The role of bank capital in the propagation of shocks

DOI10.1016/j.jedc.2009.10.009zbMath1230.91110OpenAlexW2108988053MaRDI QIDQ975931

Césaire A. Meh, Kevin M. Moran

Publication date: 11 June 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/53891

zbMATH Keywords

financial frictionsbank capitalcapital adequacy ratiotransmission mechanism of monetary policy

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Related Items (14)

Leverage as a predictor for real activity and volatility ⋮ Fiscal policy, banks and the financial crisis ⋮ Sovereign risk, bank funding and investors' pessimism ⋮ Taking financial frictions to the data ⋮ Risky bank lending and countercyclical capital buffers ⋮ Unintended consequences of the market risk requirement in banking regulation ⋮ Pecuniary externalities, bank overleverage, and macroeconomic fragility ⋮ Do banking shocks matter for the U.S. Economy? ⋮ Monetary policy, bank leverage, and financial stability ⋮ Verifying the state of financing constraints: evidence from U.S. business credit contracts ⋮ Should monetary policy lean against the wind? An analysis based on a DSGE model with banking ⋮ Bank assets, liquidity and credit cycles ⋮ Risk pooling, intermediation efficiency, and the business cycle ⋮ Monetary and macroprudential policy coordination with biased preferences

Cites Work

• Agency costs and business cycles
• Financial Intermediation and Delegated Monitoring
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*

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