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| 2007 | Market Liquidity and Funding Liquidity
RePEc:fmg:fmgdps:dp580 [Citation Analysis] | 87 |
| 2002 | Market Timing and Return Prediction under Model Instability
RePEc:fmg:fmgdps:dp412 [Citation Analysis] | 49 |
| 2002 | Family Firms
RePEc:fmg:fmgdps:dp406 [Citation Analysis] | 33 |
| 1998 | Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences
RePEc:fmg:fmgdps:dp306 [Citation Analysis] | 31 |
| 1999 | A Model of the Lender of Last Resort
RePEc:fmg:fmgdps:dp313 [Citation Analysis] | 30 |
| 1998 | Beyond the Sample: Extreme Quantile and Probability Estimation
RePEc:fmg:fmgdps:dp298 [Citation Analysis] | 30 |
| 1998 | Data-Snooping, Technical Trading, Rule Performance and the Bootstrap
RePEc:fmg:fmgdps:dp303 [Citation Analysis] | 29 |
| 2002 | Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?
RePEc:fmg:fmgdps:dp408 [Citation Analysis] | 27 |
| 1998 | Informed Trading, Investment, and Welfare
RePEc:fmg:fmgdps:dp292 [Citation Analysis] | 23 |
| 2001 | Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints
RePEc:fmg:fmgdps:dp375 [Citation Analysis] | 22 |
| 2000 | Public Trading and Private Incentives
RePEc:fmg:fmgdps:dp347 [Citation Analysis] | 21 |
| 1998 | Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints
RePEc:fmg:fmgdps:dp296 [Citation Analysis] | 21 |
| 1998 | Boom In, Bust Out: Young Households and the Housing Price Cycle
RePEc:fmg:fmgdps:dp310 [Citation Analysis] | 20 |
| 2006 | Recovery Rates, Default Probabilities and the Credit Cycle
RePEc:fmg:fmgdps:dp572 [Citation Analysis] | 19 |
| 2009 | Banking Stability Measures
RePEc:fmg:fmgdps:dp627 [Citation Analysis] | 17 |
| 1996 | Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market
RePEc:fmg:fmgdps:dp238 [Citation Analysis] | 17 |
| 1999 | A Simple Model of an International Lender of Last Resort
RePEc:fmg:fmgdps:dp336 [Citation Analysis] | 16 |
| 1997 | The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour
RePEc:fmg:fmgdps:dp258 [Citation Analysis] | 15 |
| 2002 | Bubbles and Crashes
RePEc:fmg:fmgdps:dp401 [Citation Analysis] | 14 |
| 2010 | Risk Appetite and Endogenous Risk
RePEc:fmg:fmgdps:dp647 [Citation Analysis] | 14 |
| 2005 | Subadditivity ReâExamined: the Case for Value-at-Risk
RePEc:fmg:fmgdps:dp549 [Citation Analysis] | 14 |
| 2003 | Macroeconomic news, order flows and exchange rates
RePEc:fmg:fmgdps:dp475 [Citation Analysis] | 13 |
| 1993 | UK Directors Trading: The Impact of Dealings in Smaller Firms
RePEc:fmg:fmgdps:dp160 [Citation Analysis] | 13 |
| 1996 | Optimal Monetary Policy Rules in a Rational Expectations Model of the Phillips Curve
RePEc:fmg:fmgdps:dp247 [Citation Analysis] | 13 |
| 2004 | Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations
RePEc:fmg:fmgdps:dp502 [Citation Analysis] | 13 |
| 2001 | Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection
RePEc:fmg:fmgdps:dp378 [Citation Analysis] | 13 |
| 2001 | Coordination Risk and the Price of Debt
RePEc:fmg:fmgdps:dp373 [Citation Analysis] | 12 |
| 1991 | The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market
RePEc:fmg:fmgdps:dp110 [Citation Analysis] | 11 |
| 1999 | Bank Moral Hazard and Market Discipline
RePEc:fmg:fmgdps:dp326 [Citation Analysis] | 10 |
| 1997 | R&D Intensity and Finance: Are Innovative Firms Financially Constrained?
RePEc:fmg:fmgdps:dp271 [Citation Analysis] | 10 |
| 1997 | Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility
RePEc:fmg:fmgdps:dp253 [Citation Analysis] | 10 |
| 1997 | An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility
RePEc:fmg:fmgdps:dp264 [Citation Analysis] | 10 |
| 1999 | Real Trading Patterns and Prices in Spot Foreign Exchange Markets
RePEc:fmg:fmgdps:dp320 [Citation Analysis] | 9 |
| 2001 | What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model
RePEc:fmg:fmgdps:dp393 [Citation Analysis] | 9 |
| 2000 | External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter?
RePEc:fmg:fmgdps:dp357 [Citation Analysis] | 9 |
| 2008 | Can Rare Events Explain the Equity Premium Puzzle?
RePEc:fmg:fmgdps:dp610 [Citation Analysis] | 9 |
| 2010 | Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies
RePEc:fmg:fmgdps:dp646 [Citation Analysis] | 9 |
| 1999 | Moral Hazard, Insurance and Some Collusion
RePEc:fmg:fmgdps:dp318 [Citation Analysis] | 9 |
| 2005 | The Interest Rate Conditioning Assumption
RePEc:fmg:fmgdps:dp547 [Citation Analysis] | 8 |
| 2002 | Consistent Testing for Stochastic Dominance: A Subsampling Approach
RePEc:fmg:fmgdps:dp407 [Citation Analysis] | 8 |
| 2009 | Financial Volatility and Economic Activity
RePEc:fmg:fmgdps:dp642 [Citation Analysis] | 8 |
| 2000 | Liquidity and Credit Risk
RePEc:fmg:fmgdps:dp362 [Citation Analysis] | 8 |
| 2002 | Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy
RePEc:fmg:fmgdps:dp428 [Citation Analysis] | 8 |
| 2004 | (IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
RePEc:fmg:fmgdps:dp483 [Citation Analysis] | 8 |
| 1999 | Optimal Bail Out Policy, Conditionality and Creative Ambiguity
RePEc:fmg:fmgdps:dp327 [Citation Analysis] | 8 |
| 2004 | Estimation in Two Classes of Semiparametric Diffusion Models
RePEc:fmg:fmgdps:dp500 [Citation Analysis] | 8 |
| 2001 | The Impact of Technology on Cash Usage
RePEc:fmg:fmgdps:dp374 [Citation Analysis] | 7 |
| 2002 | In-Kind Finance
RePEc:fmg:fmgdps:dp421 [Citation Analysis] | 7 |
| 2010 | Limits of Arbitrage: The State of the Theory
RePEc:fmg:fmgdps:dp650 [Citation Analysis] | 7 |
| 2002 | Homeownership: Low household mobility, volatile housing prices, high income dispersion
RePEc:fmg:fmgdps:dp432 [Citation Analysis] | 7 |
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| 2011 | Corporate governance and banks: what have we learned from the financial crisis?
RePEc:fip:fednsr:502 | [Citation Analysis] |
| 2011 | This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance during the Recent Financial Crisis
RePEc:ecl:ohidic:2011-10 | [Citation Analysis] |
| 2011 | This Time Is the Same: Using Bank Performance in 1998 to Explain Bank Performance During the Recent Financial Crisis
RePEc:nbr:nberwo:17038 | [Citation Analysis] |
| 2011 | Bank risk during the financial crisis: do business models matter?
RePEc:ecb:ecbwps:20111394 | [Citation Analysis] |
| 2011 | Macroprudential policy - a literature review
RePEc:bis:biswps:337 | [Citation Analysis] |
| 2011 | Credit Risk in General Equilibrium
RePEc:onb:oenbwp:172 | [Citation Analysis] |
| 2011 | Has the global banking system become more fragile over time ?
RePEc:wbk:wbrwps:5849 | [Citation Analysis] |
| 2011 | Broker-Dealer Leverage and the Cross-Section of Stock Returns
RePEc:red:sed011:1448 | [Citation Analysis] |
| 2011 | Security-voting structure and bidder screening
RePEc:eee:jfinin:v:20:y:2011:i:3:p:458-476 | [Citation Analysis] |
| 2011 | Stock price fragility
RePEc:eee:jfinec:v:102:y:2011:i:3:p:471-490 | [Citation Analysis] |
| 2011 | The Rand as a Carry Trade Target: Risk, Returns and Policy Implications
RePEc:rza:wpaper:235 | [Citation Analysis] |
| 2011 | Currency Momentum Strategies
RePEc:bis:biswps:366 | [Citation Analysis] |
| 2011 | ETFs, Arbitrage, and Contagion
RePEc:ecl:ohidic:2011-20 | [Citation Analysis] |
| 2011 | The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136 | [Citation Analysis] |
| 2011 | The reciprocal relationship between systemic risk and real economic activity
RePEc:pra:mprapa:33135 | [Citation Analysis] |
| 2011 | Taking the moral hazard out of banking: the next fundamental step in financial reform
RePEc:psl:pslqrr:2011:22 | [Citation Analysis] |
| 2011 | How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment
RePEc:bfr:banfra:348 | [Citation Analysis] |
| 2011 | Intellectual challenges to financial stability analysis in the era of macroprudential oversight.
RePEc:bfr:fisrev:2011:15:17 | [Citation Analysis] |
| 2011 | Measuring and testing for the systemically important financial institutions
RePEc:col:000092:008779 | [Citation Analysis] |
| 2011 | Sovereign Spreads and Contagion Risks in Asia
RePEc:imf:imfwpa:11/134 | [Citation Analysis] |
| 2011 | Dancing Spreads: Market Assessment of Contagion from the Crisis in the Euro Periphery based on Distress Dependence Analysis
RePEc:kap:iaecre:v:17:y:2011:i:3:p:347-363 | [Citation Analysis] |
| 2011 | ¿Es un sistema financiero menos procÃclico una meta alcanzable?
RePEc:rbp:esteco:ree-21-01 | [Citation Analysis] |
| 2011 | A simple index of banking fragility: application to Indian data
RePEc:eme:jrfpps:v:11:y:2011:i:2:p:112-120 | [Citation Analysis] |
| 2011 | Recovery from the current banking crisis: Insights into costs and effectiveness of response regulations
RePEc:eme:qrfmpp:v:3:y:2011:i:3:p:193-223 | [Citation Analysis] |
| 2011 | Do time-varying risk premiums explain labor market performance?
RePEc:eee:jfinec:v:99:y:2011:i:2:p:385-399 | [Citation Analysis] |
| 2011 | Putty-clay technology and stock market volatility
RePEc:eee:moneco:v:58:y:2011:i:2:p:117-131 | [Citation Analysis] |
| 2011 | Self-fulfilling risk panics
RePEc:red:sed011:186 | [Citation Analysis] |
| 2011 | Do CEO Demographics Explain Cash Holdings in SMEs?
RePEc:hub:wpecon:201135 | [Citation Analysis] |
| 2011 | Informational efficiency with ambiguous information
RePEc:spr:joecth:v:48:y:2011:i:2:p:229-242 | [Citation Analysis] |
| 2011 | Quantitative and credit easing policies at the zero lower bound on the nominal interest rate
RePEc:pra:mprapa:28129 | [Citation Analysis] |
| 2011 | Clashing Theories of Unemployment
RePEc:nbr:nberwo:17179 | [Citation Analysis] |
| 2011 | Reducing the Lower Bound on Market Interest Rates
RePEc:eap:articl:v:41:y:2011:i:2:p:133-146 | [Citation Analysis] |
| 2011 | Federal policy responses to the 2007-2009 credit crunch in the US
RePEc:cpn:umkequ:2011:v3:2 | [Citation Analysis] |
| 2011 | Large-scale asset purchases by the Federal Reserve: did they work?
RePEc:fip:fednep:y:2011:i:may:p:41-59:n:v.17no.1 | [Citation Analysis] |
| 2011 | Speculative capital and currency carry trades
RePEc:eee:jfinec:v:99:y:2011:i:1:p:60-75 | [Citation Analysis] |
| 2011 | Does Monetary Policy Affect Stock Market Uncertainty? â Empirical Evidence from the United States
RePEc:rwi:repape:0240 | [Citation Analysis] |
| 2011 | Stock market firm-level information and real economic activity
RePEc:ecb:ecbwps:20111366 | [Citation Analysis] |
| 2011 | Tests of equal forecast accuracy for overlapping models
RePEc:fip:fedlwp:2011-024 | [Citation Analysis] |
| 2011 | Tests of equal forecast accuracy for overlapping models
RePEc:fip:fedcwp:1121 | [Citation Analysis] |
| 2011 | What does financial volatility tell us about macroeconomic fluctuations?
RePEc:pra:mprapa:34104 | [Citation Analysis] |
