Discussion paper DP16795 The Premia on State-Contingent Sovereign Debt Instruments Taehoon Kim Antoine Levy 9 Dec 2021 Financial Economics H63 G13 E44
VoxEU Column Euro area budget rules on spending must avoid the pro-cyclicality trap Eddie Casey Sebastian Barnes 17 Jun 2019 EU policies Macroeconomic policy
VoxEU Column The procyclicality of banking in the euro area Luc Laeven Harry Huizinga 29 May 2019 Europe's nations and regions Financial Regulation and Banking
Discussion paper DP13605 The Procyclicality of Banking: Evidence from the Euro Area Harry Huizinga Luc Laeven 20 Mar 2019 Financial Economics G20
Discussion paper DP13135 The Procyclicality of Expected Credit Loss Provisions Javier Suarez 23 Aug 2018 Financial Economics G21 G28 M41
Discussion paper DP12505 Are international banks different? Evidence on bank performance and strategy Harry Huizinga Asli Demirgüç-Kunt Ata Bertay 14 Dec 2017 International Macroeconomics and Finance F36 G21 G28
Discussion paper DP10965 Does the CAMEL bank ratings system follow a procyclical pattern? Christian Wolff 29 Nov 2015 Financial Economics C13 C20 C50 D02 G21 G28
VoxEU Column An investigation into the procyclicality of risk-based initial margin models Michalis Vasios Nick Vause Daniel Murphy 6 Jun 2014 Financial Markets International Finance
Discussion paper DP9034 Bank ownership and credit over the business cycle: Is lending by state banks less procyclical? Harry Huizinga Asli Demirgüç-Kunt Ata Bertay 8 Jul 2012 International Macroeconomics G21 H44
Discussion paper DP9008 Cyclical Adjustment of Capital Requirements: A Simple Framework Rafael Repullo 3 Jun 2012 Financial Economics E44 G21 G28
VoxEU Column Mitigating the procyclical effects of bank capital regulation Jesús Saurina Carlos Trucharte Rafael Repullo 24 Sep 2009 Financial Markets
Discussion paper DP7382 Mitigating the Procyclicality of Basel II Rafael Repullo Jesús Saurina Carlos Trucharte 26 Jul 2009 Financial Economics International Macroeconomics E32 G28