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Credit spread variability in the U.S. business cycle : the Great Moderation versus the Great Recession
Hollander, Hylton; Liu, Guangling - In: Journal of banking & finance 67 (2016), pp. 37-52
Persistent link: https://www.econbiz.de/10011634640
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The effectiveness of the counter-cyclical loan-to-value regulation : generic versus sector-specific rules
Liu, Guangling; Molise, Thabang - In: International review of economics & finance : IREF 72 (2021), pp. 270-288
Persistent link: https://www.econbiz.de/10012671911
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Housing and credit market shocks : exploring the role of rule-based Basel III counter-cyclical capital requirements
Liu, Guangling; Molise, Thabang - In: Economic modelling 82 (2019), pp. 264-279
Persistent link: https://www.econbiz.de/10012203094
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Welfare analysis of bank capital requirements with endogenous default
Garcia-Barragan, Fernando; Liu, Guangling - In: Economic modelling 73 (2018), pp. 15-29
Persistent link: https://www.econbiz.de/10012100547