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DOI10.3982/ECTA14057zbMath1420.91483OpenAlexW1896612598MaRDI QIDQ4612498

Rafael Repullo, David Martinez-Miera

Publication date: 31 January 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta14057

zbMATH Keywords

banking crisescredit spreadsfinancial stabilityreal interest ratesbank monitoringboom and bust cyclessaving glut

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)

Related Items (4)

Collateral misrepresentation, external auditing, and optimal supervisory policy ⋮ Optimal design of bank regulation under aggregate risk ⋮ The paradox of safe asset creation ⋮ Banks, money, and the zero lower bound on deposit rates

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