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Citations for "Liquidity and financial cycles"

by Tobias Adrian & Hyun Song Shin

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  1. Justine Pedrono, 2015. "Banking Leverage with Currency Diversification," AMSE Working Papers 1539, Aix-Marseille School of Economics, Marseille, France, revised Sep 2015.
  2. Martin, Christopher & Milas, Costas, 2009. "Causes of the Financial Crisis:An Assessment using UK Data," Department of Economics Working Papers 15961, University of Bath, Department of Economics.
  3. Schularick, Moritz & Taylor, Alan M., 2009. "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008," CEPR Discussion Papers 7570, C.E.P.R. Discussion Papers.
  4. Drescher, Christian & Herz, Bernhard, 2010. "Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach," MPRA Paper 27384, University Library of Munich, Germany.
  5. Claudio E. V. Borio, 2007. "Change and constancy in the financial system: implications for financial distress and policy," BIS Working Papers 237, Bank for International Settlements.
  6. Robert J Shiller, 2007. "Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Models," Levine's Bibliography 122247000000001682, UCLA Department of Economics.
  7. Adrian, Tobias & Shin, Hyun Song, 2010. "Liquidity and leverage," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 418-437, July.
  8. Andrew K. Rose & Mark M. Spiegel, 2009. "Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure," NBER Working Papers 15358, National Bureau of Economic Research, Inc.
  9. Minford, Patrick, 2009. "The Banking Crisis - A Rational Interpretation," Cardiff Economics Working Papers E2009/10, Cardiff University, Cardiff Business School, Economics Section.
  10. Francisco Nadal De Simone & Franco Stragiotti, 2010. "Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector," BCL working papers 45, Central Bank of Luxembourg.
  11. Justine Pedrono, 2015. "Banking Leverage Procyclicality: A Theoretical Model Introducing Currency Diversification," Working Papers halshs-01203758, HAL.
  12. van den End, Jan Willem & Tabbae, Mostafa, 2012. "When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour," Journal of Financial Stability, Elsevier, vol. 8(2), pages 107-120.
  13. Eric Wong & Cho-Hoi Hui, 2009. "A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks," Working Papers 0906, Hong Kong Monetary Authority.
  14. Co-Pierre Georg & Jenny Poschmann, 2010. "Systemic risk in a network model of interbank markets with central bank activity," Jena Economic Research Papers 2010-033, Friedrich-Schiller-University Jena.
  15. Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
  16. Robert Shiller, 2007. "Low Interest Rates and High Asset Prices: An Interpretation in Terms of Changing Popular Economic Models," Yale School of Management Working Papers amz2436, Yale School of Management.
  17. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
  18. Justine Pedrono & Aurélien Violon, 2016. "Banks' Leverage Procyclicality: Does US Dollar Diversification Really Matter?," Working Papers halshs-01216658, HAL.
  19. Charles A. E. Goodhart, 2013. "Global Macroeconomic and Financial Supervision: Where Next?," NBER Chapters, in: Globalization in an Age of Crisis: Multilateral Economic Cooperation in the Twenty-First Century, pages 343-363 National Bureau of Economic Research, Inc.
  20. Tasca, Paolo & Battiston, Stefano, 2013. "Market Procyclicality and Systemic Risk," MPRA Paper 45156, University Library of Munich, Germany, revised Mar 2013.
  21. Bijapur, Mohan, 2010. "Does monetary policy lose effectiveness during a credit crunch?," Economics Letters, Elsevier, vol. 106(1), pages 42-44, January.
  22. 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.
  23. Felix Geiger, 2009. "International Interest-Rate Risk Premia in Affine Term Structure Models," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 316/2009, Department of Economics, University of Hohenheim, Germany.
  24. Malgorzata Olszak, 2015. "The phenomenon of excessive procyclicality of the financial sector from the perspective of macroprudential policy – sources, methods of reduction and their basic limitations (Zjawisko nadmiernej procy," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 13(55), pages 72-96.
  25. Mathias Hoffmann & Thomas Nitschka, 2008. "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers 376, Institute for Empirical Research in Economics - University of Zurich.
  26. Masazumi Hattori & Hyun Song Shin, 2007. "The Broad Yen Carry Trade," IMES Discussion Paper Series 07-E-19, Institute for Monetary and Economic Studies, Bank of Japan.
  27. Ács, Attila, 2012. "Liquidity and asset prices: a VECM approach," MPRA Paper 40331, University Library of Munich, Germany.
  28. Nikolaou, Kleopatra, 2009. "Liquidity (risk) concepts: definitions and interactions," Working Paper Series 1008, European Central Bank.
  29. Charles Goodhart, 2011. "Global Macroeconomic and Financial Supervision: Where Next?," NBER Working Papers 17682, National Bureau of Economic Research, Inc.
  30. Mohan Bijapur, 2010. "Does monetary policy lose effectiveness during a credit crunch?," LSE Research Online Documents on Economics 56617, London School of Economics and Political Science, LSE Library.
  31. Adalid, Ramón & Detken, Carsten, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 0732, European Central Bank.
  32. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire Sales, Foreign Entry and Bank Liquidity," CEPR Discussion Papers 6309, C.E.P.R. Discussion Papers.
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