Endogenous risk in a DSGE model with capital-constrained financial intermediaries
type: Item
instance of: scholarly article
title: Endogenous risk in a DSGE model with capital-constrained financial intermediaries
zbMATH Open document ID: 1402.91190
author: Hans Dewachter
author: Raf Wouters
publication date: 2018-11-01T00:00:00Z
full work available at URL: https://lirias.kuleuven.be/handle/123456789/396280
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6970519
zbMATH Keywords: endogenous financial risk
zbMATH Keywords: DSGE models
zbMATH Keywords: non-linear dynamics
MaRDI profile type: Publication
OpenAlex ID: W3124273275
cites work: Labour Relations and Asset Returns
cites work: Risk premiums and macroeconomic dynamics in a heterogeneous agent model
cites work: Nonlinear and stable perturbation-based approximations
cites work: A Parsimonious Macroeconomic Model for Asset Pricing
DOI: 10.1016/J.JEDC.2014.03.004
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6970519