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Citations for "Leverage Constraints and the International Transmission of Shocks"

by Michael B Devereux & James Yetman

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  1. Raddatz, Claudio & Schmukler, Sergio L., 2012. "On the international transmission of shocks: Micro-evidence from mutual fund portfolios," Journal of International Economics, Elsevier, vol. 88(2), pages 357-374.
  2. Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Perri, Fabrizio, 2012. "Global Banks and Crisis Transmission," CEPR Discussion Papers 9044, C.E.P.R. Discussion Papers.
  3. Kopoin, Alexandre, 2015. "Cross-border Banking, Spillover Effects and International Business Cycles," MPRA Paper 65515, University Library of Munich, Germany, revised 06 Apr 2015.
  4. Maria Teresa Punzi & Karlo Kauko, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Papers wuwp194, Vienna University of Economics and Business, Department of Economics.
  5. Tille, Cédric & van Wincoop, Eric, 2014. "Solving DSGE portfolio choice models with dispersed private information," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 1-24.
  6. Luca Guerrieri & Matteo Iacoviello & Raoul Minetti, 2013. "Banks, Sovereign Debt, and the International Transmission of Business Cycles," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 9(1), pages 181 - 213.
  7. Lance Kent, 2014. "Bilateral Linkages and the International Transmission of Business Cycles," Working Papers 149, Department of Economics, College of William and Mary.
  8. Pierpaolo Benigno & Federica Romei, 2012. "Debt Deleveraging and The Exchange Rate," NBER Working Papers 17944, National Bureau of Economic Research, Inc.
  9. Serdar Kabaca, 2014. "Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing," Staff Working Papers 14-47, Bank of Canada.
  10. Caporale, Guglielmo Maria & Donadelli, Michael & Varani, Alessia, 2015. "International capital markets structure, preferences and puzzles: A “US–China World”," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 85-99.
  11. Valentina Bruno & Hyun Song Shin, 2012. "Capital Flows and the Risk-Taking Channel of Monetary Policy," BIS Working Papers 400, Bank for International Settlements.
  12. Nguyen, Ha & Qian, Rong, 2013. "Demand collapse or credit crunch to firms ? evidence from the world bank's financial crisis survey in Eastern Europe," Policy Research Working Paper Series 6651, The World Bank.
  13. Enders, Zeno & Kollmann, Robert & Müller, Gernot, 2010. "Global Banking and International Business Cycles," CEPR Discussion Papers 7972, C.E.P.R. Discussion Papers.
  14. Naohisa Hirakata & Takushi Kurozumi, 2013. "The International Finance Multiplier in Business Cycle Fluctuations," IMES Discussion Paper Series 13-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
  15. Dedola, Luca & Karadi, Peter & Lombardo, Giovanni, 2013. "Global implications of national unconventional policies," Journal of Monetary Economics, Elsevier, vol. 60(1), pages 66-85.
  16. Luis Fernando Melo & Hernán Rincón, 2013. "Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(71), pages 1-35, Junio.
  17. Fries, Claudia & Kappler, Marcus, 2015. "Does foreign direct investment synchronise business cycles? Results from a panel approach," ZEW Discussion Papers 15-031, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  18. Ippei Fujiwara & Koji Takahashi, 2012. "Asian Financial Linkage: Macro‐Finance Dissonance," Pacific Economic Review, Wiley Blackwell, vol. 17(1), pages 136-159, 02.
  19. Chowla, Shiv & Quaglietti, Lucia & Rachel, Lukasz, 2014. "How have world shocks affected the UK economy?," Bank of England Quarterly Bulletin, Bank of England, vol. 54(2), pages 167-179.
  20. Livia Chitu, 2013. "Was Unofficial Dollarisation/Euroisation an Amplifier of the ‘Great Recession’ of 2007–2009 in Emerging Economies?," Comparative Economic Studies, Palgrave Macmillan, vol. 55(2), pages 233-265, June.
  21. Kristin J. Forbes & Francis E. Warnock, 2011. "Capital Flow Waves: Surges, Stops, Flight, and Retrenchment," NBER Working Papers 17351, National Bureau of Economic Research, Inc.
  22. Linda S. Goldberg, 2013. "Banking Globalization, Transmission, and Monetary Policy Autonomy," NBER Working Papers 19497, National Bureau of Economic Research, Inc.
  23. Kónya, István & Benczúr, Péter, 2013. "Kamatfelár, hitelválság és mérlegalkalmazkodás egy kis, nyitott gazdaságban
    [Interest premium, credit crisis and balance-sheet adjustment in a small open economy]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 940-964.
  24. Grzegorz R. Dlugoszek, 2016. "Solving DSGE Portfolio Choice Models with Asymmetric Countries," SFB 649 Discussion Papers SFB649DP2016-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  25. Julien Bengui & Enrique G. Mendoza & Vincenzo Quadrini, 2012. "Capital Mobility and International Sharing of Cyclical Risk," NBER Working Papers 18372, National Bureau of Economic Research, Inc.
  26. Michael B Devereux & James Yetman, 2010. "Financial deleveraging and the international transmission of shocks," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 274-298 Bank for International Settlements.
  27. Ryan Niladri Banerjee & Michael B Devereux & Giovanni Lombardo, 2016. "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," BIS Working Papers 540, Bank for International Settlements.
  28. Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
  29. Katrin Rabitsch & Serhiy Stepanchuk & Viktor Tsyrennikov, 2014. "International Portfolios: A Comparison of Solution Methods," Department of Economics Working Papers wuwp159, Vienna University of Economics and Business, Department of Economics.
  30. Raouf Boucekkine & Giorgio Fabbri & Patrick A. Pintus, 2012. "Short-Run Pain, Long-Run Gain : the Conditional Welfare Gains from International Financial Integration," Documents de recherche 12-14, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  31. Nicola Cetorelli & Linda S. Goldberg, 2011. "Liquidity management of U.S. global banks: internal capital markets in the Great Recession," Staff Reports 511, Federal Reserve Bank of New York.
  32. Philip R. Lane, 2013. "External imbalances and macroeconomic policy," New Zealand Economic Papers, Taylor & Francis Journals, vol. 47(1), pages 53-70, April.
  33. Nguyen, Ha & Qian, Rong, 2012. "The cross-country magnitude and determinants of collateral borrowing," Policy Research Working Paper Series 6001, The World Bank.
  34. Nikolaos Antonakakis & Gabriele Tondl, 2011. "Has Integration Promoted Business Cycle Synchronization in the Enlarged EU?," FIW Working Paper series 075, FIW.
  35. Curatola, Giuliano & Donadelli, Michael & Gioffré, Alessandro & Grüning, Patrick, 2014. "Austerity, fiscal volatility, and economic growth," SAFE Working Paper Series 56, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  36. Donadelli, Michael & Paradiso, Antonio, 2014. "Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 206-220.
  37. Serena Ng & Jonathan H. Wright, 2013. "Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling," Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1120-54, December.
  38. Metiu, Norbert & Hilberg, Björn & Grill, Michael, 2015. "Financial frictions and global spillovers," Discussion Papers 04/2015, Deutsche Bundesbank, Research Centre.
  39. Tommaso Trani, 2013. "Country Portfolios with Heterogeneous Pledgeability," Faculty Working Papers 02/13, School of Economics and Business Administration, University of Navarra.
  40. Yue ZHAO, 2013. "Role of Financial and Productivity Shocks in the US and Japan: A Two-Country Economy," KIER Working Papers 881, Kyoto University, Institute of Economic Research.
  41. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014. "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," CESifo Working Paper Series 4669, CESifo Group Munich.
  42. Steiner, Andreas, 2014. "Reserve accumulation and financial crises: From individual protection to systemic risk," European Economic Review, Elsevier, vol. 70(C), pages 126-144.
  43. Erden, Lutfi & Ozkan, Ibrahim, 2014. "Determinants of international transmission of business cycles to Turkish economy," Economic Modelling, Elsevier, vol. 36(C), pages 383-390.
  44. Yuko Imura & Julia Thomas, 2015. "International Transmission of Credit Shocks in an Equilibrium Model with Production Heterogeneity," Staff Working Papers 15-19, Bank of Canada.
  45. Kara, Gazi Ishak, 2016. "Systemic risk, international regulation, and the limits of coordination," Journal of International Economics, Elsevier, vol. 99(C), pages 192-222.
  46. BOUCEKKINE, Raouf & PINTUS, Patrick A., . "History's a curse: leapfrogging, growth breaks and growth reversals under international borrowing without commitment," CORE Discussion Papers RP 2450, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  47. Potjagailo, Galina, 2016. "Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach," Kiel Working Papers 2033, Kiel Institute for the World Economy (IfW).
  48. Jean-François Rouillard, 2013. "International Risk Sharing and Land Dynamics," Cahiers de recherche 13-02, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  49. Leif Anders Thorsrud, 2013. "Global and regional business cycles. Shocks and propagations," Working Papers 0012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  50. Reinhardt, Dennis & Dell'Erba, Salvatore, 2013. "Not all capital waves are alike: a sector-level examination of surges in FDI inflows," Bank of England working papers 474, Bank of England.
  51. Kollmann, Robert & Zeugner, Stefan, 2012. "Leverage as a predictor for real activity and volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1267-1283.
  52. Percic Stanislav & Apostoaie Constantin-Marius & Chirlesan Dan, 2013. "A Tale Of Two Cycles In Developing And Advanced Economies: A Country Case Study Comparison," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 440-450, December.
  53. Ahrend, Rudiger & Goujard, Antoine, 2014. "Are all forms of financial integration equally risky? Asset price contagion during the global financial crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 35-53.
  54. Ahrend, Rudiger & Goujard, Antoine, 2015. "Global banking, global crises? The role of the bank balance-sheet channel for the transmission of financial crises," European Economic Review, Elsevier, vol. 80(C), pages 253-279.
  55. Sebnem Kalemli-Ozcan & Elias Papaioannou & José Luis Peydró, 2009. "Financial Regulation, Financial Globalization and the Synchronization of Economic Activity," NBER Working Papers 14887, National Bureau of Economic Research, Inc.
  56. Wen Yao, 2012. "International Business Cycles and Financial Frictions," Staff Working Papers 12-19, Bank of Canada.
  57. Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5329-5345.
  58. 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.
  59. Salvatore Dell’Erba & Dennis Reinhardt, 2011. "Surfing the Capital Waves: A sector-level examination of surges in FDI inflows," Working Papers 11.07, Swiss National Bank, Study Center Gerzensee.
  60. Hande Kucuk & Alan Sutherland, 2015. "International Risk Sharing and Portfolio Choice with Non-separable Preferences," Working Papers 1517, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  61. Ippei Fujiwara, 2010. "Export shocks and the zero bound trap," Globalization and Monetary Policy Institute Working Paper 63, Federal Reserve Bank of Dallas.
  62. Fabrizio Perri & Vincenzo Quadrini, 2011. "International Recessions," IMES Discussion Paper Series 11-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
  63. 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.
  64. N. Antonakakis & G. Tondl, 2014. "Does integration and economic policy coordination promote business cycle synchronization in the EU?," Empirica, Springer, vol. 41(3), pages 541-575, August.
  65. F. Gulcin Ozkan & D. Filiz Unsal, 2012. "Global financial crisis, financial contagion and emerging markets," Discussion Papers 12/35, Department of Economics, University of York.
  66. repec:una:unccee:wp2812 is not listed on IDEAS
  67. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2013. "Financial Frictions and Inflation Differentials in a Monetary Union," Munich Reprints in Economics 19365, University of Munich, Department of Economics.
  68. Philip R. Lane, 2011. "External Imbalances and Macroeconomic Policy in New Zealand," The Institute for International Integration Studies Discussion Paper Series iiisdp376, IIIS.
  69. Uluc Aysun, 2015. "Searching for the source of macroeconomic integration across advanced economies," Working Papers 2015-01, University of Central Florida, Department of Economics.
  70. Marlène Isoré, 2011. "International Propagation of Financial Shocks in a Search and Matching Environment," FIW Working Paper series 068, FIW.
  71. Sebnem Kalemli-Özcan, 2014. "Spillovers to emerging markets during global financial crisis," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 17(2), pages 26-47, August.
  72. Antoine Godin & Stephen Kinsella, 2012. "Leverage, liquidity and crisis: A simulation study," ASSRU Discussion Papers 1205, ASSRU - Algorithmic Social Science Research Unit.
  73. TengTeng Xu, 2012. "The Role of Credit in International Business Cycles," Staff Working Papers 12-36, Bank of Canada.
  74. Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015. "Bank capital shock propagation via syndicated interconnectedness," BIS Working Papers 484, Bank for International Settlements.
  75. Davis, J. Scott, 2014. "Financial integration and international business cycle co-movement," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 99-111.
  76. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
  77. Kollmann, Robert, 2010. "Banks and the Domestic and International Propagation of Macroeconomic and Financial Shocks," MPRA Paper 70349, University Library of Munich, Germany.
  78. Eickmeier, Sandra & Ng, Tim, 2015. "How do US credit supply shocks propagate internationally? A GVAR approach," European Economic Review, Elsevier, vol. 74(C), pages 128-145.
  79. Jean-François Rouillard, 2015. "International Risk Sharing and Financial Shocks," Cahiers de recherche Â, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  80. Luk, Paul, 2015. "Chained financial contracts and global banks," Economics Letters, Elsevier, vol. 129(C), pages 87-90.
  81. 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.
  82. Dovern, Jonas & van Roye, Björn, 2014. "International transmission and business-cycle effects of financial stress," Journal of Financial Stability, Elsevier, vol. 13(C), pages 1-17.
  83. Jean-François Rouillard, 2015. "National Financial Frictions and International Business Cycle Synchronization," Cahiers de recherche Â, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke.
  84. Nuguer Victoria, 2015. "Financial Intermediation in a Global Environment," Working Papers 2015-05, Banco de México.
  85. Lise Clain-Chamosset-Yvrard & Takashi Kamihigashi, 2015. "International Transmission of Bubble Crashes in a Two-Country Overlapping Generations," Discussion Paper Series DP2015-43, Research Institute for Economics & Business Administration, Kobe University.
  86. Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
  87. Rabitsch, Katrin & Stepanchuk, Serhiy & Tsyrennikov, Viktor, 2015. "International portfolios: A comparison of solution methods," Journal of International Economics, Elsevier, vol. 97(2), pages 404-422.
  88. Peter Benczur & Istvan Konya, 2015. "Interest Premium, Sudden Stop, and Adjustment in a Small Open Economy," IEHAS Discussion Papers 1505, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  89. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
  90. Devereux, Michael B. & Sutherland, Alan, 2011. "Evaluating international financial integration under leverage constraints," European Economic Review, Elsevier, vol. 55(3), pages 427-442, April.
  91. 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.
  92. Stanimira Milcheva, 2012. "Monetary policy, financial intermediation, current account and housing market - how do they fit together?," ERES eres2012_151, European Real Estate Society (ERES).
  93. Chiţu, Livia, 2012. "Was unofficial dollarisation/euroisation an amplifier of the 'Great Recession' of 2007-09 in emerging economies," Working Paper Series 1473, European Central Bank.
  94. Stephen Cecchetti & Michael R King & James Yetman, 2011. "Weathering the financial crisis: good policy or good luck?," BIS Working Papers 351, Bank for International Settlements.
  95. Dennis Reinhardt & Salvatore Dell'Erba, 2013. "Las olas de capital no son todas iguales: análisis sectorial de las alzas en las entradas de IED," Boletín, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 57-92, abril-jun.
  96. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial ," OECD Economics Department Working Papers 969, OECD Publishing.
  97. Dell'Erba, Salvatore & Reinhardt, Dennis, 2015. "FDI, debt and capital controls," Journal of International Money and Finance, Elsevier, vol. 58(C), pages 29-50.
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