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Financial frictions and regime switching : the role of collateral asset in emerging stock market
Awijen, Haithem; Hammami, Sami - 2017
This paper examines empirically the nonlinear business cycle dynamics due to the presence of financial frictions. Using a threshold vector auto regression, the authors estimate the behavior of interest rate shocks in which a regime change occurs if the two respective threshold variables namely...
Persistent link: https://www.econbiz.de/10011609272
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Re-examining the role of financial constraints in business cycles : is something wrong with the credit multiplier?
Olivella, Virginia; Roldán-Peña, Jessica - 2013
coming to this answer we construct a model with reproducible capital and collateral constraints within two setups, a closed …
Persistent link: https://www.econbiz.de/10009762039
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Growth effects of corporate balance sheet adjustments in the EU : an econometric & model-based assessment
Priftis, Romanos; Theofilakou, Anastasia - 2018
Persistent link: https://www.econbiz.de/10011890281
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Credit market imperfections and business cycle asymmetries in Turkey
Günay, Hüseyin; Kılınç, Mustafa - In: Journal of empirical finance 34 (2015), pp. 79-98
Persistent link: https://www.econbiz.de/10011557070
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Essays on international macroeconomics
Zhang, Jing - 2005
Persistent link: https://www.econbiz.de/10003380911
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Financial market imperfections and corporate decisions : lessons from the transition process in Hungary ; with 63 tables
Colombo, Emilio; Stanca, Luca M. - 2006
Persistent link: https://www.econbiz.de/10002795425
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Financial Market Imperfections and Corporate Decisions : Lessons from the Transition Process in Hungary
Colombo, Emilio (contributor); Stanca, Luca M. (contributor) - 2006
Presents the results of an empirical investigation of the behaviour of Hungarian firms during the transition process focusing in particular on the role of financial market imperfections for corporate capital structure and investment decisions
Persistent link: https://www.econbiz.de/10013520590
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On the neutrality of credit-driven asset bubbles
Reicher, Christopher Phillip - 2011
output comes from an unusual regime. -- Bubbles ; fiscal theory of the price level ; collateral constraints ; neutrality …This paper proposes and tests a theory of credit-driven asset bubbles which are neutral in their real effects. When a … lender such as a government, central bank, or banking sector is willing to lend infinitely against collateral, explosive …
Persistent link: https://www.econbiz.de/10008904609