create a website

Liquidity Coinsurance and Bank Capital. (2012). Pelizzon, Loriana ; Feriozzi, Fabio ; Castiglionesi, Fabio ; Loranth, Gyongyi.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9162.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Financial Integration and Liquidity Crises. (2017). Lorenzoni, Guido ; Feriozzi, Fabio ; Castiglionesi, Fabio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23359.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Admati, A., P. DeMarzo, M. Hellwig and P. P‡ eiderer (2010), “Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive” , Stanford GSB Research Paper No. 2065.

  2. Afonso, G., A. Kovner and A. Schoar (2011), “Stressed, not Frozen: The Federal Funds Market in the Financial Crisis” , Journal of Finance, forthcoming.

  3. Allen, F. and D. Gale (2007), “Understanding Financial Crises” , Oxford University Press, Oxford.
    Paper not yet in RePEc: Add citation now
  4. Angelini, P., A. Nobili and C. Picillo (2010), “The Interbank Market after August 2007: What Has Changed, and Why? ” , Bank of Italy Working Paper 731.

  5. Besanko, D. and G. Kanatas (1996), “The Regulation of Bank Capital: Do Capital Standards Promote Bank Safety?” , Journal of Financial Intermediation, 5: 160-183.

  6. Bhattacharya, S. and D. Gale (1987), “Preference Shocks, Liquidity and Central Bank Policy” in W. Barnett and K. Singleton (eds.), New Approaches to Monetary Economics, Cambridge University Press, Cambridge.
    Paper not yet in RePEc: Add citation now
  7. Brusco, S. and F. Castiglionesi (2007), “Liquidity Coinsurance, Moral Hazard and Financial Contagion” , Journal of Finance, 62 (5): 2275-2302.

  8. Castiglionesi, F., F. Feriozzi, and G. Lorenzoni (2010), “Financial Integration and Liquidity Crises” , Manuscript, MIT and Tilburg University.

  9. Cocco, J., Gomes F. and N. Martins (2009), “Lending Relationships in the Interbank Market” , Journal of Financial Intermediation, 18: 24– 48.

  10. Diamond, D., and P. Dybvig (1983), “Bank Runs, Deposit Insurance and Liquidity” , Journal of Political Economy, 91: 401-419.

  11. Flannery, M. and K. Rangan (2008), “What Caused the Bank Capital Build-up of the 1990s?” , Review of Finance, 12: 391-429.

  12. Fur…ne, C. H. (2000), “Interbank Payments and the Daily Federal Funds Rate” , Journal of Monetary Economics, 46: 535-553.
    Paper not yet in RePEc: Add citation now
  13. Fur…ne, C. H. (2001), “Banks as Monitors of Other Banks: Evidence from the Overnight Federal Funds Market” , The Journal of Business, 74: 33-57.
    Paper not yet in RePEc: Add citation now
  14. Fur…ne, C. H. (2002), “The Interbank Market During a Crisis” , European Economic Review, 46: 809-820.
    Paper not yet in RePEc: Add citation now
  15. Furlong, F. and M. Keeley (1989), “Capital Regulation and Bank Risk-Taking: A

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Impact of Basel III Indexes of Leverage and Liquidity CRDIV/CRR on Bank Performance: Evidence from Greek Banks. (2016). PSILLAKI, Maria ; Maria, Psillaki ; Eleftheria, Georgoulea .
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:66:y:2016:i:1-2:p:79-107.

    Full description at Econpapers || Download paper

  2. What determines how banks respond to changes in capital requirements?. (2016). O'Neill, Cian ; Malherbe, Frederic ; Bridges, Jonathan ; Bahaj, Saleem ; Oneill, Cian.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0593.

    Full description at Econpapers || Download paper

  3. Why bank capital matters for monetary policy. (2016). Shin, Hyun Song ; Gambacorta, Leonardo.
    In: BIS Working Papers.
    RePEc:bis:biswps:558.

    Full description at Econpapers || Download paper

  4. Capital regulation and trade in banking services. (2015). Wooton, Ian ; Haufler, Andreas.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113056.

    Full description at Econpapers || Download paper

  5. Optimal Capital Requirements over the Business and Financial Cycles. (2015). Malherbe, Frederic.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1154.

    Full description at Econpapers || Download paper

  6. Productivity Drivers of Efficiency in Banking: Importance of Model Specifications. (2015). Zelenyuk, Valentin.
    In: CEPA Working Papers Series.
    RePEc:qld:uqcepa:106.

    Full description at Econpapers || Download paper

  7. Dynamic Banking with Endogenous Risk Based Funding Cost: Value Maximization, Risk-taking, Responses to Regulation and Credit Contraction. (2015). Larsson, Bo ; Wijkander, Hans.
    In: Research Papers in Economics.
    RePEc:hhs:sunrpe:2015_0003.

    Full description at Econpapers || Download paper

  8. Excess control rights, bank capital structure adjustments, and lending. (2015). TARAZI, Amine ; Lepetit, Laetitia ; Saghi-Zedek, Nadia.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:3:p:574-591.

    Full description at Econpapers || Download paper

  9. How do banks perform under Basel III? Tracing lending rates and loan quantity. (2015). Gavalas, Dimitris.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:81:y:2015:i:c:p:21-37.

    Full description at Econpapers || Download paper

  10. Incentive pay and bank risk-taking: Evidence from Austrian, German, and Swiss banks. (2015). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:96:y:2015:i:s1:p:s123-s140.

    Full description at Econpapers || Download paper

  11. Quality of bank capital and bank lending behavior during the global financial crisis. (2015). Marinč, Matej ; Loncarski, Igor ; Li, Shaofang ; Koak, Marko ; Lonarski, Igor.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:37:y:2015:i:c:p:168-183.

    Full description at Econpapers || Download paper

  12. Optimal capital requirements over the business and financial cycles. (2015). Malherbe, Frederic.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151830.

    Full description at Econpapers || Download paper

  13. Optimal capital requirements over the business and financial cycles. (2015). Malherbe, Frederic.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10387.

    Full description at Econpapers || Download paper

  14. Tax vs. Regulation Policy and the Location of Financial Sector FDI. (2015). Wamser, Georg ; Overesch, Michael ; Merz, Julia .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5500.

    Full description at Econpapers || Download paper

  15. When Banks Strategically React to Regulation: Market Concentration as a Moderator for Stability. (2014). Schliephake, Eva.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100458.

    Full description at Econpapers || Download paper

  16. Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion. (2014). van Roye, Björn ; Schwarzmüller, Tim ; Plödt, Martin ; Kooths, Stefan ; Jannsen, Nils ; Groll, Dominik ; Gern, Klaus ; Boysen-Hogrefe, Jens ; Ademmer, Martin ; Plodt, Martin ; Scheide, Joachim ; Schwarzmuller, Tim.
    In: Kieler Beiträge zur Wirtschaftspolitik.
    RePEc:zbw:ifwkbw:5.

    Full description at Econpapers || Download paper

  17. Dealing with financial crises: How much help from research?. (2014). Pagano, Marco.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:481.

    Full description at Econpapers || Download paper

  18. Dealing with Financial Crises: How Much Help from Research?. (2014). Pagano, Marco.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:361.

    Full description at Econpapers || Download paper

  19. Regional and Ownership Drivers of Bank Efficiency. (2014). Zelenyuk, Valentin.
    In: CEPA Working Papers Series.
    RePEc:qld:uqcepa:97.

    Full description at Econpapers || Download paper

  20. Modelling the Impact of New Capital Regulations on Bank Profitability. (2014). Swamy, Vighneswara.
    In: MPRA Paper.
    RePEc:pra:mprapa:58323.

    Full description at Econpapers || Download paper

  21. Modelling the Impact of New Capital Regulations on Bank Profitability. (2014). Swamy, Vighneswara.
    In: MPRA Paper.
    RePEc:pra:mprapa:58298.

    Full description at Econpapers || Download paper

  22. Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20468.

    Full description at Econpapers || Download paper

  23. Bank Funding Costs for International Banks. (2014). Babihuga, Rita ; Spaltro, Marco.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/071.

    Full description at Econpapers || Download paper

  24. Are Banks Less Likely to Issue Equity When They Are Less Capitalized?. (2014). Dinger, Valeriya ; Vallascas, Francesco.
    In: IEER Working Papers.
    RePEc:iee:wpaper:wp0100.

    Full description at Econpapers || Download paper

  25. Bank capital regulation, loan contracts, and corporate investment. (2014). Hauck, Achim ; Dietrich, Diemo.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:2:p:230-241.

    Full description at Econpapers || Download paper

  26. Incentive Pay and Bank Risk-Taking:Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10217.

    Full description at Econpapers || Download paper

  27. Incentive Pay and Bank Risk-Taking: Evidence from Austrian, German, and Swiss Banks. (2014). Steinbrecher, Johannes ; Kampkötter, Patrick ; Hau, Harald ; Efing, Matthias ; Kampkotter, Patrick.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4984.

    Full description at Econpapers || Download paper

  28. The redistributive effects of financial deregulation: wall street versus main street. (2014). Korinek, Anton ; Kreamer, Jonathan.
    In: BIS Working Papers.
    RePEc:bis:biswps:468.

    Full description at Econpapers || Download paper

  29. Macroprudential capital tools: assessing their rationale and effectiveness.. (2014). Suarez, Javier ; Stracca, Livio ; Nikolov, Kalin ; Moyen, Stéphane ; Mendicino, Caterina ; Derviz, Alexis ; CLERC, Laurent ; Vardoulakis, A..
    In: Financial Stability Review.
    RePEc:bfr:fisrev:2014:18:18.

    Full description at Econpapers || Download paper

  30. Regulatory competition in credit markets with capital standards as signals. (2013). Haufler, Andreas ; Maier, Ulf.
    In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
    RePEc:zbw:vfsc13:79769.

    Full description at Econpapers || Download paper

  31. Proprietary Trading and the Real Economy. (2013). Arping, Stefan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130032.

    Full description at Econpapers || Download paper

  32. Quantifying the Impact of Higher Capital Requirements on the Swiss Economy. (2013). Kugler, Peter ; Junge, Georg.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2013-iii-2.

    Full description at Econpapers || Download paper

  33. Contextualizing Systemic Risk. (2013). Scheffknecht, Lukas.
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201317.

    Full description at Econpapers || Download paper

  34. Information Aggregation Through Stock Prices and the Cost of Capital. (2013). Gorelkina, Olga ; Kuhle, Wolfgang.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2013_18.

    Full description at Econpapers || Download paper

  35. Banks Equity Capital Frictions, Capital Ratios, and Interest Rates: Evidence from Spanish Banks. (2013). Martin-Oliver, Alfredo ; Salas-Fumas, Vicente ; Ruano, Sonia.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:1:a:8.

    Full description at Econpapers || Download paper

  36. A Strategic Approach to Post-Crisis Regulation - The Need for Pillar 4. (2013). Llewellyn, David T..
    In: Chapters.
    RePEc:elg:eechap:15454_16.

    Full description at Econpapers || Download paper

  37. A comparison of the original and revised Basel market risk frameworks for regulating bank capital. (2013). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:85:y:2013:i:c:p:249-268.

    Full description at Econpapers || Download paper

  38. U.S. prompt corrective action and bank risk. (2013). Molyneux, Philip ; Kanas, Angelos ; ap Gwilym, Rhys.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:26:y:2013:i:c:p:239-257.

    Full description at Econpapers || Download paper

  39. Bank reactions after capital shortfalls. (2013). Schepens, Glenn ; Kok, Christoffer.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131611.

    Full description at Econpapers || Download paper

  40. Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature. (2013). Tarashev, Nikola ; Tanaka, Misa ; Nelson, Benjamin ; Giese, Julia.
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0021.

    Full description at Econpapers || Download paper

  41. Euro area: Single currency - national money creation. (2012). van Roye, Björn ; Kooths, Stefan.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1787.

    Full description at Econpapers || Download paper

  42. Taxing banks fairly. (2012). Mullineux, Andrew W..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:25:y:2012:i:c:p:154-158.

    Full description at Econpapers || Download paper

  43. Liquidity Coinsurance and Bank Capital. (2012). Pelizzon, Loriana ; Feriozzi, Fabio ; Castiglionesi, Fabio ; Loranth, Gyongyi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9162.

    Full description at Econpapers || Download paper

  44. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent-seeking and risk-shifting. (2012). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8822.

    Full description at Econpapers || Download paper

  45. Quantifying the impact of higher capital requirements on the Swiss economy. (2012). Kugler, Peter ; Junge, Georg.
    In: Working papers.
    RePEc:bsl:wpaper:2012/13.

    Full description at Econpapers || Download paper

  46. Bank leverage shocks and the macroeconomy: a new look in a data-rich environment.. (2012). Stevanovic, Dalibor ; Mésonnier, Jean-Stéphane ; Mesonnier, J-S., .
    In: Working papers.
    RePEc:bfr:banfra:394.

    Full description at Econpapers || Download paper

  47. Challenges in Identifying and Measuring Systemic Risk. (2012). Hansen, Lars Peter.
    In: Working Papers.
    RePEc:bfi:wpaper:2012-012.

    Full description at Econpapers || Download paper

  48. Assessment of the cumulative impact of various regulatory initiatives on the European banking sector: Study. (2011). Riedler, Jesper ; Lang, Gunnar ; Voll, Sebastian Simon ; Hommel, Paul ; Schroder, Michael ; Jaroszek, Lena.
    In: ZEW Expertises.
    RePEc:zbw:zewexp:110523.

    Full description at Econpapers || Download paper

  49. Countercyclical capital regulation: should bank regulators use rules or discretion?. (2011). Kowalik, Michal.
    In: Economic Review.
    RePEc:fip:fedker:y:2011:i:qii:n:v.96no.2:x:1.

    Full description at Econpapers || Download paper

  50. Refined Risk Assessment and Banking Stability. (). Wenzelburger, Jan ; Gersbach, Hans.
    In: Working Papers.
    RePEc:stz:wpaper:eth-rc-13-005.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-18 20:55:31 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.