Credit, endogenous collateral and risky assets : a DSGE model
Matteo Falagiarda, Alessandro Saia
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Falagiarda, Matteo ; Saia, Alessandro |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 125-148
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| Subject: | Banks | Leverage | DSGE models | Basel Accords | Basler Akkord | Basel Accord | Dynamisches Gleichgewicht | Dynamic equilibrium | Kreditsicherung | Collateral | DSGE-Modell | DSGE model | Kreditrisiko | Credit risk | Theorie | Theory | Kapitalstruktur | Capital structure | Kreditgeschäft | Bank lending | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.01.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748384