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Booms, busts and the culture of risk

Chappe, Raphaële; Nell, Edward J.; Semmler, Willi - In: Financial cultures and crisis dynamics, (pp. 123-142). 2015

Persistent link: https://www.econbiz.de/10010439485

The crisis, long term depression and new markets

Gualerzi, Davide; Nell, Edward J. - In: International journal of management concepts and … 5 (2011) 3, pp. 290-310

Persistent link: https://www.econbiz.de/10009384666

Estimating a banking-macro model using a multi-regime VAR

Mittnik, Stefan; Semmler, Willi - In: Advances in non-linear economic modeling : theory and …, (pp. 3-40). 2014

Persistent link: https://www.econbiz.de/10010251591

The real consequences of financial stress

Mittnik, Stefan; Semmler, Willi - In: Journal of economic dynamics & control 37 (2013) 8, pp. 1479-1499

Persistent link: https://www.econbiz.de/10009775108

The real consequences of financial stress

Mittnik, Stefan; Semmler, Willi - 2013 - First version: March 11, 2011, this versions: February 22, 2013

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