Monetary policy and systemic risk-taking in the Euro area investment fund industry : a structural factor-augmented vector autoregression analysis
Year of publication: |
2020
|
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Authors: | Jin, Xisong ; Nadal-De Simone, Francisco |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 49.2020, p. 1-22
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Subject: | Financial stability | Monetary policy | Non-linearities | Structural FAVAR | Systemic risk | Geldpolitik | VAR-Modell | VAR model | EU-Staaten | EU countries | Eurozone | Euro area | Finanzkrise | Financial crisis | Schock | Shock | Schätzung | Estimation | Systemrisiko | Investmentfonds | Investment Fund | Geldpolitische Transmission | Monetary transmission |
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