[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
The winners curse: Evidence on the danger of aggressive credit growth in banking. (2015). Kick, Thomas ; Ruprecht, Benedikt ; Pausch, Thilo .
In: Discussion Papers.
RePEc:zbw:bubdps:322015.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 41

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. Interest rate shocks, competition and bank liquidity creation. (2022). Kick, Thomas.
    In: Discussion Papers.
    RePEc:zbw:bubdps:142022.

    Full description at Econpapers || Download paper

  2. Hampered interest rate pass-through: A supply side story?. (2020). Moertel, Julia ; Heckmann, Lotta.
    In: Discussion Papers.
    RePEc:zbw:bubdps:592020.

    Full description at Econpapers || Download paper

  3. The role of banks in CESEE countries: exploring non-standard determinants of economic growth. (2019). Witkowski, Bartosz ; Smaga, Pawe ; Bongini, Paola ; Iwanicz-Drozdowska, Magorzata.
    In: Post-Communist Economies.
    RePEc:taf:pocoec:v:31:y:2019:i:3:p:349-382.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aikman, D., A. G. Haldane, and B. D. Nelson (2015). Curbing the credit cycle. Economic Journal, forthcoming.

  2. Aiyar, S., C. W. Calomiris, and T. Wieladek (2014). Does macro-prudential regulation leak? Evidence from a UK policy experiment. Journal of Money, Credit and Banking 46, 181–214.

  3. Asea, P. K. and B. Blomberg (1998). Lending cycles. Journal of Econometrics 83(1), 89–128.

  4. Basten, C. and C. Koch (2014). Higher bank capital requirements and mortgage pricing: Evidence from the counter-cyclical capital buffer. Working Paper 169, University of Zurich.

  5. Battese, G. and T. Coelli (1988). Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data. Journal of Econometrics 38, 387–399.

  6. BCBS (2010, December). Guidance for national authorities operating the countercyclical capital buffer. Technical report, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  7. BCBS (2011, June). Basel III: A global regulatory framework for more resilient banks and banking systems. Technical report, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  8. BCBS (2015, July). Guidelines for identifying and dealing with weak banks. Technical report, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  9. Behn, M., R. Haselmann, and P. Wachtel (2015). Pro-cyclical capital regulation and lending. Journal of Finance, forthcoming.
    Paper not yet in RePEc: Add citation now

  10. Berger, A. and G. Udell (2004). The institutional memory hypothesis and the procyclicality of bank lending behavior. Journal of Financial Intermediation 13(4), 458–495.

  11. Bikker, J. and P. Metzemakers (2005). Bank provisioning behaviour and procyclicality. Journal of International Financial Markets, Institutions and Money 15(2), 141–157.

  12. Boyd, J. H. and G. De Nicolo (2005). The theory of bank risk taking and competition revisited. Journal of Finance 60(3), 1329–1343.

  13. Broecker, T. (1990). Credit-worthiness tests and interbank competition. Econometrica 58(2), 429–452.

  14. Dell’Ariccia, G. and P. Garibaldi (2005). Gross credit flows. Review of Economic Studies 72(3), 665–685.

  15. Dell’Ariccia, G. and R. Marquez (2006). Lending booms and lending standards. Journal of Finance 61(5), 2511–2546.

  16. Dell’Ariccia, G., L. Laeven, and R. Marquez (2014). Real interest rates, leverage, and bank risk-taking. Journal of Economic Theory 149, 65–99.

  17. Foos, D., L. Norden, and M. Weber (2010). Loan growth and riskiness of banks. Journal of Banking and Finance 34, 2929–2940.

  18. Gorton, G. B. and P. He (2008). Bank credit cycles. The Review of Economic Studies 75(4), 1181–1214.

  19. Jim enez, G. and J. Saurina (2006). Credit cycles, credit risk, and prudential regulation. International Journal of Central Banking 2, 65–98.

  20. Jim enez, G., J. A. Lopez, and J. Saurina (2013). How does competition impact bank risk-taking? Journal of Financial Stability 9(2), 185–195.

  21. Jim enez, G., S. Ongena, J.-L. Peydr o, and J. Saurina (2014a). Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking? Econometrica 82(2), 463–505.
    Paper not yet in RePEc: Add citation now
  22. Jim enez, G., S. Ongena, J.-L. Peydr o, and J. Saurina (2014b). Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments. National Bank of Belgium Working Paper (231).
    Paper not yet in RePEc: Add citation now

  23. Keeley, M. C. (1990). Deposit insurance, risk, and market power in banking. The American Economic Review 80(5), 1183–1200.

  24. Kick, T. and E. Prieto (2015). Bank risk and competition: Evidence from regional banking markets. Review of Finance 19(3), 1185–1222.

  25. Koetter, M., J. W. Kolari, and L. Spierdijk (2012). Enjoying the quiet life under deregulation ? evidence from adjusted lerner indices for us banks. Review of Economics and Statistics 94(2), 462–480.

  26. Laeven, L. and G. Majnoni (2003). Loan loss provisioning and economic slowdowns: Too much, too late? Journal of Financial Intermediation 12(2), 178–197.

  27. Martinez-Miera, D. and R. Repullo (2010). Does competition reduce the risk of bank failure? Review of Financial Studies 23(10), 3638–3664.

  28. Memmel, C., Y. G und uz, and P. Raupach (2015). The common drivers of default risk. Journal of Financial Stability 16, 232–247.

  29. Mendoza, E. G. and M. E. Terrones (2008). An anatomy of credit booms: Evidence from macro aggregates and micro data. NBER Working Paper 14049.

  30. Mendoza, E. G. and M. E. Terrones (2012). An anatomy of credit booms and their demise. NBER Working Paper 18379.

  31. Mian, A. and A. Sufi (2009). The consequences of mortgage credit expansion: Evidence from the U.S. mortgage default crisis. Quarterly Journal of Economics 124(4), 1449– 1496.

  32. Mise, E., T.-H. Kim, and P. Newbold (2005). On suboptimality of the Hodrick-Prescott filter at time series endpoints. Journal of Macroeconomics 27(1), 53–67.

  33. Pausch, T. and P. Welzel (2012). Regulation, credit risk transfer with CDS, and bank lending. Deutsche Bundesbank Discussion Paper No. 5/2012.

  34. Rajan, R. G. (1994). Why bank credit policies fluctuate: A theory and some evidence. Quarterly Journal of Economics 109(2), 399–441.

  35. Rothschild, M. and J. Stiglitz (1970). Increasing Risk: I. A Definition. Journal of Economic Theory 2(3), 225–243.

  36. Salas, V. and J. Saurina (2002). Credit risk in two institutional regimes: Spanish commercial and savings banks. Journal of Financial Services and Research 22(3), 203–224.

  37. Sealey, C. W. and J. T. Lindley (1977). Inputs, outputs, and a theory of production and cost at depository financial institutions. Journal of Finance 32(4), 1251–1266.

  38. Shaffer, S. (1998). The winner’s curse in banking. Journal of Financial Intermediation 7(4), 359–392.

  39. Stiglitz, J. and A. Weiss (1981). Credit rationing in markets with imperfect information. American Economic Review 71(3), 393–410.

  40. Williamson, S. D. (1987). Costly monitoring, loan contracts, and equilibrium credit rationing. Quarterly Journal of Economics 102 (1), 135–146.

  41. Wong, K. P. (1996). Background risk and the theory of the competitive firm under uncertainty. Bulletin of Economic Research 48(3), 241–251. A Appendix A.1 Variable description

Cocites

Documents in RePEc which have cited the same bibliography

  1. Inflation is Always and Everywhere an Interest-Rate Phenomenon. (2016). Bélanger, Gilles.
    In: MPRA Paper.
    RePEc:pra:mprapa:70841.

    Full description at Econpapers || Download paper

  2. How does credit supply respond to monetary policy and bank minimum capital requirements?. (2016). Wieladek, Tomasz ; Aiyar, Shekhar ; Calomiris, Charles W.
    In: European Economic Review.
    RePEc:eee:eecrev:v:82:y:2016:i:c:p:142-165.

    Full description at Econpapers || Download paper

  3. The winners curse: Evidence on the danger of aggressive credit growth in banking. (2015). Kick, Thomas ; Ruprecht, Benedikt ; Pausch, Thilo .
    In: Discussion Papers.
    RePEc:zbw:bubdps:322015.

    Full description at Econpapers || Download paper

  4. The synchronization of European credit cycles. (2015). Metiu, Norbert ; Meller, Barbara.
    In: Discussion Papers.
    RePEc:zbw:bubdps:202015.

    Full description at Econpapers || Download paper

  5. Rethinking potential output: Embedding information about the financial cycle. (2015). Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:5..

    Full description at Econpapers || Download paper

  6. Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA. (2015). Pipień, Mateusz ; Lenart, Łukasz.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:7:y:2015:i:3:p:169-186.

    Full description at Econpapers || Download paper

  7. Dynamika a rovnováha úspor, investic a úvěru v hospodářském cyklu: příklad České republiky. (2015). Mandel, Martin ; Tomik, Vladimir .
    In: Politická ekonomie.
    RePEc:prg:jnlpol:v:2015:y:2015:i:1:id:987:p:32-56.

    Full description at Econpapers || Download paper

  8. Is Monetary Financing Inflationary? A Case Study of the Canadian Economy, 1935-75. (2015). Ryan-Collins, Josh.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_848.

    Full description at Econpapers || Download paper

  9. The long history of financial boom-bust cycles in Iceland - Part I: Financial crises. (2015). Pétursson, Thórarinn ; Ólafsson, Thorvardur ; Einarsson, Bjarni ; Gunnlaugsson, Kristofer .
    In: Economics.
    RePEc:ice:wpaper:wp68.

    Full description at Econpapers || Download paper

  10. Bringing Financial Stability into Monetary Policy*. (2015). Nason, James ; Leeper, Eric.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0305.

    Full description at Econpapers || Download paper

  11. Characterising the financial cycle: a multivariate and time-varying approach. (2015). Schüler, Yves ; Peltonen, Tuomas ; HIEBERT, Paul ; Schuler, Yves S.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151846.

    Full description at Econpapers || Download paper

  12. Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach. (2015). Vouldis, Angelos.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151805.

    Full description at Econpapers || Download paper

  13. In the Quest of Measuring the Financial Cycle. (2015). Seidler, Jakub ; Plašil, Miroslav ; Konecny, Tomas ; Hlaváč, Petr ; Hlavac, Petr ; Plasil, Miroslav .
    In: Working Papers.
    RePEc:cnb:wpaper:2015/05.

    Full description at Econpapers || Download paper

  14. The Interaction of Monetary and Macroprudential Policies in the Pursuit of the Central Banks Primary Objectives. (2015). Frait, Jan ; Tomsik, Vladimir ; Malovana, Simona.
    In: Occasional Publications - Chapters in Edited Volumes.
    RePEc:cnb:ocpubc:fsr1415/1.

    Full description at Econpapers || Download paper

  15. Squaring the cycle: capital flows, financial cycles, and macro-prudential policy in the euro area. (2015). Merler, Silvia.
    In: Working Papers.
    RePEc:bre:wpaper:11000.

    Full description at Econpapers || Download paper

  16. Higher bank capital requirements and mortgage pricing: evidence from the Counter-Cyclical Capital Buffer. (2014). Koch, Catherine ; Basten, Christoph.
    In: ECON - Working Papers.
    RePEc:zur:econwp:169.

    Full description at Econpapers || Download paper

  17. Macroeconomics, Financial Crisis and the Environment. Strategies for a Sustainability Transition. (2014). van den Bergh, Jeroen ; Jeroen C. J. M. van den Bergh, ; Antal, Miklos ; Jeroen C. J. M. van den Bergh, .
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2014:i:464.

    Full description at Econpapers || Download paper

  18. Measuring potential output for the South African economy: Embedding information about the financial cycle. (2014). Kemp, Johannes.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers208.

    Full description at Econpapers || Download paper

  19. Credit Risk Determinants for the Bulgarian Banking System. (2014). Vogiazas, Sofoklis ; Nikolaidou, Eftychia.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:20:y:2014:i:1:p:87-102:10.1007/s11294-013-9444-x.

    Full description at Econpapers || Download paper

  20. Leverage Pro-cyclicality and Bank Balance Sheet in Colombia. (2014). Hamann, Franz ; Tenjo, Fernando ; Hernandez, Rafael ; Silva, Luisa .
    In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA.
    RePEc:col:000107:011974.

    Full description at Econpapers || Download paper

  21. Credit and Business Cycles: An Empirical Analysis in the Frequency Domain. (2014). Villamizar-Villegas, mauricio ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Gaitan-Maldonado, Celina .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:012115.

    Full description at Econpapers || Download paper

  22. A parsimonious approach to incorporating economic information in measures of potential output. (2014). Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:442.

    Full description at Econpapers || Download paper

  23. The credit-to-GDP gap and countercyclical capital buffers: questions and answers. (2014). Tsatsaronis, Kostas ; Drehmann, Mathias.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1403g.

    Full description at Econpapers || Download paper

  24. Credit and Business Cycles: An Empirical Analysis in the Frequency Domain. (2014). Zarate-Solano, Hector ; Villamizar-Villegas, mauricio ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Gaitan-Maldonado, Celina .
    In: Borradores de Economia.
    RePEc:bdr:borrec:843.

    Full description at Econpapers || Download paper

  25. International Credit Cycles: A Regional Perspective. (2014). Stolbov, Mikhail.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2014:i:1:p:21-47.

    Full description at Econpapers || Download paper

  26. Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute. (2013). Sushko, Vladyslav ; Aizenman, Joshua ; Pinto, Brian .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:16:y:2013:i:c:p:1-30.

    Full description at Econpapers || Download paper

  27. Credit Cycles, Credit Risk and Countercyclical Loan Provisions. (2013). Zarate-Solano, Hector ; López, Martha ; Galarza, Fernando Tenjo ; Lopez, Martha .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:011092.

    Full description at Econpapers || Download paper

  28. Credit Pro-cyclicality and Bank Balance Sheet in Colombia. (2013). Hamann, Franz ; Galarza, Fernando Tenjo ; Hernandez, Rafael ; Luisa Fernanda Silva EScobar, ; Franz Alonso Hamann Salcedo, .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:010695.

    Full description at Econpapers || Download paper

  29. Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature. (2013). Tanaka, Misa ; Nelson, Benjamin ; Giese, Julia ; Tarashev, Nikola.
    In: Bank of England Financial Stability Papers.
    RePEc:boe:finsta:0021.

    Full description at Econpapers || Download paper

  30. Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute. (2013). Sushko, Vladyslav ; Aizenman, Joshua ; Pinto, Brian .
    In: BIS Working Papers.
    RePEc:bis:biswps:411.

    Full description at Econpapers || Download paper

  31. Rethinking potential output: Embedding information about the financial cycle. (2013). Juselius, John ; Disyatat, Piti ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:404.

    Full description at Econpapers || Download paper

  32. Credit Cycles, Credit Risk and Countercyclical Loan Provisions. (2013). Zarate-Solano, Hector ; López, Martha ; Tenjo, Fernando ; Lopez, Martha .
    In: Borradores de Economia.
    RePEc:bdr:borrec:788.

    Full description at Econpapers || Download paper

  33. Credit Pro-cyclicality and Bank Balance Sheet in Colombia. (2013). Hamann, Franz ; Galarza, Fernando Tenjo ; Hernandez, Rafael ; Luisa Fernanda Silva EScobar, ; Franz Alonso Hamann Salcedo, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:762.

    Full description at Econpapers || Download paper

  34. Does Macro-Pru Leak? Evidence from a UK Policy Experiment. (2012). Wieladek, Tomasz ; Calomiris, Charles ; Aiyar, Shekhar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17822.

    Full description at Econpapers || Download paper

  35. Countercyclical Capital Regime – A Proposed Design and Empirical Evaluation. (2012). Smith, Scott ; Weiher, Jesse .
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:12-02.

    Full description at Econpapers || Download paper

  36. CYCLE DU CREDIT ET CYCLE DES AFFAIRES DANS LES PAYS DE LA CEMAC. (2012). MEZUI-MBENG, Pamphile .
    In: Cahiers du CEREFIGE.
    RePEc:fie:wpaper:1202.

    Full description at Econpapers || Download paper

  37. Challenges of monetary policy during crisis. (2012). Przybylska-Kapuscinska, Wieslawa .
    In: Ekonomia i Prawo.
    RePEc:cpn:umkeip:v:10:y:2012:i:3:p:61-80.

    Full description at Econpapers || Download paper

  38. Financial Sector Ups and Downs and the Real Sector: Up by the Stairs and Down by the Parachute. (2012). Sushko, Vladyslav ; Aizenman, Joshua ; Pinto, Brian .
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt81p0j667.

    Full description at Econpapers || Download paper

  39. The Prudential Regulation Authority. (2012). Bailey, Andrew ; Breeden, Sarah ; Stevens, Gregory .
    In: Bank of England Quarterly Bulletin.
    RePEc:boe:qbullt:0092.

    Full description at Econpapers || Download paper

  40. Reputation, risk-taking and macroprudential policy. (2012). Tanaka, Misa ; Nelson, Benjamin ; Aikman, David.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0462.

    Full description at Econpapers || Download paper

  41. Does macropru leak? Evidence from a UK policy experiment. (2012). Wieladek, Tomasz ; Calomiris, Charles ; Aiyar, Shekhar.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0445.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  43. Characterising the financial cycle: dont lose sight of the medium term!. (2012). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:380.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  45. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: Discussion Papers.
    RePEc:mpc:wpaper:0031.

    Full description at Econpapers || Download paper

  46. Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2011:q:4:a:8.

    Full description at Econpapers || Download paper

  47. Optimal Bank Capital. (2011). Yang, Jing ; Miles, David ; Marcheggiano, Gilberto .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8333.

    Full description at Econpapers || Download paper

  48. Anchoring countercyclical capital buffers: the role of credit aggregates. (2011). Tsatsaronis, Kostas ; Drehmann, Mathias ; BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:355.

    Full description at Econpapers || Download paper

  49. Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward. (2011). BORIO, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:354.

    Full description at Econpapers || Download paper

  50. Un análisis del exceso de capital de los bancos comerciales en Colombia. (2010). Gutiérrez Rueda, Javier ; Gonzalez, Angela ; Estrada, Dairo ; Arbelaez, Angela Gonzalez .
    In: Temas de Estabilidad Financiera.
    RePEc:bdr:temest:052.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-01 11:36:01 || 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.