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The leverage effect of bank disclosures
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Optimal timing of policy interventions in troubled banks
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Leaping into the dark
a theory of policy gambles -
Real interest rates, bank borrowing, and fragility
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Real interest rates, bank borrowing, and fragility
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The "Celtic crisis"
guarantees, transparency, and systemic liquidity risk ; conference paper -
Safe but fragile
information acquisition, sponsor support and shadow bank runs -
The economics of TARGET2 balances
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Strategic complementarities and nominal rigidities
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Liquidity and capital requirements and the probability of bank failure
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Asymmetric information and roll-over risk
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Implications for the euro area of divergent monetary policy stances by the Fed and the ECB
the role of financial spillovers : in-depth analysis -
The natural rate of interest
Theory / Philipp König and Dmitry Chervyakov -
The natural rate of interest
Empirical overview / Dmitry Chervyakov and Philipp König -
The bank capital debate
should fragility be reduced? -
Bubbles and monetary policy
to burst or not to burst? -
Central bank asset puchases I
the theory -
Large-scale asset purchases by central banks II
empirical evidence -
The 'Celtic Crisis'
guarantees, transparency, and systemic liquidity risk -
The "Celtic crisis"
guarantees, transparency, and systemic liquidity risk ; conference paper