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Collateral amplification under complete markets
Nikolov, Kalin - In: Journal of economic dynamics & control 45 (2014), pp. 80-93
Persistent link: https://www.econbiz.de/10010474459
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Debt, equity and the equity price puzzle
Finocchiaro, Daria; Mendicino, Caterina - 2015
financial frictions and labor demand, as in Jermann and Quadrini (2012), is key to the result. A collateral constraint a la …
Persistent link: https://www.econbiz.de/10011410405
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Credit cycles redux
Córdoba Muñoz, Juan C.; Ripoll, Marla - In: International economic review 45 (2004) 4, pp. 1011-1046
Persistent link: https://www.econbiz.de/10002427579
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Collateral constraints and the amplification mechanism
Krishnamurthy, Arvind - In: Journal of economic theory 111 (2003) 2, pp. 277-292
Persistent link: https://www.econbiz.de/10001781219
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Credit frictions and consumption dynamics in an open economy
Chu, Shiou-yen - In: International review of economics & finance : IREF 27 (2013), pp. 250-260
Persistent link: https://www.econbiz.de/10009740815
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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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A theory of housing demand shocks
Liu, Zheng; Wang, Pengfei; Zha, Tao - 2019
models, and through the collateral channel, they drive macroeconomic fluctuations. These reduced-form shocks, however, fail …. The model predicts that a credit supply shock can generate large comovements between the house price and the price …
Persistent link: https://www.econbiz.de/10011987419
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Securitization and aggregate investment efficiency
Mirza, Afrasiab; Stephens, Eric - 2016
required to repay debt and finance new investments when the economy is hit by a negative shock. Moreover, the equilibrium may …
Persistent link: https://www.econbiz.de/10012010374
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Endogenous credit standards and aggregate fluctuations
Ravn, Søren Hove - In: Journal of economic dynamics & control 69 (2016), pp. 89-111
Persistent link: https://www.econbiz.de/10011708430
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Financial market imperfections and labour market outcomes
Sepahsalari, Alireza - 2016
Persistent link: https://www.econbiz.de/10012171864