The Relationship between Liquidity Risk and Credit Risk in Banks

Efficient Tests for an Autoregressive Unit Root

Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations

Computing, Economics, Econometrics +15

The Financial Accelerator in a Quantitative Business Cycle Framework

Ben Bernanke, Mark Gertler, Simon Gilchrist · National Bureau of Economic Research · 1998 · 2.8K citations · Full text

Social Sciences, Business Economics, Economics +15

Tests for Unit Roots: A Monte Carlo Investigation

G. William Schwert · Journal of Business and Economic Statistics · 1989 · 657 citations · Full text

Social Sciences, Economics, Econometrics +15

Liquidity Risk, Liquidity Creation and Financial Fragility: A Theory of Banking

Douglas W. Diamond, Raghuram G. Rajan · SSRN Electronic Journal · 1998 · 605 citations · Full text

Business, Economics, Finance +17

How Does Capital Affect Bank Performance During Financial Crises?

Allen N. Berger, Christa H. S. Bouwman · SSRN Electronic Journal · 2012 · 397 citations · Full text

Social Sciences, Economics, Finance +9