9
H index
9
i10 index
490
Citations
Federal Reserve Board (Board of Governors of the Federal Reserve System) | 9 H index 9 i10 index 490 Citations RESEARCH PRODUCTION: 15 Articles 20 Papers RESEARCH ACTIVITY: 17 years (2006 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwa244 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Missaka Warusawitharana. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 2 |
The B.E. Journal of Macroeconomics | 2 |
Working Papers Series with more than one paper published | # docs |
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Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 9 |
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.) | 8 |
NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Year | Title of citing document |
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2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper |
2023 | Exporting and Investment Under Credit Constraints. (2023). Steingress, Walter ; Rodrigue, Joel ; Petrunia, Robert ; Huynh, Kim. In: Staff Working Papers. RePEc:bca:bocawp:23-10. Full description at Econpapers || Download paper |
2023 | Corporate investment and stock market valuation. (2023). Errico, Marco ; Liao, Shushu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:50:y:2023:i:3-4:p:795-819. Full description at Econpapers || Download paper |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper |
2023 | Useful, usable, and used? Buffer usability during the Covid-19 crisis. (2023). Rajan, Aniruddha ; Naylor, Matthew ; Mathur, Aakriti. In: Bank of England working papers. RePEc:boe:boeewp:1011. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Digitalisation and productivity: gamechanger or sideshow?. (2023). Reimers, Paul ; Botelho, Vasco ; Anderton, Robert. In: Working Paper Series. RePEc:ecb:ecbwps:20232794. Full description at Econpapers || Download paper |
2023 | The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20232828. Full description at Econpapers || Download paper |
2023 | Investor sentiment and firm capital structure. (2023). Liu, Jia ; Hoque, Hafiz. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000755. Full description at Econpapers || Download paper |
2023 | Can land misallocation be a greater barrier to development than capital? Evidence from manufacturing firms in Sri Lanka. (2023). Kan, Sam Hak ; Li, Bei ; Chen, Shawn Xiaoguang ; Thilini, Ranpati Dewage. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001803. Full description at Econpapers || Download paper |
2023 | Corporate debt maturity and investment over the business cycle. (2023). Poeschl, Johannes. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002288. Full description at Econpapers || Download paper |
2023 | The impact of opacity on bank valuation during the global financial crisis: A channel analysis. (2023). Wu, DA ; Zheng, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000960. Full description at Econpapers || Download paper |
2023 | Assessing the credit creation process under the Basel III framework: Some evidence from the Eurozone. (2023). Panagopoulos, Yannis ; Economou, Fotini. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006055. Full description at Econpapers || Download paper |
2023 | Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring?. (2023). Owusu, Felix ; Anani, Makafui. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200767x. Full description at Econpapers || Download paper |
2023 | Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207. Full description at Econpapers || Download paper |
2023 | Fiscal support and banks’ loan loss provisions during the COVID-19 crisis. (2023). Huylebroek, Cedric ; Degryse, Hans. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000505. Full description at Econpapers || Download paper |
2023 | Managerial market timing under credit risk: How do timed buybacks and stock issuances influence the value of long-term shareholders?. (2023). Vogt, Jan. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000029. Full description at Econpapers || Download paper |
2023 | Countercyclical capital buffers and credit supply: Evidence from the COVID-19 crisis. (2023). Wittig, Colin ; Schandlbauer, Alexander ; Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001358. Full description at Econpapers || Download paper |
2023 | Industry asset revaluations around public and private acquisitions. (2023). Valta, Philip ; Slabik, Victoria ; Fresard, Laurent ; Derrien, Franois. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:243-269. Full description at Econpapers || Download paper |
2023 | Asset redeployability and dividend payout policy. (2023). Zhong, Ligang ; Ouyang, Puman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:91-105. Full description at Econpapers || Download paper |
2023 | Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: International Finance Discussion Papers. RePEc:fip:fedgif:1374. Full description at Econpapers || Download paper |
2023 | Identifying Financial Crises Using Machine Learning on Textual Data. (2023). Sicilian, Martin J ; Lee, Seung Jung ; Kitschelt, Isabel ; Dehaven, Matthew ; Chen, Mary. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:161-:d:1084784. Full description at Econpapers || Download paper |
2023 | Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39. Full description at Econpapers || Download paper |
2023 | Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5. Full description at Econpapers || Download paper |
2023 | External Financing and Firm Growth: Evidence from Micro, Small, and Medium Enterprises in Iran. (2023). Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Goltabar, Saleh ; Cheratian, Iman. In: MAGKS Papers on Economics. RePEc:mar:magkse:202308. Full description at Econpapers || Download paper |
2023 | Resource Misallocation and TFP Gap Development in Austria (Richard Sellner, Nico Pintar, Norbert Ernst). (2023). Sellner, Richard ; Pintar, Nico ; Ernst, Norbert. In: Working Papers. RePEc:onb:oenbwp:246. Full description at Econpapers || Download paper |
2023 | The Real Effects of Judicial Enforcement*. (2023). Pezone, Vincenzo. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:889-933.. Full description at Econpapers || Download paper |
2023 | The effects of supervisory stress testing on bank lending: examining large UK banks. (2023). Calice, Giovanni ; Ahmed, Kasim. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00195-3. Full description at Econpapers || Download paper |
2023 | Non-performing loans and bank lending behaviour. (2023). Rant, Vasja ; Marin, Matej ; Gjei, Ardit. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00111-z. Full description at Econpapers || Download paper |
2023 | The real effects of judicial enforcement. (2023). Pezone, Vincenzo. In: Other publications TiSEM. RePEc:tiu:tiutis:08176032-a171-4f23-8dac-ec2f5aa6a629. Full description at Econpapers || Download paper |
2023 | A Topic Model for 10-K Management Disclosures. (2023). Phan, Minh Tri ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2023:07. Full description at Econpapers || Download paper |
2023 | Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry. (2023). Markellos, Raphael ; Kourtis, Apostolos ; Fotaki, Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2696-2711. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The state-dependent impact of changes in bank capital requirements. (2023). Menno, Dominik ; Lang, Jan Hannes. In: Discussion Papers. RePEc:zbw:bubdps:192023. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | An Efficiency Perspective on the Gains from Mergers and Asset Purchases In: The B.E. Journal of Economic Analysis & Policy. [Full Text][Citation analysis] | article | 9 |
2010 | Financial Market Shocks during the Great Depression In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 6 |
2018 | Profitability and the lifecycle of firms In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 14 |
2012 | Profitability and the lifecycle of firms.(2012) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2013 | The expected real return to equity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2009 | Predictable returns and asset allocation: Should a skeptical investor time the market? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 64 |
2007 | Predictable Returns and Asset Allocation: Should a Skeptical Investor Time the Market?.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2006 | Predictable returns and asset allocation: Should a skeptical investor time the market?.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2015 | What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
2011 | What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2018 | Time-varying volatility and the power law distribution of stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
2016 | Time-varying Volatility and the Power Law Distribution of Stock Returns.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | COVID-19 as a stress test: Assessing the bank regulatory framework In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 9 |
2021 | COVID-19 as a Stress Test: Assessing the Bank Regulatory Framework.(2021) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2017 | Mapping heat in the U.S. financial system In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 47 |
2015 | Mapping Heat in the U.S. Financial System.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
2008 | Corporate asset purchases and sales: Theory and evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 55 |
2013 | Capital ratios and bank lending: A matched bank approach In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 142 |
2011 | Capital ratios and bank lending: a matched bank approach.(2011) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 142 | paper | |
2021 | Finance and productivity growth: Firm-level evidence In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 43 |
2014 | Finance and Productivity Growth: Firm-level Evidence.(2014) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2008 | Research and development, profits and firm value: a structural estimation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 19 |
2015 | Research and development, profits, and firm value: A structural estimation.(2015) In: Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2013 | Equity market misvaluation, financing, and investment In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 44 |
2016 | Equity Market Misvaluation, Financing, and Investment.(2016) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2022 | The Monetization of Innovation In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
2014 | The Rise in Equity Valuation Ratios In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2014 | The Social Discount Rate in Developing Countries In: FEDS Notes. [Full Text][Citation analysis] | paper | 5 |
2015 | Mapping Heat in the U.S. Financial System: A Summary In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
2016 | Corporate Equities by Issuer in the Financial Accounts of the United States In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
2017 | Equity Issuance and Retirement by Nonfinancial Corporations In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2017 | Matching Banks by Business Model, Geography and Size : A Dataset In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2018 | Effects of Fixed Nominal Thresholds for Enhanced Supervision In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2023 | Impact of Leverage Ratio Relief Announcement and Expiry on Bank Stock Prices In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2020 | The Costs and Benefits of Bank Capital—A Review of the Literature In: JRFM. [Full Text][Citation analysis] | article | 3 |
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