-
1
-
-
84901504077
-
The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-taking Over the Business Cycle
-
C.E.P.R. Discussion Papers.
-
Acharya, V.V., Naqvi, H., 2012. The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-taking Over the Business Cycle. CEPR Discussion Papers 8851, C.E.P.R. Discussion Papers.
-
(2012)
CEPR Discussion Papers 8851
-
-
Acharya, V.V.1
Naqvi, H.2
-
2
-
-
78649869872
-
Financial intermediaries and monetary economics
-
Elsevier, New York, B.M. Friedman, W. Michael (Eds.)
-
Adrian T., Shin H.S. Financial intermediaries and monetary economics. Handbook of Monetary Economics 2010, Elsevier, New York. B.M. Friedman, W. Michael (Eds.).
-
(2010)
Handbook of Monetary Economics
-
-
Adrian, T.1
Shin, H.S.2
-
3
-
-
78649895670
-
Does monetary policy affect bank risk taking?. Working Paper Series 1166
-
European Central Bank, Frankfurt a.M.
-
Altunbas, Y., Gambacorta, L., Marqués Ibañez, D., 2010. Does monetary policy affect bank risk taking?. Working Paper Series 1166. European Central Bank, Frankfurt a.M.
-
(2010)
-
-
Altunbas, Y.1
Gambacorta, L.2
Marqués Ibañez, D.3
-
4
-
-
78650810889
-
Monetary Policy and Risk Taking (Mimeo)
-
University of Frankfurt.
-
Angeloni, I., Faia, E., LoDuca, M., 2010. Monetary Policy and Risk Taking (Mimeo). University of Frankfurt.
-
(2010)
-
-
Angeloni, I.1
Faia, E.2
LoDuca, M.3
-
5
-
-
0036221554
-
Determining the number of factors in approximate factor models
-
Bai J., Ng S. Determining the number of factors in approximate factor models. Econometrica 2002, 70(1):191-221.
-
(2002)
Econometrica
, vol.70
, Issue.1
, pp. 191-221
-
-
Bai, J.1
Ng, S.2
-
6
-
-
84888188321
-
Improving our ability to monitor bank lending. NBER Chapters
-
In: Risk Topography: Systemic Risk and Macro Modeling. National Bureau of Economic Research, Cambridge, MA.
-
Bassett, W.F., Gilchrist, S., Weinbach, G.C., Zakrajsek, E., 2011. Improving our ability to monitor bank lending. NBER Chapters. In: Risk Topography: Systemic Risk and Macro Modeling. National Bureau of Economic Research, Cambridge, MA.
-
(2011)
-
-
Bassett, W.F.1
Gilchrist, S.2
Weinbach, G.C.3
Zakrajsek, E.4
-
7
-
-
84886717373
-
Consistent factor estimation in dynamic factor models with structural instability
-
Bates, B.J., Plagborg-Møller, M., Stock, J.H., Watson, M.W., 2013. Consistent factor estimation in dynamic factor models with structural instability. J. Econom. 177 (2), 289-304.
-
(2013)
J. Econom.
, vol.177
, Issue.2
, pp. 289-304
-
-
Bates, B.J.1
Plagborg-Møller, M.2
Stock, J.H.3
Watson, M.W.4
-
8
-
-
0000425569
-
The rigidity of prices: evidence from the banking industry
-
Berger A., Hannan T. The rigidity of prices: evidence from the banking industry. Am. Econ. Rev. 1991, 81(4):938-945.
-
(1991)
Am. Econ. Rev.
, vol.81
, Issue.4
, pp. 938-945
-
-
Berger, A.1
Hannan, T.2
-
9
-
-
15544377383
-
Measuring the effects of monetary policy: a Factor-augmented Vector Autoregressive (FAVAR) approach
-
Bernanke B., Boivin J., Eliasz P. Measuring the effects of monetary policy: a Factor-augmented Vector Autoregressive (FAVAR) approach. Q. J. Econ. 2005, 120(1):387-422.
-
(2005)
Q. J. Econ.
, vol.120
, Issue.1
, pp. 387-422
-
-
Bernanke, B.1
Boivin, J.2
Eliasz, P.3
-
10
-
-
79251542069
-
The effects of bank capital on lending: what do we know, and what does it mean?
-
Berrospide J.M., Edge R.M. The effects of bank capital on lending: what do we know, and what does it mean?. Int. J. Central Bank. 2010, 6(4):5-54.
-
(2010)
Int. J. Central Bank.
, vol.6
, Issue.4
, pp. 5-54
-
-
Berrospide, J.M.1
Edge, R.M.2
-
11
-
-
84878903800
-
Taylor rules and monetary policy: a global "Great Deviation"?
-
(September 2012)
-
Bogdanova B., Hofmann B. Taylor rules and monetary policy: a global "Great Deviation"?. BIS Q. Rev, 2012, (September 2012).
-
(2012)
BIS Q. Rev,
-
-
Bogdanova, B.1
Hofmann, B.2
-
12
-
-
33646162895
-
Are more data always better for factor analysis
-
Boivin J., Ng S. Are more data always better for factor analysis. J. Econom. 2006, 132(1):169-194.
-
(2006)
J. Econom.
, vol.132
, Issue.1
, pp. 169-194
-
-
Boivin, J.1
Ng, S.2
-
13
-
-
70149119009
-
Sticky prices and monetary policy: evidence from disaggregated us data
-
Boivin J., Giannoni M.P., Mihov I. Sticky prices and monetary policy: evidence from disaggregated us data. Am. Econ. Rev. 2009, 99(1):350-384.
-
(2009)
Am. Econ. Rev.
, vol.99
, Issue.1
, pp. 350-384
-
-
Boivin, J.1
Giannoni, M.P.2
Mihov, I.3
-
14
-
-
84865378327
-
Capital regulation, risk taking and monetary policy: a missing link in the transmission mechanism?
-
Borio C., Zhu H. Capital regulation, risk taking and monetary policy: a missing link in the transmission mechanism?. J. Financ. Stab. 2011, 8(4):236-251.
-
(2011)
J. Financ. Stab.
, vol.8
, Issue.4
, pp. 236-251
-
-
Borio, C.1
Zhu, H.2
-
15
-
-
0040413582
-
Recent changes to the Federal Reserve's survey of terms of business lending
-
Aug
-
Brady T.F., English W.B., Nelson W.R. Recent changes to the Federal Reserve's survey of terms of business lending. Fed. Reserve Bull. 1998, Aug:604-615.
-
(1998)
Fed. Reserve Bull.
, pp. 604-615
-
-
Brady, T.F.1
English, W.B.2
Nelson, W.R.3
-
16
-
-
84869075619
-
Capital Flows and the Risk-Taking Channel of Monetary Policy (Mimeo)
-
Princeton University.
-
Bruno, V., Shin, H.S., 2013. Capital Flows and the Risk-Taking Channel of Monetary Policy (Mimeo), Princeton University.
-
(2013)
-
-
Bruno, V.1
Shin, H.S.2
-
18
-
-
69249202447
-
Financial innovation, regulation, and reform
-
Calomiris W. Financial innovation, regulation, and reform. Cato J. 2009, 29(1):65-91.
-
(2009)
Cato J.
, vol.29
, Issue.1
, pp. 65-91
-
-
Calomiris, W.1
-
19
-
-
84866174727
-
Banking globalization and monetary transmission
-
Cetorelli N., Goldberg L. Banking globalization and monetary transmission. J. Financ. 2012, 67(5):1811-1843.
-
(2012)
J. Financ.
, vol.67
, Issue.5
, pp. 1811-1843
-
-
Cetorelli, N.1
Goldberg, L.2
-
20
-
-
0000915180
-
Arbitrage, factor structure, and mean-variance analysis on large asset markets
-
Chamberlain G., Rothschild M. Arbitrage, factor structure, and mean-variance analysis on large asset markets. Econometrica 1983, 51(5):1281-1304.
-
(1983)
Econometrica
, vol.51
, Issue.5
, pp. 1281-1304
-
-
Chamberlain, G.1
Rothschild, M.2
-
21
-
-
79251550918
-
Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy
-
European Central Bank, Frankfurt a.M.
-
Ciccarelli, M., Maddaloni, A., Peydró, J.L., 2010. Trusting the Bankers: A New Look at the Credit Channel of Monetary Policy. Working Paper Series 1228. European Central Bank, Frankfurt a.M.
-
(2010)
Working Paper Series 1228
-
-
Ciccarelli, M.1
Maddaloni, A.2
Peydró, J.L.3
-
22
-
-
79951810864
-
Monetary Policy and Bank Risk Taking
-
IMF Staff Position Note. SPN/10/09, Washington DC.
-
De Nicolò, G., Dell'Ariccia, G., Laeven, L., Valencia, F., 2010. Monetary Policy and Bank Risk Taking. IMF Staff Position Note. SPN/10/09, Washington DC.
-
(2010)
-
-
De Nicolò, G.1
Dell'Ariccia, G.2
Laeven, L.3
Valencia, F.4
-
23
-
-
33748778768
-
Lending booms and lending standards
-
Dell'Ariccia G., Marquez R. Lending booms and lending standards. J. Financ. 2006, 61(5):2511-2546.
-
(2006)
J. Financ.
, vol.61
, Issue.5
, pp. 2511-2546
-
-
Dell'Ariccia, G.1
Marquez, R.2
-
24
-
-
84890312760
-
Real interest rates, leverage, and bank risk-taking
-
Dell'Ariccia, G., Laeven, L., Marquez, R., 2013. Real interest rates, leverage, and bank risk-taking. Journal of Economic Theory. 149, 65-99.
-
(2013)
Journal of Economic Theory
, vol.149
, pp. 65-99
-
-
Dell'Ariccia, G.1
Laeven, L.2
Marquez, R.3
-
25
-
-
69449089284
-
Illiquidity and Interest rate Policy
-
National Bureau of Economic Research, Cambridge, MA.
-
Diamond, D.W., Rajan, R., 2009. Illiquidity and Interest rate Policy. NBER Working Papers 15197. National Bureau of Economic Research, Cambridge, MA.
-
(2009)
NBER Working Papers 15197
-
-
Diamond, D.W.1
Rajan, R.2
-
26
-
-
84878481333
-
Monetary policy, housing booms and financial (im)balances
-
Eickmeier S., Hofmann B. Monetary policy, housing booms and financial (im)balances. Macroecon. Dyn. 2013, 17:4.
-
(2013)
Macroecon. Dyn.
, vol.17
, pp. 4
-
-
Eickmeier, S.1
Hofmann, B.2
-
28
-
-
30844433546
-
House prices, borrowing constraints, and monetary policy in the business cycle
-
Iacoviello M. House prices, borrowing constraints, and monetary policy in the business cycle. Am. Econ. Rev. 2005, 95(3):739-764.
-
(2005)
Am. Econ. Rev.
, vol.95
, Issue.3
, pp. 739-764
-
-
Iacoviello, M.1
-
29
-
-
78650250487
-
Monetary Policy, Risk Taking, and Pricing: Evidence from a Quasi-Natural Experiment
-
Tilburg University, Center for Economic Research.
-
Ioannidou, V., Ongena, S., Peydró, J., 2009. Monetary Policy, Risk Taking, and Pricing: Evidence from a Quasi-Natural Experiment. Discussion Paper 2009-31. Tilburg University, Center for Economic Research.
-
(2009)
Discussion Paper 2009-31
-
-
Ioannidou, V.1
Ongena, S.2
Peydró, J.3
-
30
-
-
77953806895
-
Bank lending during the financial crisis of 2008
-
Ivashina V., Scharfstein D. Bank lending during the financial crisis of 2008. J. Financ. Econ. 2010, 97(3):319-338.
-
(2010)
J. Financ. Econ.
, vol.97
, Issue.3
, pp. 319-338
-
-
Ivashina, V.1
Scharfstein, D.2
-
32
-
-
64349111786
-
Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk? Econometrica (forthcoming).
-
Jiménez, G., S. Ongena, J.L. Peydró, Saurina, J., 2014. Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk? Econometrica (forthcoming).
-
(2014)
-
-
Jiménez, G.1
Ongena, S.2
Peydró, J.L.3
Saurina, J.4
-
33
-
-
0000289297
-
What do a million observations on banks say about the transmission of monetary policy?
-
Kashyap A.K., Stein J.C. What do a million observations on banks say about the transmission of monetary policy?. Am. Econ. Rev. 2000, 90(3):407-428.
-
(2000)
Am. Econ. Rev.
, vol.90
, Issue.3
, pp. 407-428
-
-
Kashyap, A.K.1
Stein, J.C.2
-
34
-
-
0032275731
-
Small-sample confidence intervals for impulse response functions
-
Kilian L. Small-sample confidence intervals for impulse response functions. Rev. Econ. Stat. 1998, 80(2):218-230.
-
(1998)
Rev. Econ. Stat.
, vol.80
, Issue.2
, pp. 218-230
-
-
Kilian, L.1
-
35
-
-
0001266214
-
'Flight to quality' in banking and economic activity
-
Lang W.W., Nakamura L.I. 'Flight to quality' in banking and economic activity. J. Monetary Econ. 1995, 36:145-164.
-
(1995)
J. Monetary Econ.
, vol.36
, pp. 145-164
-
-
Lang, W.W.1
Nakamura, L.I.2
-
36
-
-
31344461785
-
Has Financial Development Made the World Riskier? NBER Working Papers 11728
-
National Bureau of Economic Research, Cambridge, MA.
-
Rajan, R.G., 2005. Has Financial Development Made the World Riskier? NBER Working Papers 11728. National Bureau of Economic Research, Cambridge, MA.
-
(2005)
-
-
Rajan, R.G.1
-
38
-
-
0036005160
-
Macroeconomic forecasting using diffusion indexes
-
Stock J.H., Watson M.W. Macroeconomic forecasting using diffusion indexes. J. Bus. Econ. Stat. 2002, 20(2):147-162.
-
(2002)
J. Bus. Econ. Stat.
, vol.20
, Issue.2
, pp. 147-162
-
-
Stock, J.H.1
Watson, M.W.2
-
39
-
-
33747348274
-
Implications of Dynamic Factor Models for VAR Analysis
-
National Bureau of Economic Research Cambridge, MA.
-
Stock, J.H.,Watson, M.W., 2005. Implications of Dynamic Factor Models for VAR Analysis. NBER Working Papers 11467. National Bureau of Economic Research Cambridge, MA.
-
(2005)
NBER Working Papers 11467
-
-
Stock, J.H.1
Watson, M.W.2
-
40
-
-
0008725444
-
Borrower risk and the price and non-price terms of bank loans
-
Federal Reserve Bank of New York Staff Reports, vol. 90, New York.
-
Strahan, P.E., 1999. Borrower risk and the price and non-price terms of bank loans. Federal Reserve Bank of New York Staff Reports, vol. 90, New York.
-
(1999)
-
-
Strahan, P.E.1
-
41
-
-
69249228153
-
The financial crisis and the policy responses: an empirical analysis of what went wrong
-
A Festschrift in Honour of David Dodge's Contributions to Canadian Public Policy, Bank of Canada, November 2008, pp. 1-18.
-
Taylor, J.B., 2008. The financial crisis and the policy responses: an empirical analysis of what went wrong. A Festschrift in Honour of David Dodge[U+05F3]s Contributions to Canadian Public Policy, Bank of Canada, November 2008, pp. 1-18.
-
(2008)
-
-
Taylor, J.B.1
-
42
-
-
84901337243
-
A review of recent monetary policy
-
Committee on Financial Services, US House of Representatives, March 5, 2013.
-
Taylor, J.B., 2013. A review of recent monetary policy. Testimony Before the Subcommittee on Monetary Policy and Trade. Committee on Financial Services, US House of Representatives, March 5, 2013.
-
(2013)
Testimony Before the Subcommittee on Monetary Policy and Trade
-
-
Taylor, J.B.1
|