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The term effect of financial cycle variables on GDP growth
Wang, Bo; Xiao, Yang - In: Journal of international money and finance 139 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014478241
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Trade retaliation in a monetary-trade model
Whalley, John; Yu, Jun; Zhang, Shunming - 2009
goods trade model which also captures trade through time in the form of inside money as used in macro literature on one good … way. -- Inside money ; general equilibrium ; Nash equilibrium ; numerical analysis ; tariff rate …
Persistent link: https://www.econbiz.de/10003806727
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Financial nexus : efficiency and soundness in banking and capital markets
Dima, Bogdan; Dincă, Marius Sorin; Spulbăr, Cristi - In: Journal of international money and finance 47 (2014), pp. 100-124
Persistent link: https://www.econbiz.de/10010464034
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Monetary policy, sectoral comovement and the credit channel
Di Pace, Federico; Görtz, Christoph - 2021
Persistent link: https://www.econbiz.de/10012546900
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Macroeconomic factors and micro-level bank risk
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010
address the following questions. How are macroeconomic shocks transmitted to bank risk and other banking variables? What are … the sources of bank heterogeneity, and what explains differences in individual banks' responses to macroeconomic shocks …? Our paper has two main findings: (i) Average bank risk declines, and average bank lending increases following expansionary …
Persistent link: https://www.econbiz.de/10008697545
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Reaching for yield and the diabolic loop in a monetary union
Boubaker, Sabri; Gounopoulos, Dimitris; Nguyen, Duc Khuong - In: Journal of international money and finance 108 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012403839
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Liquidity shortages and monetary policy
Cao, Jin (contributor); Illing, Gerhard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003635213
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Endogenous systemic liquidity risk
Cao, Jin; Illing, Gerhard - 2009
Traditionally, aggregate liquidity shocks are modelled as exogenous events. Extending our previous work (Cao & Illing, 2008), this paper analyses the adequate policy response to endogenous systemic liquidity risk. We analyse the feedback between lender of last resort policy and incentives of...
Persistent link: https://www.econbiz.de/10003833348
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Analysis of monetary policy and financial stability : a new paradigm
Goodhart, Charles A. E.; Osorio, Carolina; Tsomocos, … - 2009
This paper introduces agent heterogeneity, liquidity, and endogenous default to a DSGE framework. Our model allows for a comprehensive assessment of regulatory and monetary policy, as well as welfare analysis in the different sectors of the economy. Due to liquidity and endogenous default, the...
Persistent link: https://www.econbiz.de/10003923247
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Rethinking monetary policy after the crisis
Mishkin, Frederic S. - In: Journal of international money and finance 73 (2017), pp. 252-274
Persistent link: https://www.econbiz.de/10011787727