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ABS inflows to the United States and the global financial crisis

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Managing capital flows in the presence of external risks

Reyes-Heroles, Ricardo; Tenorio, Gabriel - 2017

We introduce external risks, in the form of shocks to the level and volatility of world interest rates, into a small open economy model subject to the risk of sudden stops—large recessions together with abrupt reversals in capital inflows| and characterize optimal macroprudential policy in...

Persistent link: https://www.econbiz.de/10011779580