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Banks’ supply of long term credit after a liquidity shock: Evidence from 2007-2009. (2015). Vinas, F. ; Pessarossi, P..
In: Débats économiques et financiers.
RePEc:bfr:decfin:16.

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Cites: 11

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  1. An Analysis of Financial Conglomerate Resilience: A Perspective on bancassurance in France. (2022). Pouvelle, Cyril.
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:39.

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  2. The Real Effects of Bank Runs. Evidence from the French Great Depression (1930-1931). (2021). Ungaro, Stefano ; Riva, Angelo ; Monnet, Eric.
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:37.

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  3. Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Borel-Mathurin, Fabrice ; Segers, J ; Loisel, S.
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:32.

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  4. Intergenerational Risk Sharing in Life Insurance: Evidence from France. (2017). Hombert, J ; Lyonnet, V.
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:30.

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  5. MERCURE : A Macroprudential Stress Testing Model developed at the ACPR. (2015). fraisse, henri ; Camara, Boubacar ; Martin, V ; Labonne, L ; Heam, C ; Frey, L.
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:19.

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References

References cited by this document

  1. Acharya, V., Gale D. and Yorulmazer T., 2011. Rollover Risk and Market Freezes, Journal of Finance, 66, 1177–1209 Albertazzi, U. and Bottero M., 2014. Foreign Bank Lending: Evidence from the Global Financial Crisis, Journal of International Economics, 92, S22-S35 BCBS, 2014. Basel III: the Net Stable Funding Ratio, Basel Committee on Banking Supervision, October 2014. Available at http://www.bis.org/bcbs/publ/d295.pdf Berger, A. and Bouwman C.H., 2009. Bank Liquidity Creation, Review of Financial Studies, 22, 9, 3779-3837.

  2. Bernanke, B.S., Gertler, M. and Gilchrist, S., 1998. The Financial Accelerator in a Quantitative Business Cycle Framework. In: Taylor, J., Woodford, M. (Eds.), Handbook of Macroeconomics.

  3. Brunnermeier, M. K., 2009. Deciphering the Liquidity and Credit Crunch 2007-2008, Journal of Economic Perspectives, 23, 1, 77-100.

  4. Brunnermeier, M. K., Gorton G., and Arvind Krishnamurthy A., 2011. Risk Topography, NBER Macroeconomics Annual Brunnermeier, M. K., Gorton G., and Krishnamurthy A., 2012. Liquidity Mismatch Measurement, NBER Systemic Risk and Macro Modeling.

  5. Cornett, M.M., McNutt J.J., Strahan P.E. and Tehranian H., 2011. Liquidity Risk Management and Credit Supply in the Financial Crisis, Journal of Financial Economics, 101, 297-312.

  6. Ivashina, V. and Scharfstein D., 2010. Bank Lending during the Financial Crisis of 2008, Journal of Financial Economics, 97, 319-338.

  7. Iyer, R., Peydrό J-L, da-Rocha-Lopes S and Schoar A., 2014. Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007-2009 Crisis, Review of Financial Studies, 27(1), 347-372.

  8. Kapan, T. and Minoiu C., 2014. Liquidity Shocks and the Supply of Credit after the 20072008 Crisis, International Journal of Finance and Economics, 19, 12-23.

  9. Kashyap, A.K. and Stein J.C., 2000. What Do a Million Observations on Banks Say about the Transmission of Monetary Policy?, American Economic Review, 90, 3, 407-428.

  10. Khwaja, A.I. and Mian A., 2008. Tracing the Impact of Bank Liquidity Shocks, American Economic Review, vol. 98, 4, 1413-1442 Holmström, B. and Tirole J., 1997. Financial Intermediation, Loanable funds, and the Real Sector, Quarterly Journal of Economics, 112, 3, 663-691.

  11. Schnabl, P., 2012. Financial Globalization and the Transmission of Credit Supply Shocks: Evidence from an Emerging Market. Journal of Finance, 67, 897-932.

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