Housing and credit market shocks : exploring the role of rule-based Basel III counter-cyclical capital requirements
Guangling Liu, Thabang Molise
| Year of publication: |
2019
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|---|---|
| Authors: | Liu, Guangling ; Molise, Thabang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 82.2019, p. 264-279
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| Subject: | DSGE | Macroprudential policy | Financial stability | Basel III | Counter-cyclical capital requirements | Basler Akkord | Basel Accord | Finanzmarktaufsicht | Financial supervision | Kapitalbedarf | Capital requirements | Kreditrisiko | Credit risk | Schock | Shock | Kreditmarkt | Credit market | Dynamisches Gleichgewicht | Dynamic equilibrium | Finanzkrise | Financial crisis | Finanzmarktregulierung | Financial market regulation | Kreditgeschäft | Bank lending | Wirkungsanalyse | Impact assessment | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.01.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012203094