LTV policy as a macroprudential tool and its effects on residential mortgage loans
Tài liệu tham khảo
Akinci, 2018, How effective are macroprudential policies? An empirical investigation, J. Financial Intermed., 33, 33, 10.1016/j.jfi.2017.04.001
Ambrose, 2003, Bank and nonbank Lenders and the commencial mortgage market, J. Real Estate Finance Econ., 26, 81, 10.1023/A:1021574215894
Arellano, 1991, Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations, Rev. Econ. Stud., 58, 277, 10.2307/2297968
Balluck, 2016, The small bank failures of the early 1990s: another story of boom and bust, Bank Engl. Q. Bull., 56, 41
Berger, 2002, Small business credit availability and relationship lending: the importance of bank organisational structure, Economic Journal, 112, F32, 10.1111/1468-0297.00682
Bond, 2002, Dynamic panel data models: a guide to micro data methods and practice, Portuguese Econ. J., 1, 141, 10.1007/s10258-002-0009-9
Borio, 2007
Brunnermeier, 2009
Bruno, 2017, Comparative assessment of macroprudential policies, J. Financial Stab., 28, 183, 10.1016/j.jfs.2016.04.001
Cerutti, 2016, The use and effectiveness of macroprudential policies: new evidence, J. Financial Stab., 28, 203, 10.1016/j.jfs.2015.10.004
Cerutti, 2015
Claessens, 2013, Macro-prudential policies to mitigate financial system vulnerabilities, J. Int. Money Finance, 39, 153, 10.1016/j.jimonfin.2013.06.023
Commissioner of Banking, 1992. Annual Report, Hong Kong.
Crowe, 2013, How to deal with real estate booms: Lessons from country experiences, J. Financial Stab., 9, 300, 10.1016/j.jfs.2013.05.003
Dassatti Camors, 2014
Dell'Ariccia, 2012
2009
Gerlach, 2005, Bank lending and property prices in Hong Kong, J. Bank. Finance, 29, 461, 10.1016/j.jbankfin.2004.05.015
Igan, 2011
2009
Jiménez, 2017, Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments, Journal of Political Economy, 125, 2126, 10.1086/694289
Keys, 2012, Lender screening and the role of securitization: evidence from prime and subprime mortgage markets, Rev. Financial Stud., 25, 2071, 10.1093/rfs/hhs059
Kuttner, 2016, Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies, J. Financial Stab., 26, 31, 10.1016/j.jfs.2016.07.014
Lim, 2011
Morgan, 2015
Nickell, 1981, “Biases in dynamic models with fixed effects, Econometrica, 49, 1417, 10.2307/1911408
Saengchote, 2013, Soft information in the subprime mortgage market
Shim, 2013, 83
2009
Vandenbussche, 2015, Macroprudential policies and housing prices—a new database and empirical evidence for Central, Eastern and Southeastern Europe, J. Money Credit Bank., 47, 343, 10.1111/jmcb.12206
Wang, 2013
Wang, 2013, Competition and increasing return to scale: a model of bank size, Econ. J., 125, 989, 10.1111/ecoj.12104
Wong, 2011
Zhang, 2016, Leaning against the wind: macroprudential policy in Asia, J. Asian Econ., 42, 33, 10.1016/j.asieco.2015.11.001
