A theory of the non-neutrality of money with banking frictions and bank recapitalization
From MaRDI portal
Publication:1949206
DOI10.1007/s00199-011-0662-2zbMath1272.91098OpenAlexW3121588266MaRDI QIDQ1949206
Publication date: 6 May 2013
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/24752/1/MPRA_paper_24752.pdf
financial crisisunconventional monetary policybanking riskiness shocksbankruptcy of bankstwo-sided debt contract
Special types of economic equilibria (91B52) Macroeconomic theory (monetary models, models of taxation) (91B64)
Related Items (2)
Regular type distributions in mechanism design and \(\rho\)-concavity ⋮ A theory of the non-neutrality of money with banking frictions and bank recapitalization
Cites Work
- Expectation traps in a New Keynesian open economy model
- The price of size and financial market allocations
- Bankruptcy and firm finance
- Monitoring a common agent: Implications for financial contracting
- Optimal contracts and competitive markets with costly state verification
- Monitoring the monitor: An incentive structure for a financial intermediary
- Optimal multilateral contracts
- Wave reflection from the free end of a cylinder with an arbitrary cross-section
- A theory of the non-neutrality of money with banking frictions and bank recapitalization
- Collateral premia and risk sharing under limited commitment
- Financial Intermediation with Risk Aversion
- Financial Intermediation and Delegated Monitoring
- Incentive-Compatible Debt Contracts: The One-Period Problem
- Optimal Contracts when Enforcement is a Decision Variable
This page was built for publication: A theory of the non-neutrality of money with banking frictions and bank recapitalization