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Household Leverage and the Recession
Jones, Callum - 2018
We evaluate and partially challenge the 'household leverage' view of the Great Recession. In the data, employment and consumption declined more in states where household debt declined more. We study a model where liquidity constraints amplify the response of consumption and employment to changes...
Persistent link: https://www.econbiz.de/10012910353
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Household leverage and the recession
Jones, Callum; Midrigan, Virgiliu; Philippon, Thomas - 2018
We evaluate and partially challenge the 'household leverage' view of the Great Recession. In the data, employment and consumption declined more in states where household debt declined more. We study a model where liquidity constraints amplify the response of consumption and employment to changes...
Persistent link: https://www.econbiz.de/10011905926
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Household leverage and the recession
Jones, Callum; Midrigan, Virgiliu; Philippon, Thomas - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 5, pp. 2471-2505
Persistent link: https://www.econbiz.de/10013402170
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Unanticipated shocks and systemic influences : the impact of contagion in global equity markets in 1998
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2003
Persistent link: https://www.econbiz.de/10001760590
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International contagion effects from the Russian crisis and the LTCM near-collapse
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2002
Persistent link: https://www.econbiz.de/10001675211
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Characterizing global investors' risk appetite for emerging market debt during financial crises
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - 2003
Persistent link: https://www.econbiz.de/10001929320
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Actually this time is different
Fry, Renée; Hsiao, Cody Yu-ling; Tang, Chrismin - 2011
Persistent link: https://www.econbiz.de/10009153465
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A new class of tests of contagion with applications
Fry, Renée; Martin, Vance; Tang, Chrismin - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 423-437
Persistent link: https://www.econbiz.de/10008736165
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Financial crises propagation to Albania: a comparison of the Russian and Turkish crises
Fry, Renée; Sojli, Elvira - In: Central banking in the time of integration : fifth …, (pp. 295-323). 2005
Persistent link: https://www.econbiz.de/10003333004
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A comparison of alternative tests of contagion with applications
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: Identifying international financial contagion : …, (pp. 60-85). 2005
Persistent link: https://www.econbiz.de/10003350324