Nothing Special   »   [go: up one dir, main page]
create a website
Financial Vulnerability and Risks to Growth in Emerging Markets. (2020). Acharya, Viral ; Surti, Jay ; Bhadury, Soumya.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14962.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 38

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. The Relationship between Household Wealth and Financial Vulnerability in the Post-communist Countries of the Euro Area. (2022). Malieka, Lenka ; Ubova, Nikola ; Buleca, Jan.
    In: Journal of Economics / Ekonomicky casopis.
    RePEc:sav:journl:v:70:y:2022:i:7-8:p:569-588.

    Full description at Econpapers || Download paper

  2. Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models. (2021). Demirer, Riza ; Gupta, Rangan ; You, YU ; Li, HE.
    In: Working Papers.
    RePEc:pre:wpaper:202112.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ____ and H.S. Shin, 2014, “Procyclical Leverage and Value-at-Risk”, Review of Financial Studies, 27:2, pp. 373-403.

  2. _____ , L. Pedersen, T. Philippon, and M. Richardson, 2016, "Measuring Systemic Risk", Review of Financial Studies, 30: 2-47 _____ and S. Vij, 2017, “Foreign Currency Borrowing of Corporations as Carry Trades: Evidence from India”, Working Paper. Available at: https://siddharthvij.com/pdf/ECBCarryTrade_Paper.pdf Adrian, T., N. Boyarchenko and D. Giannone, 2019, “Vulnerable Growth”, American Economic Review, 109:4, pp. 1263-89.

  3. _____ , R. Engle and M. Richardson, 2012, "Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks", American Economic Review Papers and Proceedings, 102(3): 59-64.
    Paper not yet in RePEc: Add citation now

  4. _____ and E. Mendoza, 2018, “Optimal Time Consistent Macroprudential Policy”, Journal of Political Economy, 126:2, pp. 588-634.

  5. _____, 2003, “Forecasting Output and Inflation: The Role of Asset Prices”, Journal of Economic Literature, 41:3, pp. 788-829.
    Paper not yet in RePEc: Add citation now
  6. _____, F. Grinberg, N. Liang, and S. Malik, 2018, “The Term Structure of Growth-at-Risk”, Working Paper 180/2018, Washington, D.C.: International Monetary Fund.
    Paper not yet in RePEc: Add citation now

  7. _____, M. Lettau, B. Malkiel, and Y. Xu, 2001, “Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk”, Journal of Finance, 56:1, pp. 1-43.

  8. Acharya, V., C. Brownlees, F. Farazmand, and M. Richardson, 2011, “Measuring Systemic Risk”, chapter 4 of Regulating Wall Street: The Dodd Frank Act and the New Architecture of Global Finance. New York, N.Y. Wiley.
    Paper not yet in RePEc: Add citation now

  9. Aguiar, M. and G. Gopinath, 2007, “Emerging Market Business Cycles: The Cycle is the Trend”, Journal of Political Economy, 115:1, pp. 69-102.

  10. Ang, A., M. Piazzesi, and M. Wei, 2006, “What does the Yield Curve Tell Us about GDP Growth?” Journal of Econometrics, 131:1-2, pp. 359-403.

  11. Banbura, M. and M. Modugno, 2014, “Maximum Likelihood Estimation of Factor Models on Data Sets with Arbitrary Pattern of Missing Data”, Working Paper 1189, Frankfurt: European Central Bank.
    Paper not yet in RePEc: Add citation now

  12. Bianchi, J., 2011, “Overborrowing and Systemic Externalities in the Business Cycle”, American Economic Review, 101:7, pp. 3400-26.

  13. Brownlees, C. and R. Engle, 2017, “SRISK: A Conditional Capital Shortfall Index for Systemic Risk Measurement”, Review of Financial Studies, 30:1, pp. 48-79. Bruno, V. and H.S. Shin, forthcoming, “Currency Depreciation and Emerging Market Corporate Distress”, Management Science.

  14. Brunnermeier, M., D. Palia, K. Sastry, and C. Sims, 2019, “Feedbacks: Financial Markets and Economic Activity”, Working Paper. Available at: http://sims.princeton.edu/yftp/bpss/draft_s.pdf _____ and Y. Sannikov, 2014, “A Macroeconomic Model with a Financial Sector”, American Economic Review, 104:2, pp. 379-421.
    Paper not yet in RePEc: Add citation now
  15. Campbell, J., 1999, “Asset Prices, Consumption and the Business Cycle”, in Handbook of Macroeconomics, edited by J. Taylor and M. Woodford. Amsterdam: Elsevier.
    Paper not yet in RePEc: Add citation now

  16. De Nicolò, G. and M. Lucchetta, 2017, “Forecasting Tail Risks”, Journal of Applied Econometrics, 32:1, pp. 159-70.

  17. Goodhart, C., 1975, Monetary Theory and Practice, London: Macmillan Press.
    Paper not yet in RePEc: Add citation now
  18. Harvey, A., 1989, Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge University Press.
    Paper not yet in RePEc: Add citation now

  19. Hatzius, J., P. Hooper, F. Mishkin, K. Schoenholtz, and M. Watson, 2010, “Financial Conditions Indexes: A Fresh Look after the Financial Crisis”, Working Paper 16150, Cambridge, MA: National Bureau of Economic Research.

  20. Holmes, E.E., E.J. Ward and M. Scheuerell, 2014, Analysis of Multi-variate Time Series Using the MARSS Package, NOAA, Washington.
    Paper not yet in RePEc: Add citation now
  21. International Monetary Fund, 2017, “Are Countries Losing Control of Domestic Financial Conditions?”, IMF Global Financial Stability Report, April, pp. 83-108.
    Paper not yet in RePEc: Add citation now

  22. Jeanne, O. and A. Korinek, 2010, “Managing Credit Booms and Busts: A Pigouvian Taxation Approach”, American Economic Review: Papers and Proceedings, 100:2, pp. 403-7.

  23. Khundrakpam, J.K., R. Kavediya and J. Anthony, 2017, “Estimating Financial Conditions Index for India”, Journal of Emerging Market Finance, 16:1, pp. 61-89.

  24. Komunjer, I., 2013, “Quantile Prediction”, in Handbook of Economic Forecasting, edited by G. Elliott and A. Timmermann. Amsterdam: Elsevier.
    Paper not yet in RePEc: Add citation now
  25. Krishnamurthy, A. and T. Muir, 2017, “How Credit Cycles Around a Financial Crisis?”, Working Paper, Cambridge, MA: National Bureau of Economic Research.
    Paper not yet in RePEc: Add citation now

  26. Mian, A., A. Sufi and E. Verner, 2017, “Household Debt and Business Cycles Worldwide”, Quarterly Journal of Economics, 132, pp. 1755-1817.

  27. Neumeyer, P. and F. Perri, 2005, “Business Cycles in Emerging Economies: The Role of Interest Rates”, Journal of Monetary Economics, 52:2, pp. 345-80.

  28. Obstfeld, M., 2015, “Trilemmas and Trade-off: Living With Financial Globalization”, BIS Working Paper 480. Basel: Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  29. Reserve Bank of India, 2018, Report on Trends and Progress of Banking in India, 2017-18, Mumbai: Reserve Bank of India, December.
    Paper not yet in RePEc: Add citation now

  30. Rey, H., 2018, “Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence”, Working Paper 21162 , Cambridge, MA: National Bureau of Economic Research Roy, I., D. Biswas, and A. Sinha, 2015, “Financial Conditions Composite Indicator (FCCI) for India”, IFC Bulletin, 39, Basel: Bank for International Settlements.

  31. Sapre, A. and R. Sengupta, 2017, “An Analysis of Revisions in Indian GDP Data”, Working Paper 213, New Delhi: National Institute of Public Finance and Policy.
    Paper not yet in RePEc: Add citation now
  32. Saunders, A. A. Spina, S. Steffen and D. Streitz (2020), “What’s in the Spread? The Predictive Power of Loan vs. Bond Spreads”, Working Paper, New York University Stern School of Business.
    Paper not yet in RePEc: Add citation now
  33. Shankar, A., 2014, “A Financial Conditions Index for India”, Working Paper 08/2014, Mumbai: Reserve Bank of India.
    Paper not yet in RePEc: Add citation now
  34. Shularick, M. and A. Taylor, 2012, “Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises”, American Economic Review, 102:2, pp. 1029-61.
    Paper not yet in RePEc: Add citation now
  35. Sims, C., 1981, “An Autoregressive Index Model for the U.S.”, in J. Kmenta and J. Ramsay, editors, Large Scale Macroeconometric Models: Theory and Practice, North Holland.
    Paper not yet in RePEc: Add citation now

  36. Stock, J. and M. Watson, 2002, “Forecasting Using Principle Components from a Large Number of Predictors”, Journal of the American Statistical Association, 97:460, pp. 1167-79.

  37. Zellner, A., 1963, “Estimators for Seemingly Unrelated Regression Equations”, Journal of the American Statistical Association, 58, pp. 977-92.
    Paper not yet in RePEc: Add citation now
  38. Zuur, A.F., R.J. Fryer, I.T. Jolliffe, R. Dekker, and J.J. Beukema, 2003, “Estimating Common Trends in Multivariate Time Series Using Dynamic Factor Analysis”, Environmetrics, 14:7, pp. 65-85.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Effects of Flight on Growth and Investmentin Emerging Markets. (2022). Suh, Jae-Hyun.
    In: Hitotsubashi Journal of Economics.
    RePEc:hit:hitjec:v:63:y:2022:i:1:p:51-71.

    Full description at Econpapers || Download paper

  2. The Currency Channel of the Global Bank Leverage Cycle. (2022). Pedrono, Justine.
    In: Working papers.
    RePEc:bfr:banfra:870.

    Full description at Econpapers || Download paper

  3. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:079.

    Full description at Econpapers || Download paper

  4. Growth at Risk: Concept and Application in IMF Country Surveillance. (2019). Lafarguette, Romain ; Alter, Adrian ; Wang, Changchun ; Feng, Alan Xiaochen ; Jeasakul, Phakawa ; Elekdag, Selim ; Prasad, Ananthakrishnan.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/036.

    Full description at Econpapers || Download paper

  5. The Term Structure of Growth-at-Risk. (2018). Malik, Sheheryar ; Liang, Nellie ; Grinberg, Federico ; Adrian, Tobias.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/180.

    Full description at Econpapers || Download paper

  6. Foreign Currency Bank Funding and Global Factors. (2018). Tille, Cédric ; Krogstrup, Signe.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2018/097.

    Full description at Econpapers || Download paper

  7. Banks trading after the Lehman crisis: The role of unconventional monetary policy. (2017). Tischer, Johannes ; Schnabel, Isabel ; Podlich, Natalia .
    In: Discussion Papers.
    RePEc:zbw:bubdps:192017.

    Full description at Econpapers || Download paper

  8. The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel. (2017). Choi, Sangyup.
    In: Working papers.
    RePEc:yon:wpaper:2017rwp-113.

    Full description at Econpapers || Download paper

  9. The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2017). Neuenkirch, Matthias ; Nöckel, Matthias ; Nockel, Matthias.
    In: Research Papers in Economics.
    RePEc:trr:wpaper:201702.

    Full description at Econpapers || Download paper

  10. The contribution of bank regulation and fair value accounting to procyclical leverage. (2017). Barth, Mary E ; Amel-Zadeh, Amir ; Landsman, Wayne R.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:22:y:2017:i:3:d:10.1007_s11142-017-9410-6.

    Full description at Econpapers || Download paper

  11. Federal Reserve Policy in an International Context. (2017). Bernanke, Ben S.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:65:y:2017:i:1:d:10.1057_imfer.2016.8.

    Full description at Econpapers || Download paper

  12. Tax Avoidance by Capital Reduction: Evidence from corporate tax reform in Japan. (2017). Hosono, Kaoru ; Daisuke, Miyakawa ; Masaki, Hotei ; Kaoru, Hosono.
    In: Discussion papers.
    RePEc:eti:dpaper:17050.

    Full description at Econpapers || Download paper

  13. Language after liftoff: Fed communication away from the zero lower bound. (2017). Mishkin, Frederic ; Feroli, Michael ; Sufi, Amir ; Hooper, Peter ; Greenlaw, David .
    In: Research in Economics.
    RePEc:eee:reecon:v:71:y:2017:i:3:p:452-490.

    Full description at Econpapers || Download paper

  14. Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

    Full description at Econpapers || Download paper

  15. The synchronization of credit cycles. (2017). Metiu, Norbert ; Meller, Barbara.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:98-111.

    Full description at Econpapers || Download paper

  16. An evaluation of bank measures for market risk before, during and after the financial crisis. (2017). Brien, James O ; Szersze, Pawe J ; Obrien, James .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:215-234.

    Full description at Econpapers || Download paper

  17. Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

    Full description at Econpapers || Download paper

  18. Lockstep in liquidity: Common dealers and co-movement in bond liquidity. (2017). Gissler, Stefan.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:33:y:2017:i:c:p:1-21.

    Full description at Econpapers || Download paper

  19. Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12138.

    Full description at Econpapers || Download paper

  20. The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data. (2017). Murcia, Andrés ; Gambacorta, Leonardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12027.

    Full description at Econpapers || Download paper

  21. Regulation and structural change in financial systems. (2017). Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11822.

    Full description at Econpapers || Download paper

  22. Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6560.

    Full description at Econpapers || Download paper

  23. Macroprudential policy and bank risk. (2017). Gambacorta, Leonardo ; Binici, Mahir ; Altunbas, Yener.
    In: BIS Working Papers.
    RePEc:bis:biswps:646.

    Full description at Econpapers || Download paper

  24. The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data. (2017). Murcia, Andrés ; Gambacorta, Leonardo ; Pabon, Andres Murcia .
    In: BIS Working Papers.
    RePEc:bis:biswps:636.

    Full description at Econpapers || Download paper

  25. Bank lending in uncertain times. (2017). Bottero, Margherita ; Alessandri, Piergiorgio.
    In: BCAM Working Papers.
    RePEc:bbk:bbkcam:1703.

    Full description at Econpapers || Download paper

  26. ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:537.

    Full description at Econpapers || Download paper

  27. Why does idiosyncratic risk increase with market risk?. (2016). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory W.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:533.

    Full description at Econpapers || Download paper

  28. ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201621.

    Full description at Econpapers || Download paper

  29. ESBies: Safety in the Tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus ; Author, Dimitri Vayanos .
    In: CSEF Working Papers.
    RePEc:sef:csefwp:453.

    Full description at Econpapers || Download paper

  30. Leverage and Risk Weighted Capital Requirements. (2016). Karmakar, Sudipto ; Gambacorta, Leonardo.
    In: Working Papers.
    RePEc:ptu:wpaper:w201616.

    Full description at Econpapers || Download paper

  31. Why Does Idiosyncratic Risk Increase with Market Risk?. (2016). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22492.

    Full description at Econpapers || Download paper

  32. Intermediary Asset Pricing: New Evidence from Many Asset Classes. (2016). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21920.

    Full description at Econpapers || Download paper

  33. ESBies - Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus.
    In: EIEF Working Papers Series.
    RePEc:eie:wpaper:1614.

    Full description at Econpapers || Download paper

  34. Does variance risk have two prices? Evidence from the equity and option markets. (2016). Malkhozov, Aytek.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:1:p:79-92.

    Full description at Econpapers || Download paper

  35. Taming the Basel leverage cycle. (2016). Farmer, J. ; Aymanns, Christoph ; Vincent, ; Caccioli, Fabio.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:263-277.

    Full description at Econpapers || Download paper

  36. Parsing financial fragmentation in the euro area: a multi-country DSGE perspective. (2016). Papadopoulou, Niki ; Jacquinot, Pascal ; DARRACQ PARIES, Matthieu.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161891.

    Full description at Econpapers || Download paper

  37. Synopsis of the Euro Area Financial Crisis. (2016). Paries, Matthieu Darracq ; Jacquinot, Pascal.
    In: Working Papers.
    RePEc:cyb:wpaper:2016-08.

    Full description at Econpapers || Download paper

  38. Leverage and Risk Weighted Capital Requirements. (2016). Karmakar, Sudipto ; Gambacorta, Leonardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11567.

    Full description at Econpapers || Download paper

  39. ESBies: Safety in the Tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11537.

    Full description at Econpapers || Download paper

  40. ESBies: Safety in the tranches. (2016). Vayanos, Dimitri ; Van Nieuwerburgh, Stijn ; Reis, Ricardo ; Pagano, Marco ; Langfield, Sam ; Brunnermeier, Markus.
    In: Discussion Papers.
    RePEc:cfm:wpaper:1627.

    Full description at Econpapers || Download paper

  41. Unexpected Loan Losses and Bank Capital in an Estimated DSGE Model of the Euro Area. (2016). Hülsewig, Oliver ; Hristov, Nikolay ; Hulsewig, Oliver.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6160.

    Full description at Econpapers || Download paper

  42. Leverage and risk weighted capital requirements. (2016). Karmakar, Sudipto ; Gambacorta, Leonardo.
    In: BIS Working Papers.
    RePEc:bis:biswps:586.

    Full description at Econpapers || Download paper

  43. 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

  44. The Funding of the Irish Domestic Banking System During the Boom. (2015). Lane, Philip R.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep0515.

    Full description at Econpapers || Download paper

  45. Process Systems Engineering as a Modeling Paradigm for Analyzing Systemic Risk in Financial Networks. (2015). Bookstaber, Richard ; Zhang, Zhizun ; Venkatasubramanian, Venkat ; Luo, YU ; Iyengar, Garud ; Glasserman, Paul.
    In: Working Papers.
    RePEc:ofr:wpaper:15-01.

    Full description at Econpapers || Download paper

  46. The Funding of the Irish Domestic Banking System During the Boom. (2015). Lane, Philip R.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10777.

    Full description at Econpapers || Download paper

  47. Has the US Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation. (2015). PHILIPPON, Thomas.
    In: American Economic Review.
    RePEc:aea:aecrev:v:105:y:2015:i:4:p:1408-38.

    Full description at Econpapers || Download paper

  48. The Rise and Fall of Demand for Securitizations. (2014). Hanson, Samuel ; Sunderam, Adi ; Chernenko, Sergey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20777.

    Full description at Econpapers || Download paper

  49. Franchise value and risk-taking in modern banks. (2014). Vlahu, Razvan ; Ratnovski, Lev ; Martynova, Natalya.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:430.

    Full description at Econpapers || Download paper

  50. Should Monetary Policy Target Financial Stability. (). Phelan, Gregory ; Chen, William.
    In: Review of Economic Dynamics.
    RePEc:red:issued:21-244.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-26 06:50:01 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.