[go: up one dir, main page]
create a website
A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market. (2013). Uesugi, Iichiro ; Udell, Gregory ; Uchida, Hirofumi ; Ono, Arito.
In: Working Paper Series.
RePEc:hit:cinwps:19.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 21

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain.
    In: Review of Finance.
    RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152..

    Full description at Econpapers || Download paper

  2. Determining pledged loan-to-value ratio: an option pricing perspective. (2015). Xu, Shuang ; Zhang, Jing.
    In: Financial Innovation.
    RePEc:spr:fininn:v:1:y:2015:i:1:d:10.1186_s40854-015-0015-4.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aiyar, Shekhar, Charles W. Calomiris, and Tomasz Wieladek. (2012). Does Macro-Pru Leak? Evidence from a UK Policy Experiment, NBER Working Paper Series, Working Paper 17822.

  2. Almeida, C., M. Campello, and C. Liu. (2006). The Financial Accelerator: Evidence from International Housing Markets, Review of Finance 10, 321-352.

  3. Berger, A.N., and G.F. Udell. (2004). The institutional memory hypothesis and the procyclicality of bank lending behavior, Journal of Financial Intermediation 13, 458-495.

  4. Berger, A.N., and G.F. Udell. (2006). A more complete conceptual framework for SME finance, Journal of Banking and Finance 30, 2945-2966.

  5. Borio, C., Furfine, C., Lowe, P., (2001). Procyclicality of the financial system and financial stability: issues and policy options. Bank for International Settlements.

  6. Borio, C., Lowe, P., (2002). Asset prices, financial and monetary stability: exploring the nexus. Bank for International Settlements.

  7. Financial Stability Board. (2011). Thematic Review on Mortgage Underwriting and Origination Practices: Peer Review Report. 17 March.
    Paper not yet in RePEc: Add citation now
  8. Financial Stability Board. (2012). FSB Principles for Sound Residential Mortgage Underwriting Practices. 18 April.
    Paper not yet in RePEc: Add citation now

  9. Gerlach, S., and W. Peng. (2005). Bank lending and property prices in Hong Kong, Journal of Banking and Finance 29, 461-481.

  10. Goodhart, C. A. E., A. K. Kashyap, D. P. Tsomocos, and A. P. Vardoulakis. (2012). Financial Regulation in General Equilibrium. NBER Working Paper No. 17909, August.

  11. Horvath, E., (2002). Lending booms, credit risk and the dynamic provisioning system. In: Studies on the Procyclical Behaviour of Banks. National Bank of Hungary Occasional Papers #10. http://www.mnb.hu/english/4_public/ocassional/opaper10.pdf.
    Paper not yet in RePEc: Add citation now
  12. Hoshi, T. and A. Kashyap. (2001). Corporate Financing and Governance in Japan. Cambridge, MA: MIT Press, 2001.
    Paper not yet in RePEc: Add citation now

  13. Iacoviello, M. (2005). House prices, borrowing constraints, and monetary Policy in the business cycle, American Economic Review, 739-764.

  14. Igan, D., and H. Kang. (2011). Do loan-to-value and debt-to-income limits work? Evidence from Korea. IMF Working Paper.

  15. Illuecaa, Manuel, Lars Nordenb, and Gregory F. Udell. (2012). Do changes in the timeliness of loan loss recognition affect bank risk taking? Working paper.
    Paper not yet in RePEc: Add citation now
  16. International Monetary Fund. (2011). Global Financial Stability Report. April.
    Paper not yet in RePEc: Add citation now
  17. Kashyap, Anil, and Jeremy Stein. (2004). Cyclical implications of the Basel-II capital standards, Federal Reserve Bank of Chicago, Economic Perspectives 28, 18-31.
    Paper not yet in RePEc: Add citation now

  18. Kim,Taejin, and Vishal Mangla. (2013). Optimal Capital Regulation with Two Banking Sectors, Working paper Lee, D., C. J. Mayer, and J. Tracy. (2012). A New Look at Second Liens. NBER Working Paper No. 18269, August.

  19. Lim, C., F. Columba, A. Costa, P. Kongsamut, A. Otani, M. Saiyad, T. Wezel, and X. Wu. (2011). Macroprudential Policy: What Instruments and How to Use Them? IMF Working Paper 11/238. October.
    Paper not yet in RePEc: Add citation now

  20. Stein, J. (1995). Prices and Trading Volume in the Housing Market: A Model with Down Payment Effects, Quarterly Journal of Economics 110, 379-406.

  21. Ueda, K. (2000). Causes of Japan’s banking problems in the 1990s. In T. Hoshi and H. Patrick (eds), Crisis and Change in the Japanese Financial System. Boston: Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Liquidity creation cyclicality, capital regulation and interbank credit: Evidence from Chinese commercial banks. (2021). Deng, Chao ; Chen, Jing ; Li, Zhiyong ; Tang, Ying.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000305.

    Full description at Econpapers || Download paper

  2. Sectoral Capital Flows: Covariates, Co-movements, and Controls. (2020). Mercado, Rogelio ; Lepers, Etienne.
    In: Working Papers.
    RePEc:sea:wpaper:wp42.

    Full description at Econpapers || Download paper

  3. Cross-country spillovers from macroprudential regulation: Reciprocity and leakage. (2020). Rubio, Margarita.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560618302158.

    Full description at Econpapers || Download paper

  4. The great lockdown: pandemic response policies and bank lending conditions. (2020). Burlon, Lorenzo ; Boucinha, Miguel ; Barbiero, Francesca ; Altavilla, Carlo ; Carlo Altavilla , .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202465.

    Full description at Econpapers || Download paper

  5. The Great Lockdown: pandemic response policies and bank lending conditions. (2020). Burlon, Lorenzo ; Boucinha, Miguel ; Altavilla, Carlo ; Barbiero, Francesca.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15298.

    Full description at Econpapers || Download paper

  6. Monetary policy, macroprudential policy, and financial stability. (2019). Repullo, Rafael ; Martinez-Miera, David.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192297.

    Full description at Econpapers || Download paper

  7. Macroprudential Policy with Leakages. (2018). Bianchi, Javier ; Bengui, Julien.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25048.

    Full description at Econpapers || Download paper

  8. Macroprudential policy and household wealth inequality. (2018). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:85:y:2018:i:c:p:262-277.

    Full description at Econpapers || Download paper

  9. Capital regulation and product market outcomes. (2018). Humphry, David ; Sen, Ishita.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0715.

    Full description at Econpapers || Download paper

  10. Capital (and Earnings) Incentives for Loan Loss Provisions in Brazil: evidence from a crisis-buffering regulatory intervention. (2018). Schechtman, Ricardo ; Takeda, Tony.
    In: Working Papers Series.
    RePEc:bcb:wpaper:477.

    Full description at Econpapers || Download paper

  11. Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia. (2018). Mei, Mirna ; Kasumovi, Merim.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:41-54.

    Full description at Econpapers || Download paper

  12. To SVAR or to SVEC? On the transmission of capital buffer shocks to the real economy. (2017). Torój, Andrzej ; Dybka, Piotr ; Toroj, Andrzej ; Pkaa, Piotr ; Olesiski, Bartosz .
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:48:y:2017:i:2:p:119-148.

    Full description at Econpapers || Download paper

  13. Macroprudential Policy and Household Wealth Inequality. (2017). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François ; Javier, Olivera ; Jean-Franois, Carpentier .
    In: LISER Working Paper Series.
    RePEc:irs:cepswp:2017-09.

    Full description at Econpapers || Download paper

  14. Macroprudential policy and household wealth inequality. (2017). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François.
    In: Working Papers.
    RePEc:inq:inqwps:ecineq2017-442.

    Full description at Econpapers || Download paper

  15. Bank liquidity creation and real economic output. (2017). Sedunov, John ; Berger, Allen N.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:81:y:2017:i:c:p:1-19.

    Full description at Econpapers || Download paper

  16. Monetary policy and macroprudential policy: Rivals or teammates?. (2017). Malovana, Simona ; Frait, Jan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:1-16.

    Full description at Econpapers || Download paper

  17. Banks Capital Surplus and the Impact of Additional Capital Requirements. (2017). Malovana, Simona.
    In: Working Papers.
    RePEc:cnb:wpaper:2017/8.

    Full description at Econpapers || Download paper

  18. Secular Stagnation: Determinants and Consequences for Australia. (2017). Tyers, Rodney ; Taylor, Grace.
    In: The Economic Record.
    RePEc:bla:ecorec:v:93:y:2017:i:303:p:615-650.

    Full description at Econpapers || Download paper

  19. The Asymmetric Implementation of the European Banking Union (EBU): Consequences for Financial Stability. (2016). Uwe, Vollmer .
    In: International Journal of Management and Economics.
    RePEc:vrs:ijomae:v:50:y:2016:i:1:p:7-26:n:2.

    Full description at Econpapers || Download paper

  20. SECULAR STAGNATION: DETERMINANTS AND CONSEQUENCES FOR AUSTRALIA. (2016). Tyers, Rodney ; Taylor, Grace.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:16-25.

    Full description at Econpapers || Download paper

  21. International Coordination. (2016). Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21878.

    Full description at Econpapers || Download paper

  22. Bank Capital Structure and Financial Innovation: Antagonists or Two Sides of the Same Coin?. (2016). Sasso, Lorenzo .
    In: HSE Working papers.
    RePEc:hig:wpaper:66/law/2016.

    Full description at Econpapers || Download paper

  23. Makroprudenzielle Regulierung – eine kurze Einführung und ein Überblick. (2015). Velauthapillai, Jeyakrishna .
    In: EconStor Preprints.
    RePEc:zbw:esprep:116781.

    Full description at Econpapers || Download paper

  24. Optimal Capital Requirements over the Business and Financial Cycles. (2015). Malherbe, Frederic.
    In: 2015 Meeting Papers.
    RePEc:red:sed015:1154.

    Full description at Econpapers || Download paper

  25. Optimal capital requirements over the business and financial cycles. (2015). Malherbe, Frederic.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10387.

    Full description at Econpapers || Download paper

  26. Regulatory arbitrage in action: evidence from banking flows and macroprudential policy. (2015). Sowerbutts, Rhiannon ; Reinhardt, Dennis.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0546.

    Full description at Econpapers || Download paper

  27. Mehr Vertrauen in Marktprozesse. Jahresgutachten 2014/15. (2014). .
    In: Annual Economic Reports / Jahresgutachten.
    RePEc:zbw:svrwjg:201415.

    Full description at Econpapers || Download paper

  28. Lending Pro-Cyclicality and Macro-Prudential Policy: Evidence from Japanese LTV Ratios. (2014). Uesugi, Iichiro ; Udell, Gregory ; Uchida, Hirofumi ; Ono, Arito.
    In: Working Papers.
    RePEc:tcr:wpaper:e70.

    Full description at Econpapers || Download paper

  29. Overlending and Macroprudential Tools. (2014). Tiernan, Natalie .
    In: 2014 Meeting Papers.
    RePEc:red:sed014:379.

    Full description at Econpapers || Download paper

  30. Macroprudential Policies in a Global Perspective. (2014). Jeanne, Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19967.

    Full description at Econpapers || Download paper

  31. Why Complementarity Matters for Stability—Hong Kong SAR and Singapore as Asian Financial Centers. (2014). Ohnsorge, Franziska ; Seshadri, Srikant ; Kim, Min Suk ; le Lesle, Vanessa.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/119.

    Full description at Econpapers || Download paper

  32. Macroprudential Policies in a Global Perspective. (2014). Jeanne, Olivier.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-01.

    Full description at Econpapers || Download paper

  33. What do we know about the effects of macroprudential policy?. (2014). Moessner, Richhild ; Galati, Gabriele.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:440.

    Full description at Econpapers || Download paper

  34. The impact of capital requirements on bank lending. (2014). Radia, Amar ; Pezzini, Silvia ; Nielsen, Mette ; Bridges, Jonathan ; Spaltro, Marco ; Gregory, David .
    In: Bank of England working papers.
    RePEc:boe:boeewp:0486.

    Full description at Econpapers || Download paper

  35. European macroprudential policy from gestation to infancy.. (2014). Angeloni, Ignazio.
    In: Financial Stability Review.
    RePEc:bfr:fisrev:2014:18:08.

    Full description at Econpapers || Download paper

  36. Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area?. (2014). Mésonnier, Jean-Stéphane ; Monks, A. ; J-S. Mesonnier, .
    In: Working papers.
    RePEc:bfr:banfra:491.

    Full description at Econpapers || Download paper

  37. Pro-Cyclical Capital Regulation and Lending. (2013). Wachtel, Paul ; Haselmann, Rainer ; Behn, Markus.
    In: Working Papers.
    RePEc:ste:nystbu:13-11.

    Full description at Econpapers || Download paper

  38. Wpływ Europejskiej Rady Ryzyka Systemowego na stabilność finansową w UE. (2013). Smaga, Pawe.
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2013:i:3:p:5-35.

    Full description at Econpapers || Download paper

  39. Liquidity Risk and the Credit Crunch of 2007-2009: Evidence from Micro-Level Data on Mortgage Loan Applications. (2013). Antoniades, Adonis .
    In: MPRA Paper.
    RePEc:pra:mprapa:49270.

    Full description at Econpapers || Download paper

  40. A Close Look at Loan-To-Value Ratios: Evidence from the Japanese Real Estate Market. (2013). Uesugi, Iichiro ; Udell, Gregory ; Uchida, Hirofumi ; Ono, Arito.
    In: Working Paper Series.
    RePEc:hit:cinwps:19.

    Full description at Econpapers || Download paper

  41. Macroprudential policies in a global perspective. (2013). Jeanne, Olivier.
    In: Proceedings.
    RePEc:fip:fedfpr:00012.

    Full description at Econpapers || Download paper

  42. Macro-prudential policies to mitigate financial system vulnerabilities. (2013). Mihet, Roxana ; Claessens, Stijn ; Ghosh, Swati R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:39:y:2013:i:c:p:153-185.

    Full description at Econpapers || Download paper

  43. How does capital affect bank performance during financial crises?. (2013). Bouwman, Christa ; Berger, Allen N. ; Bouwman, Christa H. S., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:1:p:146-176.

    Full description at Econpapers || Download paper

  44. Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa.
    In: Working Papers.
    RePEc:ecl:upafin:13-32.

    Full description at Econpapers || Download paper

  45. Loan Pricing Following a Macroprudential within-Sector Capital Measure. (2013). Martins, Bruno Silva ; Schechtman, Ricardo.
    In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
    RePEc:cml:prodgz:prg2013eng.

    Full description at Econpapers || Download paper

  46. Valoración de préstamos luego de una medida macroprudencial. (2013). Martins, Bruno Silva ; Schechtman, Ricardo.
    In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
    RePEc:cml:prodgz:prg2013.

    Full description at Econpapers || Download paper

  47. Impact of Macroprudential Policy Measures on Economic Dynamics: Simulation Using a Financial Macro-econometric Model. (2013). Teranishi, Yuki ; Kurachi, Yoshiyuki ; Kawata, Hiroshi ; Nakamura, Koji.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:13-e-3.

    Full description at Econpapers || Download paper

  48. Debt and Macroeconomic Stability: An Overview of the Literature and Some Empirics. (2012). Sutherland, Douglas ; Hoeller, Peter.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1006-en.

    Full description at Econpapers || Download paper

  49. The Procyclical Effects of Bank Capital Regulation. (2012). Suarez, Javier ; Repullo, Rafael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8897.

    Full description at Econpapers || Download paper

  50. The Procyclical Effects of Bank Capital Regulation. (2012). Suarez, Javier ; Repullo, Rafael.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2012_1202.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 07:18:49 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.