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Citations for "An Adverse Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy"

by Jeremy C. Stein

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  1. Skander J. Van den Heuvel, 2002. "Does bank capital matter for monetary transmission?," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 259-265.
  2. Gabriel Jiménez & Steven Ongena & José-Luis Peydró & Jesús Saurina, 2010. "Credit supply: identifying balance-sheet channels with loan applications and granted loans," Banco de Espa�a Working Papers 1030, Banco de Espa�a.
  3. Said, Fathin Faizah, 2013. "The dynamic of bank lending channel: Basel regulatory constraint," Economic Modelling, Elsevier, vol. 31(C), pages 606-613.
  4. Talavera, Oleksandr & Tsapin, Andriy & Zholud, Oleksandr, 2012. "Macroeconomic uncertainty and bank lending: The case of Ukraine," Economic Systems, Elsevier, vol. 36(2), pages 279-293.
  5. R. Glenn Hubbard & Kenneth N. Kuttner & Darius N. Palia, 1999. "Are there "bank effects" in borrowers' costs of funds? Evidence from a matched sample of borrowers and banks," Staff Reports 78, Federal Reserve Bank of New York.
  6. Bernanke, Ben S, 1983. "Nonmonetary Effects of the Financial Crisis in Propagation of the Great Depression," American Economic Review, American Economic Association, vol. 73(3), pages 257-76, June.
  7. Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
  8. Michael S. Gibson, 1997. "The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships," International Finance Discussion Papers 584, Board of Governors of the Federal Reserve System (U.S.).
  9. Leonardo Gambacorta, 2004. "How Do Banks Set Interest Rates?," NBER Working Papers 10295, National Bureau of Economic Research, Inc.
  10. Fernando Tenjo Galarza & Enrique López Enciso & Héctor Zárate Solano, 2015. "Riesgo de crédito y la transmisión de la política monetaria en Colombia," BORRADORES DE ECONOMIA 012616, BANCO DE LA REPÚBLICA.
  11. Peek, Joe & Rosengren, Eric S, 1997. "The International Transmission of Financial Shocks: The Case of Japan," American Economic Review, American Economic Association, vol. 87(4), pages 495-505, September.
  12. Wako Watanabe, 2004. "Prudential Regulation, the Credit Crunch" and the Ineffectiveness of Monetary Policy: Evidence from Japan," ISER Discussion Paper 0617, Institute of Social and Economic Research, Osaka University.
  13. Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Bank lines of credit as contingent liquidity: A study of covenant violations and their implications," Working Paper Series 1702, European Central Bank.
  14. Lea Zicchino & Erlend Nier, 2008. "Bank Losses, Monetary Policy and Financial Stability-Evidenceon the Interplay From Panel Data," IMF Working Papers 08/232, International Monetary Fund.
  15. Donald P. Morgan, 1998. "Judging the risk of banks: what makes banks opaque?," Research Paper 9805, Federal Reserve Bank of New York.
  16. George Benston & Paul Irvine & Jim Rosenfeld & Joseph F. Sinkey, Jr., 2000. "Bank capital structure, regulatory capital, and securities innovations," Working Paper 2000-18, Federal Reserve Bank of Atlanta.
  17. Xavier Freixas & José Jorge, 2007. "The role of interbank markets in monetary policy: A model with rationing," Economics Working Papers 1027, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  18. G.J. De Bondt, 1999. "Banks and monetary transmission in Europe: empirical evidence," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 52(209), pages 149-168.
  19. Thomas Chaney, 2007. "Liquidity Constrained Exporters," 2007 Meeting Papers 979, Society for Economic Dynamics.
  20. Ramon Caminal, 2002. "Taxation of banks: A theoretical framework," UFAE and IAE Working Papers 525.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  21. Matias Braun & Borja Larrain, 2004. "Finance and the Business Cycle: International, Inter-industry Evidence," Finance 0403001, EconWPA.
  22. Kick, Thomas & Onali, Enrico & Ruprecht, Benedikt & Schaeck, Klaus, 2014. "Wealth shocks, credit-supply shocks, and asset allocation: evidence from household and firm portfolios," Working Paper Series 1662, European Central Bank.
  23. Scott Davis, 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.
  24. Kenneth N. Kuttner & James J. McAndrews, 2001. "Personal on-line payments," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 35-50.
  25. Elijah Brewer, III & Bernadette A. Minton & James T. Moser, 1996. "Interest-rate derivatives and bank lending," Working Paper Series, Macroeconomic Issues WP-96-13, Federal Reserve Bank of Chicago.
  26. Christopher Baum & Mustafa Caglayan & Neslihan Ozkan, 2013. "The Role Of Uncertainty In The Transmission Of Monetary Policy Effects On Bank Lending," Manchester School, University of Manchester, vol. 81(2), pages 202-225, 03.
  27. Mamun, Abdullah & Hassan, M. Kabir, 2014. "What explains the lack of monetary policy influence on bank holding companies?," Review of Financial Economics, Elsevier, vol. 23(4), pages 227-235.
  28. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "The Impact of Macroeconomic Uncertainty on Bank Lending Behavior," Computing in Economics and Finance 2002 94, Society for Computational Economics.
  29. Caprio, Gerard Jr. & Dooley, Michael & Leipziger, Danny & Walsh, Carl, 1996. "The lender of last resort function under a currency board : the case of Argentina," Policy Research Working Paper Series 1648, The World Bank.
  30. Ratnovski, Lev, 2013. "Liquidity and transparency in bank risk management," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 422-439.
  31. Ippolito, Filippo & Ozdagli, Ali & Perez Orive, Ander, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," CEPR Discussion Papers 9696, C.E.P.R. Discussion Papers.
  32. Perera, Anil & Ralston, Deborah & Wickramanayake, J., 2014. "Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 195-216.
  33. repec:dgr:kubcen:2013040 is not listed on IDEAS
  34. Eduardo J.J. Ganapolsky, 2003. "Reserve requirements, bank runs, and optimal policies in small open economies," Working Paper 2003-39, Federal Reserve Bank of Atlanta.
  35. Ander Perez & Ali Ozdagli & Filippo Ippolito, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," 2013 Meeting Papers 1219, Society for Economic Dynamics.
  36. Merkl, Christian & Stolz, Stéphanie, 2006. "Banks' regulatory buffers, liquidity networks and monetary policy transmission," Discussion Paper Series 2: Banking and Financial Studies 2006,06, Deutsche Bundesbank, Research Centre.
  37. Kopecky, Kenneth J. & VanHoose, David, 2004. "Bank capital requirements and the monetary transmission mechanism," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 443-464, September.
  38. Casalin, Fabrizio & Dia, Enzo, 2014. "Adjustment costs, financial frictions and aggregate investment," Journal of Economics and Business, Elsevier, vol. 75(C), pages 60-79.
  39. Kenneth A. Froot & Paul G. J. O'Connell, 1997. "On The Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance," NBER Working Papers 6011, National Bureau of Economic Research, Inc.
  40. Piti Disyatat, 2011. "The Bank Lending Channel Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 711-734, 06.
  41. Bengt Holmstrom & Jean Tirole, 1996. "Private and Public Supply of Liquidity," NBER Working Papers 5817, National Bureau of Economic Research, Inc.
  42. Drumond, Inês & Jorge, José, 2013. "Loan interest rates under risk-based capital requirements: The impact of banking market structure," Economic Modelling, Elsevier, vol. 32(C), pages 602-607.
  43. Carlson, Mark & Shan, Hui & Warusawitharana, Missaka, 2013. "Capital ratios and bank lending: A matched bank approach," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 663-687.
  44. Efraim Benmelech & Nittai K. Bergman, 2012. "Credit Traps," American Economic Review, American Economic Association, vol. 102(6), pages 3004-32, October.
  45. Ongena, S. & Peydro, J.L. & van Horen, N., 2013. "Shocks Abroad, Pain at Home? Bank-firm Level Evidence on the International Transmission of Financial Shocks," Discussion Paper 2013-040, Tilburg University, Center for Economic Research.
  46. HOSONO Kaoru & MIYAKAWA Daisuke, 2014. "Business Cycles, Monetary Policy, and Bank Lending: Identifying the bank balance sheet channel with firm-bank match-level loan data," Discussion papers 14026, Research Institute of Economy, Trade and Industry (RIETI).
  47. Bengt Holmstrom & Jean Tirole, 1998. "LAPM: A Liquidity-based Asset Pricing Model," NBER Working Papers 6673, National Bureau of Economic Research, Inc.
  48. Kenneth A. Froot, 2007. "Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 273-299.
  49. Matousek, Roman & Sarantis, Nicholas, 2009. "The bank lending channel and monetary transmission in Central and Eastern European countries," Journal of Comparative Economics, Elsevier, vol. 37(2), pages 321-334, June.
  50. Douglas W. Diamond & Raghuram G. Rajan, 2003. "Money in a Theory of Banking," NBER Working Papers 10070, National Bureau of Economic Research, Inc.
  51. Shinichi Nishiyama & Tae Okada & Wako Watanabe, 2006. "Do Banks Reduce Lending Preemptively in Response to Capital Losses?," Discussion papers 06016, Research Institute of Economy, Trade and Industry (RIETI).
  52. Nachane, Dilip & Ghosh, Saibal & Ray, Partha, 2006. "Basel II and bank lending behavior: Some likely implications for monetary policy in India," MPRA Paper 3840, University Library of Munich, Germany.
  53. Anil K. Kashyap & Raghuram Rajan & Jeremy C. Stein, 1999. "Banks as Liquidity Providers: An Explanation for the Co-Existence of Lending and Deposit-Taking," NBER Working Papers 6962, National Bureau of Economic Research, Inc.
  54. Ryan R. Brady, 2011. "Consumer Credit, Liquidity, And The Transmission Mechanism Of Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 49(1), pages 246-263, 01.
  55. Mark J. Flannery, 2006. "Supervising bank safety and soundness: some open issues," Proceedings, Federal Reserve Bank of San Francisco.
  56. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1998. "Does the Federal Reserve have an informational advantage? you can bank on it," Working Papers 98-2, Federal Reserve Bank of Boston.
  57. Andrew Winton, 1996. "Monitored finance, liquidity, and institutional investment choice," Working Paper 9616, Federal Reserve Bank of Cleveland.
  58. Randall Morck & M. Deniz Yavuz & Bernard Yeung, 2013. "State-controlled Banks and the Effectiveness of Monetary Policy," NBER Working Papers 19004, National Bureau of Economic Research, Inc.
  59. James Vickery, 2005. "How and why do small firms manage interest rate risk? Evidence from commercial loans," Staff Reports 215, Federal Reserve Bank of New York.
  60. Skander Van den Heuvel, 2006. "The Bank Capital Channel of Monetary Policy," 2006 Meeting Papers 512, Society for Economic Dynamics.
  61. Joe Peek & Eric S. Rosengren, 1997. "Collateral damage: effects of the Japanese real estate collapse on credit availability and real activity in the United States," Working Papers 97-5, Federal Reserve Bank of Boston.
  62. Ciccarelli, Matteo & Peydró, José-Luis & Maddaloni, Angela, 2010. "Trusting the bankers: a new look at the credit channel of monetary policy," Working Paper Series 1228, European Central Bank.
  63. Tharavanij, Piyapas, 2007. "Capital Market Development, Frequency of Recession, and Fraction of Time the Economy in Recession," MPRA Paper 4954, University Library of Munich, Germany.
  64. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1999. "Using bank supervisory data to improve macroeconomic forecasts," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 21-32.
  65. Plosser, Matthew, 2014. "Bank heterogeneity and capital allocation: evidence from "fracking" shocks," Staff Reports 693, Federal Reserve Bank of New York.
  66. Bergman, Nittai K. & Jenter, Dirk, 2007. "Employee sentiment and stock option compensation," Journal of Financial Economics, Elsevier, vol. 84(3), pages 667-712, June.
  67. Anil K. Kashyap & Jeremy C. Stein, 1997. "The role of banks in monetary policy: a survey with implications for the European Monetary Union," Economic Perspectives, Federal Reserve Bank of Chicago, issue Sep, pages 2-18.
  68. Fernando Tenjo Galarza & Enrique López Enciso & Héctor Zárate Solano, 2015. "Riesgo de crédito y la transmisión de la política monetaria en Colombia," Borradores de Economia 872, Banco de la Republica de Colombia.
  69. Jith Jayaratne & Donald Morgan, 1997. "Information problems and deposit constraints at banks," Research Paper 9731, Federal Reserve Bank of New York.
  70. Filippo Ippolito & Ali K. Ozdagli & Ander Perez, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," Working Papers 721, Barcelona Graduate School of Economics.
  71. SEKINO Masahiro & WATANABE Wako, 2014. "Does the Policy Lending of the Government Financial Institution Substitute for the Private Lending during the Period of the Credit Crunch? Evidence from loan level data in Japan," Discussion papers 14063, Research Institute of Economy, Trade and Industry (RIETI).
  72. Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2014. "A Model of Monetary Policy and Risk Premia," NBER Working Papers 20141, National Bureau of Economic Research, Inc.
  73. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2010. "Does monetary policy affect bank risk-taking?," BIS Working Papers 298, Bank for International Settlements.
  74. Gabriel Jiménez & Atif Mian & José-Luis Peydró & Jesús Saurina, 2011. "Local versus aggregate lending channels: the effects of securitization on corporate credit supply," Banco de Espa�a Working Papers 1124, Banco de Espa�a.
  75. Putkuri , Hanna, 2003. "Cross-country asymmetries in euro area monetary transmission: the role of national financial systems," Research Discussion Papers 15/2003, Bank of Finland.
  76. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers 1384, Department of Economics and Business, Universitat Pompeu Fabra.
  77. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2002. "The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds," Boston College Working Papers in Economics 521, Boston College Department of Economics, revised 31 Aug 2008.
  78. G.J. De Bondt, 1999. "Banks and monetary transmission in Europe: empirical evidence," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 52(209), pages 149-168.
  79. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
  80. Joe Peek & Eric S. Rosengren & Geoffrey M.B. Tootell, 1997. "Is banking supervision central to central banking?," Working Papers 97-3, Federal Reserve Bank of Boston.
  81. Wako Watanabe, 2004. "Does a Large Loss of Bank Capital Cause Ever-greening or Flight to Quality?: Evidence from Japan," ISER Discussion Paper 0618, Institute of Social and Economic Research, Osaka University.
  82. Kinda Hachem, 2014. "Resource Allocation and Inefficiency in the Financial Sector," NBER Working Papers 20365, National Bureau of Economic Research, Inc.
  83. Masami Imai, 2008. "Crowding-Out Effects of a Government-Owned Depository Institution: Evidence from a Natural Experiment in Japan," Wesleyan Economics Working Papers 2008-003, Wesleyan University, Department of Economics.
  84. Wako Watanabe, 2010. "How Did the Capital Flow through Banks Change in the 1990s? -- Examining "Credit Crunch", "Forbearance Lending", and "Overbanking" --," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 6(1), pages 81-104, February.
  85. basab dasgupta, 2005. "Capital Accumulation in the Presence of Informal Credit Contract: Does Incentive Mechanism Work Better than Credit Rationing Under Asymmetric Information?," Computing in Economics and Finance 2005 366, Society for Computational Economics.
  86. Tony Takeda & Fabiana Rocha & Márcio Nakane, 2003. "The Reaction of Bank Lending to Monetary Policy in Brazil," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] b30, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  87. Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries, 2004. "Credit Rationing Effects of Credit Value-at-Risk," Tinbergen Institute Discussion Papers 04-032/2, Tinbergen Institute.
  88. Inderst, Roman, 2013. "Prudence as a competitive advantage: On the effects of competition on banks' risk-taking incentives," European Economic Review, Elsevier, vol. 60(C), pages 127-143.
  89. Rafael Felipe Schiozer & Raquel de Freitas Oliveira, 2014. "Asymmetric Transmission of a Bank Liquidity Shock," Working Papers Series 368, Central Bank of Brazil, Research Department.
  90. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
  91. Hervé Alexandre & Julien Clavier, 2012. "Passage Obligatoire Aux Normes Comptables Ias/Ifrs, Contraintes En Liquidite Et Rationnement Du Credit : Une Etude Empirique Dans L'Industrie Bancaire Europenne," Post-Print hal-00936624, HAL.
  92. Watanabe, Wako, 2010. "Does a large loss of bank capital cause Evergreening? Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, vol. 24(1), pages 116-136, March.
  93. Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers 13-17, Federal Reserve Bank of Boston.
  94. Ben S. Bernanke & Mark Gertler, 1995. "Inside the Black Box: The Credit Channel of Monetary Policy Transmission," NBER Working Papers 5146, National Bureau of Economic Research, Inc.
  95. Krylova, Elizaveta, 2002. "The Credit Channel of Monetary Policy. Case of Austria," Economics Series 111, Institute for Advanced Studies.
  96. Robert M. Adams & Dean F. Amel, 2005. "The effects of local banking market structure on the banking-lending channel of monetary policy," Finance and Economics Discussion Series 2005-16, Board of Governors of the Federal Reserve System (U.S.).
  97. Kenneth A. Froot & Jeremy C. Stein, 1996. "Risk Management, Capital Budgeting and Capital Structure Policy for Financial Institutions: An Integrated Approach," Center for Financial Institutions Working Papers 96-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
  98. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013. "Understanding global liquidity," Discussion Papers 03/2013, Deutsche Bundesbank, Research Centre.
  99. Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan, 2004. "Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say," Money Macro and Finance (MMF) Research Group Conference 2004 45, Money Macro and Finance Research Group.
  100. Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
  101. Erik Gilje & Elena Loutskina & Philip E. Strahan, 2013. "Exporting Liquidity: Branch Banking and Financial Integration," NBER Working Papers 19403, National Bureau of Economic Research, Inc.
  102. Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
  103. Jeremy C. Stein & Anil K. Kashyap, 2000. "What Do a Million Observations on Banks Say about the Transmission of Monetary Policy?," American Economic Review, American Economic Association, vol. 90(3), pages 407-428, June.
  104. Anil K Kashyap & Jeremy C. Stein, 1997. "What Do a Million Banks Have to Say About the Transmission of Monetary Policy?," NBER Working Papers 6056, National Bureau of Economic Research, Inc.
  105. Tümer Kapan & Camelia Minoiu, 2013. "Balance Sheet Strength and Bank Lending During the Global Financial Crisis," IMF Working Papers 13/102, International Monetary Fund.
  106. Carola Frydman & Eric Hilt & Lily Y. Zhou, 2012. "Economic Effects of Runs on Early 'Shadow Banks': Trust Companies and the Impact of the Panic of 1907," NBER Working Papers 18264, National Bureau of Economic Research, Inc.
  107. Rahooja, Sabbah & Ali, Asif & Ahmed, Jameel & Hussain, Fayyaz & Rifat, Rizwana, 2014. "Monetary Policy and Bank Hetrogeneity: Effectiveness of Bank Lending Channel in Pakistan," MPRA Paper 60473, University Library of Munich, Germany.
  108. Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.
  109. Akinci, Dervis Ahmet & Matousek, Roman & Radić, Nemanja & Stewart, Chris, 2013. "Monetary policy and the banking sector in Turkey," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 269-285.
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