create a website

Credit Aggregates, Countercyclical Buffer: stylised facts. (2016). Faivre, Didier .
In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
RePEc:hal:cesptp:halshs-01281933.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 17

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

    This document has not been cited yet.

References

References cited by this document

  1. Acharya V., Schnabl P., Suarez G. , Securitization without risk transfer, Working Paper 15730, NBER, 2010.

  2. BCBS, Basel III: A global regulatory framework for more resilient banks and banking systems, BIS, 2010.
    Paper not yet in RePEc: Add citation now
  3. BCBS, Guidance for national authorities operating the countercyclical capital buffer, BIS, 2010.
    Paper not yet in RePEc: Add citation now
  4. Dembiermont C., Drehmann M., Muksakunratana S. How much does the private sector really borrow - a new database for total credit to the private non-financial sector, BIS, 2013.

  5. Dickey D., Fuller W., Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica, 1991.
    Paper not yet in RePEc: Add citation now
  6. Guisan M.C., Causality and cointegration between consumption and GDP in 25 OECD COUNTRIES: Limitations of the cointegration approach,Applied Econometrics and International Development, 2001.

  7. Khasawneh R., Subprime contagion, Risk Magazine, 2007.
    Paper not yet in RePEc: Add citation now
  8. Kydland F. Prescott E. Business Cycles: Real Facts and a Monetary Myth, 1990.

  9. Lütkepohl H., Krätzig M., Applied Time Series Econometrics, Cambridge University Press, 2004.
    Paper not yet in RePEc: Add citation now
  10. Mac Kinsey Global Institute Debt and (not much) deleveraging, 2015.
    Paper not yet in RePEc: Add citation now
  11. Mac Kinsey Global Institute Debt and deleveraging: The global credit bubble and its economic consequences, 2010.
    Paper not yet in RePEc: Add citation now
  12. Mac Kinsey Global Institute Debt and deleveraging: Uneven progress on the path to growth, 2012.
    Paper not yet in RePEc: Add citation now
  13. MacKinnon J., Critical Values for Cointegration Tests, 2010 Documents de travail du Centre d'Economie de la Sorbonne - 2016.14

  14. MacKinnon J., Ericsson N., Distributions of error correction tests for cointegration, 2002

  15. Pfaff B. Analysis of Integrated and Cointegrated Time Series with R, Springer, 2008.
    Paper not yet in RePEc: Add citation now
  16. Repullo R., Saurina J. The Countercyclical Capital Buffer of Basel III: A Critical Assessment, 2011.

  17. Wolfson M. Financial Crises, Understanding the Postwar U.S. Experience 1994. Documents de travail du Centre d'Economie de la Sorbonne - 2016.14
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The economics of non-bank financial intermediation: why do we need to fill the regulation gap?. (2021). TRAPANESE, Maurizio.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_625_21.

    Full description at Econpapers || Download paper

  2. Fixed-income securities: bibliometric review with network analysis. (2018). Liao, Zhewen ; Yan, Yan ; Chen, Xiaosong.
    In: Scientometrics.
    RePEc:spr:scient:v:116:y:2018:i:3:d:10.1007_s11192-018-2800-0.

    Full description at Econpapers || Download paper

  3. A Review of Shadow Banking. (2018). Cetorelli, Nicola ; Adrian, Tobias ; Breuer, Peter ; Ashcraft, Adam.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13363.

    Full description at Econpapers || Download paper

  4. Credit Aggregates, Countercyclical Buffer: stylised facts. (2016). Faivre, Didier .
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:16014.

    Full description at Econpapers || Download paper

  5. Credit Aggregates, Countercyclical Buffer: stylised facts. (2016). Faivre, Didier .
    In: Post-Print.
    RePEc:hal:journl:halshs-01281933.

    Full description at Econpapers || Download paper

  6. Credit Aggregates, Countercyclical Buffer: stylised facts. (2016). Faivre, Didier .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01281933.

    Full description at Econpapers || Download paper

  7. Bank Leverage Ratios and Financial Stability: A Micro- and Macroprudential Perspective. (2015). Avgouleas, Emilios.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_849.

    Full description at Econpapers || Download paper

  8. Financial liberalization and the onset of financial crisis in Western European states between 1983 and 2011: An econometric investigation. (2015). Eichacker, Nina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:323-343.

    Full description at Econpapers || Download paper

  9. Banking Business Models Monitor 2014: Europe. (2014). Ayadi, Rym ; de Groen, Willem Pieter.
    In: CEPS Papers.
    RePEc:eps:cepswp:9713.

    Full description at Econpapers || Download paper

  10. ‘Too systemically important to fail’ in banking – Evidence from bank mergers and acquisitions. (2014). Zhou, Tim ; Schaeck, Klaus ; Molyneux, Philip.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:49:y:2014:i:pb:p:258-282.

    Full description at Econpapers || Download paper

  11. What factors drive systemic risk during international financial crises?. (2014). Weiß, Gregor N. F., ; Neumann, Sascha ; Bostandzic, Denefa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:41:y:2014:i:c:p:78-96.

    Full description at Econpapers || Download paper

  12. Shadow bank monitoring. (2013). Cetorelli, Nicola ; Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:638.

    Full description at Econpapers || Download paper

  13. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie J. ; Covitz, Daniel .
    In: Staff Reports.
    RePEc:fip:fednsr:601.

    Full description at Econpapers || Download paper

  14. Financial stability monitoring. (2013). Adrian, Tobias ; Liang, Nellie ; Covitz, Daniel .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-21.

    Full description at Econpapers || Download paper

  15. Why high productivity growth of banks preceded the financial crisis. (2013). Martin-Oliver, Alfredo ; Salas-Fumas, Vicente ; Ruano, Sonia.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:4:p:688-712.

    Full description at Econpapers || Download paper

  16. A look inside AMLF: What traded and who benefited. (2013). Kotomin, Vladimir ; Akay, Ozgur ; Griffiths, Mark D. ; Winters, Drew B..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:5:p:1643-1657.

    Full description at Econpapers || Download paper

  17. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy I..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9618.

    Full description at Econpapers || Download paper

  18. Monitoring shadow banking and its challenges: the Malaysian experience. (2013). Muhamad Amar Mohd Farid, .
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:36-07.

    Full description at Econpapers || Download paper

  19. WHAT ARE THE LIMITS ON COMMERCIAL BANK LENDING?. (2012). Mallett, Jacky.
    In: Advances in Complex Systems (ACS).
    RePEc:wsi:acsxxx:v:15:y:2012:i:supp0:n:s0219525912500750.

    Full description at Econpapers || Download paper

  20. The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets. (2012). Acharya, Viral.
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0392.

    Full description at Econpapers || Download paper

  21. Sizing Up Repo. (2012). Nagel, Stefan ; KRISHNAMURTHY, ARVIND ; Orlov, Dmitry.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17768.

    Full description at Econpapers || Download paper

  22. International Capital Flows and House Prices: Theory and Evidence. (2012). Van Nieuwerburgh, Stijn ; Ludvigson, Sydney ; Kohn, David ; Favilukis, Jack.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17751.

    Full description at Econpapers || Download paper

  23. International Capital Flows and House Prices: Theory and Evidence. (2012). Ludvigson, Sydney C. ; van Nieuwerburgh, Stijn ; Favilukis, Jack ; Kohn, David.
    In: NBER Chapters.
    RePEc:nbr:nberch:12626.

    Full description at Econpapers || Download paper

  24. Shadow banking: a review of the literature. (2012). Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:580.

    Full description at Econpapers || Download paper

  25. Shadow banking regulation. (2012). Ashcraft, Adam ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:559.

    Full description at Econpapers || Download paper

  26. The credit crisis around the globe: Why did some banks perform better?. (2012). Stulz, René ; Beltratti, Andrea.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:1-17.

    Full description at Econpapers || Download paper

  27. 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

  28. The financial crisis and the geography of wealth transfers. (2012). Rey, Helene ; Gourinchas, Pierre-Olivier ; Truempler, Kai .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:2:p:266-283.

    Full description at Econpapers || Download paper

  29. Sizing Up Repo. (2012). Nagel, Stefan ; KRISHNAMURTHY, ARVIND ; Orlov, Dmitry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8795.

    Full description at Econpapers || Download paper

  30. Bank competition, securitization and risky investment. (2011). Sun, Jianfei ; Li, Zhe.
    In: MPRA Paper.
    RePEc:pra:mprapa:34173.

    Full description at Econpapers || Download paper

  31. Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Stulz, René ; Nadauld, Taylor D. ; Erel, Isil.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17269.

    Full description at Econpapers || Download paper

  32. A Model of Shadow Banking. (2011). Vishny, Robert ; Shleifer, Andrei ; Gennaioli, Nicola.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17115.

    Full description at Econpapers || Download paper

  33. Bank Behavior in Response to Basel Iii: A Cross-Country Analysis. (2011). Cosimano, Thomas F ; Hakura, Dalia S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/119.

    Full description at Econpapers || Download paper

  34. The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market. (2011). Han, Song ; Li, Dan.
    In: Working Papers.
    RePEc:hkm:wpaper:052011.

    Full description at Econpapers || Download paper

  35. Corporate governance and banks: what have we learned from the financial crisis?. (2011). Shapiro, Joel ; Morrison, Alan ; Mehran, Hamid.
    In: Staff Reports.
    RePEc:fip:fednsr:502.

    Full description at Econpapers || Download paper

  36. The Federal Reserve’s Commercial Paper Funding Facility. (2011). Adrian, Tobias ; Kimbrough, Karin ; Marchioni, Dina .
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2011:i:may:p:25-39:n:v.17no.1.

    Full description at Econpapers || Download paper

  37. Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities. (2011). Strahan, Philip E ; Qian, Jun ; He, Jie.
    In: Working Papers.
    RePEc:ecl:upafin:11-61.

    Full description at Econpapers || Download paper

  38. Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?. (2011). Stulz, René ; Nadauld, Taylor ; Erel, Isil.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-16.

    Full description at Econpapers || Download paper

  39. The 2007 subprime market crisis through the lens of European Central Bank auctions for short-term funds. (2011). Kastl, Jakub ; Hortacsu, Ali ; Cassola, Nuno.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111374.

    Full description at Econpapers || Download paper

  40. Informational Rents, Macroeconomic Rents, and Efficient Bailouts. (2011). Schnabl, Philipp ; PHILIPPON, Thomas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8216.

    Full description at Econpapers || Download paper

  41. Leverage ratio requirement and credit allocation and bank stability. (2011). Jokivuolle, Esa ; Kiema, Ilkka.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2011_010.

    Full description at Econpapers || Download paper

  42. Financial Regulatory Reform: Challenges Ahead. (2011). Kroszner, Randall S. ; Strahan, Philip E..
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:3:p:242-46.

    Full description at Econpapers || Download paper

  43. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Expensive. (2010). Hellwig, Martin ; DeMarzo, Peter ; Admati, Anat ; Pfleiderer, Paul.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2010_42.

    Full description at Econpapers || Download paper

  44. Redefining and Containing Systemic Risk. (2010). .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:38:y:2010:i:3:p:251-264.

    Full description at Econpapers || Download paper

  45. Financial Contagion Through Bank Deleveraging: Stylized Facts and Simulations Applied to the Financial Crisis. (2010). Tressel, Thierry.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/236.

    Full description at Econpapers || Download paper

  46. Shadow banking. (2010). Ashcraft, Adam ; Adrian, Tobias ; Pozsar, Zoltan ; Boesky, Hayley .
    In: Staff Reports.
    RePEc:fip:fednsr:458.

    Full description at Econpapers || Download paper

  47. Can banks provide liquidity in a financial crisis?. (2010). Mora, Nada.
    In: Economic Review.
    RePEc:fip:fedker:y:2010:i:qiii:p:31-67:n:v.95no.3.

    Full description at Econpapers || Download paper

  48. The fragility of discretionary liquidity provision - lessons from the collapse of the auction rate securities market. (2010). Han, Song ; Li, Dan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-50.

    Full description at Econpapers || Download paper

  49. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive. (2010). Hellwig, Martin ; DeMarzo, Peter ; Admati, Anat ; Pfleiderer, Paul.
    In: Research Papers.
    RePEc:ecl:stabus:2065.

    Full description at Econpapers || Download paper

  50. Efficient Recapitalization. (2009). Schnabl, Philipp ; PHILIPPON, Thomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14929.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-16 07:04:14 || 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.