This document has not been cited yet.

1. Adjemian, S., Bastani, H., Juillard, M., Karamé, F., Mihoubi, F., Mutschler, W., Pfeifer, J., Ratto, M., Rion, N., Villemot, S., 2022. Dynare: Reference manual version 5. Dynare Working Papers 72.
   Paper not yet in RePEc: Add citation now
   

2. Adrian, T. ; Shin, H.S. Financial intermediary leverage and value-at-risk. 2008 FederalReserve Bank of New York: New York, NY

3. Ahamed, L. ; Bernanke, B.S. A conversation with Ben Bernanke. 2014 En : Wessel, D. Central Banking After the Great Recession: Lessons Learned and Challenges Ahead. Brookings Institution Press:
   Paper not yet in RePEc: Add citation now
   

4. Akinci, O. ; Queralto, A. Credit spreads, financial crises, and macroprudential policy. 2022 Am. Econ. J.: Macroecon.. 14 469-507

5. Andrés, J. ; López-Salido, J.D. ; Nelson, E. Tobin’s imperfect asset substitution in optimizing general equilibrium. 2004 J. Money Credit Bank.. 36 665-690
   Paper not yet in RePEc: Add citation now
   

6. Bernanke, B.S. The new tools of monetary policy. 2020 Amer. Econ. Rev.. 110 943-983

7. Bernanke, B.S. ; Gertler, M. ; Gilchrist, S. The financial accelerator in a quantitative business cycle framework. 1999 En : Handbook of Macroeconomics. Vol 1 of Part C. Elsevier:

8. Boehl, G. ; Goy, G. ; Strobel, F. A structural investigation of quantitative easing. 2022 Rev. Econ. Stat.. 1-45
   Paper not yet in RePEc: Add citation now
   

9. Cardamone, D. ; Sims, E. ; Wu, J.C. Wall street QE vs. main street lending. 2023 Eur. Econ. Rev.. 156 -

10. Carlstrom, C.T. ; Fuerst, T.S. ; Paustian, M. Optimal contracts, aggregate risk, and the financial accelerator. 2016 Am. Econ. J.: Macroecon.. 8 119-147

11. Carlstrom, C.T. ; Fuerst, T.S. ; Paustian, M. Targeting long rates in a model with segmented markets. 2017 Am. Econ. J.: Macroecon.. 9 205-242

12. Chen, H. ; Cúrdia, V. ; Ferrero, A. The macroeconomic effects of large-scale asset purchase programmes. 2012 Econ. J.. 122 F289-F315

13. Christiano, L.J. ; Motto, R. ; Rostagno, M. Risk shocks. 2014 Amer. Econ. Rev.. 104 27-65
    Paper not yet in RePEc: Add citation now
    

14. Claessens, S., Kose, M.A., 2017. Macroeconomic implications of financial imperfections: A survey. BIS Working Paper 677.

15. Clerc, L. ; Derviz, A. ; Mendicino, C. ; Moyen, S. ; Nikolov, K. ; Stracca, L. ; Suarez, J. ; Vardoulakis, A. Capital regulation in a macroeconomic model with three layers of default. 2015 Int. J. Central Bank.. 11 9-63

16. Debortoli, D. ; Galí, .J. ; Gambetti, L. On the empirical (ir)relevance of the zero lower bound constraint. 2020 NBER Macroecon. Ann.. 34 141-170

17. Eggertsson, G.B. ; Woodford, M. The zero bound on interest rates and optimal monetary policy. 2003 Brook. Pap. Econ. Act.. 2003 139-233

18. Ellison, M. ; Tischbirek, A. Unconventional government debt purchases as a supplement to conventional monetary policy. 2014 J. Econom. Dynam. Control. 43 199-217

19. Fisher, J.D.M. On the structural interpretation of the Smets–Wouters “risk premium” shock. 2015 J. Money Credit Bank.. 47 511-516
    Paper not yet in RePEc: Add citation now
    

20. Gerali, A. ; Neri, S. ; Sessa, L. ; Signoretti, F.M. Credit and banking in a DSGE model of the euro area. 2010 J. Money Credit Bank.. 42 107-141

21. Gertler, M. ; Karadi, P. A model of unconventional monetary policy. 2011 J. Monetary Econ.. 58 17-34

22. Gertler, M. ; Karadi, P. QE 1 vs. 2 vs. 3.: A framework for analyzing large-scale asset purchases as a monetary policy tool. 2013 Int. J. Central Bank.. 9 5-53

23. Gertler, M. ; Kiyotaki, N. Financial intermediation and credit policy in business cycle analysis. 2010 En : Handbook of Monetary Economics. Vol. 3. Elsevier:

24. Guerrieri, L. ; Iacoviello, M. OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily. 2015 J. Monetary Econ.. 70 22-38

25. Harrison, R., 2017. Optimal quantitative easing. Bank of England Working Paper No. 678.

26. Holm-Hadulla, F. ; Thürwächter, C. Heterogeneity in corporate debt structures and the transmission of monetary policy. 2021 Eur. Econ. Rev.. 136 -

27. Joyce, M. ; Miles, D. ; Scott, A. ; Vayanos, D. Quantitative easing and unconventional monetary policy–an introduction. 2012 Econ. J.. 122 F271-F288

28. Kalemli-Ozcan, S. ; Sorensen, B. ; Yesiltas, S. Leverage across firms, banks, and countries. 2012 J. Int. Econ.. 88 284-298

29. Karadi, P. ; Nakov, A. Effectiveness and addictiveness of quantitative easing. 2021 J. Monetary Econ.. 117 1096-1117

30. Kuttner, K.N. Outside the box: Unconventional monetary policy in the great recession and beyond. 2018 J. Econ. Perspect.. 32 121-146

31. Massari, G., Tirelli, P., 2022. Whither liquidity shocks?. University of Milan Bicocca Department of Economics, Management and Statistics Working Paper 502.

32. Ouerk, S. ; Boucher, C. ; Lubochinsky, C. Unconventional monetary policy in the euro area: Shadow rate and light effets. 2020 J. Macroecon.. 65 -

33. Paries, M.D., Kühl, M., 2017. The optimal conduct of central bank asset purchases. Bundesbank Discussion Paper No. 22/2017.

34. Sheedy, K.D. Conventional and unconventional monetary policy rules. 2017 J. Macroecon.. 54 127-147

35. Sims, E. ; Wu, J.C. Are QE and conventional monetary policy substitutable?. 2020 Int. J. Central Banking. 16 195-230

36. Sims, E. ; Wu, J.C. Evaluating central banks’ tool kit: Past, present, and future. 2021 J. Monetary Econ.. 118 135-160
    Paper not yet in RePEc: Add citation now
    

37. Sims, E. ; Wu, J.C. ; Zhang, J. The four equation new keynesian model. 2023 Rev. Econ. Stat.. 105 931-947

38. Smets, F. ; Wouters, R. Shocks and frictions in US business cycles: A bayesian DSGE approach. 2007 Amer. Econ. Rev.. 97 586-606

39. Townsend, R.M. Optimal contracts and competitive markets with costly state verification. 1979 J. Econom. Theory. 21 265-293

40. Vayanos, D. ; Vila, J.-L. A preferred-habitat model of the term structure of interest rates. 2021 Econometrica. 89 77-112

41. Wallace, N. A Modigliani-Miller theorem for open-market operations. 1981 Am. Econ. Rev.. 71 267-274

42. Woodford, M. Quantitative easing and financial stability. 2016 En : Elías Albagli, D.S.M.W. Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World. Vol 24. Central Bank of Chile:

1. Politique monétaire et stabilité financière. (2018). RIEU-FOUCAULT, Anne-Marie.
   In: EconomiX Working Papers.
   RePEc:drm:wpaper:2018-13.

   Full description at Econpapers || Download paper

2. Capital inflows, monetary policy, and financial imbalances. (2017). merrouche, ouarda ; Nier, Erlend.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:77:y:2017:i:c:p:117-142.

   Full description at Econpapers || Download paper

3. Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Sebastian, Steffen ; Betzinger, Michael ; Zhu, Bing.
   In: Journal of Housing Economics.
   RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

   Full description at Econpapers || Download paper

4. The effect of monetary policy on bank wholesale funding. (2016). Choi, Dong Beom.
   In: Staff Reports.
   RePEc:fip:fednsr:759.

   Full description at Econpapers || Download paper

5. The impact of monetary policy announcements on the stock price of large European banks during the financial crisis. (2015). Ricci, Ornella.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:52:y:2015:i:c:p:245-255.

   Full description at Econpapers || Download paper

6. The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. (2014). Apergis, Nicholas.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:45:y:2014:i:c:p:61-73.

   Full description at Econpapers || Download paper

7. Real interest rates, leverage, and bank risk-taking. (2014). Marquez, Robert ; Laeven, Luc ; Dellariccia, Giovanni.
   In: Journal of Economic Theory.
   RePEc:eee:jetheo:v:149:y:2014:i:c:p:65-99.

   Full description at Econpapers || Download paper

8. Has the global banking system become more fragile over time?. (2014). Demirguc-Kunt, Asli ; Anginer, Deniz.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:13:y:2014:i:c:p:202-213.

   Full description at Econpapers || Download paper

9. Bank capital and the macroeconomy: Policy considerations. (2014). Sim, Jae ; Kiley, Michael.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:43:y:2014:i:c:p:175-198.

   Full description at Econpapers || Download paper

10. Inversión y endeudamiento en Colombia: un análisis de financiación y sostenibilidad. (2014). Rodriguez, Oscar Perez.
    In: Revista CIFE.
    RePEc:col:000195:013197.

    Full description at Econpapers || Download paper

11. Pre-crisis credit standards: monetary policy or the savings glut?. (2014). Penalver, Adrian.
    In: Working papers.
    RePEc:bfr:banfra:519.

    Full description at Econpapers || Download paper

12. Are Islamic Banks More Resilient To Global Financial Crisis Than Conventional Banks?. (2014). Ouerghi, Feryel.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:941-955.

    Full description at Econpapers || Download paper

13. A model of leverage based on risk sharing. (2013). Wang, Tianxi.
    In: Economics Letters.
    RePEc:eee:ecolet:v:119:y:2013:i:1:p:97-100.

    Full description at Econpapers || Download paper

14. Comment on Endogenous and Systemic Risk. (2012). Mizrach, Bruce.
    In: NBER Chapters.
    RePEc:nbr:nberch:12055.

    Full description at Econpapers || Download paper

15. How did a domestic housing slump turn into a global financial crisis?. (2012). KAMIN, STEVEN B. ; Demarco, Laurie Pounder.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:1:p:10-41.

    Full description at Econpapers || Download paper

16. Leverage across firms, banks, and countries. (2012). Yesiltas, Sevcan ; Sorensen, Bent ; Kalemli-Ozcan, Sebnem.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:2:p:284-298.

    Full description at Econpapers || Download paper

17. How do business and financial cycles interact?. (2012). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:87:y:2012:i:1:p:178-190.

    Full description at Econpapers || Download paper

18. Has the global banking system become more fragile over time ?. (2011). Demirguc-Kunt, Asli ; Anginer, Deniz.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:5849.

    Full description at Econpapers || Download paper

19. Broker-Dealer Leverage and the Cross-Section of Stock Returns. (2011). Etula, Erkko ; Adrian, Tobias ; Muir, Tyler.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1448.

    Full description at Econpapers || Download paper

20. Self-Fulfilling Risk Panics. (2011). Tille, Cédric ; Bacchetta, Philippe ; van Wincoop, Eric.
    In: Working Papers.
    RePEc:rbp:wpaper:2011-003.

    Full description at Econpapers || Download paper

21. Asset price, asset securitization and financial stability. (2011). liu, luke.
    In: MPRA Paper.
    RePEc:pra:mprapa:35000.

    Full description at Econpapers || Download paper

22. Reviewing Excess Liquidity Measures - A Comparison for Asset Markets. (2011). Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:30922.

    Full description at Econpapers || Download paper

23. International Contagion Through Leveraged Financial Institutions. (2011). van Wincoop, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17686.

    Full description at Econpapers || Download paper

24. Leverage Across Firms, Banks, and Countries. (2011). Yesiltas, Sevcan ; Sorensen, Bent ; Kalemli-Ozcan, Sebnem.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17354.

    Full description at Econpapers || Download paper

25. Panacea, Pandoras box, or placebo: Feedback in bank mortgage-backed security holdings and fair value accounting. (2011). Martin, Xiumin ; Frankel, Richard ; Bhat, Gauri.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:52:y:2011:i:2:p:153-173.

    Full description at Econpapers || Download paper

26. Financial stress and economic contractions. (2011). Lall, Subir ; Elekdag, Selim ; Cardarelli, Roberto.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:2:p:78-97.

    Full description at Econpapers || Download paper

27. Measuring Monetary Conditions in US Asset Markets - A Market Specific Approach. (2010). Herz, Bernhard ; Drescher, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:27384.

    Full description at Econpapers || Download paper

28. Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe. (2010). Nikolov, Pavel .
    In: MPRA Paper.
    RePEc:pra:mprapa:24126.

    Full description at Econpapers || Download paper

29. Procyclical Effects of the banking System during the financial and economic Crisis 2007-2009: the Case of Europe. (2010). Nikolov, Pavel .
    In: MPRA Paper.
    RePEc:pra:mprapa:23945.

    Full description at Econpapers || Download paper

30. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe ; Philippe Bacchetta, Cedric Tille, Eric van Wincoop, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16159.

    Full description at Econpapers || Download paper

31. Comment on The Leverage Cycle. (2010). Shin, Hyun Song.
    In: NBER Chapters.
    RePEc:nbr:nberch:11788.

    Full description at Econpapers || Download paper

32. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'économie.
    RePEc:lau:crdeep:10.05.

    Full description at Econpapers || Download paper

33. Optimal Portfolio Liquidation with Distress Risk. (2010). Lobo, Miguel Sousa ; BROWN, David B. ; Carlin, Bruce Ian.
    In: Management Science.
    RePEc:inm:ormnsc:v:56:y:2010:i:11:p:1997-2014.

    Full description at Econpapers || Download paper

34. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:hkm:wpaper:282010.

    Full description at Econpapers || Download paper

35. Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe ; Philippe Bacchetta, Cedric Tille, Eric van Wincoop, .
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp17-2010.

    Full description at Econpapers || Download paper

36. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:464.

    Full description at Econpapers || Download paper

37. Financial amplification of foreign exchange risk premia. (2010). Groen, Jan ; Etula, Erkko ; Adrian, Tobias ; Jan J. J. Groen, .
    In: Staff Reports.
    RePEc:fip:fednsr:461.

    Full description at Econpapers || Download paper

38. Unstable banking. (2010). Vishny, Robert ; Shleifer, Andrei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:3:p:306-318.

    Full description at Econpapers || Download paper

39. Warding Off Financial Market Failure: How to Avoid Squeezed Margins and Bad Haircuts. (2010). Longworth, David.
    In: C.D. Howe Institute Backgrounder.
    RePEc:cdh:backgr:135.

    Full description at Econpapers || Download paper

40. Price discovery on traded inflation expectations: does the financial crisis matter?. (2009). Stapf, Jelena ; Schulz, Alexander.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:200925.

    Full description at Econpapers || Download paper

41. Risk, Leverage, and Regulation of Financial Intermediaries. (2009). Wang, Tianxi ; Tianxi, Wang .
    In: MPRA Paper.
    RePEc:pra:mprapa:18212.

    Full description at Econpapers || Download paper

42. On the Scholes Liquidation Problem. (2009). Lobo, Miguel Sousa ; BROWN, David B. ; Carlin, Bruce Ian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15381.

    Full description at Econpapers || Download paper

43. Unstable Banking. (2009). Vishny, Robert ; Shleifer, Andrei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14943.

    Full description at Econpapers || Download paper

44. Fear of Fire Sales and the Credit Freeze. (2009). Rajan, Raghuram ; Diamond, Douglas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14925.

    Full description at Econpapers || Download paper

45. The Federal Reserve System Balance Sheet: What Happened and Why it Matters. (2009). Stella, Peter.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/120.

    Full description at Econpapers || Download paper

46. Broker-dealer risk appetite and commodity returns. (2009). Etula, Erkko.
    In: Staff Reports.
    RePEc:fip:fednsr:406.

    Full description at Econpapers || Download paper

47. Asset prices and banking distress: A macroeconomic approach. (2009). von Peter, Goetz.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:5:y:2009:i:3:p:298-319.

    Full description at Econpapers || Download paper

48. Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis. (2009). Shin, Hyun Song.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:23:y:2009:i:1:p:101-19.

    Full description at Econpapers || Download paper

49. CoVaR. (2008). Brunnermeier, Markus ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:348.

    Full description at Econpapers || Download paper

50. Financial intermediaries, financial stability, and monetary policy. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:346.

    Full description at Econpapers || Download paper

Report date: 2025-09-26 22:29:05 || Missing content? Let us know