create a website

Quantifying financial stability risks for monetary policy. (2024). Kremer, Manfred ; Chavleishvili, Sulkhan ; Lund-Thomsen, Frederik.
In: Research Bulletin.
RePEc:ecb:ecbrbu:2024:0115:.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 9

References cited by this document

Cocites: 41

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Housing and Macroprudential Policy. (2024). muellbauer, john.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:1056.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, V. V., Chauhan, R. S., Rajan, R. G., and Steffen, S. (2023), “Liquidity dependence and the waxing and waning of central bank balance sheets”, NBER Working Paper, No. 31050.

  2. Adrian, T., Boyarchenko, N. and Giannone, D. (2019), Vulnerable growth. American Economic Review, Vol.
    Paper not yet in RePEc: Add citation now
  3. Chavleishvili, S. and Kremer, M. (2023), “ ”, Working Paper Series, No. 2842, ECB.
    Paper not yet in RePEc: Add citation now
  4. Chavleishvili, S. and Manganelli, S. (2023), “Forecasting and stress testing with quantile vector autoregression”, Journal of Applied Econometrics, forthcoming.
    Paper not yet in RePEc: Add citation now
  5. Chavleishvili, S., Kremer, M. and Lund-Thomsen, F. (2023), “ ”. Working Paper Series, No. 2833, ECB.
    Paper not yet in RePEc: Add citation now
  6. Holló, D., Kremer, M. and Lo Duca, M. (2012), “ ”, Working Paper Series, No. 1426, ECB.
    Paper not yet in RePEc: Add citation now
  7. Jiang, E., Matvos, G., Piskorski, T., and Seru, A. (2023), “Monetary tightening and U.S. bank fragility in 2023: mark-to-market losses and uninsured depositor runs?” NBER Working Paper, No. 31048.

  8. Kilian, L., and Manganelli, S. (2008), “The central banker as a risk manager: Estimating the Federal Reserve’s preferences under Greenspan”, Journal of Money, Credit and Banking, Vol. 40(6), pp.1103-29.

  9. Lang, J. H., Izzo, C., Fahr, S. and Ruzicka, J. (2019). “ ”, Occasional Paper Series, No. 219, ECB.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. How the Federal Reserve got so huge, and why and how it can shrink. (2025). Nelson, Bill.
    In: Southern Economic Journal.
    RePEc:wly:soecon:v:91:y:2025:i:4:p:1287-1322.

    Full description at Econpapers || Download paper

  2. Effects of QE on sovereign bond spreads through the safe asset channel. (2025). End, Jan Willem ; van den End, Jan Willem.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1143-1162.

    Full description at Econpapers || Download paper

  3. Quantitative Easing, Banks’ Funding Costs, and Credit Line Prices. (2025). Mei, Shengfeng ; Cerrato, Mario.
    In: Working Papers.
    RePEc:gla:glaewp:2025_03.

    Full description at Econpapers || Download paper

  4. QE, Bank Liquidity Risk Management, and Non-Bank Funding: Evidence from U.S. Administrative Data. (2025). Darst, Matthew ; Vardoulakis, Alexandros ; Peydr, Jos-Luis ; Kontonikas, Alexandros ; Kokas, Sotirios.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2025-30.

    Full description at Econpapers || Download paper

  5. The transmission of non-banking liquidity shocks to the banking sector. (2025). Sarmiento, Miguel.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000218.

    Full description at Econpapers || Download paper

  6. Central bank liquidity reallocation and bank lending: Evidence from the tiering system. (2025). Schumacher, Julian ; Giannetti, Mariassunta ; Burlon, Lorenzo ; Altavilla, Carlo ; Boucinha, Miguel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000662.

    Full description at Econpapers || Download paper

  7. Faster bank runs. (2025). Shy, Oz.
    In: European Economic Review.
    RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002447.

    Full description at Econpapers || Download paper

  8. The central bank’s balance sheet and treasury market disruptions. (2025). Petersen, Damon ; Vandeweyer, Quentin ; D'Avernas, Adrien.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20253066.

    Full description at Econpapers || Download paper

  9. Interest rate control and the transmission of monetary policy. (2025). Pool, Sebastiaan ; Holm-Hadulla, Fdric.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20253048.

    Full description at Econpapers || Download paper

  10. When banks hold back: credit and liquidity provision. (2025). Altavilla, Carlo ; Schumacher, Julian ; Rostagno, Massimo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20253009.

    Full description at Econpapers || Download paper

  11. Failing Banks. (2025). Verner, Emil ; Luck, Stephan ; Correia, Sergio.
    In: Papers.
    RePEc:arx:papers:2506.06082.

    Full description at Econpapers || Download paper

  12. Excess Reserves and Monetary Policy Tightening. (2024). Fricke, Daniel ; Paludkiewicz, Karol ; Greppmair, Stefan.
    In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges.
    RePEc:zbw:vfsc24:302364.

    Full description at Econpapers || Download paper

  13. Excess reserves and monetary policy tightening. (2024). Greppmair, Stefan ; Paludkiewicz, Karol ; Fricke, Daniel.
    In: Discussion Papers.
    RePEc:zbw:bubdps:284406.

    Full description at Econpapers || Download paper

  14. Hedging securities and Silicon Valley Bank idiosyncrasies. (2024). Kim, Raymond.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:4:p:653-672.

    Full description at Econpapers || Download paper

  15. The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento.
    In: Discussion Paper.
    RePEc:tiu:tiucen:c8f68d8f-0035-4529-95af-17db16f12ffb.

    Full description at Econpapers || Download paper

  16. Disclosure of Bank-Specific Information and the Stability of Financial Systems. (2024). Yang, Ming ; Dai, Liang ; Luo, Dan.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:37:y:2024:i:4:p:1315-1367..

    Full description at Econpapers || Download paper

  17. The effects of social media use by bank depositors. (2024). Pennacchi, George G ; Ding, Jianglin Dennis.
    In: Annals of Finance.
    RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00450-9.

    Full description at Econpapers || Download paper

  18. Quantitative Easing, Banks’ Funding Costs and Credit Line Prices (updated version 2025_03). (2024). Mei, Shengfeng ; Cerrato, Mario.
    In: Working Papers.
    RePEc:gla:glaewp:2024_05.

    Full description at Econpapers || Download paper

  19. Back to normal? Assessing the Effects of the Federal Reserves Quantitative Tightening. (2024). Casalena, Francesco.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp14-2024.

    Full description at Econpapers || Download paper

  20. Failing Banks. (2024). Verner, Emil ; Luck, Stephan ; Correia, Sergio.
    In: Staff Reports.
    RePEc:fip:fednsr:98773.

    Full description at Econpapers || Download paper

  21. Bank Runs, Fragility, and Regulation. (2024). Bianchi, Javier ; Amador, Manuel.
    In: Working Papers.
    RePEc:fip:fedmwp:98383.

    Full description at Econpapers || Download paper

  22. The 2023 Banking Turmoil and the Bank Term Funding Program. (2024). Zlate, Andrei ; Siemer, Michael ; Klee, Elizabeth ; Glancy, David ; Ionescu, Felicia ; Kotidis, Antonis.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2024-45.

    Full description at Econpapers || Download paper

  23. Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

    Full description at Econpapers || Download paper

  24. The informational impact of prudential regulations. (2024). Vadasz, Tamas ; Ma, Kebin.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:59:y:2024:i:c:s1042957324000196.

    Full description at Econpapers || Download paper

  25. Herd behavior in U.S. bank stocks. (2024). Payne, James ; Alkhazali, Osamah ; Kirimhan, Destan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009607.

    Full description at Econpapers || Download paper

  26. As interest rates surge: flighty deposits and lending. (2024). Reghezza, Alessio ; Marques-Ibanez, David ; Cappelletti, Giuseppe ; Marques-Ibaez, David ; Salleo, Carmelo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20242923.

    Full description at Econpapers || Download paper

  27. Quantifying financial stability risks for monetary policy. (2024). Kremer, Manfred ; Chavleishvili, Sulkhan ; Lund-Thomsen, Frederik.
    In: Research Bulletin.
    RePEc:ecb:ecbrbu:2024:0115:.

    Full description at Econpapers || Download paper

  28. Interest Rate Risk in Banking. (2024). Nagel, Stefan ; Krishnamurthy, Arvind ; Demarzo, Peter.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11581.

    Full description at Econpapers || Download paper

  29. Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area. (2024). Timmer, Yannick ; Saidi, Farzad ; Bittner, Christian ; Rodnyansky, Alexander.
    In: CRC TR 224 Discussion Paper Series.
    RePEc:bon:boncrc:crctr224_2024_552.

    Full description at Econpapers || Download paper

  30. Shifting the yield curve for fixed-income and derivatives portfolios. (2024). Ruzzi, Dario ; Segura, Anatoli ; Bianchi, Michele Leonardo.
    In: Papers.
    RePEc:arx:papers:2412.15986.

    Full description at Econpapers || Download paper

  31. Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2024). Bonomi, Giampaolo ; Uppal, Ali.
    In: Papers.
    RePEc:arx:papers:2305.08958.

    Full description at Econpapers || Download paper

  32. The Effect of Monetary Policy on Systemic Bank Funding Stability. (2024). Grimm, Maximilian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:341.

    Full description at Econpapers || Download paper

  33. Destabilizing digital bank walks. (2023). Santos, Tano ; Koont, Naz ; Zingales, Luigi.
    In: Working Papers.
    RePEc:zbw:cbscwp:328.

    Full description at Econpapers || Download paper

  34. Hohe Inflation führt zu Kurswechsel in der Geldpolitik. (2023). Url, Thomas.
    In: WIFO Monatsberichte (monthly reports).
    RePEc:wfo:monber:y:2023:i:4:p:269-281.

    Full description at Econpapers || Download paper

  35. WIFO-Monatsberichte, Heft 4/2023. (2023). , Wifo.
    In: WIFO Monatsberichte (monthly reports).
    RePEc:wfo:monber:y:2023:i:4.

    Full description at Econpapers || Download paper

  36. Ukraine War: Policy Miscalculations or Contradictions of Capitalism?. (2023). Davis, Ann E.
    In: Review of Radical Political Economics.
    RePEc:sae:reorpe:v:55:y:2023:i:4:p:557-567.

    Full description at Econpapers || Download paper

  37. The green energy transition and the 2023 Banking Crisis. (2023). Wagner, Alexander ; Dercole, Francesco.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008656.

    Full description at Econpapers || Download paper

  38. The US banking crisis in 2023: Intraday attention and price variation of banks at risk. (2023). Lyócsa, Štefan ; Lyocsa, Tefan ; Halouskova, Martina ; Haugom, Erik.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005810.

    Full description at Econpapers || Download paper

  39. Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan ; Lund-Thomsen, Frederik.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232833.

    Full description at Econpapers || Download paper

  40. Fire Sales and Bank Runs in the Presence of a Saving Allocation by Depositors. (2023). Arquie, Axelle.
    In: Working Papers.
    RePEc:cii:cepidt:2023-09.

    Full description at Econpapers || Download paper

  41. Unpacking international banks deposit funding. (2023). Hardy, Bryan ; Zhu, Sonya.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:2309d.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 03:37:36 || 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.