanasios Tagkalakis, 2014. "Financial soundness indicators and financial crisis episodes," Annals of Finance, Springer, vol. 10(4), pages 623-669, November.
  48. Yasuo Hirose & Takushi Kurozumi, 2010. "Do Investment-Specific Technological Changes Matter for Business Fluctuations? Evidence from Japan," Bank of Japan Working Paper Series 10-E-4, Bank of Japan.
  49. Yaprak Tavman, 2014. "A Comparative Analysis of Macroprudential Policies," Discussion Papers 14/18, Department of Economics, University of York.
  50. Angeloni, Ignazio & Faia, Ester, 2009. "A tale of two policies: prudential regulation and monetary policy with fragile banks," Kiel Working Papers 1569, Kiel Institute for the World Economy (IfW).
  51. Scott Davis & Kevin X. D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization and Monetary Policy Institute Working Paper 85, Federal Reserve Bank of Dallas.
  52. Radde, Sören, 2012. "Liquidity Crises, Banking, and the Great Recession," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65408, Verein für Socialpolitik / German Economic Association.
  53. Kosuke Aoki & Kalin Nikolov, 2011. "Bubbles, Banks, and Financial Stability," IMES Discussion Paper Series 11-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
  54. Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
  55. Gross, Marco & Kok, Christoffer & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
  56. Hylton Hollander, 2014. "The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability," Working Papers 19/2014, Stellenbosch University, Department of Economics.
  57. Ryo Kato & Takayuki Tsuruga, 2012. "Bank Overleverage and Macroeconomic Fragility," Discussion papers e-12-002, Graduate School of Economics Project Center, Kyoto University, revised Mar 2013.
  58. Liu, Guangling (Dave) & Seeiso, Nkhahle E., 2012. "Basel II procyclicality: The case of South Africa," Economic Modelling, Elsevier, vol. 29(3), pages 848-857.
  59. Ansgar Rannenberg, 2012. "Asymmetric information in credit markets, bank leverage cycles and macroeconomic dynamics," Working Paper Research 224, National Bank of Belgium.
  60. Carlos Arango & Oscar Valencia, 2015. "Macro-prudential Policies, Moral Hazard and Financial Fragility," IHEID Working Papers 06-2015, Economics Section, The Graduate Institute of International Studies.
  61. Franziska Bremus & Claudia M. Buch & Katheryn N. Russ & Monika Schnitzer, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," Discussion Papers of DIW Berlin 1348, DIW Berlin, German Institute for Economic Research.
  62. Villa, Stefania & Yang, Jing, 2011. "Financial intermediaries in an estimated DSGE model for the United Kingdom," Bank of England working papers 431, Bank of England.
  63. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Financial Intermediation, Capital Accumulation, and Recovery," CEPR Discussion Papers 10964, C.E.P.R. Discussion Papers.
  64. George J. Bratsiotis & William J. Tayler & Roy Zilberman, 2014. "Financial Regulation, Credit and Liquidity Policy and the Business Cycle," Centre for Growth and Business Cycle Research Discussion Paper Series 196, Economics, The Univeristy of Manchester.
  65. Roberto Chang & Andrés Fernández & Adam Gulan, 2016. "Bond Finance, Bank Credit, and Aggregate Fluctuations in an Open Economy," NBER Working Papers 22377, National Bureau of Economic Research, Inc.
  66. Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," CFS Working Paper Series 505, Center for Financial Studies (CFS).
  67. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
  68. Fabio Fornari & Livio Stracca, 2012. "What does a financial shock do? First international evidence," Economic Policy, CEPR;CES;MSH, vol. 27(71), pages 407-445, 07.
  69. Silvo, Aino, 2016. "The interaction of monetary and macroprudential policies in economic stabilisation," Research Discussion Papers 1/2016, Bank of Finland.
  70. Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
  71. Iversen, Jens & Laseen, Stefan & Lundvall, Henrik & Söderström, Ulf, 2016. "Real-Time Forecasting for Monetary Policy Analysis: The Case of Sveriges Riksbank," CEPR Discussion Papers 11203, C.E.P.R. Discussion Papers.
  72. Kris James Mitchener & Matthew Jaremski, 2014. "The Evolution of Bank Supervision: Evidence from U.S. States," NBER Working Papers 20603, National Bureau of Economic Research, Inc.
  73. Mitchener, Kris James, 2014. "The Evolution of Bank Supervision: Evidence from U.S. States," CAGE Online Working Paper Series 181, Competitive Advantage in the Global Economy (CAGE).
  74. Kühl, Michael, 2014. "Bank capital, the state contingency of banks' assets and its role for the transmission of shocks," Discussion Papers 25/2014, Deutsche Bundesbank, Research Centre.
  75. Lawrence Christiano & Daisuke Ikeda, 2011. "Government Policy, Credit Markets and Economic Activity," NBER Working Papers 17142, National Bureau of Economic Research, Inc.
  76. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
  77. Florina-Cristina Badarau & Grégory Levieuge, 2011. "Assessing the Effects of Financial Heterogeneity in a Monetary Union : A DSGE Approach," Working Papers hal-00641984, HAL.
  78. Erlingsson, Einar Jon & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Teglio, Andrea & Raberto, Marco, 2013. "Housing market bubbles and business cycles in an agent-based credit economy," Economics Discussion Papers 2013-32, Kiel Institute for the World Economy (IfW).
  79. Vincenzo Quadrini, 2015. "Bank Liabilities Channel," 2015 Meeting Papers 234, Society for Economic Dynamics.
  80. Matteo Iacoviello, 2010. "Financial Business Cycles," 2010 Meeting Papers 1053, Society for Economic Dynamics.
  81. Kilponen, Juha & Orjasniemi, Seppo & Ripatti, Antti & Verona, Fabio, 2016. "The Aino 2.0 model," Research Discussion Papers 16/2016, Bank of Finland.
  82. Quadrini, Vincenzo, 2014. "Bank Liabilities Channel," CEPR Discussion Papers 10265, C.E.P.R. Discussion Papers.
  83. Michał Brzoza-Brzezina & Marcin Kolasa & Krzysztof Makarski, 2011. "The anatomy of standard DSGE models with financial frictions," National Bank of Poland Working Papers 80, National Bank of Poland, Economic Institute.
  84. Totzek, Alexander, 2011. "Banks, oligopolistic competition, and the business cycle: A new financial accelerator approach," Economics Working Papers 2011,02, Christian-Albrechts-University of Kiel, Department of Economics.
  85. Dellas, H. & Diba, B. & Loisel, O., 2010. "Financial Shocks and Optimal Policy," Working papers 277, Banque de France.
  86. Sekkel, Rodrigo M., 2015. "Balance sheets of financial intermediaries: Do they forecast economic activity?," International Journal of Forecasting, Elsevier, vol. 31(2), pages 263-275.
  87. Leonardo Gambacorta & Federico M Signoretti, 2013. "Should monetary policy lean against the wind? - an analysis based on a DSGE model with banking," BIS Working Papers 418, Bank for International Settlements.
  88. Radde, Sören, 2014. "Flight to liquidity and the Great Recession," Working Paper Series 1729, European Central Bank.
  89. Kopoin, Alexandre, 2015. "Cross-border Banking, Spillover Effects and International Business Cycles," MPRA Paper 65515, University Library of Munich, Germany, revised 06 Apr 2015.
  90. Jaromir Benes & Michael Kumhof & Douglas Laxton & Dirk Muir & Susanna Mursula, 2013. "The Benefits of International Policy Coordination Revisited," IMF Working Papers 13/262, International Monetary Fund.
  91. Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.
  92. Uluc Aysun, 2013. "Bank size and macroeconomic shock transmission: Are there economic volatility gains from shrinking large, too big to fail banks?," Working Papers 2013-02, University of Central Florida, Department of Economics.
  93. Tayler, William & Zilberman, Roy, 2014. "Macroprudential Regulation and the Role of Monetary Policy," MPRA Paper 54885, University Library of Munich, Germany.
  94. Gersbach, Hans & Rochet, Jean-Charles & Scheffel, Martin, 2015. "Taking Banks to Solow," CEPR Discussion Papers 10439, C.E.P.R. Discussion Papers.
  95. M. Falagiarda & A. Saia, 2013. "Credit, Endogenous Collateral and Risky Assets: A DSGE Model," Working Papers wp916, Dipartimento Scienze Economiche, Universita' di Bologna.
  96. Volker Wieland, 2012. "Model comparison and robustness: a proposal for policy analysis after the financial crisis," Chapters, in: What’s Right with Macroeconomics?, chapter 2, pages 33-67 Edward Elgar Publishing.
  97. repec:hal:psewpa:halshs-00744047 is not listed on IDEAS
  98. Suh, Hyunduk & Walker, Todd B., 2016. "Taking financial frictions to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 39-65.
  99. Meilan Yan & Maximilian J. B. Hall & Paul Turner, 2011. "A Cost-Benefit Analysis of Basel III: Some Evidence from the UK," Discussion Paper Series 2011_05, Department of Economics, Loughborough University, revised Nov 2011.
  100. Uluc Aysun & Ralf Hepp, 2014. "A comparison of the internal and external determinants of global bank loans: Evidence from bilateral cross-country data," Working Papers 2014-01, University of Central Florida, Department of Economics.
  101. Ferrante, Francesco, 2015. "A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System," Finance and Economics Discussion Series 2015-21, Board of Governors of the Federal Reserve System (U.S.).
  102. Hollmayr, Josef & Kühl, Michael, 2015. "Imperfect information about financial frictions and consequences for the business cycle," Discussion Papers 07/2015, Deutsche Bundesbank, Research Centre.
  103. Bucher, Monika & Dietrich, Diemo & Hauck, Achim, 2013. "Implications of Bank Regulation for Credit Intermediation and Bank Stability: A Dynamic Perspective," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79792, Verein für Socialpolitik / German Economic Association.
  104. Kalin Nikolov & Livio Stracca & Javier Suarez & Alexandro Vardulakis & Laurent Clerc & Alexis Derviz & Caterina Mendicino & Stephane Moyen, 2014. "The 3D Model: a Framework to Assess Capital Regulation," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  105. Jaromir Benes & Michael Kumhof, 2011. "Risky Bank Lending and Optimal Capital Adequacy Regulation," IMF Working Papers 11/130, International Monetary Fund.
  106. Benes, Jaromir & Kumhof, Michael, 2015. "Risky bank lending and countercyclical capital buffers," Journal of Economic Dynamics and Control, Elsevier, vol. 58(C), pages 58-80.
  107. Alpanda, Sami & Aysun, Uluc, 2014. "International transmission of financial shocks in an estimated DSGE model," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 21-55.
  108. Melesse Wondemhunegn Ezezew, 2015. "Small DSGE Model with Financial Frictions," Working Papers 2015:20, Department of Economics, University of Venice "Ca' Foscari".
  109. PIROVANO, Mara, 2013. "International financial integration, credit frictions and exchange rate regimes," Working Papers 2013015, University of Antwerp, Faculty of Applied Economics.
  110. Mimir, Yasin, 2012. "Financial intermediaries, credit Shocks and business cycles," MPRA Paper 39648, University Library of Munich, Germany.
  111. Valencia, Fabián, 2014. "Banks' Precautionary Capital And Credit Crunches," Macroeconomic Dynamics, Cambridge University Press, vol. 18(08), pages 1726-1750, December.
  112. Naohisa Hirakata & Nao Sudo & Kozo Ueda, 2013. "Capital Injection, Monetary Policy, and Financial Accelerators," International Journal of Central Banking, International Journal of Central Banking, vol. 9(2), pages 101-145, June.
  113. Tamon Takamura, 2013. "A General Equilibrium Model with Banks and Default on Loans," Staff Working Papers 13-3, Bank of Canada.
  114. Schmidt, Sebastian & Wieland, Volker, 2013. "The New Keynesian Approach to Dynamic General Equilibrium Modeling: Models, Methods and Macroeconomic Policy Evaluation," Handbook of Computable General Equilibrium Modeling, Elsevier.
  115. Jorge Mario Uribe & Inés María Ulloa & Johanna Perea, 2015. "Reference financial cycle in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 83, pages 33-62, Julio - D.
  116. Robert Kollmann & Stefan Zeugner, 2011. "Leverage as a Predictor for Real Activity and Volatility," Working Papers ECARES ECARES 2011-009, ULB -- Universite Libre de Bruxelles.
  117. Roberto Motto & Massimo Rostagno & Lawrence J. Christiano, 2010. "Financial Factors in Economic Fluctuations," 2010 Meeting Papers 141, Society for Economic Dynamics.
  118. Primus, Keyra, 2013. "Excess Reserves, Monetary Policy and Financial Volatility," MPRA Paper 51670, University Library of Munich, Germany.
  119. Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2011. "Anchoring countercyclical capital buffers: the role of credit aggregates," BIS Working Papers 355, Bank for International Settlements.
  120. Faia, Ester, 2016. "Sovereign Risk, Bank Funding and Investors' Pessimism," CEPR Discussion Papers 11340, C.E.P.R. Discussion Papers.
  121. M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Staff Working Papers 13-19, Bank of Canada.
  122. Daniel Sámano, 2011. "In the Quest of Macroprudential Policy Tools," Working Papers 2011-17, Banco de México.
  123. Keppo, Jussi & Kofman, Leonard & Meng, Xu, 2010. "Unintended consequences of the market risk requirement in banking regulation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2192-2214, October.
  124. Davis, Scott, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization and Monetary Policy Institute Working Paper 89, Federal Reserve Bank of Dallas.
  125. Meisenzahl, Ralf R., 2014. "Verifying the state of financing constraints: Evidence from U.S. business credit contracts," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 58-77.
  126. Tomas Konecny & Oxana Babecka Kucharcukova, 2013. "Evaluating the Links Between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic," Working Papers 2013/10, Czech National Bank, Research Department.
  127. Konečný, Tomáš & Babecká Kucharčuková, Oxana, 2014. "Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic," Working Paper Series 1730, European Central Bank.
  128. Kozicki, Sharon, 2012. "Macro has progressed," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 23-28.
  129. Martinez-Miera, David & Suarez, Javier, 2012. "A Macroeconomic Model of Endogenous Systemic Risk Taking," CEPR Discussion Papers 9134, C.E.P.R. Discussion Papers.
  130. Kühl, Michael, 2014. "Mitigating financial stress in a bank-financed economy: Equity injections into banks or purchases of assets?," Discussion Papers 19/2014, Deutsche Bundesbank, Research Centre.
  131. Tayler, William & Zilberman , Roy, 2016. "Macroprudential regulation, credit spreads and the role of monetary policy," Bank of England working papers 599, Bank of England.
  132. Angeloni, Ignazio & Faia, Ester, 2013. "Capital regulation and monetary policy with fragile banks," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 311-324.
  133. Kollmann, Robert, 2010. "Banks and the Domestic and International Propagation of Macroeconomic and Financial Shocks," MPRA Paper 70349, University Library of Munich, Germany.
  134. Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2014. "Bank Capital, Credit Market Frictions and International Shocks Transmission," MPRA Paper 65512, University Library of Munich, Germany, revised 10 Nov 2014.
  135. repec:bof:bofrdp:urn:nbn:fi:bof-201602101026 is not listed on IDEAS
  136. Gieck, Jana & Traczyk, Adam, 2013. "Unconventional Monetary Policy and bank supervision," MPRA Paper 62014, University Library of Munich, Germany.
  137. Huang, Xian & Xiong, Qiyue, 2015. "Bank capital buffer decisions under macroeconomic fluctuations: Evidence for the banking industry of China," International Review of Economics & Finance, Elsevier, vol. 36(C), pages 30-39.
  138. Chris Bloor & Rebecca Craigie & Anella Munro, 2012. "The macroeconomic effects of a stable funding requirement," Reserve Bank of New Zealand Discussion Paper Series DP2012/05, Reserve Bank of New Zealand.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.