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Basel III and responding to the recent Financial Crisis: progress made by the Basel Committee in relation to the need for increased bank capital and increased quality of loss absorbing capital
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2010
Accord, Basel II, evolved to a form of meta regulation – a type of regulation which involves the risk management of internal …
Persistent link: https://www.econbiz.de/10008646772
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Monetary Policy of Quantitative Easing at the Central Bank’s High Interest Rates
BLINOV, Sergey - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates the possibility of conducting an unconventional monetary policy of Quantitative easing (QE) at high interest rates using the example and experience of Russia. The Central Bank of the Russian Federation has raised the key interest rate on six occasions during the 12 months...
Persistent link: https://www.econbiz.de/10011110135
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Volatility of the Capital Flows and Structural Breaks in Latin America and the Caribbean
Delblanco, Fernando Andrés; Fioriti, Andrés - In: Económica LVIII (2012) January-December, pp. 23-51
This paper studies the presence of structural breaks in the capital flows of sixteen economies of Latin America using the unit test root by Zivot and Andrews (1992). It is complemented by the structural breaks test by Bai Perron (1998). Afterwards, an analysis of the likelihood of...
Persistent link: https://www.econbiz.de/10010607798
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Risk news shocks and the business cycle
Pinter, Gabor; Theodoridis, Konstantinos; Yates, Tony - Bank of England - 2013
We identify a ‘risk news' shock in a vector autoregression (VAR), modifying Barsky and Sims’s procedure, while … incorporating sign restrictions to simultaneously identify monetary policy, technology and demand shocks. The VAR-identifed risk … news shock is estimated to account for around 2%-12% of business cycle fluctuations depending on which risk proxy we use …
Persistent link: https://www.econbiz.de/10010839036
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Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks
Konstantin A., KHOLODILIN; Wension Vincent, YAO - Institut de Recherche Économique et Sociale (IRES), … - 2004
This papers develops a dynamic factor models with regime switching to account for the decreasing volatility of the U … extend univariate analysis currently used in the literature on the structural break in conditional volatility to the …
Persistent link: https://www.econbiz.de/10004985175
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Globalisation effect measure via hierarchical dynamic factor modelling
Reklaite, Agne - Instytut Badañ Gospodarczych (IBG) - 2015
In this paper the issue of globalisation and deteriorating precision of domestically oriented frameworks is addressed. A hypothesis that the effect of international trends on the growth of economy is increasing over time is formed. In order to validate this a method of composing foreign series...
Persistent link: https://www.econbiz.de/10011249472
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Credit dynamics in Central and Eastern Europe (English)
Peshev, Petar - In: Economic Thought journal (2014) 2, pp. 59-79
The descriptive analysis was applied to investigate the credit dynamics as well as the factors for credit supply and demand in the EU member states in Central and Eastern Europe, being outside the Eurozone – Bulgaria, Latvia, Lithuania, Poland, Romania, Hungary and the Czech Republic in the...
Persistent link: https://www.econbiz.de/10011099219
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Credit dynamics in Central and Eastern Europe (Bulgarian)
Peshev, Petar - In: Economic Thought journal (2014) 2, pp. 37-58
The descriptive analysis was applied to investigate the credit dynamics as well as the factors for credit supply and demand in the EU member states in Central and Eastern Europe, being outside the Eurozone – Bulgaria, Latvia, Lithuania, Poland, Romania, Hungary and the Czech Republic in the...
Persistent link: https://www.econbiz.de/10011099227
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Денежная политика количественного смягчения при высоких ставках центрального банка
BLINOV, Sergey - Volkswirtschaftliche Fakultät, … - 2014
This paper investigates the possibility of conducting an unconventional monetary policy of Quantitative easing (QE) at high interest rates using the example and experience of Russia. The Central Bank of the Russian Federation has raised the key interest rate on three occasions during the 7...
Persistent link: https://www.econbiz.de/10011109596
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THE DILEMMA OF DEMAND SIDE POLICIES VERSUS SUPPLY SIDE POLICIES FOR RELAUNCHING CAPITALIST ECONOMIES
Prisecaru, Petre - In: Global Economic Observer 2 (2014) 2, pp. 28-36
The first important economic recession in this century started in USA with the burst of real estate bubble followed by the bankruptcy of some investment and commercial banks and the collapse of capital market. The financial-banking crisis spilt over the world economy and caused the second...
Persistent link: https://www.econbiz.de/10011122180