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Bank leverage cycles

Citations

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Cited by:

  1. Konstantinos N. Baltas, 2025. "The nexus between bank efficiency and leverage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 811-839, January.
  2. Tobias Adrian & Nina Boyarchenko, 2013. "Intermediary balance sheets," Staff Reports 651, Federal Reserve Bank of New York.
  3. Abad, Jorge & Nuño, Galo & Thomas, Carlos, 2025. "CBDC and the operational framework of monetary policy," Journal of Monetary Economics, Elsevier, vol. 151(C).
  4. Adrian, Tobias & Boyarchenko, Nina, 2018. "Liquidity policies and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 45-60.
  5. Spahn, Peter, 2013. "Macroeconomic stabilisation and bank lending: A simple workhorse model," FZID Discussion Papers 76-2013, University of Hohenheim, Center for Research on Innovation and Services (FZID).
  6. Joseph G. Haubrich, 2020. "How Cyclical Is Bank Capital?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 27-38, August.
  7. Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Central and Eastern European Banks," MPRA Paper 74560, University Library of Munich, Germany.
  8. Li, Cheng, 2018. "China's household balance sheet: Accounting issues, wealth accumulation, and risk diagnosis," China Economic Review, Elsevier, vol. 51(C), pages 97-112.
  9. Daisuke Ikeda & Hidehiko Matsumoto, 2021. "Procyclical Leverage and Crisis Probability in a Macroeconomic Model of Bank Runs," IMES Discussion Paper Series 21-E-01, Institute for Monetary and Economic Studies, Bank of Japan.
  10. Jesús Fernández‐Villaverde & Samuel Hurtado & Galo Nuño, 2025. "Corrigendum: Financial Frictions and the Wealth Distribution," Econometrica, Econometric Society, vol. 93(4), pages 1491-1496, July.
  11. Igarashi, Yoske & Liu, Keqing, 2024. "Should macroprudential policy be countercyclical?," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
  12. Arce, Óscar & Nuño, Galo & Thaler, Dominik & Thomas, Carlos, 2020. "A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment," Journal of Monetary Economics, Elsevier, vol. 114(C), pages 350-367.
  13. Matthew Jaremski & David C. Wheelock, 2020. "Banking on the Boom, Tripped by the Bust: Banks and the World War I Agricultural Price Shock," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(7), pages 1719-1754, October.
  14. Dubois, Corinne, 2021. "Deposit insurance and financial integration in the Eurozone: A DSGE model," Economics Letters, Elsevier, vol. 207(C).
  15. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2016. "Does Inequality Hamper Innovation and Growth?," MPRA Paper 71864, University Library of Munich, Germany.
  16. Barattieri, Alessandro & Moretti, Laura & Quadrini, Vincenzo, 2021. "Banks funding, leverage, and investment," Journal of Financial Economics, Elsevier, vol. 141(1), pages 148-171.
  17. Coimbra, Nuno, 2020. "Sovereigns at risk: A dynamic model of sovereign debt and banking leverage," Journal of International Economics, Elsevier, vol. 124(C).
  18. Jondeau, Eric & Sahuc, Jean-Guillaume, 2022. "Bank capital shortfall in the euro area," Journal of Financial Stability, Elsevier, vol. 62(C).
  19. Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017. "Systemic risk: A new trade-off for monetary policy?," Journal of Financial Stability, Elsevier, vol. 32(C), pages 70-85.
  20. Alessio Moro & Galo Nuño & Pedro Tedde, 2015. "A twin crisis with multiple banks of issue. Spain in the 1860s," European Review of Economic History, European Historical Economics Society, vol. 19(2), pages 171-194.
  21. Nuno Coimbra & Hélène Rey, 2024. "Financial Cycles with Heterogeneous Intermediaries," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(2), pages 817-857.
  22. Duan, Yuejiao & Liu, Lanbiao & Zhang, Jingjia, 2024. "The belt and road initiative and the over-leverage of securities companies," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  23. Park, Hyun Woong, 2019. "Securitized banking, procyclical bank leverage, and financial instability," Structural Change and Economic Dynamics, Elsevier, vol. 49(C), pages 283-300.
  24. Wei, Jianxing & Xu, Tong, 2024. "Banking supervision with loopholes," European Economic Review, Elsevier, vol. 161(C).
  25. Karel Janda & Oleg Kravtsov, 2018. "Basel III Leverage and Capital Ratio over the Economic Cycle in the Czech Republic and its Comparison with the CEE Region," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2018(4), pages 5-23.
  26. Paul, Pascal, 2020. "A macroeconomic model with occasional financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
  27. Kumhof, Michael & Wang, Xuan, 2021. "Banks, money, and the zero lower bound on deposit rates," Journal of Economic Dynamics and Control, Elsevier, vol. 132(C).
  28. Alessandro Caiani & Alberto Russo & Mauro Gallegati, 2019. "Does inequality hamper innovation and growth? An AB-SFC analysis," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 177-228, March.
  29. Christoffer Koch & Gary Richardson & Patrick Van Horn, 2025. "Countercyclical Capital Buffers: A Cautionary Tale," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 57(4), pages 793-832, June.
  30. 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.
  31. Kiley, Michael T. & Sim, Jae W., 2014. "Bank capital and the macroeconomy: Policy considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 175-198.
  32. Eric Jondeau & Jean-Guillaume Sahuc, 2018. "A General Equilibrium Appraisal of Capital Shortfall," Working papers 668, Banque de France.
  33. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  34. Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E., 2016. "Agent based-stock flow consistent macroeconomics: Towards a benchmark model," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 375-408.
  35. Fu, Buben & Luo, Daqing, 2021. "Monetary policy uncertainty and bank leverage: Evidence from China," Economics Letters, Elsevier, vol. 203(C).
  36. Kim, Dohan, 2025. "The Asymmetric Bank Distress Amplifier of Recessions," Policy Research Working Paper Series 11170, The World Bank.
  37. Fukai, Hiroki, 2021. "Optimal interventions on strategic fails in repo markets," MPRA Paper 106090, University Library of Munich, Germany.
  38. Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers 2311, Banco de España.
  39. Rottner, Matthias, 2023. "Financial crises and shadow banks: A quantitative analysis," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 74-92.
  40. Jorge Abad & David Martínez-Miera & Javier Suárez, 2024. "A macroeconomic model of banks’ systemic risk taking," Working Papers 2441, Banco de España.
  41. Paul Luk & Tianxiao Zheng, 2022. "Dynamics of Secured and Unsecured Debt Over the Business Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 284-314, April.
  42. Janda, Karel & Kravtsov, Oleg, 2016. "Interdependencies between Leverage and Capital Ratios in the Banking Sector of the Czech Republic," MPRA Paper 74457, University Library of Munich, Germany.
  43. Clancy, Daragh & Merola, Rossana, 2014. "The effect of macroprudential policy on endogenous credit cycles," Research Technical Papers 15/RT/14, Central Bank of Ireland.
  44. Lukas Scheffknecht, 2013. "Contextualizing Systemic Risk," ROME Working Papers 201317, ROME Network.
  45. Andrea Camilli & Marta Giagheddu, 2020. "Public debt and crowding-out: the role of housing wealth," Working Papers 441, University of Milano-Bicocca, Department of Economics, revised Oct 2020.
  46. cho, hyejin, 2014. "bank capital regulation model," MPRA Paper 54409, University Library of Munich, Germany.
  47. Xu Tian, 2022. "Uncertainty and the Shadow Banking Crisis: Estimates from a Dynamic Model," Management Science, INFORMS, vol. 68(2), pages 1469-1496, February.
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