메뉴 건너뛰기




Volumn 20, Issue 4, 2004, Pages 591-615

Bank regulation and macroeconomic fluctuations

Author keywords

[No Author keywords available]

Indexed keywords

BANKING; FINANCIAL SYSTEM; LENDING BEHAVIOR; MACROECONOMICS; PRICE DETERMINATION;

EID: 12344336597     PISSN: 0266903X     EISSN: None     Source Type: Journal    
DOI: 10.1093/oxrep/grh034     Document Type: Article
Times cited : (75)

References (44)
  • 1
    • 8644248517 scopus 로고    scopus 로고
    • 'Financial Reform: What Shapes it? What Shakes it?'
    • IMF Working Paper No. 03/70
    • Abiad, A., and Mody, A. (2003), 'Financial Reform: What Shapes it? What Shakes it?', IMF Working Paper No. 03/70
    • (2003)
    • Abiad, A.1    Mody, A.2
  • 2
    • 6944237502 scopus 로고    scopus 로고
    • 'Understanding the Recovery Rates on Defaulted Securities'
    • London Business School, Paper in Progress, 23 November draft
    • Acharya, V. V., Bharath, S. T., and Srinivasan, A. (2003), 'Understanding the Recovery Rates on Defaulted Securities', London Business School, Paper in Progress, 23 November draft.
    • (2003)
    • Acharya, V.V.1    Bharath, S.T.2    Srinivasan, A.3
  • 3
    • 12344325498 scopus 로고    scopus 로고
    • 'Altman Report on Defaulted Bonds and Bank Loans'
    • Salomon Smith Barney, United States Corporate Bond Research High Yield
    • Altman, E. (2002), 'Altman Report on Defaulted Bonds and Bank Loans', Salomon Smith Barney, United States Corporate Bond Research High Yield.
    • (2002)
    • Altman, E.1
  • 4
    • 4644312966 scopus 로고    scopus 로고
    • 'The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality'
    • Working Paper, New York University
    • Altman, E., Brady, B., Resti, A., and Sironi, A. (2002), 'The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality', Working Paper, New York University.
    • (2002)
    • Altman, E.1    Brady, B.2    Resti, A.3    Sironi, A.4
  • 5
    • 12344330225 scopus 로고
    • Bank of England London, Bank of England, May
    • Bank of England (1971), Competition and Credit Control, London, Bank of England, May.
    • (1971) Competition and Credit Control
  • 6
    • 0004216528 scopus 로고
    • 'International Convergence of Capital Measurement and Capital Standards'
    • Basel Committee on Banking Supervision Basel, July
    • Basel Committee on Banking Supervision (1988), 'International Convergence of Capital Measurement and Capital Standards', Basel, July.
    • (1988)
  • 7
    • 0003582263 scopus 로고    scopus 로고
    • 'Capital Requirements and Bank Behaviour: The Impact of the Basel Accord'
    • Basel Committee on Banking Supervision Basel Committee on Banking Supervision Working Paper No. 1
    • Basel Committee on Banking Supervision (1999), 'Capital Requirements and Bank Behaviour: The Impact of the Basel Accord', Basel Committee on Banking Supervision Working Paper No. 1.
    • (1999)
  • 8
    • 0039923342 scopus 로고
    • 'Did Risk-based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States?'
    • Berger, A., and Udell, G. (1994), 'Did Risk-based Capital Allocate Bank Credit and Cause a "Credit Crunch" in the United States?', Journal of Money, Credit and Banking, 26, 585-628.
    • (1994) Journal of Money, Credit and Banking , vol.26 , pp. 585-628
    • Berger, A.1    Udell, G.2
  • 9
    • 84977364496 scopus 로고
    • 'Agency Costs, Collateral and Business Fluctuations'
    • Bernanke, B., and Gertler, M. (1989), 'Agency Costs, Collateral and Business Fluctuations', American Economic Review, 79, 14-31.
    • (1989) American Economic Review , vol.79 , pp. 14-31
    • Bernanke, B.1    Gertler, M.2
  • 10
    • 0002202504 scopus 로고    scopus 로고
    • 'Monetary Policy and Asset Price Volatility'
    • Proceedings of the Jackson Hole Conference, 26-28 August, published by the Federal Reserve Bank of Kansas City, reproduced in Economic Review, Fourth Quarter
    • Bernanke, B., and Gertler, M. (1999), 'Monetary Policy and Asset Price Volatility', in New Challenges for Monetary Policy, Proceedings of the Jackson Hole Conference, 26-28 August, published by the Federal Reserve Bank of Kansas City, reproduced in Economic Review, Fourth Quarter, 17-51.
    • (1999) New Challenges for Monetary Policy , pp. 17-51
    • Bernanke, B.1    Gertler, M.2
  • 11
    • 70449530457 scopus 로고    scopus 로고
    • 'The Financial Accelerator in a Quantitative Business Cycle Framework'
    • J. B. Taylor and M. Woodford (eds)
    • Bernanke, B., Gertler, M., Gilchrist, S. (1999), 'The Financial Accelerator in a Quantitative Business Cycle Framework', in J. B. Taylor and M. Woodford (eds), Handbook of Macroeconomics, Vol. 1C, 1341-93.
    • (1999) Handbook of Macroeconomics , vol.1 C , pp. 1341-1393
    • Bernanke, B.1    Gertler, M.2    Gilchrist, S.3
  • 13
    • 2942550467 scopus 로고    scopus 로고
    • 'How Did It Happen?'
    • Brennan, M. J. (2004), 'How Did It Happen?', Economic Notes, 33 1), 3-22.
    • (2004) Economic Notes , vol.33 , Issue.1 , pp. 3-22
    • Brennan, M.J.1
  • 15
    • 0040364531 scopus 로고    scopus 로고
    • 'The Science of Monetary Policy: A New Keynesian Perspective'
    • Clarida, R., Gali, J., and Gertler, M. (1999), 'The Science of Monetary Policy: A New Keynesian Perspective', Journal of Economic Literature 37(4), 1661-707.
    • (1999) Journal of Economic Literature , vol.37 , Issue.4 , pp. 1661-1707
    • Clarida, R.1    Gali, J.2    Gertler, M.3
  • 16
    • 0012248217 scopus 로고    scopus 로고
    • 'Lending Booms, Real Estate Bubbles and the Asian Crisis'
    • IMF Working Paper 02/20
    • Collyns, C., and Senhadji, A. (2002), 'Lending Booms, Real Estate Bubbles and the Asian Crisis', IMF Working Paper 02/20.
    • (2002)
    • Collyns, C.1    Senhadji, A.2
  • 17
    • 0003400206 scopus 로고    scopus 로고
    • 'Financial Liberalization and Financial Fragility'
    • IMF Working Paper No. 98/83
    • Demirgüc-Kunt, A., and Detriagiache, E. (1998), 'Financial Liberalization and Financial Fragility', IMF Working Paper No. 98/83.
    • (1998)
    • Demirgüc-Kunt, A.1    Detriagiache, E.2
  • 18
    • 0000472488 scopus 로고
    • 'Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root'
    • Dickey, D., and Fuller, W. (1981), 'Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root', Econometrica, 60 423-33.
    • (1981) Econometrica , vol.60 , pp. 423-433
    • Dickey, D.1    Fuller, W.2
  • 19
    • 0003993065 scopus 로고    scopus 로고
    • 'The Nordic Banking Crises. Pitfalls in Financial Liberalization?'
    • IMF Occasional Paper No. 161
    • Drees, B., and Pazarbasioglu, C. (1998), 'The Nordic Banking Crises. Pitfalls in Financial Liberalization?', IMF Occasional Paper No. 161.
    • (1998)
    • Drees, B.1    Pazarbasioglu, C.2
  • 21
    • 0344145801 scopus 로고    scopus 로고
    • 'Risk Assessment of Banking Systems'
    • Oesterreichische Nationalbank, August, mimeo
    • Elsinger, H., Lehar, A., and Summer, M. (2002), 'Risk Assessment of Banking Systems', Oesterreichische Nationalbank, August, mimeo.
    • (2002)
    • Elsinger, H.1    Lehar, A.2    Summer, M.3
  • 22
    • 0037332184 scopus 로고    scopus 로고
    • 'Interbank Exposures: Quantifying the Risk of Contagion'
    • Furfine, C. (2003), 'Interbank Exposures: Quantifying the Risk of Contagion', Journal of Money, Credit and Banking, 35, 111-28.
    • (2003) Journal of Money, Credit and Banking , vol.35 , pp. 111-128
    • Furfine, C.1
  • 24
    • 0003853145 scopus 로고    scopus 로고
    • 'Banking and Currency Crises: How Common are the Twins?'
    • Federal Reserve Bank of San Francisco Pacific Basin Working Paper No. PB 99-07
    • Glick, R., and Hutchison, M. (1999), 'Banking and Currency Crises: How Common are the Twins?', Federal Reserve Bank of San Francisco Pacific Basin Working Paper No. PB 99-07.
    • (1999)
    • Glick, R.1    Hutchison, M.2
  • 26
    • 34547435497 scopus 로고    scopus 로고
    • 'Basel and Procyclicality'
    • London School of Economics, Financial Markets Group, Discussion Paper, forthcoming
    • Goodhart, C. A. E., Segoviano, M. (2004), 'Basel and Procyclicality', London School of Economics, Financial Markets Group, Discussion Paper, forthcoming.
    • (2004)
    • Goodhart, C.A.E.1    Segoviano, M.2
  • 27
    • 0038215254 scopus 로고    scopus 로고
    • 'A Model to Analyse Financial Fragility'
    • Oxford Financial Research Centre Working PaperNo. 2003fe13
    • Goodhart, C. A. E., Sunirand, P., and Tsomocos, D. P. (2003), 'A Model to Analyse Financial Fragility', Oxford Financial Research Centre Working PaperNo. 2003fe13.
    • (2003)
    • Goodhart, C.A.E.1    Sunirand, P.2    Tsomocos, D.P.3
  • 28
    • 7544237769 scopus 로고    scopus 로고
    • 'Procyclicality in Basel II: Can We Treat the Disease without Killing the Patient?'
    • Board of Governors of the Federal Reserve System, Paper in Progress, 12 May draft
    • Gordy, M. B., and Howells, B. (2004), 'Procyclicality in Basel II: Can We Treat the Disease without Killing the Patient?', Board of Governors of the Federal Reserve System, Paper in Progress, 12 May draft.
    • (2004)
    • Gordy, M.B.1    Howells, B.2
  • 29
    • 0039624712 scopus 로고    scopus 로고
    • 'The Twin Crisis: The Causes of Banking and Balance-of-Payments Problems'
    • Kaminsky, G., and Reinhart, C. (1999), 'The Twin Crisis: The Causes of Banking and Balance-of-Payments Problems', American Economic Review 89, 473-500.
    • (1999) American Economic Review , vol.89 , pp. 473-500
    • Kaminsky, G.1    Reinhart, C.2
  • 30
    • 0346862869 scopus 로고    scopus 로고
    • 'Short-run Pain, Long-run Gain: The Effects of Financial Liberalization'
    • NBER Working Paper 9787
    • Kaminsky, G., Schmukler, S. (2003), 'Short-run Pain, Long-run Gain: The Effects of Financial Liberalization', NBER Working Paper 9787.
    • (2003)
    • Kaminsky, G.1    Schmukler, S.2
  • 33
    • 4344682436 scopus 로고    scopus 로고
    • 'Contributions of Financial Systems to Growth in OECD countries'
    • OECD Economics Department Working Paper No. 280
    • Leahy, M., Schich, S., Wehinger, G., Pelgrin, F., and Thorgeirsson, T. (2001), 'Contributions of Financial Systems to Growth in OECD countries', OECD Economics Department Working Paper No. 280.
    • (2001)
    • Leahy, M.1    Schich, S.2    Wehinger, G.3    Pelgrin, F.4    Thorgeirsson, T.5
  • 34
    • 0000329790 scopus 로고    scopus 로고
    • 'Financial Development and Economic Growth: Views and Agendas'
    • Levine, R. (1997), 'Financial Development and Economic Growth: Views and Agendas', Journal of Economic Literature, 35, 688-726.
    • (1997) Journal of Economic Literature , vol.35 , pp. 688-726
    • Levine, R.1
  • 35
    • 0000899296 scopus 로고
    • 'The Great Crash, the Oil Price Shock and the Unit Root Hypothesis'
    • Perron, P. (1989), 'The Great Crash, the Oil Price Shock and the Unit Root Hypothesis', Econometrica, 57, 1361-401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 36
    • 84948500109 scopus 로고
    • 'Testing for a Unit Root in a Time Series Regression with a Changing Mean'
    • Perron, P. (1990), 'Testing for a Unit Root in a Time Series Regression with a Changing Mean', Journal of Business and Economic Statistics 8, 153-62.
    • (1990) Journal of Business and Economic Statistics , vol.8 , pp. 153-162
    • Perron, P.1
  • 37
    • 0001561726 scopus 로고    scopus 로고
    • 'Further Evidence from Breaking Trend Functions in Macroeconomic Variables'
    • Perron, P. (1997), 'Further Evidence from Breaking Trend Functions in Macroeconomic Variables', Journal of Econometrics, 80, 355-85.
    • (1997) Journal of Econometrics , vol.80 , pp. 355-385
    • Perron, P.1
  • 39
    • 12344315686 scopus 로고    scopus 로고
    • 'Before and After Financial Liberalization'
    • University of Maryland, mimeo
    • Reinhart, C., and Tokatlidis, I. (2001), 'Before and After Financial Liberalization', University of Maryland, mimeo.
    • (2001)
    • Reinhart, C.1    Tokatlidis, I.2
  • 40
    • 0003635292 scopus 로고    scopus 로고
    • 'The New Basel Capital Accord: An Explanatory Note'
    • Secretariat of the Basel Committee on Banking Supervision Basel, BIS
    • Secretariat of the Basel Committee on Banking Supervision (2001), 'The New Basel Capital Accord: An Explanatory Note', Basel, BIS.
    • (2001)
  • 41
    • 12344301919 scopus 로고    scopus 로고
    • 'The Positive Link Between Financial Liberalization, Growth and Crises'
    • NBER Working PaperNo. 10293
    • Tornell, A., Westermann, F., and Martinez, L. (2004), 'The Positive Link Between Financial Liberalization, Growth and Crises', NBER Working PaperNo. 10293.
    • (2004)
    • Tornell, A.1    Westermann, F.2    Martinez, L.3
  • 42
    • 3042537428 scopus 로고    scopus 로고
    • 'Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?'
    • Upper, C., and Worms, A. (2004), 'Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?', European Economic Review, 48, 827-49.
    • (2004) European Economic Review , vol.48 , pp. 827-849
    • Upper, C.1    Worms, A.2
  • 43
    • 0038551110 scopus 로고
    • 'Bank Credit and Economic Activity'
    • J. Peek and E. Rosengreen (eds), Federal Reserve Bank of Boston Conference Series No. 39
    • Walsh, C., and Wilcox, J. (1995), 'Bank Credit and Economic Activity', in J. Peek and E. Rosengreen (eds), Is Bank Lending Important for the Transmission of Monetary Policy?, Federal Reserve Bank of Boston Conference Series No. 39.
    • (1995) Is Bank Lending Important for the Transmission of Monetary Policy?
    • Walsh, C.1    Wilcox, J.2
  • 44
    • 27844432787 scopus 로고    scopus 로고
    • 'UK Interbank Exposures: Systemic Risk Implications'
    • Bank of England, December
    • Wells, S. (2002), 'UK Interbank Exposures: Systemic Risk Implications', Financial Stability Review, Bank of England, December, 175-82.
    • (2002) Financial Stability Review , pp. 175-182
    • Wells, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.