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Does the Basle Capital Accord reduce bank fragility? An assessment of the value-at-risk approach
Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of monetary economics 53 (2006) 7, pp. 1631-1660
Persistent link: https://www.econbiz.de/10003381921
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Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego; Lucas, André; Schwaab, Bernd; Zhang, Xin - In: Journal of monetary economics 116 (2020), pp. 283-297
Persistent link: https://www.econbiz.de/10012495181
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Credit risk transfer and contagion
Allen, Franklin; Carletti, Elena - In: Journal of monetary economics 53 (2006) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10003278178
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Comment on: Credit risk transfer and contagion
Santos, Tano - In: Journal of monetary economics 53 (2006) 1, pp. 113-121
Persistent link: https://www.econbiz.de/10003278181
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Competitive risk sharing contracts with one-sided commitment
Krueger, Dirk; Uhlig, Harald - In: Journal of monetary economics 53 (2006) 7, pp. 1661-1691
Persistent link: https://www.econbiz.de/10003381922
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Derivatives regulation: implications for central banks
Hentschel, Ludger - In: Journal of monetary economics 40 (1997) 2, pp. 305-346
Persistent link: https://www.econbiz.de/10001337019
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On the individual optimality of economic integration
Castro, Rui; Koumtingué, Nelnan - In: Journal of monetary economics 68 (2014), pp. 115-135
Persistent link: https://www.econbiz.de/10011290216
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Risk and wealth in a model of self-fulfilling currency attacks
Guimarães, Bernardo; Morris, Stephen - In: Journal of monetary economics 54 (2007) 8, pp. 2205-2230
Persistent link: https://www.econbiz.de/10003614138
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Smoothing with liquid and illiquid assets
Eisfeldt, Andrea L. - In: Journal of monetary economics 54 (2007) 6, pp. 1572-1586
Persistent link: https://www.econbiz.de/10003556132
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Life-cycle portfolio choice with liquid and illiquid financial assets
Campanale, Claudio; Fugazza, Carolina; Gomes, Francisco J. - In: Journal of monetary economics 71 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011381606