Showing 1 - 10 of 56
Persistent link: https://www.econbiz.de/10010439485
Persistent link: https://www.econbiz.de/10009384666
Persistent link: https://www.econbiz.de/10010251591
Persistent link: https://www.econbiz.de/10009775108
We introduce a dynamic banking-macro model, which abstains from conventional mean-reversion assumptions and in which - similar to Brunnermeier and Sannikov (2010) - adverse asset-price movements and their impact on risk premia and credit spreads can induce instabilities in the banking sector. To...
Persistent link: https://www.econbiz.de/10009710046
Persistent link: https://www.econbiz.de/10011914950
Persistent link: https://www.econbiz.de/10008701325
Persistent link: https://www.econbiz.de/10009411427
Persistent link: https://www.econbiz.de/10011429902
Persistent link: https://www.econbiz.de/10011456221