Incorporating Equity Market Information into Supervisory Monitoring Models

By John R. Krainer, Jose A. Lopez. 2001

135 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/9caf2b6b9c7ee125cacd35642c1cfa92d8630ab5

Citations in the corpus

• Estimating Systemic Risk in the International Financial System (2005, unknown): “11 Work by Laeven (2002) and Kaplan-Appio (2002) has recently used variations of the Merton deposit insurance framework to assess moral hazard in national and international guarantors and to provide forward looking estimates of banking crises.”
• Government Intervention and Information Aggregation by Prices: Government Intervention and Information Aggregation by Prices (2015, unknown): “…for the dependency of government actions on market prices exists for the period before the crisis, e.g., see Feldman and Schmidt (2003), Krainer and Lopez (2004), Piazzesi (2005), and Furlong and Williams (2006). and assume that it observes the market price, in addition to a privately…”