Tác động của chính sách tiền tệ tới rủi ro mất khả năng thanh toán tại các Ngân Hàng Thương Mại Việt Nam

45. Battese, G. E., Coelli, T. J., 1988. Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data. Journal of Econometrics, 38, 387-399.

46. Battese, G. E., Coelli, T. J., 1995. A model for technical inefficiency effects in a stochastic frontier production function for panel data. Empirical Economics, 20, 325-332.

47. Beck, T., Colciago, A., Pfajfar, D., 2014. The role of financial intermediaries in monetary policy transmission. Journal of Economic Dynamics and Control, 43, 1-11.

48. Beck, T., Demirgüç-Kunt, A., Levine, R., 2006. Bank supervision and corruption in lending. Journal of Monetary Economics, 53, 2131-2163.

49. Beck, T., Jognhe, O., Schepens, G., 2013. Bank competition and stability: Cross-country heterogeneity. Journal of Financial Intermediation, 22, 218- 244.

50. Beck, T., Levine, R., Loayza, N., 2000. Finance and the sources of growth. Journal of Financial Economics, 58, 261-300.

51. Bekaert, G., Hoerova, M., Lo Duca, M., 2013. Risk, uncertainty and monetary policy. Journal of Monetary Economics, 60, 771-788.

52. Berger, A., De Young, R., 1997. Problem loans and cost efficiency in commercial banks. Journal of Banking and Finance, 21, 849-870.

53. Bernanke, B. S., Mihov, I., 1998. Measuring monetary policy. Quarterly Journal of Economics, 113, 869- 902.

Có thể bạn quan tâm!

Xem toàn bộ 184 trang tài liệu này.

54. Bernanke, B., & Gertler, M., 1995. Inside the Black Box: The Credit Channel of Monetary Policy Transmission. The Journal of Economic Perspectives, 9(4), 27-

48. Retrieved from http://www.jstor.org/stable/2138389

55. Bikker, J. A., Haaf, K., 2002. Competition, concentration and their relationship: An empirical analysis of the banking industry. Journal of Banking and Finance, 26, 2191-2214.

56. Blinder, A., Ehrmann, M., Fratzscher, M., De Hann, J., Jansen, D.-J. 2008. Central bank communication and monetary policy: A survey of theory and evidence. Journal of Economic Literature, 46, 910-945.

57. Blommestein, H., Eijffinger, S., Qian, Z., 2011. Monetary policy rules, adverse selection and long-run financial risk. Tilburg University, Center for Economic Research Discussion Papers 2011-121.

58. Boone, J., 2008. A new way to measure competition. Economic Journal, 118, 1245-1261.

59. Boone, J., Griffith, R., Harrison, R., 2005. Measuring competition. AIM Research Working Paper Series 022.

60. Borio, C., Zhu, H., 2012. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? Journal of Financial Stability, 8, 236-251.

61. Brei, M., Gambacorta, L., von Peter, G., 2013. Rescue packages and bank lending. Journal of Banking and Finance, 37, 490-505.

62. Brissimis, S. N., Delis, M. D., Iosifidi, M., 2014. Bank market power and monetary policy transmission. International Journal of Central Banking, 10, 173-214.

63. Buch, C. M., Eickmeier, S., Prieto, E., 2014. In search for yield? Survey-based evidence on bank risk taking. Journal of Economic Dynamics and Control, 43, 12-30.

64. Boyd, J.H., Graham, S.L., 1986. Risk, regulation, and bank holding company expansion into nonbanking, Research Department Federal Reserve Bank of Minneapolis, Vol. 10 (2), pp. 2-17

65. Calem, P., Rob, R., 1999. The impact of capital-based regulation on bank risk- taking. Journal of Financial Intermediation, 8, 317-352.

66. Calvo, G. A., Reinhart, C. M., 2002. Fear of floating. Quarterly Journal of Economics, 117, 379-408.

67. Cao, J., Illing, G., 2015. “Interest rate trap,” or why does the central bank keep the policy rate too low for too long? Scandinavian Journal of Economics, forthcoming.

68. Cecchetti, S., 1999. Distinguishing Theories Of The Monetary Transmission Mechanism. Review, Federal Reserve Bank of St. Louis, Volume 77, p. 83–97

69. Cerutti, E., Correa, R., Fiorentino, E., Segalla, E., 2016. Changes in prudential policy instruments - A new cross-country database. IMF Working Papers WP/16/110.

70. Challe, E., Mojon, B., Ragot, X., 2013. Equilibrium risk shifting and interest rate in an opaque financial system. European Economic Review, 63, 117-133.

71. Chatelain, J.-B., Generale, A., Hernando, I., Von Kalckreuth, U., & Vermeulen, P., 2002. Firm investment and monetary policy transmission in the euro area. Available at SSRN 1728706.

72. Chen, Minghua & Wu, Ji & Jeon, Bang Nam & Wang, Rui, 2017. Monetary policy and bank risk-taking: Evidence from emerging economies, Emerging Markets Review, Elsevier, vol. 31(C), pages 116-140.

73. Cihák, M., Demirgüç-Kunt, A., Feyen, E., Levine, R., 2013. Financial development in 205 economies, 1960 to 2010. Journal of Financial Perspectives, 1, 17-36.

74. Claessens, S., 2015. An overview of macroprudential policy tools. Annual Review of Financial Economics, 7, 397-422.

75. Cordella, T., Federico, P., Vegh, C., Vuletin, G., 2014. Reserve requirements in the brave new macroprudential world. World Bank Policy Research Working Paper 6793.

76. Cornett, M. M., McNutt, J. J., Strahan, P. E., Tehranian, H., 2011. Liquidity risk management and credit supply in the financial crisis. Journal of Financial Economics, 101, 297-312.

77. Coulibaly, B., 2012. Monetary policy in emerging market economies: what lessons from the global financial crisis? Board of Governors of the Federal Reserve System, International Finance Discussion Papers No. 1042.

78. Daniel, B. C., Jones, J. B., 2007. Financial liberalization and banking crises in emerging economies. Journal of International Economics, 72, 202-221.

79. De Nicolò, G., Dell’Ariccia, G., Laeven, L., Valencia, F., 2010. Monetary policy and bank risk taking. IMF Staff Position Note SPN/10/09.

80. De Young, R., Peng, E. Y., Yan, M., 2013. Executive compensation and business policy choices at U.S. commercial banks. Journal of Financial and Quantitative Analysis, 48, 165-196.

81. Delis, M. D., Kouretas, G., 2011. Interest rates and bank risk-taking. Journal of Banking and Finance, 35, 840-855.

82. Dell’Ariccia, G., Igan, D., Laeven. L., 2012. Credit booms and lending standards: Evidence from the subprime mortgage market. Journal of Money, Credit and Banking, 44, 367-384.

83. Dell’Ariccia, G., Laeven. L., Marquez, R., 2014. Real interest rates, leverage, and bank risk-taking. Journal of Economic Theory, 149, 65-99.

84. Dell’Ariccia, G., Marquez, R., 2009. Lending booms and lending standards. Journal of Finance, 61, 2511- 2546.

85. Demirgüç-Kunt, A., Detragiache, E., 1998. The determinants of banking crises in developing and developed countries. IMF Staff Papers, 45, 81-109.

86. Demirgüç-Kunt, A., Detragiache, E., 2002. Does deposit insurance increase banking system stability? An empirical investigation. Journal of Monetary Economics, 49, 1374-1406.

87. Demirgüç-Kunt, A., Huizinga, H., 2005. Market discipline and deposit insurance. Journal of Monetary Economics, 51, 375-399.

88. Demirgüç-Kunt, A., Huizinga, H., 2010. Bank activity and funding strategies: The impact on risk and returns. Journal of Financial Economics, 98, 626-650.

89. Demirgüç-Kunt, A., Kane, E., Laeven, L., 2013. Deposit Insurance Database. World Bank Policy Research Working Paper 6934.

90. Demsetz, R. S., Strahan, P. E., 1997. Diversification, size, and risk at bank holding companies. Journal of Money, Credit and Banking, 29, 300-313.

91. Diamond, D. W., Rajan, R. G., 2012. Illiquid banks, financial stability, and interest rate policy. Journal of Political Economy, 120, 552-591.

92. Dincer, N., Eichengreen, B., 2014. Central bank transparency and independence: Updates and new measures. International Journal of Central Banking, 10, 189-259.

93. Domaç, I., Martinez Peria, M. S., 2003. Banking crises and exchange rate regimes: Is there a link? Journal of International Economics, 61, 41-72.

94. Drakos, A. A., Kouretas, G. P., Tsoumas, C., 2016. Ownership, interest rates and bank risk-taking in Central and Eastern European countries. International Review of Financial Analysis, 45, 308-319.

95. Drechsler, I., Savov, A., Schnabl, P., 2014. A model of monetary policy and risk premia. NBER Working Papers 20141.

96. Driscoll, J., Kraay, A. C., 1998. Consistent covariance matrix estimation with spatially dependent data. Review of Economics and Statistics, 80, 549-560.

97. Duttweiler, R., 2010. Quản lý thanh khoản trong ngân hàng. Nhà xuất bản tổng hợp TP. HCM

98. Edwards, S., 2015. Monetary policy independence under flexible exchange rates: An illusion? NBER Working Paper 20893.

99. Federico, P., Vegh, C., Vuletin, G., 2013. Effects and role of macroprudential policy: Evidence from reserve requirements based on a narrative approach. In Understanding Macroprudential Regulation Workshop, Norges Bank.

100. Federico, P., Vegh, C., Vuletin, G., 2014. Reserve requirement policy over the business cycle. NBER Working Paper No. 20612.

101. Fernández, A. I., González, F., 2005. How accounting and auditing systems can counteract risk-shifting of safety-nets in banking: Some international evidence. Journal of Financial Stability, 1, 466-500.

102. Fiordelisi, F., Marques, D., Molyneux, P., 2011. Efficiency and risk in European banking. Journal of Banking and Finance, 35, 1315–1326.

103. Foos, D., Norden, L., Weber, M., 2010. Loan growth and riskiness of banks. Journal of Banking and Finance, 34, 2929-2940.

104. Frankel, J., Schmukler, S. L., Servén, L., 2004. Global transmission of interest rates: Monetary independence and currency regime. Journal of International Money and Finance, 23, 701-733.

105. Gambacorta, L., Marques-Ibanez, D., 2011. The bank lending channel: Lessons from the crisis. Economic Policy, 26, 135-182.

106. Ganev, Georgy, Molnar, Krisztina, Rybinski, Krysztof, Wozniak, Przemyslaw, 2002. Transmission Mechanism Of Monetary Policy In Central And Eastern Europe. Case Report No. 52. Center for Social and Economic Research, Warsaw, Poland

107. Ghosh, A. R., Ostry, J. D., Chamon, M., 2016. Two targets, two instruments: Monetary and exchange rate policies in emerging market economies. Journal of International Money and Finance, 60, 172-196.

108. Glocker, C., Towbin, P., 2015. Reserve requirements as a macroprudential instrument – Empirical evidence from Brazil. Journal of Macroeconomics, 44, 158-176.

109. Hannan, T. H., & Hanweck, G. A. (1988). Bank Insolvency Risk and the Market for Large Certificates of Deposit. Journal of Money, Credit and Banking, 20, 203-211.

110. Hansen, L., 1982. Large sample properties of generalized method of moments estimators. Econometrica 50(3): 1029–1054

111. Hau, H., Lai, S., 2016. Asset allocation and monetary policy: Evidence from the Eurozone. Journal of Financial Economics, 120, 309-329.

112. Hodrick, R. J., Prescott, E. C., 1997. Postwar U.S. business cycles: An empirical investigation. Journal of Money, Credit, and Banking, 29, 1–16.

113. Houston, J. F., Lin, C., Lin, P., Ma, Y., 2010. Creditor rights, information sharing, and bank risk taking. Journal of Financial Economics, 96, 485-512.

114. Iannotta, G., Nocera, G., Sironi, A., 2013. The impact of government ownership on bank risk. Journal of Financial Intermediation, 22, 152-176.

115. Ioannidou, V., Ongena, S., Peydró, J. L., 2014. Monetary policy, risk taking, and pricing: Evidence from a quasi-natural experiment. Review of Finance, 19, 95-144.

116. Jayaratne, J., Morgan, D. P., 2000. Capital market frictions and deposit constraints at banks. Journal of Money, Credit and Banking, 32, 74-92.

117. Jensen, M. C., 1986. Agency costs of free cash flow, corporate finance, and takeovers. American Economic Review, 76, 323-329.

118. Jeon, B. N., Olivero, M. P., Wu, J., 2011. Do foreign banks increase competition? Evidence from emerging Asian and Latin American banking markets. Journal of Banking and Finance, 35, 856-875.

119. Jeon, B. N., Olivero, M. P., Wu, J., 2013. Multinational banking and the international transmission of financial shocks: Evidence from foreign bank subsidiaries. Journal of Banking and Finance, 37, 952-972.

120. Jiménez, G., Ongena, S., Peydró, J. L., Saurina, J., 2012. Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments. National Bank of Belgium Working Paper Research 231.

121. Jiménez, G., Ongena, S., Peydró, J. L., Saurina, J., 2014. Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking? Econometrica, 82, 463-505.

122. John H. Boyd & Stanley L. Graham, 1986. Risk, regulation, and bank holding company expansion into nonbanking, Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 2-17.

123. K. J., 2004. Diversification in banking: Is noninterest income the answer? Journal of Money, Credit and Banking, 36, 853-882.

124. Kaminsky, G. L., Reinhart, C. M., Vegh, C., 2004. When it rains, it pours: Procyclical capital flows and macroeconomic policies. NBER Macroeconomics Annual, 19.

125. Kashyap, A. K., Stein, J. C., 1995. The impact of monetary policy on bank balance sheets. Carnegie- Rochester Conference Series on Public Policy, 42, 151-195.

126. Kashyap, A. K., Stein, J. C., 2003. What do a million observations on banks say about the transmission of monetary policy? American Economic Review, 90, 407-428.

127. Kasman, A., Carvallo, O., 2013. Efficiency and risk in Latin American banking: Explaining resilience. Emerging Markets Finance and Trade, 49, 105-130.

128. Kaufmann, D., Kraay, A., Mastruzzi, M., 2010. The Worldwide Governance Indicators: A summary of methodology, data and analytical issues. World Bank Policy Research Working Paper No. 5430.

129. Keeton, W. R., 1999. Does faster loan growth lead to higher loan losses? Federal Reserve Bank of Kansas City Economic Review, Quarter 2, 57-75.

130. Kishan, R. P., Opiela, T. P., 2000. Bank size, bank capital, and the bank lending channel. Journal of Money, Credit and Banking, 32, 121-141.

131. Koetter, M., Kolari, J. W., Spierdijk, L., 2012. Enjoying the quiet life under deregulation? Evidence from adjusted Lerner indices for U.S. banks. Review of Economics and Statistics, 94, 462-480.

132. Kopecky, K. J., VanHoose, D., 2006. Capital regulation, heterogeneous monitoring costs, and aggregate loan quality. Journal of Banking and Finance, 30, 2235-2255.

133. Kroszner, R. S., Laeven, L., Klingebiel, D., 2007. Banking crises, financial dependence, and growth. Journal of Financial Economics, 84, 187-288.

Xem tất cả 184 trang.

Ngày đăng: 05/12/2022