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Investor runs in wholesale funding markets : three essays
Thierfelder, Felix - 2014
Persistent link: https://www.econbiz.de/10010426637
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A macroeconomic model of credit risk in Uruguay
Illanes, Gabriel; Peña Sánchez, Alejandro Rubén; … - In: Revista brasileira de economia : RBE ; revista da … 70 (2016) 4, pp. 441-455
Persistent link: https://www.econbiz.de/10011787685
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Monetary policy with firms' banks dependence and default risk
Passamani, Giuliana; Tamborini, Roberto - In: Advances in monetary policy and macroeconomics, (pp. 7-27). 2007
Persistent link: https://www.econbiz.de/10003474490
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Foreign Monetary Policy and Firms' Default Risk
Groba, Jonatan - 2020
This study documents the relationship between foreign monetary policy and firms' ex-ante forward-looking default probability measures. We analyze market-based measures of default for large non-financial firms in the US and the EMU area. We propose two transmission mechanisms of foreign policy...
Persistent link: https://www.econbiz.de/10012855662
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Foreign monetary policy and firms' default risk
Groba, Jonatan; Serrano, Pedro - In: The European journal of finance 26 (2020) 11, pp. 1047-1074
Persistent link: https://www.econbiz.de/10012264946
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Debt deflation effects of monetary policy
Lin, Li; Tsomocos, Dimitrios P.; Vardoulakis, Alexandros P. - In: Journal of financial stability 21 (2015), pp. 81-94
Persistent link: https://www.econbiz.de/10011574426
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A DSGE model of banks and financial intermediation with default risk
Wickens, Michael R. - In: Research in economics : an international review of economics 71 (2017) 3, pp. 636-642
Persistent link: https://www.econbiz.de/10011878951
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Liquidity and default in an exchange economy
Martínez S., Juan Francisco; Tsomocos, Dimitrios P. - In: Journal of financial stability 35 (2018), pp. 192-214
Persistent link: https://www.econbiz.de/10012156867
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Quantitative easing and default probability of corporate social responsibility in US
Hsu, Feng-Jui; Liu, I-Chien - In: Applied economics letters 24 (2017) 10/12, pp. 681-685
Persistent link: https://www.econbiz.de/10011714134
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Default and determinacy under quantitative easing
Romanidis, Nikolaos; Tsomocos, Dimitrios P. - In: Economic theory 74 (2022) 1, pp. 95-111
Persistent link: https://www.econbiz.de/10013277461