Similar Search Results

General Equilibrium Analysis of the Czech Financial Market and a Financial Fragility Model

Machek, Ondřej; Smrčka, Luboš; Hnilica, Jiří; … - In: Politická ekonomie 2014 (2014) 4, pp. 437-458

The purpose of this paper is to create a financial fragility model for the Czech financial sector. We adapt the Goodhart-Tsomocos model which is based on general equilibrium with incomplete markets, money and default. The calibration of the model is based on publicly available data from the...

Persistent link: https://www.econbiz.de/10011228233

Equilibrium analysis, banking and financial instability

Tsomocos, Dimitrios P. - In: Journal of mathematical economics 39 (2003) 5, pp. 619-656

Persistent link: https://www.econbiz.de/10006028500

State prices, liquidity, and default

Espinoza, Raphaël A.; Goodhart, Charles A.E.; … - In: Economic theory 39 (2009) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10008175650

Nominal uniqueness and money non-neutrality in the limit-price exchange process

Giraud, Gaël; Tsomocos, Dimitrios P. - In: Economic theory 45 (2010) 1, pp. 303-349

Persistent link: https://www.econbiz.de/10008447008

Banks, relative performance, and sequential contagion

Tsomocos, Dimitrios P.; Bhattacharya, Sudipto; … - In: Economic theory 32 (2007) 2, pp. 381-398

Persistent link: https://www.econbiz.de/10007733267

Evaluation of macroeconomic models for financial stability analysis

Bårdsen, Gunnar; Lindquist, Kjersti-Gro; Tsomocos, … - In: Journal of world economic review 3 (2008) 1, pp. 7-32

Persistent link: https://www.econbiz.de/10009888048

The Mayekawa lecture : the role of default in macroeconomics

Goodhart, Charles A. E.; Tsomocos, Dimitrios P. - In: Monetary and economic studies 29 (2011), pp. 49-72

Persistent link: https://www.econbiz.de/10009935130

A strategic market game with seigniorage costs of Fiat money

Shubik, Martin; Tsomocos, Dimitrios P. - In: Economic theory 19 (2002) 1, pp. 187-202

Persistent link: https://www.econbiz.de/10007169075

A model to analyse financial fragility

Goodhart, Charles A.E.; Sunirand, Pojanart; Tsomocos, … - In: Economic theory 27 (2006) 1, pp. 107-142

Persistent link: https://www.econbiz.de/10007146145

Procyclicality and the new Basel Accord - banks#8217 choice of loan rating system

Catarineu-Rabell, Eva; Jackson, Patricia; Tsomocos, … - In: Economic theory 26 (2005) 3, pp. 537-558

Persistent link: https://www.econbiz.de/10007146348