Details about Fang Yao

Access statistics for papers by Fang Yao.

Last updated 2021-06-25. Update your information in the RePEc Author Service.

Short-id: pya149

Working Papers

2021

1. Simulating business failures through the liquidity and solvency channels: a framework with applications to COVID-19
   Research Technical Papers, Central Bank of Ireland View citations (1)

2020

2. Redrawing of a Housing Market: Insurance Payouts and Housing Market Recovery in the Wake of the Christchurch Earthquake of 2011
   CESifo Working Paper Series, CESifo View citations (1)
3. SME finances, the pandemic, and the design of enterprise support policies
   Financial Stability Notes, Central Bank of Ireland

2019

4. Household Leverage and Asymmetric Housing Wealth Effects- Evidence from New Zealand
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (4)

2018

5. Loan-to-Value Ratio Restrictions and House Prices
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (4)

2017

6. Macroprudential policies in a low interest-rate environment
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (8)
   See also Journal Article Macroprudential Policies in a Low Interest Rate Environment, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (20) (2020)

2014

7. Monetary Policy and Real Exchange Rate Dynamics in Sticky-Price Models
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (2)

Journal Articles

2021

1. Are Housing Wealth Effects Asymmetric in Booms and Busts?
   The Journal of Real Estate Finance and Economics, 2021, 62, (4), 578-628 View citations (12)

2020

2. Bank capital, financial stability and Basel regulation in a low interest-rate environment
   International Review of Economics & Finance, 2020, 67, (C), 378-392 View citations (6)
3. Macroprudential Policies in a Low Interest Rate Environment
   Journal of Money, Credit and Banking, 2020, 52, (6), 1565-1591 View citations (20)
   See also Working Paper Macroprudential policies in a low interest-rate environment, Reserve Bank of New Zealand Discussion Paper Series (2017) View citations (8) (2017)

2019

4. Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand
   Journal of Housing Economics, 2019, 44, (C), 88-98 View citations (15)

Chapters

2020

1. The effectiveness of loan-to-value ratio policy and its interaction with monetary policy in New Zealand: an empirical analysis using supervisory bank-level data
   A chapter in Measuring the effectiveness of macroprudential policies using supervisory bank-level data, 2020, vol. 110, pp 51-62 View citations (1)