Home Original page

Jochen Schanz | IDEAS/RePEc

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

  • Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.

    Cited by:

    1. Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020. "Debt De-risking," BIS Working Papers 868, Bank for International Settlements.
    2. Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2020. "Burned by leverage? Flows and fragility in bond mutual funds," Working Paper Series 2413, European Central Bank.
    3. Ulf Lewrick & Jochen Schanz, 2017. "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers 663, Bank for International Settlements.
    4. Grill, Michael & Molestina Vivar, Luis & Wedow, Michael, 2022. "Mutual fund suspensions during the COVID-19 market turmoil - asset liquidity, liquidity management tools and spillover effects," Finance Research Letters, Elsevier, vol. 50(C).
    5. Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2022. "Swing Pricing and Fragility in Open-End Mutual Funds," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 1-50.
    6. Benjamin King & James Semark, 2022. "Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis," Bank of England working papers 975, Bank of England.
    7. John J Shim & Karamfil Todorov, 2021. "ETFs, illiquid assets, and fire sales," BIS Working Papers 975, Bank for International Settlements.
    8. Agostino Capponi & Paul Glasserman & Marko Weber, 2018. "Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs," Working Papers 18-04, Office of Financial Research, US Department of the Treasury.
    9. Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
    10. Xuesong Huang & Todd Keister, 2025. "Can Redemption Fees Prevent Runs on Funds?," Staff Reports 1160, Federal Reserve Bank of New York.
    11. Ulf Lewrick & Stijn Claessens, 2021. "Open-ended bond funds: systemic risks and policy implications," BIS Quarterly Review, Bank for International Settlements, December.
    12. Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom, 2024. "Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    13. Sirio Aramonte & Andreas Schrimpf & Hyun Song Shin, 2021. "Non-bank financial intermediaries and financial stability," BIS Working Papers 972, Bank for International Settlements.

  • Ulf Lewrick & Jochen Schanz, 2017. "Liquidity risk in markets with trading frictions: What can swing pricing achieve?," BIS Working Papers 663, Bank for International Settlements.

    Cited by:

    1. Ulf Lewrick & Jochen Schanz, 2023. "Towards a Macroprudential Framework for Investment Funds: Swing Pricing and Investor Redemptions," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 229-267, August.
    2. Ulf Lewrick & Jochen Schanz, 2017. "Is the price right? Swing pricing and investor redemptions," BIS Working Papers 664, Bank for International Settlements.
    3. Agostino Capponi & Paul Glasserman & Marko Weber, 2018. "Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs," Working Papers 18-04, Office of Financial Research, US Department of the Treasury.
    4. Xuesong Huang & Todd Keister, 2025. "Can Redemption Fees Prevent Runs on Funds?," Staff Reports 1160, Federal Reserve Bank of New York.
    5. Thierry Roncalli, 2021. "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers 2110.01302, arXiv.org.
    6. Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom, 2024. "Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).

  • David K. Miles & Jochen Schanz, 2014. "The Relevance or Otherwise of the Central Bank's Balance Sheet," CESifo Working Paper Series 4615, CESifo.

    Cited by:

    1. christiaan Pattipeilohy, 2016. "A comparative analysis of developments in central bank balance sheet composition," BIS Working Papers 559, Bank for International Settlements.
    2. Andrew Haldane & Matt Roberts-Sklar & Tomasz Wieladek & Chris Young, 2016. "QE: The Story so far," Bank of England working papers 624, Bank of England.
    3. Nyborg, Kjell, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
    4. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69, July.
    5. Manfred Kremer, 2016. "Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area," International Economics and Economic Policy, Springer, vol. 13(1), pages 105-138, January.
    6. Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
    7. Wiliiam Arrata & Benoit Nguyen, 2017. "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers 623, Banque de France.
    8. Miles, David & Schanz, Jochen, 2014. "Should central banks provide reserves via repos or outright bond purchases?," CEPR Discussion Papers 10229, C.E.P.R. Discussion Papers.
    9. Jack Meaning & James Warren, 2015. "The Transmission of Unconventional Monetary Policy in UK Government Debt Markets," National Institute Economic Review, National Institute of Economic and Social Research, vol. 234(1), pages 40-47, November.

  • Marcelo Perlin & Jochen Schanz, 2011. "System-wide liquidity risk in the United Kingdom’s large-value payment system: an empirical analysis," Bank of England working papers 427, Bank of England.

    Cited by:

    1. Lana Embree & Varya Taylor, 2015. "Examining Full Collateral Coverage in Canada’s Large Value Transfer System," Staff Working Papers 15-29, Bank of Canada.
    2. Constanza Mart�nez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia�s Large-value Payment System," Borradores de Economia 12651, Banco de la Republica.
    3. Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," Borradores de Economia 875, Banco de la Republica de Colombia.

  • Jochen Schanz & Ouarda Merrouche, 2010. "Banks’ Intraday Liquidity Management during Operational Outages," Post-Print hal-01638081, HAL.

    Cited by:

    1. Klee, Elizabeth, 2010. "Operational outages and aggregate uncertainty in the federal funds market," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2386-2402, October.

  • Jochen Schanz, 2009. "How do different models of foreign exchange settlement influence the risks and benefits of global liquidity management?," Bank of England working papers 374, Bank of England.

    Cited by:

    1. Vollmer, Uwe & Wiese, Harald, 2014. "Explaining breakdowns in interbank lending: A bilateral bargaining model," Finance Research Letters, Elsevier, vol. 11(3), pages 247-253.
    2. Foote, Elizabeth, 2014. "Information asymmetries and spillover risk in settlement systems," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 179-190.

  • Ouarda Merrouche & Jochen Schanz, 2009. "Banks' intraday liquidity management during operational outages: theory and evidence from the UK payment system," Bank of England working papers 370, Bank of England.

    Cited by:

    1. Evangelos Benos & Rodney Garratt & Peter zimmerman, 2012. "Bank behaviour and risks in CHAPS following the collapse of Lehman Brothers," Bank of England working papers 451, Bank of England.
    2. Pokutta, Sebastian & Schmaltz, Christian, 2011. "Managing liquidity: Optimal degree of centralization," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 627-638, March.
    3. Asongu Simplice, 2010. "Post-Crisis Bank Liquidity Risk Management Disclosure," Working Papers of the African Governance and Development Institute. 10/002, African Governance and Development Institute., revised 08 Aug 2011.
    4. Tom Roberts, 2011. "The Impact of Operational Events on the Network Structure of the LVTS," Discussion Papers 11-7, Bank of Canada.
    5. Vahidin Jeleskovic & Anastasios Demertzidis, 2018. "Comparing different methods for the estimation of interbank intraday yield curves," MAGKS Papers on Economics 201839, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    6. De Caux, Robert & Brede, Markus & McGroarty, Frank, 2016. "Payment prioritisation and liquidity risk in collateralised interbank payment systems," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 41(C), pages 139-150.
    7. Bartolini, Leonardo & Hilton, Spence & McAndrews, James J., 2010. "Settlement delays in the money market," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 934-945, May.
    8. Ashwin Clarke & Jennifer Hancock, 2012. "Payment System Design and Participant Operational Disruptions," RBA Research Discussion Papers rdp2012-05, Reserve Bank of Australia.
    9. Merrouche, Ouarda & Schanz, Jochen, 2010. "Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
    10. Klee, Elizabeth, 2010. "Operational outages and aggregate uncertainty in the federal funds market," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2386-2402, October.
    11. Anastasios Demertzidis & Vahidin Jeleskovic, 2021. "Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID," JRFM, MDPI, vol. 14(5), pages 1-23, May.
    12. Constanza Mart�nez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia�s Large-value Payment System," Borradores de Economia 12651, Banco de la Republica.
    13. Evangelos Benos & Gerardo Ferrara & Pedro Gurrola-Perez, 2017. "The impact of de-tiering in the United Kingdom’s large-value payment system," Bank of England working papers 676, Bank of England.
    14. Clara Lía Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge cely, 2010. "Riesgo Sistémico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: Análisis bajo Topología de Redes y Simulación de Pagos," Borradores de Economia 627, Banco de la Republica de Colombia.
    15. A. Larionov V. & E. Salina S. & А. Ларионов В. & Е. Салина С., 2019. "Регулирование и оценка рисков деятельности платежных систем // Regulation and Risk Assessment of Payment Systems," Управленческие науки // Management Science, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 9(3), pages 40-55.
    16. Clara Lia Machado & Carlos Le�n & Miguel Sarmiento & Orlando Chipatecua, 2010. "Riesgo Sist�mico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: An�lisis bajo Topolog�a de Redes y Simulaci�n de Pagos," Borradores de Economia 7669, Banco de la Republica.
    17. Clara Machado & Carlos León & Miguel Sarmiento & Freddy Cepeda & Orlando Chipatecua & Jorge Cely, 2011. "Riesgo Sistémico Y Estabilidad Del Sistema De Pagos De Alto Valor En Colombia: Análisis Bajo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(65), pages 106-175, June.
    18. Foote, Elizabeth, 2014. "Information asymmetries and spillover risk in settlement systems," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 179-190.
    19. Constanza Martínez & Freddy Cepeda, 2015. "Reaction Functions of the Participants in Colombia’s Large-value Payment System," Borradores de Economia 875, Banco de la Republica de Colombia.
    20. ABBASI Ebrahim & BAHRAMI Alireza & ZADEH Amir Mohammad, 2014. "An Analysis Of The Factors Affecting Banks` Cash Demand: A Case Study Of Refah Bank," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 9(3), pages 5-20, December.
    21. David Bholat, 2015. "Big data and central banks," Bank of England Quarterly Bulletin, Bank of England, vol. 55(1), pages 86-93.

  • Buttz, Nick & Churmz, Rohan & McMahon, Michael & Morotzz, Arpad & Schanz, Jochen, "undated". "QE and the Bank Lending Channel in the United Kingdom," Economic Research Papers 270021, University of Warwick - Department of Economics.

    Cited by:

    1. Fritz Breuss, 2016. "The Crisis Management of the ECB," WIFO Working Papers 507, WIFO.
    2. Andrew Bailey & Jonathan Bridges & Richard Harrison & Josh Jones & Aakash Mankodi, 2020. "The central bank balance sheet as a policy tool: past, present and future," Bank of England working papers 899, Bank of England.
    3. Andrew Haldane & Matt Roberts-Sklar & Tomasz Wieladek & Chris Young, 2016. "QE: The Story so far," Bank of England working papers 624, Bank of England.
    4. Kapoor, Supriya & Peia, Oana, 2021. "The impact of quantitative easing on liquidity creation," Journal of Banking & Finance, Elsevier, vol. 122(C).
    5. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The QE experience: worth a try?," Sciences Po Economics Publications (main) hal-03470201, HAL.
    6. Martin Feldkircher & Florian Huber, 2016. "Unconventional US Monetary Policy: New Tools, Same Channels?," Department of Economics Working Papers wuwp222, Vienna University of Economics and Business, Department of Economics.
    7. Horst Maximilian & Neyer Ulrike, 2019. "The Impact of Quantitative Easing on Bank Loan Supply and Monetary Policy Implementation in the Euro Area," Review of Economics, De Gruyter, vol. 70(3), pages 229-265, December.
    8. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    9. Olena Havrylchyk, 2016. "Incentivising Lending to Smes with the Funding for Lending Scheme: Some Evidence from Bank-Level Data in the United Kingdom," EconomiX Working Papers 2016-24, University of Paris Nanterre, EconomiX.
    10. James Cloyne & Ryland Thomas & Alex Tuckett & Samuel Wills, 2015. "A sectoral framework for analyzing money, credit and unconventional monetary policy," Bank of England working papers 556, Bank of England.
    11. Horst, Maximilian & Neyer, Ulrike, 2019. "The impact of quantitative easing on bank loan supply and monetary policy implementation in the euro area," DICE Discussion Papers 325, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    12. Tischer, Johannes, 2018. "Quantitative easing, portfolio rebalancing and credit growth: Micro evidence from Germany," Discussion Papers 20/2018, Deutsche Bundesbank.
    13. Phil Molyneux & Rue Xie & John Thornton & Alessio Reghezza, 2017. "Did Negative Interest Rates Impact Bank Lending?," Working Papers 17002, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
    14. Olav Syrstad, 2020. "Covered Interest Parity in long-dated securities," Working Paper 2020/11, Norges Bank.
    15. Mr. Serkan Arslanalp & Mr. Dennis P Botman, 2015. "Portfolio Rebalancing in Japan: Constraints and Implications for Quantitative Easing," IMF Working Papers 2015/186, International Monetary Fund.
    16. Jörg Bibow, 2015. "The euro's savior? Assessing the ECB's crisis management performance and potential for crisis resolution," IMK Studies 42-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    17. Claudia M. Buch & Matthieu Bussière & Linda Goldberg & Robert Hills, 2018. "The International Transmission of Monetary Policy," CESifo Working Paper Series 7155, CESifo.
    18. Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023. "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers 2023-17, University of Paris Nanterre, EconomiX.
    19. Giansante, Simone & Fatouh, Mahmoud & Ongena, Steven, 2022. "The asset reallocation channel of quantitative easing. The case of the UK," Journal of Corporate Finance, Elsevier, vol. 77(C).
    20. Andreeva, Desislava & Vlassopoulos, Thomas, 2016. "Home bias in bank sovereign bond purchases and the bank-sovereign nexus," Working Paper Series 1977, European Central Bank.
    21. Paludkiewicz, Karol, 2018. "Unconventional Monetary Policy, Bank Lending, and Security Holdings: The Yield-Induced Portfolio Rebalancing Channel," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181669, Verein für Socialpolitik / German Economic Association.
    22. Adriana Lojschova, 2017. "Did quantitative easing boost bank lending? The Slovak experience," Working and Discussion Papers WP 1/2017, Research Department, National Bank of Slovakia.
    23. Churm, Rohan & Joyce, Michael & Kapetanios, George & Theodoridis, Konstantinos, 2021. "Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 721-736.
    24. Ramis Khabibullin & Alexey Ponomarenko & Sergei Seleznev, 2018. "Forecasting the implications of foreign exchange reserve accumulation with an agent-based model," Bank of Russia Working Paper Series wps37, Bank of Russia.
    25. Phil Molyneux & Alessio Reghezza & John Thornton & Ru Xie, 2020. "Did Negative Interest Rates Improve Bank Lending?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 57(1), pages 51-68, February.
    26. Jérôme Creel & Paul Hubert & Mathilde Viennot, 2015. "The Effect of ECB Monetary Policies on Interest Rates and Volumes," Sciences Po Economics Publications (main) hal-03459679, HAL.
    27. D'Avino, Carmela, 2018. "Quantitative easing, global banks and the international bank lending channel," Economic Modelling, Elsevier, vol. 71(C), pages 234-246.
    28. Rohan Churm & Mike Joyce & George Kapetanios & Konstantinos Theodoridis, 2015. "Unconventional monetary policies and the macroeconomy: the impact of the United Kingdom's QE2 and Funding for Lending Scheme," Bank of England working papers 542, Bank of England.
    29. Angus Armstrong, 2017. "Treasury Select Committee Inquiry Into The Effectiveness And Impact Of Post-2008 UK Monetary Policy," National Institute of Economic and Social Research (NIESR) Policy Papers 03, National Institute of Economic and Social Research.
    30. James Cloyne & Ryland Thomas & Alex Tuckett & Samuel Wills, 2015. "An Empirical Sectoral Model of Unconventional Monetary Policy: The Impact of QE," Manchester School, University of Manchester, vol. 83, pages 51-82, September.
    31. Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
    32. Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
    33. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "Que peut-on attendre de l’assouplissement quantitatif de la BCE ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(2), pages 265-290.
    34. Woon K. Wong & Iris Biefang-Frisancho Mariscal & Wanru Yao & Peter Howells, 2016. "Liquidity and Credit Risks in the UK s Financial Crisis: How Quantitative Easing changed the relationship," Cardiff Economics Working Papers E2016/9, Cardiff University, Cardiff Business School, Economics Section.
    35. Robert Hills & Kelvin Ho & Dennis Reinhardt & Rhiannon Sowerbutts & Eric Wong & Gabriel Wu, 2017. "The international transmission of monetary policy through financial centres: evidence from the United Kingdom and Hong Kong," Bank of England working papers 682, Bank of England.
    36. Richard Adjei Dwumfour & Eric Fosu Oteng-Abayie & Emmanuel Kwasi Mensah, 2022. "Bank efficiency and the bank lending channel: new evidence," Empirical Economics, Springer, vol. 63(3), pages 1489-1542, September.
    37. Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2024. "International transmission of monetary policy shocks and the bank lending channel: Evidence from Australia," Journal of Financial Stability, Elsevier, vol. 75(C).
    38. Cormac Cawley & Marie Finnegan, 2019. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy," Economies, MDPI, vol. 7(4), pages 1-25, September.
    39. Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63.
    40. Mamaysky, Harry, 2018. "The time horizon of price responses to quantitative easing," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 32-49.
    41. Fatouh, Mahmoud & Giansante, Simone & Ongena, Steven, 2021. "Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK," Economics Letters, Elsevier, vol. 209(C).
    42. Sam Miller & Boromeus Wanengkirtyo, 2020. "Liquidity and monetary transmission: a quasi-experimental approach," Bank of England working papers 891, Bank of England.
    43. Simone Giansante & Mahmoud Fatouh & Steven Ongena, 2020. "Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK," Bank of England working papers 883, Bank of England.
    44. Albertazzi, Ugo & Becker, Bo & Boucinha, Miguel, 2018. "Portfolio rebalancing and the transmission of large-scale asset programmes: evidence from the euro area," Working Paper Series 2125, European Central Bank.
    45. Sebastian de Ramon & William Francis & Kristoffer Milonas, 2017. "An overview of the UK banking sector since the Basel Accord: insights from a new regulatory database," Bank of England working papers 652, Bank of England.
    46. Lopomo Beteto Wegner, Danilo, 2020. "Liquidity policies and financial fragility," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 135-153.
    47. Stefan Behrendt, 2017. "Unconventional Monetary Policy Effects on Bank Lending in the Euro Area," Jena Economics Research Papers 2017-002, Friedrich-Schiller-University Jena.
    48. Dang, Van Dan & Dang, Van Cuong, 2021. "Liquidity injection, bank lending, and security holdings: The asymmetric effects in Vietnam," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    49. Ryan, Ellen & Whelan, Karl, 2021. "Quantitative easing and the hot potato effect: Evidence from euro area banks," Journal of International Money and Finance, Elsevier, vol. 115(C).

  • Ulf Lewrick & Jochen Schanz, 2023. "Towards a Macroprudential Framework for Investment Funds: Swing Pricing and Investor Redemptions," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 229-267, August.

    Cited by:

    1. Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2024. "Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    2. Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.

  • Merrouche, Ouarda & Schanz, Jochen, 2010. "Banks' intraday liquidity management during operational outages: Theory and evidence from the UK payment system," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 314-323, February.
    See citations under working paper version above.

  • Aaron Mehrotra & Jochen Schanz, 2020. "Financial market development and monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 1-18, Bank for International Settlements.

    Cited by:

    1. J. Scott Davis & Andrei Zlate, 2024. "Real Exchange Rates and the Global Financial Cycle," Working Papers 2416, Federal Reserve Bank of Dallas, revised 20 May 2025.

  • Jochen Schanz, 2019. "Reserve management in emerging market economies: trends and challenges," BIS Papers chapters, in: Bank for International Settlements (ed.), Reserve management and FX intervention, volume 104, pages 45-55, Bank for International Settlements.

    Cited by:

    1. Bindseil, Ulrich & Senner, Richard, 2024. "Destabilisation of bank deposits across destinations: assessment and policy implications," Working Paper Series 2887, European Central Bank.
    2. Niall O’Donnell & Darren Shannon & Barry Sheehan, 2024. "The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-41, December.

  • Stijn Claessens & Jochen Schanz, 2019. "Regional House Price Differences: Drivers and Risks," Springer Books, in: Rob Nijskens & Melanie Lohuis & Paul Hilbers & Willem Heeringa (ed.), Hot Property, chapter 0, pages 39-49, Springer.

    Cited by:

    1. Fuad Ganbarov & Klaudia Smoląg & Rashad Muradov & Konul Aghayeva & Rumella Jafarova & Yashar Mammadov, 2020. "Sustainable Development of the Mortgage Market in Azerbaijan: Commercial Risks of Housing Construction, Social Vision, and State Influence," Sustainability, MDPI, vol. 12(12), pages 1-18, June.
    2. Behr,Daniela Monika & Chen,Lixue & Goel,Ankita & Haider,Khondoker Tanveer & Sandeep Singh & Zaman,Asad, 2023. "Estimating House Prices in Emerging Markets and Developing Economies : A Big Data Approach," Policy Research Working Paper Series 10301, The World Bank.
    3. Segev, Nimrod & Schaffer, Matthew, 2020. "Monetary policy, bank competition and regional credit cycles: Evidence from a quasi-natural experiment," Journal of Corporate Finance, Elsevier, vol. 64(C).

  • David Miles & Jochen Schanz, 2013. "The Relevance or Otherwise of the Central Bank's Balance Sheet," NBER Chapters, in: NBER International Seminar on Macroeconomics 2013, pages 103-116, National Bureau of Economic Research, Inc.
    See citations under working paper version above.
  • Jochen Schanz & David Aikman & Paul Collazos & Marc Farag & David Gregory & Sujit Kapadia, 2011. "The long-term economic impact of higher capital levels," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 73-81, Bank for International Settlements.

    Cited by:

    1. Sumera Anis & Abdul Rashid, 2017. "Optimal Bank Capital And Impact Of The Mm Theorem: A Study Of The Pakistani Financial Sector," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-21, June.
    2. Beau Soederhuizen & Bert van Stiphout-Kramer & Harro van Heuvelen & Rob Luginbuhl, 2021. "Optimal capital ratios for banks in the euro area," CPB Discussion Paper 429, CPB Netherlands Bureau for Economic Policy Analysis.
    3. Paolo Angelini & Laurent Clerc & Vasco Cúrdia & Leonardo Gambacorta & Andrea Gerali & Alberto Locarno & Roberto Motto & Werner Roeger & Skander Van den Heuvel & Jan Vlček, 2015. "Basel III: Long-term Impact on Economic Performance and Fluctuations," Manchester School, University of Manchester, vol. 83(2), pages 217-251, March.
    4. Soederhuizen, Beau & van Heuvelen, Gerrit Hugo & Luginbuhl, Rob & Stiphout-Kramer, Bert van, 2023. "Optimal capital ratios for banks in the euro area," Journal of Financial Stability, Elsevier, vol. 69(C).
    5. Martin Brooke & Oliver Bush & Robert Edwards & Jas Ellis & Bill Francis & Rashmi Harimohan & Katharine Neiss & Caspar Siegert, 2015. "Financial Stability Paper No. 35: Measuring the macroeconomic costs and benefits of higher UK bank capital requirements -," Bank of England Financial Stability Papers 35, Bank of England.