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~isPartOf:"Staff working papers / Bank of England"
~person:"Ferrara, Gerardo"
~person:"Uluc, Arzu"
~subject:"Economic growth"
~subject:"Finanzkrise"
~subject:"Finanzpolitik"
~subject:"Shock"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Graue Literatur"
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Ferrara, Gerardo
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Margin procyclicality and the collateral cycle
Benos, Evangelos
;
Ferrara, Gerardo
;
Ranaldo, Angelo
-
2022
Persistent link: https://www.econbiz.de/10013185976
Saved in:
2
Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
Carro, Adrian
;
Hinterschweiger, Marc
;
Uluc, Arzu
; …
-
2022
Persistent link: https://www.econbiz.de/10013199507
Saved in:
3
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
-
2019
Persistent link: https://www.econbiz.de/10012202690
Saved in:
4
Multiplex network analysis of the UK OTC derivatives market
Bardoscia, Marco
;
Bianconi, Ginestra
;
Ferrara, Gerardo
-
2018
Persistent link: https://www.econbiz.de/10011917339
Saved in:
5
Did pre-crisis mortgage lending limit post-crisis corporate lending? : evidence from UK bank balance sheets
Zhang, Lu
;
Uluc, Arzu
;
Bezemer, Dirk Johan
-
2017
Persistent link: https://www.econbiz.de/10011629895
Saved in:
6
Macroprudential policy, mortgage cycles and distributional effects: Evidence from the UK
Peydró, José-Luis
;
Rodríguez Tous, Francesc
; …
-
2020
Persistent link: https://www.econbiz.de/10012534340
Saved in:
7
Modelling fire sale contagion across banks and non-banks
Caccioli, Fabio
;
Ferrara, Gerardo
;
Ramadiah, Amanah
-
2020
Persistent link: https://www.econbiz.de/10012542197
Saved in:
8
Systemic illiquidity in the interbank network
Ferrara, Gerardo
;
Langfield, Sam
;
Liu, Zijun
;
Ota, Tomohiro
-
2016
Persistent link: https://www.econbiz.de/10011480422
Saved in:
9
Macroprudential policy in an agent-based model of the UK housing market
Baptista, Rafa
;
Farmer, J. Doyne
;
Hinterschweiger, Marc
; …
-
2016
Persistent link: https://www.econbiz.de/10011557431
Saved in:
10
Capital requirements, risk shifting and the mortgage market
Uluc, Arzu
;
Wieladek, Tomasz
-
2015
Persistent link: https://www.econbiz.de/10011443275
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