International monetary transmission with bank heterogeneity and default risk
From MaRDI portal
Publication:470729
DOI10.1007/s10436-013-0241-6zbMath1298.91114OpenAlexW2054257475MaRDI QIDQ470729
Publication date: 13 November 2014
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: http://www.fiw.ac.at/fileadmin/Documents/Publikationen/Working_Paper/N_110-Tsenova.pdf
monetary policybankingfinancial stabilitycontingency planningmacro-prudential policiesnon-standard instruments
Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50)
Related Items (2)
On default and uniqueness of monetary equilibria ⋮ International monetary transmission with bank heterogeneity and default risk
Cites Work
- Unnamed Item
- International monetary transmission with bank heterogeneity and default risk
- A time series analysis of financial fragility in the UK banking system
- A model to analyse financial fragility
- Determinacy with nominal assets and outside money
- Equilibrium analysis, banking and financial instability.
- Inside and outside fiat money, gains to trade, and IS-LM
- Time-Varying Risk, Interest Rates, and Exchange Rates in General Equilibrium
This page was built for publication: International monetary transmission with bank heterogeneity and default risk