Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 24 checked references that resolve
resolves10.1257/jep.9.4.27Inside the Black Box: The Credit Channel of Monetary Policy Transmission
resolves10.1093/qje/qjt031The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis
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resolves10.1093/rfs/hhm045The Real Effects of Asset Market Bubbles: Loan- and Firm-Level Evidence of a Lending Channel
resolves10.3386/w27095Did the Paycheck Protection Program Hit the Target?
resolves10.1257/aer.102.5.2301Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications
resolves10.3982/ECTA10104Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?
resolves10.1086/694289Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments
resolves10.1257/aer.90.3.407What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?
resolves10.1257/aer.98.4.1413Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market
resolves10.1257/aer.90.1.30Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States
The 42 references without a DOI — listed, not checked
no DOI — not checkedOperationalising a macroprudential regime: goals, tools and open issues
no DOI — not checkedThe great lockdown: pandemic response policies and bank lending conditions
no DOI — not checkedBanking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers
no DOI — not checkedref6
no DOI — not checkedThe effect of bank shocks on firm-level and aggregate investment
no DOI — not checkedMacroprudential instruments and frameworks: a stocktaking of issues and experiences. Number 38 in CGFS Papers. Bank for International Settlements
no DOI — not checkedref9
no DOI — not checkedref10
no DOI — not checkedAgency costs, net worth, and business fluctuations
no DOI — not checkedref14
no DOI — not checkedUn-used Bank Capital Buffers and Credit Supply Shocks at SMEs during the Pandemic. Finance and Economics Discussion Series 2021-043
no DOI — not checkedref17
no DOI — not checkedBuffer use and lending impact
no DOI — not checkedref19
no DOI — not checkedPolicies in support of lending following the coronavirus (COVID 19) pandemic
no DOI — not checkedref21
no DOI — not checkedThinking beyond borders: how important are reciprocity arrangements for the use of sectoral capital buffers?
no DOI — not checkedSectoral Countercyclical Buffers in a DSGE Model with a Banking Sector
no DOI — not checkedBank liquidity provision across the firm size distribution
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedref30
no DOI — not checkedIdentifying credit supply shocks with bank-firm data: methods and applications
no DOI — not checkedref33
no DOI — not checkedECB Banking Supervision provides further flexibility to banks in reaction to coronavirus
no DOI — not checkedECB Banking Supervision provides temporary capital and operational relief in reaction to coronavirus
no DOI — not checkedref36
no DOI — not checkedref37
no DOI — not checkedref38
no DOI — not checkedref39
no DOI — not checkedref40
no DOI — not checkedref41
no DOI — not checkedCyclical Effects of Bank Capital Buffers with Imperfect Credit Markets: international evidence
no DOI — not checkedTargeted countercyclical capital buffers
no DOI — not checkedDo credit market shocks affect the real economy? quasi-experimental evidence from the great recession and "normal" economic times
no DOI — not checkedMr. keynes and the
no DOI — not checkedMacroprudential policy frameworks, instruments and indicators: a review
no DOI — not checkedref56
no DOI — not checkedref60
no DOI — not checkedref61
no DOI — not checkedThe international transmission of financial shocks: The case of japan
no DOI — not checkedUnderstanding the specific features of the CCyB and the SCCyB -evidence from the 3D DSGE model
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