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Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of monetary economics 53 (2006) 7, pp. 1631-1660
Persistent link: https://www.econbiz.de/10003381921
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Banks' exposure to interest rate risk and the transmission of monetary policy
Gomez, Matthieu; Landier, Augustin; Sraer, David; … - In: Journal of monetary economics 117 (2021), pp. 543-570
Persistent link: https://www.econbiz.de/10012603033
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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Comment on: "Estimating the expected marginal rate of substitution"
Marshall, David Aaron - In: Journal of monetary economics 52 (2005) 5, pp. 971-979
Persistent link: https://www.econbiz.de/10003174940
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Cross country stock market comovement : a macro perspective
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - In: Journal of monetary economics 130 (2022), pp. 34-48
Persistent link: https://www.econbiz.de/10013396245
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Capital regulation and insured banks' choice of individual loan default risks
Flannery, Mark J. - In: Journal of monetary economics 24 (1989) 2, pp. 235-258
Persistent link: https://www.econbiz.de/10001073805
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Bubbles, banks and financial stability
Aoki, Kosuke; Nikolov, Kalin - In: Journal of monetary economics 74 (2015), pp. 33-51
Persistent link: https://www.econbiz.de/10011381751
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Comments on: "lending on hold : regulatory uncertainty and bank lending standards" by Stefan Gissler, Jeremy Oldfather, and Doriana Ruffino
Wallace, Nancy E. - In: Journal of monetary economics 81 (2016), pp. 102-110
Persistent link: https://www.econbiz.de/10011716781
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Bank market power and the risk channel of monetary policy
Afanasyeva, Elena; Güntner, Jochen - In: Journal of monetary economics 111 (2020), pp. 118-134
Persistent link: https://www.econbiz.de/10012494236
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Business complexity and risk management : evidence from operational risk events in US bank holding companies
Chernobai, Anna; Ozdagli, Ali; Wang, Jianlin - In: Journal of monetary economics 117 (2021), pp. 418-440
Persistent link: https://www.econbiz.de/10012603032