Risk pooling, intermediation efficiency, and the business cycle
From MaRDI portal
Publication:2102858
DOI10.1016/j.jedc.2022.104500OpenAlexW4288056519MaRDI QIDQ2102858
Loriana Pelizzon, Pietro Dindo, Andrea Modena
Publication date: 12 December 2022
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104500
Cites Work
- Unnamed Item
- Leverage as a predictor for real activity and volatility
- Do banking shocks matter for the U.S. Economy?
- The risk-free rate in heterogeneous-agent incomplete-insurance economies
- The real consequences of financial stress
- The role of bank capital in the propagation of shocks
- Continuous-time stochastic control and optimization with financial applications
- A law of large numbers for large economies
- Incomplete-market dynamics in a neoclassical production economy
- Stationary Markov Equilibria
- A Model of Capital and Crises
- Stochastic differential equations. An introduction with applications.