Nothing Special   »   [go: up one dir, main page]
create a website
Portfolio Flows in a Two-Country RBC Model with Financial Intermediaries. (2015). Viegi, Nicola ; Kavli, Haakon .
In: Working Papers.
RePEc:pre:wpaper:201568.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 40

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. Adrian, T. and H. Shin (2009). Money, liquidity and monetary policy. American Economic Review. Adrian, T. and H. Shin (2010, July). Liquidity and leverage. Journal of Financial Intermediation 19(3), 418–437.

  2. Allen, F., T. Beck, E. Carletti, P. Lane, D. Schoenmaker, and W. Wagner (2011). Cross-border banking in europe: Implications for financial stability and macroeconomic policies. Technical report, Centre for Economic Policy Research.
    Paper not yet in RePEc: Add citation now

  3. Bekaert, G., M. Hoerova, and M. L. Duca (2010, September). Risk, uncertainty and monetary policy. NBER Working Paper Series (16397).

  4. Bernanke, B. (2009, March). Financial reform to address systemic risk. Technical report, Speech at the Council on Foreign Relations, Washington D.C. Bernanke, B., M. Gertler, and S. Gilchrist (1999). The Financial Accelerator in a Quantitative Business Cycle Framework in Handbook of Macroeconomics, Volume 1, Chapter 21, pp. 1341–1385. Elsevier Science B.V. Borio, C. and P. Disyatat (2011). Global imbalances and the financial crisis: Link or no link? BIS Working Papers 346, Bank for International Settlements.

  5. Brookings Institution (2012, September). Banks and cross-border capital flows: Policy challenges and regulatory responses. Technical report, [Committee on Inernational Economic Policy and Reform].
    Paper not yet in RePEc: Add citation now
  6. Bruno, V. and H. Shin (2012, March). Capital flows, cross-border banking and global liquidity. Working paper, Princeton University.
    Paper not yet in RePEc: Add citation now

  7. Bruno, V. and H. Shin (2013). Capital flows and the risk taking channel of monetary policy. NBER Working Paper 18942, National Bureau of Economic Research.

  8. Calvo, G. A. (1998, November). Capital flows and capital-market crises: The simple economics of sudden stops. Journal of Applied Economics 1(1), 35–54.

  9. Calvo, G. A. (2013). Puzzling over the anatomy of crises: Liquidity and the veil of finance. Monetary and Economic Studies 31, 39–64.

  10. Calvo, G., L. Leiderman, and C. Reinhart (1996). Inflows of capital to developing countries in the 1990s. The Journal of Economic Perspectives 10(2), 123–139.

  11. Carr, P. and L. Wu (2004). A tale of two indices. NYU Working Paper SC-CFE-04-1, New York University.
    Paper not yet in RePEc: Add citation now

  12. Chai-Anant, C. and C. Ho (2008, January). Understanding aasia equity flows, market returns and exchange rates. BIS Working Papers 245, Bank for International Settlements.

  13. Chuhan, P., S. Claessens, and N. Mamingi (1998). Equity bond flows to latin america and asia: the role of global country factors. Journal of Development Economics 55, 439–463.

  14. Coeurdacier, N., H. Rey, and P. Winant (2011). The risky steady state. American Economic Review 101, 398–401.

  15. Devereux, M. and A. Sutherland (2009). A portfolio model of capital flows to emerging markets. Journal of Development Economics 89, 181–193.

  16. Devereux, M. and A. Sutherland (2011). Country portolfios in open economy macro-models. Journal of the European Economic Association 9(2), 337–369.
    Paper not yet in RePEc: Add citation now

  17. Devereux, M. B. and M. Saito (2006). A portfolio theory of international capital flows. HKIMR Working Paper No. 11/2006.

  18. Eichengreen, B. (2009, October). The financial crisis and global policy reforms. Technical report, Federal Reserve Bank of San Fransisco Asia Economic Policy Conference.

  19. Forbes, K. (2012). Capital flow volatility and contagion: A focus on asia. In RBI-ADB Conference on Managing Capital Flows.
    Paper not yet in RePEc: Add citation now

  20. Forbes, K. J. and F. E. Warnock (2012). Capital flow waves: Surges, stops, flight, and retrenchment. Journal of International Economics 88(2), 235 – 251.

  21. Hau, H. and H. Rey (2006). Exchange rates, equity prices and capital flows. The Review of Financial Studies 19(1), 273–317.

  22. IMF (2012, November). The liberalization and management of capital flows - an institutional view. Policy paper, The International Monetary Fund.
    Paper not yet in RePEc: Add citation now
  23. IMF (2014a, September). Coordinated portfolio investment survey. Online Database.
    Paper not yet in RePEc: Add citation now
  24. IMF (2014b, September). World economic outlook. Online Database.
    Paper not yet in RePEc: Add citation now

  25. Krishnamurthy, A. and A. Vissing-Jorgensen (2012). The aggregate demand for Treasury debt. Journal of Political Economy 120, 233–267.

  26. Kydland, F. and C. E. J. M. Zarazaga (2002). Argentina’s lost decade. Review of Economic Dynamics 5, 152–165.
    Paper not yet in RePEc: Add citation now

  27. Lane, P. and P. McQuade (2013, May). Domestic credit growth and international capital flows. Discussion Paper 428, The Institute for International Integration Studies.

  28. Magud, N., C. Reinhart, and E. R. Vesperoni (2014). Capital inflows, exchange rate flexibility and credit booms. Review of Development Economics 18(3), 415–430.

  29. McCauley, R. N. (2012, July). Risk-on/risk-off, capital flows, leverage and safe assets. BIS Working Paper 382, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now

  30. McGrattan, E. and E. Prescott (2014). A reassessment of real business cycle theory. American Economic Review 104, 177–182.

  31. Mendoza, E. (2010). Sudden stops, financial crises, and leverage. The American Economic Review 100(5), 1941–1966.

  32. Obstfeld, M. (2011). Gross financial flows, global imbalances and crises. Speech delivered at the Reserve Bank of India.

  33. Obstfeld, M. and K. Rogoff (2005). Global current account imbalances and exchange rate adjustments. Brookings Papers on Economic Activity 1.

  34. Poole, W. (1970). Optimal choice of monetary policy instruments in a simple stochastic macro model. The Quarterly Journal of Economics 84(2), 197–216.

  35. Rey, H. (2013). Dilemma not trilemma: The global financial cycle and monetary independece. Proceedings -Economicy Policy Symposium - Jackson HOle, 285–333.
    Paper not yet in RePEc: Add citation now

  36. Schindler, M. (2009). Measuring financial integration: A new data set. IMF Staff Papers 56(1).

  37. South African Reserve Bank (2015, March). Economic and financial data for south africa. online.
    Paper not yet in RePEc: Add citation now

  38. Taylor, J. (2013, January). International monetary coordination and the great deviation. In Session on International Policy Coordination, San Diego, California. American Economic Association Annual Meetings.

  39. Taylor, M. and L. Sarno (1997). Capital flows to developing countries: and long- and short-term determinants. The World Bank Economic Review 11(3), 451–470.

  40. Woodford, M. (2012). Methods of policy accomodation at the interest-rate lower bound. Proceedings - Economicy Policy Symposium - Jackson Hole, 185–288.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Bank leverage and monetary policys risk-taking channel: evidence from the United States. (2016). Laeven, Luc ; Dell'ariccia, Giovanni ; Suarez, Gustavo A ; Dellariccia, Giovanni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161903.

    Full description at Econpapers || Download paper

  2. Managing markets for toxic assets. (2015). Masatlioglu, Yusufcan ; House, Christopher L..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:70:y:2015:i:c:p:84-99.

    Full description at Econpapers || Download paper

  3. The evolution of banking sectors in Central and Eastern Europe - the case of Pola. (2015). Tymoczko, Dobieslaw ; Wiesiolek, Piotr .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:83-18.

    Full description at Econpapers || Download paper

  4. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13068r.

    Full description at Econpapers || Download paper

  5. 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

  6. Are there common factors in individual commodity futures returns?. (2014). Skiadopoulos, George ; KOSTAKIS, ALEXANDROS ; Daskalaki, Charoula.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363.

    Full description at Econpapers || Download paper

  7. Macroeconomic stabilisation and bank lending: A simple workhorse model. (2013). Spahn, Peter.
    In: FZID Discussion Papers.
    RePEc:zbw:fziddp:762013.

    Full description at Econpapers || Download paper

  8. Asset prices, collateral, and unconventional monetary policy in a DSGE model. (2013). Hilberg, Bjorn ; Hollmayr, Josef.
    In: Discussion Papers.
    RePEc:zbw:bubdps:362013.

    Full description at Econpapers || Download paper

  9. The conceptual foundations of macroprudential policy : a roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6576.

    Full description at Econpapers || Download paper

  10. The foundations of macroprudential regulation : a conceptual roadmap. (2013). Ize, Alain ; de la Torre, Augusto.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6575.

    Full description at Econpapers || Download paper

  11. On the Stability of Euro Area Money Demand and its Implications for Monetary Policy. (2013). Conti, Antonio ; Barigozzi, Matteo.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2013/11.

    Full description at Econpapers || Download paper

  12. Funding structure, procyclicality and lending: Evidence from GCC banks. (2013). Ghosh, Saibal.
    In: MPRA Paper.
    RePEc:pra:mprapa:51225.

    Full description at Econpapers || Download paper

  13. Financial Regulation in an Agent Based Macroeconomic Model. (2013). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro ; Mauro, Gallegati .
    In: MPRA Paper.
    RePEc:pra:mprapa:51013.

    Full description at Econpapers || Download paper

  14. A bank lending channel or a credit supply shock?. (2013). Milcheva, Stanimira.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:37:y:2013:i:c:p:314-332.

    Full description at Econpapers || Download paper

  15. “Leaning against the wind” and the timing of monetary policy. (2013). Demertzis, Maria ; Agur, Itai.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:179-194.

    Full description at Econpapers || Download paper

  16. Did the commercial paper funding facility prevent a Great Depression style money market meltdown?. (2013). Duca, John.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:4:p:747-758.

    Full description at Econpapers || Download paper

  17. How to deal with real estate booms: Lessons from country experiences. (2013). Rabanal, Pau ; Igan, Deniz ; Dell'ariccia, Giovanni ; Crowe, Christopher ; Dellariccia, Giovanni.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:300-319.

    Full description at Econpapers || Download paper

  18. Leveraged network-based financial accelerator. (2013). Russo, Alberto ; Riccetti, Luca ; Gallegati, Mauro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1626-1640.

    Full description at Econpapers || Download paper

  19. Financial Regulation in General Equilibrium. (2012). Tsomocos, Dimitrios ; Kashyap, Anil ; Vardoulakis, Alexandros P. ; Charles A. E. Goodhart, ; Charles A. E. Goodhart, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17909.

    Full description at Econpapers || Download paper

  20. The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle. (2012). Naqvi, Hassan ; Acharya, Viral.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:106:y:2012:i:2:p:349-366.

    Full description at Econpapers || Download paper

  21. Boom–bust cycles: Leveraging, complex securities, and asset prices. (2012). Semmler, Willi ; Bernard, Lucas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:81:y:2012:i:2:p:442-465.

    Full description at Econpapers || Download paper

  22. 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

  23. The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle. (2012). Naqvi, Hassan ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8851.

    Full description at Econpapers || Download paper

  24. How Should Central Banks Respond to Asset-Price Bubbles? The Lean versus Clean Debate After the GFC. (2011). Mishkin, Frederic.
    In: RBA Bulletin.
    RePEc:rba:rbabul:jun2011-08.

    Full description at Econpapers || Download paper

  25. This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis. (2011). Stulz, René ; Fahlenbrach, Ruediger ; Prilmeier, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17038.

    Full description at Econpapers || Download paper

  26. Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon?. (2011). Komarek, Lubos ; Komarkova, Zlatuse ; Frait, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:1:p:5-33.

    Full description at Econpapers || Download paper

  27. The role of macroeconomic policies in the global crisis. (2011). Pagano, Patrizio ; Cova, Pietro ; Visco, Ignazio ; Catte, Pietro .
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:33:y:2011:i:6:p:787-803.

    Full description at Econpapers || Download paper

  28. Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126.

    Full description at Econpapers || Download paper

  29. Bankers compensation and fair value accounting. (2011). Milne, Alistair ; Livne, Gilad ; Markarian, Garen.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:17:y:2011:i:4:p:1096-1115.

    Full description at Econpapers || Download paper

  30. This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis. (2011). Stulz, René ; Fahlenbrach, Ruediger ; Prilmeier, Robert.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-10.

    Full description at Econpapers || Download paper

  31. Asset prices, collateral and unconventional monetary policy in a DSGE model. (2011). Hilberg, Bjorn ; Hollmayr, Josef.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111373.

    Full description at Econpapers || Download paper

  32. Leaning Against the Wind and the Timing of Monetary Pollicy. (2011). Demertzis, Maria ; Agur, Itai.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:303.

    Full description at Econpapers || Download paper

  33. The Instability of the Banking Sector and Macrodynamics: Theory and Empirics. (2011). Semmler, Willi ; Mittnik, Stefan.
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c016_080.

    Full description at Econpapers || Download paper

  34. Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices. (2011). Semmler, Willi ; Bernard, Lucas.
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c016_034.

    Full description at Econpapers || Download paper

  35. 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

  36. 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

  37. 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

  38. Local Versus Aggregate Lending Channels: The Effects Of Securitization On Corporate Credit Supply In Spain. (2010). Saurina, Jesús ; Peydro, Jose-Luis ; Mian, Atif ; Jimenez, Gabriel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16595.

    Full description at Econpapers || Download paper

  39. Asset Prices, Inflation and Monetary Control - Re-inventing Money as a Policy Tool. (2010). Spahn, Peter.
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
    RePEc:hoh:hohdip:323.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  41. 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

  42. Credit supply - Identifying balance-sheet channels with loan applications and granted loans. (2010). Saurina, Jesús ; Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101179.

    Full description at Econpapers || Download paper

  43. Does monetary policy affect bank risk-taking?. (2010). Marques-Ibanez, David ; Gambacorta, Leonardo ; Altunbas, Yener ; Marques-Ibaez, David .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20101166.

    Full description at Econpapers || Download paper

  44. Monetary Policy and Excessive Bank Risk Taking. (2010). Demertzis, Maria ; Agur, Itai.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:271.

    Full description at Econpapers || Download paper

  45. Adverse Selection, Liquidity, and Market Breakdown. (2010). Kirabaeva, Koralai .
    In: Staff Working Papers.
    RePEc:bca:bocawp:10-32.

    Full description at Econpapers || Download paper

  46. Does activity mix and funding strategy vary across ownership? Evidence from Indian banks. (2009). Ghosh, Saibal.
    In: MPRA Paper.
    RePEc:pra:mprapa:32070.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  48. A Minsky meltdown: lessons for central bankers. (2009). Yellen, Janet.
    In: FRBSF Economic Letter.
    RePEc:fip:fedfel:y:2009:i:may1:n:2009-15.

    Full description at Econpapers || Download paper

  49. Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008. (2009). Taylor, Alan ; Schularick, Moritz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7570.

    Full description at Econpapers || Download paper

  50. Chapter 2: The Financial Crisis. (2009). Vives, Xavier ; Sturm, Jan-Egbert ; Sinn, Hans-Werner ; Saint-Paul, Gilles ; Jenkinson, Tim ; Hassler, John ; Devereux, Michael ; Corsetti, Giancarlo.
    In: EEAG Report on the European Economy.
    RePEc:ces:eeagre:v::y:2009:i::p:59-122.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 23:35:10 || 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.