[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui.
In: Canadian Journal of Economics/Revue canadienne d'économique.
RePEc:wly:canjec:v:46:y:2013:i:4:p:1160-1195.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 75

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. Corporate bond yields and returns: a survey. (2022). Heck, Stephanie.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00394-4.

    Full description at Econpapers || Download paper

  2. Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, Viral (2013) ‘Understanding financial crises: theory and evidence from the crisis of 2007–8.’ NBER Reporter 1.
    Paper not yet in RePEc: Add citation now
  2. Acharya, Viral, Philipp Schnabl, and Gustavo Suarez (2013) ‘Securitization without risk transfer.' Journal of Financial Economics 107, 515–36.

  3. Acharya, Viral, Yakov Amihud, and Sreedhar T. Bharath (2012) ‘Liquidity risk of corporate bond returns: a conditional approach.' Journal of Financial Economics, forthcoming. Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1612287.
    Paper not yet in RePEc: Add citation now
  4. Allen, Jason, Ali Hortaçsu, and Jakub Kastl (2011) ‘Analyzing default risk and liquidity demand during a financial crisis: the case of Canada.’ Working Paper 2011‐17, Bank of Canada.

  5. Allen, Linda, Turan G. Bali, and Yi Tang (2012) ‘Does systemic risk in the financial sector predict future economic downturns?' Review of Financial Studies 25, 3000–36.

  6. Amihud, Yakov (2002) ‘Illiquidity and stock returns: cross‐section and time‐series effects.' Journal of Financial Markets 5, 31–56.
    Paper not yet in RePEc: Add citation now
  7. Bai, Jushan (2010) ‘Common breaks in means and variances for panel data.' Journal of Econometrics 157, 78–92.

  8. Bai, Jushan, and Pierre Perron (1998) ‘Estimating and testing linear models with multiple structural changes.' Econometrica 66, 47–78.

  9. Bai, Jushan, and Pierre Perron (2003) ‘Computation and analysis of multiple structural change models.' Journal of Applied Econometrics 18, 1–22.

  10. Basel III (2010) ‘Basel III: ‘A global regulatory framework for more resilient banks and banking systems.’ Bank for International Settlements Working Series.
    Paper not yet in RePEc: Add citation now
  11. Beaupain, Renaud, and Alain Durré (2013) ‘Central bank reserves and interbank market liquidity in the euro area.' Journal of Financial Intermediation 22, 259–84.

  12. Bernanke, Ben S. (2013) The Federal Reserve and the Financial Crisis – Lectures. Princeton, NJ: Princeton University Press.

  13. Bernanke, Ben S., and Mark Gertler (1989) ‘Agency costs, net worth, and business fluctuations.' American Economic Review 79, 14–31.

  14. Bhamra, Harjoat S., Adlai J. Fisher, Lars‐Alexander Kühn (2011) ‘Monetary policy and corporate default.' Journal of Monetary Economics 58, 480–94.

  15. Bhamra, Harjoat S., Lars‐Alexander Kühn, and Ilya A. Strebulaev (2010) ‘The levered equity risk premium and credit spreads: a unified framework.' Review of Financial Studies 23, 645–703.

  16. Buraschi, Andrea, Fabio Trojani, and Andrea Vedolin (2011) ‘Economic uncertainty, disagreement, and credit markets.’ Working paper, London School of Economics.
    Paper not yet in RePEc: Add citation now
  17. Cenesizoglu, Tolga, Badye Essid (2012) ‘The effect of monetary policy on credit spreads.' Journal of Financial Research 35, 581–613.

  18. Chant, John F. (2008) ‘The ABCP crisis in Canada: the implications for the regulation of financial markets.’ Canada Expert Panel on Securities Regulation: http://www.expertpanel.ca/eng/reports/research‐studies/the‐abcp‐crisis‐in‐canada‐chant.html.
    Paper not yet in RePEc: Add citation now
  19. Chant, John F. (2013) ‘Is the regulation of financial institutions meeting its public policy objectives?’ Mimeo.
    Paper not yet in RePEc: Add citation now
  20. Chen, Gongmeng, Yoon K. Choi, and Yong Zhou (2005) ‘Nonparametric estimation of structural change points in volatility models for time series.' Journal of Econometrics 126, 79–114.

  21. Chen, Hui (2010) ‘Macroeconomic conditions and the puzzles of credit spreads and capital structure.' Journal of Finance 65, 2171–2212.

  22. Chen, Long, David A. Lesmond, and Jason Wei (2007) ‘Corporate yield spreads and bond liquidity.' Journal of Finance 62, 119–49.

  23. Chen, Long, Pierre Collin‐Dufresne, and Robert S. Goldstein (2009) ‘On the relation between the credit spread puzzle and the equity premium puzzle.' Review of Financial Studies 22, 3367–409.

  24. Chen, Nai‐Fu (1991) ‘Financial investment opportunities and the macroeconomy.' Journal of Finance 46, 529–54.

  25. Chen, Ren‐Raw, Xiaolin Cheng, and Liuren Wu (2011) ‘Dynamic interactions between interest‐rate and credit risk: theory and evidence on the credit default swap term structure.' Review of Finance, Advance Access Publication 1–39.
    Paper not yet in RePEc: Add citation now
  26. Chiaramonte, Laura, and Barbara Casu (2012) ‘The determinants of bank CDS spreads: evidence from the financial crisis.' European Journal of Finance, DOI: 10.1080/1351847X.2011.636832.
    Paper not yet in RePEc: Add citation now
  27. Chib, Siddhartha (1998) ‘Estimation and comparison of multiple change point models.' Journal of Econometrics 86, 221–41.

  28. Chun, Albert Lee, and Fan Yu (2013) ‘Monolines and the municipal bond market.’ Working Paper, Claremont McKenna College.
    Paper not yet in RePEc: Add citation now
  29. Collin‐Dufresne, Pierre, Robert S. Goldstein, and J. Spencer Martin (2001) ‘The determinants of credit spread changes.' Journal of Finance 56, 2177–208.
    Paper not yet in RePEc: Add citation now
  30. Cox, John C., Jonathan E. Ingersoll, and Stephen A. Ross (1985) ‘A theory of the term structure of interest rates.' Econometrica 53, 385–407.

  31. Davis, Richard A., Thomas C.M. Lee, and Gabriel A. Rodriguez‐Yam (2008) ‘Break detection for a class of nonlinear time‐series models.' Journal of Time Series Analysis 29, 834–67.

  32. Degryse, Hans, Frank de Jong, Maarten van Ravenswaaij, and Gunther Wuyts (2005) ‘Agressive orders and the resiliency of a limit order market.' Review of Finance 9, 201–42.
    Paper not yet in RePEc: Add citation now
  33. Dick‐Nielsen, Jens (2009) ‘Liquidity biases in TRACE.' Journal of Fixed Income 19, 43–55.
    Paper not yet in RePEc: Add citation now
  34. Dick‐Nielsen, Jens, Peter Feldhütter, and David Lando (2012) ‘Corporate bond liquidity before and after the onset of the subprime crisis.' Journal of Financial Economics 103, 471–92.

  35. Dionne, Georges (2013) ‘Risk management: history, definition and critique.' Risk Management and Insurance Review, forthcoming. Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2231635.

  36. Dionne, Georges, Geneviève Gauthier, Khemais Hammami, Mathieu Maurice, and Jean‐Guy Simonato (2011) ‘A reduced form model of default spreads with markov‐switching macroeconomic factors.' Journal of Banking and Finance 35, 1984–2000.

  37. Dionne, Georges, Khemais Hammami, Geneviève Gauthier, Mathieu Maurice, and Jean‐Guy Simonato (2010) ‘Default risk in corporate yield spreads.' Financial Management 39, 707–31.

  38. Driessen, Joost (2005) ‘Is default event risk priced in corporate bonds?' Review of Financial Studies 18, 165–95.

  39. Duan, Jin‐Chuan, and Jean‐Guy Simonato (1998) ‘Estimating and testing exponential affine term structure models by kalman filters.' Review of Quantitative Finance and Accounting 13, 111–35.
    Paper not yet in RePEc: Add citation now
  40. Duffee, Gregory R., (1998) ‘The relation between treasury yields and corporate bond yield spreads.' Journal of Finance 53, 2225–41.

  41. Duffie, Darrell, and Kenneth J. Singleton (1999) ‘Modeling term structures of defaultable bonds.' Review of Financial Studies 12, 687–720.

  42. Duffie, Darrell, and Kenneth J. Singleton (2003) Credit Risk – Pricing, Measurement, and Management. Princeton Series in Finance. Princeton, NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  43. Ejsing, Jacob, Magdalena Grothe, and Oliver Grothe (2012) ‘Liquidity and credit risk premia in government bond yields.’ Working Paper No. 1440, European Central Bank.
    Paper not yet in RePEc: Add citation now
  44. Elton, Edwin J., Martin J. Gruber, Deepak Agrawal, and Christopher Mann (2001) ‘Explaining the rate spread on corporate bonds.' Journal of Finance 56, 247–77.

  45. Ericsson, Jan, and Olivier Renault (2006) ‘Liquidity and credit risk.' Journal of Finance 61, 2219–50.

  46. Fama, Eugene F., and Kenneth R. French (1989) ‘Business conditions and expected returns on stocks and bonds.' Journal of Financial Economics 25, 23–49.

  47. Feldhütter, Peter, and David Lando (2008) ‘Decomposing swap spreads.' Journal of Financial Economics 88, 375–405.

  48. Foucault, Thierry, Kadan Ohad, and Eugene Kandel (2005) ‘Limit order book as a market for liquidity.' Review of Financial Studies 18, 1171–217.

  49. Giesecke, Kay, Francis A. Longstaff, Stephen Schaefer, and Ilya Strebulaev (2011) ‘Corporate bond default risk: a 150‐year perspective.' Journal of Financial Economics 102, 233–50.

  50. Giordani, Paolo, and Robert Kohn (2008) ‘Efficient Bayesian inference for multiple change point and mixture innovation models.' Journal of Business and Economic Statistics 26, 66–77.

  51. Gordon, Louis, and Moshe Pollak (1994) ‘An efficient sequential nonparametric scheme for detecting a change of distribution.' Annals of Statistics 22, 763–804.
    Paper not yet in RePEc: Add citation now
  52. Hackbarth, Dirk, Jianjun Miao, and Erwan Morellec (2006) ‘Capital structure, credit risk, and macroeconomic conditions.' Journal of Financial Economics 82, 519–50.

  53. Han, Song, and Hao Zhou (2008) ‘Effect of liquidity on the nondefault component of corporate bond spreads: evidence from intraday transactions data.’ Finance and Economics Discussion Series 2008‐40, Federal Reserve System.
    Paper not yet in RePEc: Add citation now
  54. Hasbrouck, Joel (2009) ‘Trading costs and returns for U.S. equities: estimating effective costs from daily data.' Journal of Finance 64, 1445–77.

  55. Huang, Jing‐Zhi, and Ming Huang (2003) ‘How much of the corporate‐treasury yield spread is due to credit risk?’ Working paper, Pennsylvania State University.
    Paper not yet in RePEc: Add citation now
  56. Huang, Roger D., and Hans R. Stoll (1996) ‘Dealer versus auction markets: a paired comparison of execution costs on NASDAQ and the NYSE.' Journal of Financial Economics 41, 313–57.

  57. Hull, John, Mirela Predescu, and Alan White (2004) ‘The relationship between credit default swap spreads, bond yields, and credit rating announcements.' Journal of Banking and Finance 28, 2789–811.

  58. King, Mervyn (1994) ‘Debt deflation: theory and evidence.' European Economic Review 38, 419–45.

  59. Kiyotaki, Nobuhiro, and John Moore (1997) ‘Credit cycles.' Journal of Political Economy 105, 211–48.
    Paper not yet in RePEc: Add citation now
  60. Kyle, Albert S. (1985) ‘Continuous auctions and insider trading.' Econometrica 53, 1315–35.

  61. Lando, David (2004) Credit Risk Modeling – Theory and Applications. Princeton, NJ: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  62. Lando, David, and Torben M. Skodeberg (2002) ‘Analyzing rating transitions and rating drift with continuous observations.' Journal of Banking and Finance 26, 423–44.

  63. Lu, Yang K., and Pierre Perron (2010) ‘Modeling and forecasting stock return volatility using a random level shift model.' Journal of Empirical Finance 17, 138–56.

  64. Maalaoui Chun, Olfa, Georges Dionne, and Pascal François (2010) ‘Credit spread changes within switching regimes.’ Working Paper 09‐01, Canada Research Chair in Risk Management, HEC Montreal. Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1341870.
    Paper not yet in RePEc: Add citation now
  65. Maalaoui Chun, Olfa, Georges Dionne, and Pascal François (2013) ‘Detecting regime shifts in credit spreads.’ Forthcoming in Journal of Financial and Quantitative Analysis. Available at SSRN: http://ssrn.com/abstract=1341870.
    Paper not yet in RePEc: Add citation now
  66. Maheu, John H., and Thomas H. McCurdy (2009) ‘How useful are historical data for forecasting the long‐run equity return distribution?' Journal of Business and Economic Statistics 27, 95–112.

  67. Ng, Serena (2013) ‘Predicting recessions.’ State of the Art Lecture, Canadian Economic Association Meetings, Montreal, June 2013.
    Paper not yet in RePEc: Add citation now
  68. Perron, Pierre, and Zhongjun Qu (2006) ‘Estimating restricted structural change models.' Journal of Econometrics 134, 373–99.

  69. Pesaran, M. Hashem, Davide Pettenuzzo, and Allan Timmermann (2006) ‘Forecasting time series subject to multiple structural breaks.' Review of Economic Studies 73, 1057–84.

  70. Roll, Richard (1984) ‘A simple implicit measure of the effective bid‐ask spread in an efficient market.' Journal of Finance 39, 1127–39.

  71. Saunders, Anthony, and Linda Allen (2010) Credit Risk – Measurement In and Out of the Financial Crisis. Hoboken, NJ: Wiley.
    Paper not yet in RePEc: Add citation now
  72. Stoll, Hans R. (2000) ‘Presidential address: friction.' Journal of Finance 55, 1479–514.
    Paper not yet in RePEc: Add citation now
  73. Stulz, René (2010) ‘Credit default swaps and the credit crisis,' Journal of Economic Perspectives 24, 73–92.

  74. Wuyts, Gunther (2011) ‘The impact of agressive orders in an order‐driven market: a simulation approach.' European Journal of Finance, DOI: 10.1080/1351847X.2011.601631.
    Paper not yet in RePEc: Add citation now
  75. Zorn, Lorie, Carolyn Wilkins, and Walter Engert (2009) ‘Bank of Canada liquidity actions in response to the financial market turmoil.' Bank of Canada Review, Autumn, 3–22.

Cocites

Documents in RePEc which have cited the same bibliography

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

    Full description at Econpapers || Download paper

  2. Credit Supply and the Housing Boom. (2015). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20874.

    Full description at Econpapers || Download paper

  3. The determinants of bank risks: Evidence from the recent financial crisis. (2015). Taylor, Nick ; Evans, K. P. ; Leung, W. S..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:34:y:2015:i:c:p:277-293.

    Full description at Econpapers || Download paper

  4. Global liquidity regulation - Why did it take so long?. (2015). Bonner, Clemens ; Hilbers, Paul .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:455.

    Full description at Econpapers || Download paper

  5. Financial Stability Policies for Shadow Banking. (2015). Adrian, Tobias.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10435.

    Full description at Econpapers || Download paper

  6. Credit Supply and the Housing Boom. (2015). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10358.

    Full description at Econpapers || Download paper

  7. Data Gaps and Shadow Banking:Profiling Special Purpose Vehicles’Activities in Ireland. (2015). Moloney, Kitty ; Killeen, Neill ; Godfrey, Brian .
    In: Quarterly Bulletin Articles.
    RePEc:cbi:qtbart:y:2015:m:07:p:48-60.

    Full description at Econpapers || Download paper

  8. Securitization under Asymmetric Information over the Business Cycle. (2015). Kuncl, Martin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-9.

    Full description at Econpapers || Download paper

  9. Lessons from the European financial crisis. (2014). Pagano, Marco.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:486.

    Full description at Econpapers || Download paper

  10. Essays on the impact of government policy, internationalization and financial innovation on financial stability. (2014). Bertay, Ata.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:709fc70f-59d5-4fdc-a029-34dc5eb92936.

    Full description at Econpapers || Download paper

  11. The Transmission of Real Estate Shocks Through Multinational Banks. (2014). Bertay, Ata.
    In: Discussion Paper.
    RePEc:tiu:tiucen:c44093fa-cd84-4107-b819-2faa126771a6.

    Full description at Econpapers || Download paper

  12. Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees. (2014). Gornicka, Lucyna .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140035.

    Full description at Econpapers || Download paper

  13. Technological Change, Financial Innovation, and Diffusion in Banking. (2014). Frame, W ; White, Lawrence J..
    In: Working Papers.
    RePEc:ste:nystbu:14-02.

    Full description at Econpapers || Download paper

  14. 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

  15. The Liquidity Premium of Near-Money Assets. (2014). Nagel, Stefan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20265.

    Full description at Econpapers || Download paper

  16. Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities. (2014). Stulz, René ; Fahlenbrach, Ruediger ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19984.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  18. Shadow Banking and Bank Capital Regulation. (2014). plantin, guillaume.
    In: Working Papers.
    RePEc:hkm:wpaper:322014.

    Full description at Econpapers || Download paper

  19. Financial stability policies for shadow banking. (2014). Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:664.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  21. Credit Supply and the Housing Boom. (2014). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-21.

    Full description at Econpapers || Download paper

  22. AIG in Hindsight. (2014). Paulson, Anna ; McDonald, Robert .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2014-07.

    Full description at Econpapers || Download paper

  23. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2014-115.

    Full description at Econpapers || Download paper

  24. Banking Business Models Monitor 2014: Europe. (2014). Ayadi, Rym ; de Groen, Willem Pieter .
    In: CEPS Papers.
    RePEc:eps:cepswp:9713.

    Full description at Econpapers || Download paper

  25. The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. (2014). Apergis, Nicholas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:45:y:2014:i:c:p:61-73.

    Full description at Econpapers || Download paper

  26. The manipulation of basel risk-weights. (2014). merrouche, ouarda ; Mariathasan, Mike.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:23:y:2014:i:3:p:300-321.

    Full description at Econpapers || Download paper

  27. The fragility of short-term secured funding markets. (2014). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:15-42.

    Full description at Econpapers || Download paper

  28. Securitization, competition and monitoring. (2014). Breton, Régis ; Ahn, Jung-Hyun .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:195-210.

    Full description at Econpapers || Download paper

  29. Does a leverage ratio requirement increase bank stability?. (2014). Jokivuolle, Esa ; Kiema, Ilkka .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:240-254.

    Full description at Econpapers || Download paper

  30. Do banks’ internal Basel risk estimates reflect risk?. (2014). Palvia, Ajay ; Barakova, Irina .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:167-179.

    Full description at Econpapers || Download paper

  31. Banks, shadow banking, and fragility. (2014). Schempp, Paul ; Luck, Stephan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141726.

    Full description at Econpapers || Download paper

  32. Does a leverage ratio requirement increase bank stability?. (2014). Jokivuolle, Esa ; Kiema, Ilkka .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141676.

    Full description at Econpapers || Download paper

  33. Forward-looking reaction to bank regulation. (2014). Herrala, Risto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141645.

    Full description at Econpapers || Download paper

  34. The Fragility of Short-Term Secured Funding Markets. (2013). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:449.

    Full description at Econpapers || Download paper

  35. The Economics of Shadow Banking. (2013). Singh, Man Mohan .
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2013-02.

    Full description at Econpapers || Download paper

  36. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy.
    In: Economics Papers.
    RePEc:nuf:econwp:1312.

    Full description at Econpapers || Download paper

  37. Shadow Insurance. (2013). Yogo, Motohiro ; Ralph S. J. Koijen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19568.

    Full description at Econpapers || Download paper

  38. Shadow Banking and the Funding of the Nonfinancial Sector. (2013). Gallin, Joshua .
    In: NBER Chapters.
    RePEc:nbr:nberch:12522.

    Full description at Econpapers || Download paper

  39. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive. (2013). 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:2013_23.

    Full description at Econpapers || Download paper

  40. Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period. (2013). Dionne, Georges ; Chun, Olfa Maalaoui .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1322.

    Full description at Econpapers || Download paper

  41. The fragility of short-term secured funding markets. (2013). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine.
    In: Staff Reports.
    RePEc:fip:fednsr:630.

    Full description at Econpapers || Download paper

  42. Shadow banking and the funding of the nonfinancial sector. (2013). Gallin, Joshua .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-50.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  44. The growth of a shadow banking system in emerging markets: Evidence from India. (2013). Khandwala, Hemal ; Acharya, Viral V. ; oncu, Sabri T..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:39:y:2013:i:c:p:207-230.

    Full description at Econpapers || Download paper

  45. Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy.
    In: Research Papers.
    RePEc:ecl:stabus:2132.

    Full description at Econpapers || Download paper

  46. Securitization, Competition and Monitoring.. (2013). Breton, Régis ; Ahn, J-H., .
    In: Working papers.
    RePEc:bfr:banfra:457.

    Full description at Econpapers || Download paper

  47. The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets. (2012). Acharya, Viral V..
    In: ADBI Working Papers.
    RePEc:ris:adbiwp:0392.

    Full description at Econpapers || Download paper

  48. Information Acquisition in Rumor Based Bank Runs. (2012). He, Zhiguo ; Manela, Asaf .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18513.

    Full description at Econpapers || Download paper

  49. Tracking Variation in Systemic Risk at US Banks During 1974-2013. (2012). Laeven, Luc ; Kane, Edward ; Hovakimian, Armen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18043.

    Full description at Econpapers || Download paper

  50. Bank competition, securitization and risky investment. (2011). Sun, Jianfei ; Li, Zhe.
    In: MPRA Paper.
    RePEc:pra:mprapa:34173.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-09 02:58:17 || 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.