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A Macroeconomic Model of Endogenous Systemic Risk Taking. (2012). Suarez, Javier ; Martinez-Miera, David.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:9134.

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Cited: 44

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  1. Beyond Pangloss: Financial sector origins of inefficient economic booms. (2024). McMahon, Michael ; Malherbe, Frederic.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:145:y:2024:i:c:s0304393224000114.

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  2. Bank capital and economic activity. (2022). Turk-Ariss, Rima ; Klein, Paul-Olivier.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000894.

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  3. Costly default and skewed business cycles. (2021). Moura, Alban ; Garcia Sanchez, Pablo ; Feve, Patrick ; Pierrard, Olivier.
    In: European Economic Review.
    RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302609.

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  4. Salience, systemic risk and spectral risk measures as capital requirements. (2021). Matyska, Branka.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000208.

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  5. Capital ratios and banking crises in the European Union. (2021). Labondance, Fabien ; Refait-Alexandre, Catherine ; Cardot-Martin, Raphael.
    In: Working Papers.
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  6. Macroprudential policy and bank systemic risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300024.

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  7. A macroeconomic model with occasional financial crises. (2020). Paul, Pascal.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919302258.

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  8. The aggregate demand for bank capital. (2020). Harris, Milton ; Opp, Christian .
    In: CEPR Discussion Papers.
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  9. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano.
    In: EMF Research Papers.
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  10. Financial Risk Capacity. (2019). Bigio, Saki ; D'Avernas, Adrien.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26561.

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  11. Bank assets, liquidity and credit cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:105:y:2019:i:c:p:265-282.

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  12. Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Santoro, Emiliano ; Lubello, Federico .
    In: CEPR Discussion Papers.
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  13. Macroprudential policy with capital buffers. (2019). Schroth, Josef.
    In: BIS Working Papers.
    RePEc:bis:biswps:771.

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  14. Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef.
    In: Staff Working Papers.
    RePEc:bca:bocawp:19-8.

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  15. Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles.
    In: TSE Working Papers.
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  16. Financial Intermediation, Capital Accumulation and Crisis Recovery. (2018). Scheffel, Martin ; Gersbach, Hans ; Rochet, Jean-Charles.
    In: IDEI Working Papers.
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  17. Chained financial frictions and credit cycles. (2018). Santoro, Emiliano ; Petrella, Ivan ; Lubello, Federico.
    In: BCL working papers.
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  18. The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach. (2017). Li, Boyao.
    In: Economics Discussion Papers.
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  19. Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane.
    In: 2017 Meeting Papers.
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  20. Dynamic Bank Capital Requirements. (2017). Davydiuk, Tetiana .
    In: 2017 Meeting Papers.
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  21. A Macroeconomic Model with Occasional Financial Crises. (2017). Paul, Pascal.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2017-22.

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  22. Optimal Capital Regulation. (2017). Schroth, Josef ; Moyen, Stéphane.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-6.

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  23. Optimal Monetary and Prudential Policies. (2017). Loisel, Olivier ; Diba, Behzad ; Dellas, Harris ; Collard, Fabrice.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:9:y:2017:i:1:p:40-87.

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  24. Financial Crises and Systemic Bank Runs in a Dynamic Model of Banking. (2015). Robatto, Roberto.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:483.

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  25. Capital Regulation in a Macroeconomic Model with Three Layers of Default. (2015). Suarez, Javier ; Stracca, Livio ; Nikolov, Kalin ; Moyen, Stéphane ; Mendicino, Caterina ; Derviz, Alexis ; CLERC, Laurent ; Vardulakis, Alexandro .
    In: Working Papers.
    RePEc:ptu:wpaper:w201503.

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  26. Capital Regulation in a Macroeconomic Model with Three Layers of Default. (2015). Suarez, Javier ; Stracca, Livio ; Nikolov, Kalin ; Moyen, Stéphane ; Mendicino, Caterina ; Derviz, Alexis ; CLERC, Laurent ; Vardoulakis, Alexandros P..
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2015:q:3:a:1.

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  27. Capital regulation in a macroeconomic model with three layers of default. (2015). Suarez, Javier ; Stracca, Livio ; Nikolov, Kalin ; Moyen, Stéphane ; Mendicino, Caterina ; Derviz, Alexis ; CLERC, Laurent ; Vardoulakis, Alexandros P ; Clerk, Laurent .
    In: Working Paper Series.
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  28. Financial Intermediation, Capital Accumulation, and Recovery. (2015). Rochet, Jean ; Gersbach, Hans ; Scheffel, Martin.
    In: CEPR Discussion Papers.
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  29. Overlending and Macroprudential Tools. (2014). Tiernan, Natalie .
    In: 2014 Meeting Papers.
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  30. Lending Standards and Countercyclical Capital Requirements under Imperfect Information. (2014). Tiernan, Natalie ; Gete, Pedro.
    In: MPRA Paper.
    RePEc:pra:mprapa:54486.

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  31. The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio. (2014). Dacorogna, Michel ; Kratz, Marie ; Busse, Marc.
    In: Risks.
    RePEc:gam:jrisks:v:2:y:2014:i:3:p:260-276:d:37965.

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  32. Capital Regulation in a Macroeconomic Model with Three Layers of Default. (2014). Suarez, Javier ; Stracca, Livio ; Nikolov, Kalin ; Moyen, Stéphane ; Mendicino, Caterina ; Derviz, Alexis ; CLERC, Laurent ; Vardoulakis, Alexandros.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10316.

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  33. Capital Regulation in a Macroeconomic Model with Three Layers of Default. (2014). Suarez, Javier ; Stracca, Livio ; Nikolov, Kalin ; Moyen, Stéphane ; Mendicino, Caterina ; Derviz, Alexis ; CLERC, Laurent ; Vardoulakis, Alexandros P.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2014_1408.

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  34. Capital Regulation in a Macroeconomic Model with Three Layers of Default.. (2014). Suarez, Javier ; Stracca, Livio ; Nikolov, Kalin ; Moyen, Stéphane ; Mendicino, Caterina ; Derviz, Alexis ; CLERC, Laurent ; Vardoulakis, A. P..
    In: Working papers.
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  35. Melting down: Systemic financial instability and the macroeconomy. (2013). Tetlow, Robert ; Kremer, Manfred ; Philipp, Hartmann ; Hubrich, Kirstin ; Kirstin, Hubrich .
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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  36. Market structure and competition in German banking: Modules I and IV. (2013). Koetter, Michael.
    In: Working Papers.
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  37. The Redistributive Effects of Financial Deregulation. (2013). Korinek, Anton ; Kreamer, Jonathan .
    In: NBER Working Papers.
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  38. The Redistributive Effects of Financial Deregulation. (2013). Korinek, Anton ; Kreamer, Jonathan .
    In: IMF Working Papers.
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  39. Ratio controls need reconsideration. (2013). Goodhart, Charles.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:445-450.

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  40. Optimal Monetary and Prudential Policies. (2012). Loisel, Olivier ; Diba, Behzad ; Dellas, Harris ; Collard, Fabrice.
    In: Working Papers.
    RePEc:crs:wpaper:2012-34.

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  41. The Procyclical Effects of Bank Capital Regulation. (2012). Suarez, Javier ; Repullo, Rafael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8897.

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  42. When Credit Bites Back: Leverage, Business Cycles and Crises. (2012). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: Working Papers.
    RePEc:cda:wpaper:12-24.

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  43. Optimal Monetary and Prudential Policies.. (2012). Loisel, Olivier ; Diba, Behzad ; Dellas, Harris ; Collard, Fabrice.
    In: Working papers.
    RePEc:bfr:banfra:413.

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  36. How Complementary Are Prudential Regulation and Monetary Policy?. (2011). Canuto, Otaviano.
    In: World Bank - Economic Premise.
    RePEc:wbk:prmecp:ep60.

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  37. Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults. (2011). Calabrese, Raffaella ; Osmetti, Silvia Angela .
    In: Working Papers.
    RePEc:ucd:wpaper:201120.

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  38. Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons. (2011). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar ; Òscar Jordà, .
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:59:y:2011:i:2:p:340-378.

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  39. Crashes and Collateralized Lending. (2011). Stafford, Erik ; Jurek, Jakub W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17422.

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  40. Capital Regulation, Monetary Policy and Financial Stability. (2011). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard.
    In: Centre for Growth and Business Cycle Research Discussion Paper Series.
    RePEc:man:cgbcrp:154.

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  41. Comparative Advantage, Service Trade, and Global Imbalances. (2011). Barattieri, Alessandro.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1134.

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  42. Overborrowing, Financial Crises and ‘Macro-prudential’ Policy. (2011). Mendoza, Enrique ; Bianchi, Javier.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/024.

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  43. Financial crises, unconventional monetary policy exit strategies, and agents expectations. (2011). Foerster, Andrew.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-04.

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  44. Macroeconomic Stability, Financial Stability, and Monetary Policy Rules. (2011). Pereira da Silva, Luiz Awazu ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard.
    In: Working Papers.
    RePEc:fdi:wpaper:599.

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  45. Macroeconomic Stability, Financial Stability, and Monetary Policy Rules. (2011). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard.
    In: Working Papers.
    RePEc:fdi:wpaper:598.

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  46. Aggregate Impacts of Natural and Man-made Disasters: A quantitative comparison. (2011). Sawada, Yasuyuki ; Tomoaki, KOTERA ; BHATTCHARYAY, Rima .
    In: Discussion papers.
    RePEc:eti:dpaper:11023.

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  47. Wealth distribution and output fluctuations. (2011). Venditti, Alain ; Ghiglino, Christian.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:6:p:2478-2509.

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  48. Optimal fiscal and monetary policies in the face of rare disasters. (2011). Pichler, Paul ; Niemann, Stefan.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:1:p:75-92.

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  49. Inflation and the fiscal limit. (2011). Walker, Todd ; Leeper, Eric ; Davig, Troy.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:1:p:31-47.

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  50. Risk premia in general equilibrium. (2011). Posch, Olaf.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:9:p:1557-1576.

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  51. Output growth and fluctuation: the role of financial openness. (2011). Popov, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111368.

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  52. Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model. (2011). Muris, Chris ; Laeven, Roger ; Ikefuji, Masako ; Roger J. A. Laeven, ; Magnus, Jan R..
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0825.

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  53. Asset Pricing under Rational Learning about Rare Disasters. (2011). Wieland, Volker ; Koulovatianos, Christos.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8514.

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  54. New perspectives on depreciation shocks as a source of business cycle fluctuations. (2011). Seneca, Martin ; Furlanetto, Francesco.
    In: Working Paper.
    RePEc:bno:worpap:2011_02.

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  55. Macroprudential Regulation and the Monetary Transmission Mechanism. (2011). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard.
    In: Working Papers Series.
    RePEc:bcb:wpaper:254.

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  56. Capital Regulation, Monetary Policy and Financial Stability. (2011). Pereira da Silva, Luiz Awazu ; Alper, Koray ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard ; Luiz A. Pereira da Silva, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:237.

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  57. Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons. (2010). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16567.

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  58. Catastrophic Natural Disasters and Economic Growth. (2010). Noy, Ilan ; Galiani, Sebastian ; Cavallo, Eduardo ; Pantano, Juan.
    In: Working Papers.
    RePEc:hai:wpaper:201006.

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  59. Indeterminacy and expectation-driven fluctuations with non-separable preferences. (2010). Venditti, Alain ; Nishimura, Kazuo.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:60:y:2010:i:1:p:46-56.

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  60. Quantifying the Cost of Risk in Consumption. (2010). Tirelli, Mario ; Turner, Sergio .
    In: The B.E. Journal of Theoretical Economics.
    RePEc:bpj:bejtec:v:10:y:2010:i:1:n:31.

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  61. On the Size Distribution of Macroeconomic Disasters. (2009). Jin, Tao ; Barro, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15247.

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  62. Stock-Market Crashes and Depressions. (2009). Barro, Robert ; Ursa, Jos F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14760.

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  63. The Economics of Natural Disasters - A Survey. (2009). Noy, Ilan ; Cavallo, Eduardo.
    In: Working Papers.
    RePEc:hai:wpaper:200919.

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  64. 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.

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  65. Tails, Fears and Risk Premia. (2009). Bollerslev, Tim ; Todorov, Viktor.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-26.

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  66. Banking Crises: An Equal Opportunity Menace. (2008). Rogoff, Kenneth ; Reinhart, Carmen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14587.

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  67. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?. (2008). Wachter, Jessica.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14386.

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