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Securitization of subprime credit and the propagation of housing shocks
Yamout, Nadine - In: Journal of economics & business 125/126 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014452671
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Learning financial shocks and the Great Recession
Pintus, Patrick A.; Suda, Jacek - In: Review of economic dynamics 31 (2019), pp. 123-146
Persistent link: https://www.econbiz.de/10012228638
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Credit Demand and Supply Shocks in Italy During the Great Recession
Cipollini, Andrea - 2018
In this paper, we use Structural VAR analysis to disentangle credit demand and supply shocks and their eFFect on real economic activity in Italy during the 2008-2014 crisis period. The three endogenous variables considered are the loan interest rate, the loans growth rate and the employment to...
Persistent link: https://www.econbiz.de/10012915632
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Coronavirus crisis and its effects on the economy
Buklemishev, Oleg V. - In: Population and economics : PE 4 (2020) 2, pp. 13-17
Persistent link: https://www.econbiz.de/10012419039
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks …, reflecting lower demand for these properties. Insurers react to such cash flow shocks by selling more exposed CMBS—mirrored by a … surge in small banks holding CMBS—and the composition of their CMBS portfolio affects their trading behavior in other assets …
Persistent link: https://www.econbiz.de/10015061135
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks …, reflecting lower demand for these properties. Insurers react to such cash flow shocks by selling more exposed CMBS-mirrored by a … surge in small banks holding CMBS-and the composition of their CMBS portfolio affects their trading behavior in other assets …
Persistent link: https://www.econbiz.de/10015062908
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
Persistent link: https://www.econbiz.de/10015070472
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Three essays in applied macroeconomics
Adamek, Jürg - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009513061
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News, credit spreads and default costs : an expectations-driven interpretation of the recent boom-bust cycle in the US
Gunn, Christopher M.; Johri, Alok - 2012
Persistent link: https://www.econbiz.de/10009573515
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Financial frictions, financial shocks, and aggregate volatility
Fuentes-Albero, Cristina - 2012 - This vers.: January 2012
The two main empirical regularities regarding US postwar nominal and real business cycles are the Great Inflation and the Great Moderation. While the volatility of financial price variables also follows such pattern, financial quantity variables have experienced a continuous immoderation. We...
Persistent link: https://www.econbiz.de/10009489592