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FOMC announcements, interest rate surprises, maturity transformation, bank profitability
New Basel Capital Accord, standardized approach, C&I loans, business cycles
COVID-19, credit market support facilities, regression discontinuity, diff-in-diff, event study, purchase effects, preferred-habitat
COVID-19, credit market support facilities, regression discontinuity, diff-in-diff, event study, purchase effects
COVID-19, SMCCF, credit spreads, credit market support facilities, event study, purchase effects, preferred habitat
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COVID-19, credit market support facilities, diff-in-diff, event study, purchase effects, Regression Discontinuity
bank credit channel, broad credit channel, financial accelerator, loan supply shocks
Credit supply shocks, bank credit policies, financial accelerator
Time-varying volatility, asset specificity, capital liquidity shocks, costly external finance, firm heterogeneity, general equilibrium
business cycles, credit-market sentiment, financial stability
Business cycles, Credit-market sentiment, Financial stability
External finance premium, bankruptcy costs, financial accelerator
Inventories, inventory management, business cycles, GDP volatility
Conventional and unconventional US monetary policy, Financial spillovers, Sovereign yields and credit spreads
Deflation,Monetary policy,Prices, business fluctuations, cycles
Time-varying uncertainty, Financial conditions, Structural vector autoregression, Optimization-based identification
inventories, (S,s) inventory policies, linear-quadratic model, business cycles
Macroprudential regulation, stress tests, capital shortfalls, density forecasting, quantile autoregression, panel data
Inflation, Phillips curve, Trade share, Globalization
Sovereign bonds, CDS, Global financial risk, Excess bond premium, Global financial cycle
sovereign bonds, CDS, global financial risk, excess bond premium, global financial cycle
CDS, Excess Bond Premium, Global financial cycle, Global financial risk, Sovereign bonds
Forecasting, real-time data, Bayesian Model Averaging, credit spreads
Misallocation, financial market frictions, borrowing costs, firm-level evidence, total factor productivity, financial distortions, firms-specific borrowing costs
Unconventional monetary policy, LSAPs, forward guidance, term premia, corporate bond yields, mortgage interest rates
credit default swap (CDS), default risk channel, LSAPs, quantitative easing, identification through heteroskedasticity
income inequality, distributional impact of monetary policy, high-frequency monetary policy surprises, local labor markets
consumption, income inequality, recessions, financial crises
term structure, TRACE, COVID-19, excess bond premium
Inflation, Goods, Services, Supply, Demand, Factor Models
Credit spreads, financial accelerator, DSGE models, Bayesian estimation
