The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of … regulatory rule can have negative externalities. We simulate the systemic implications of the LCR by a liquidity stress …

Brothers. Liquidity premia and technical factors have significantly influenced the behaviour of inflation-indexed markets since …

policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and …

logit model. We find that the stability of banking sectors in emerging economies is at risk in an environment of rapid …

This paper explores the characteristics of the monetary transmission mechanism in the UK, as portrayed by the National … on the main GDP components, but also the contributions of the various transmission channels. Our analysis supports the …

The paper investigates risk attitudes among different types of individuals. We use several different measures of risk … risk aversion measures and explain them by background characteristics (both “objective characteristics and other … subjective measures of risk preference). Next we incorporate the measured risk attitudes into a household portfolio allocation …

) when monetary transmission mechanisms differ across countries. Sensitivity analysis to alternative monetary regimes shows …