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Generic determinacy and money non-neutrality of international monetary equilibria

Tsomocos, Dimitrios P. - In: Journal of mathematical economics 44 (2008) 7/8, pp. 866-887

Persistent link: https://www.econbiz.de/10003743344

Endogenous state prices, liquidity default, and the yield curve

Espinoza, Raphael A. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003481856

Endogenous state prices, liquidity, default, and the yield curve

Espinoza, Raphael A. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003436853

Modelling a housing and mortgage crisis

Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - 2010

Persistent link: https://www.econbiz.de/10003934965

Rating systems, procyclicality and Basel II : an evaluation in a general equilibrium framework

Pederzoli, Chiara; Torricelli, Costanza; Tsomocos, … - In: Annals of finance 6 (2010) 1, pp. 33-49

Persistent link: https://www.econbiz.de/10003939546

Modelling a housing and mortgage crisis

Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - 2009

Persistent link: https://www.econbiz.de/10008822815

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

International monetary equilibrium with default

Peiris, M. Udara; Tsomocos, Dimitrios P. - In: Journal of mathematical economics 56 (2015), pp. 47-57

Persistent link: https://www.econbiz.de/10011342967

Modeling a housing and mortage crisis

Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; … - In: Financial stability, monetary policy, and central …, (pp. 214-254). 2011

Persistent link: https://www.econbiz.de/10009537394

A risk assessment model for banks

Goodhart, Charles A. E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002167712