Exploring interactions between real activity and the financial stance

115 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Bank Profitability During Recessions (2012, methodology): “Section 4 presents the estimation results, both for the 1 See for examples of empirical studies Jacobson et al (2005), Castrén et al (2010) and Duffie et al (2007).”
Monetary policy and financial (in)stability: An integrated micro-macro approach (2008, unknown): “In that sense, our identification is more general, relative to that of Jacobson et al. (2005).”
Determinants of Bank Profitability—Evidence from Vietnam (2019, unknown): “…Majnoni 2003), bad bank loans (Louzis, Vouldis, and Metaxas 2012; Mario 2007; Vicente and Jesús 2002), loan defaults (Castrén, Dées, and Zaher 2010; Duffie, Saita, and Wang 2007; Jacobson, Lindé, and Roszbach 2005; Pesaran et al. 2006), or bank loan recovery rates (Khieu, Mullineaux, and Yi 2012).”
Towards an operational framework for financial stability : "fuzzy" measurement and its consequences (2009, unknown): “They range from threshold models calibrated based on noise-to-signal ratios (Kaminsky and Reinhart (1999)) to multivariate regressions (eg, Demirgüç-Kunt and Detragiache (1998, 2005)).”
Stress-Testing Macro Stress Testing: Does it Live Up to Expectations? (2012, unknown): “Macroeconomic feedbacks are the focus of the work by Jacobson et al (2005).”