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A macroeconomic framework for quantifying systemic risk. (2012). He, Zhiguo ; Krishnamurthy, Arvind.
In: Working Paper Research.
RePEc:nbb:reswpp:201210-233.

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Cited: 45

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  1. Regulatory Collateral Requirements and Delinquency Rate in a Two-Agent New Keynesian Model. (2023). Ravazzolo, Francesco ; Kharazi, Aicha.
    In: Working Paper series.
    RePEc:rim:rimwps:23-03.

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  2. Macroeconomic Effects of Collateral Requirements and Financial Shocks. (2022). Kharazi, Aicha.
    In: BEMPS - Bozen Economics & Management Paper Series.
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  3. On the Link Between the Volatility and Skewness of Growth. (2019). Popov, Alexander ; Bekaert, Geert.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:67:y:2019:i:4:d:10.1057_s41308-019-00092-2.

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  4. Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study. (2018). Wolski, Marcin.
    In: EIB Working Papers.
    RePEc:zbw:eibwps:201805.

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  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.

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  6. Liquidity policies and systemic risk. (2018). Adrian, Tobias ; Boyarchenko, Nina.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:35:y:2018:i:pb:p:45-60.

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  7. Banking and shadow banking. (2018). Huang, JI.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:178:y:2018:i:c:p:124-152.

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  8. The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13349.

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  9. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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  10. Optimal monetary and macroprudential policies: Gains and pitfalls in a model of financial intermediation. (2017). Sim, Jae ; Kiley, Michael.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:54:y:2017:i:pb:p:232-259.

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  11. Liquidity Policies and Systemic Risk. (2017). Boyarchenko, Nina ; Adrian, Tobias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12247.

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  12. The Pass-Through of Sovereign Risk. (2016). Bocola, Luigi.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/686734.

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  13. Monetary policy, financial conditions, and financial stability. (2016). Adrian, Tobias ; Liang, Nellie J..
    In: Staff Reports.
    RePEc:fip:fednsr:690.

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  14. Systemic risk and the macroeconomy: An empirical evaluation. (2016). Pruitt, Seth ; Giglio, Stefano ; Kelly, Bryan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:3:p:457-471.

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  15. The systemic risk of European banks during the financial and sovereign debt crises. (2016). Correa, Ricardo ; Black, Lamont ; Zhou, Hao ; Huang, Xin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:63:y:2016:i:c:p:107-125.

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  16. Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11394.

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  17. Systemic Risk and the Macroeconomy: An Empirical Evaluation. (2015). Pruitt, Seth ; Giglio, Stefano ; Kelly, Bryan T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20963.

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  18. Intermediary leverage cycles and financial stability. (2015). Boyarchenko, Nina ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:567.

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  19. The Pass-Through of Sovereign Risk. (2015). Bocola, Luigi.
    In: Working Papers.
    RePEc:fip:fedmwp:722.

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  20. Asset pricing with arbitrage activity. (2015). Hugonnier, Julien ; Prieto, Rodolfo .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:2:p:411-428.

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  21. The Pass-Through of Sovereign Risk. (2014). Bocola, Luigi.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1286.

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  22. Does Human Capital Risk Explain The Value Premium Puzzle?. (2014). Sylvain, Serginio.
    In: MPRA Paper.
    RePEc:pra:mprapa:54551.

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  23. Monetary Policy, Financial Conditions, and Financial Stability. (2014). Adrian, Tobias ; Liang, Nellie.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-13.

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  24. Liquidity policies and systemic risk. (2014). Boyarchenko, Nina ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:661.

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  25. Financial stability monitoring. (2014). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie J..
    In: Staff Reports.
    RePEc:fip:fednsr:601.

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  26. The financial cycle and macroeconomics: What have we learnt?. (2014). BORIO, Claudio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:182-198.

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  27. Endogenous risk in a DSGE model with capital-constrained financial intermediaries. (2014). Wouters, Raf ; Dewachter, Hans.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:241-268.

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  28. Bank capital and the macroeconomy: Policy considerations. (2014). Kiley, Michael ; Sim, Jae W..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:43:y:2014:i:c:p:175-198.

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  29. The Impact of the Federal Reserves Large‐Scale Asset Purchase Programs on Corporate Credit Risk. (2013). Zakrajšek, Egon ; Zakrajek, Egon ; Gilchrist, Simon.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:s2:p:29-57.

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  30. Global Banks, Financial Shocks, and International Business Cycles: Evidence from an Estimated Model. (2013). Kollmann, Robert.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:s2:p:159-195.

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  31. The Impact of the Federal Reserves Large-Scale Asset Purchase Programs on Corporate Credit Risk. (2013). Zakrajsek, Egon ; Gilchrist, Simon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19337.

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  32. The Impact of the Federal Reserves Large‐Scale Asset Purchase Programs on Corporate Credit Risk. (2013). Zakrajsek, Egon ; Gilchrist, Simon ; Zakrajek, Egon.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:45:y:2013:i:s2:p:29-57.

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  33. The systemic risk of European banks during the financial and sovereign debt crises. (2013). Zhou, Hao ; Correa, Ricardo ; Huang, Xin ; Black, Lamont .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1083.

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  34. The impact of the Federal Reserves Large-Scale Asset Purchase programs on corporate credit risk. (2013). Zakrajsek, Egon ; Gilchrist, Simon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-56.

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

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  36. Global Banks, Financial Shocks And International Business Cycles: Evidence From An Estimated Model. (2013). Kollmann, Robert.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-30.

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  37. Booms and systemic banking crises. (2013). Smets, Frank ; Collard, Fabrice ; Boissay, Frédéric.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131514.

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  38. A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia .
    In: Occasional Paper Series.
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  39. Some Reflections on the Recent Financial Crisis. (2012). Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18397.

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  40. Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007-9. (2012). Shin, Hyun Song ; Colla, Paolo ; Adrian, Tobias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18335.

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  41. Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009. (2012). Shin, Hyun Song ; Adrian, Tobias ; Colla, Paolo .
    In: NBER Chapters.
    RePEc:nbr:nberch:12741.

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  42. Endogenous risk in a DSGE model with capital-constrained financial intermediaries. (2012). Wouters, Raf ; Dewachter, Hans.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201210-235.

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  43. Changes in bank lending standards and the macroeconomy. (2012). Zakrajsek, Egon ; Driscoll, John ; Bassett, William F. ; Chosak, Mary Beth .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2012-24.

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  44. The financial cycle and macroeconomics: What have we learnt?. (2012). BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:395.

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  45. Operationalising the selection and application of macroprudential instruments. (2012). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:48.

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References

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  12. What factors drive systemic risk during international financial crises?. (2014). Bostandzic, Denefa ; Weiß, Gregor N. F., ; Neumann, Sascha .
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    RePEc:ecl:upafin:11-61.

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

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  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.

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

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

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  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.

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  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.

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

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  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.

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

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  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.

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  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.

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  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.

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

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