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DP16889 Spillovers at the Extremes: The Macroprudential Stance and Vulnerability to the Global Financial Cycle 智库出版物
2022
作者:  Anusha Chari;  Kristin Forbes
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Macroprudential policy  Risk-on  Risk-off  Sudden stops  Global financial cycle  
DP14627 Asset Prices and Aggregate Demand in a "Covid-19" Shock: A Model of Endogenous Risk Intolerance and LSAPs 智库出版物
2020
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Risk intolerance  Leverage  Asset price spirals  Risk-off  Aggregate supply and demand  Conventional and unconventional monetary policy  Multiple equilibria  Lsaps  The fed put  Covid-19  
The Brexit question will increase financial market volatility 智库出版物
2016
作者:  Wouter Den Haan;  Martin Ellison;  Ethan Ilzetzki;  Michael McMahon;  Ricardo Reis
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Us  Banks  subsidiaries  Risk  banking capitalisation  Regulation  Basel iii  Banking  off-shore  
Commuting, migration and local employment elasticities 智库出版物
2015
作者:  Ferdinando Monte;  Stephen Redding;  Esteban Rossi-Hansberg
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Global crisis  Banks  Banking  bank sector  Leverage  Bank leverage  off balance sheet  Balance sheets  Us  Basel iii  Stability  Risk  Systemic risk  
DP10214 Switching Risk Off: FX Correlations and Risk Premia 智库出版物
2014
作者:  Alessandro Beber;  Michael Brandt
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Fx correlation  Risk-off  Currency risk premia  
DP9698 Regime Switches in the Risk-Return Trade-off 智库出版物
2013
作者:  Eric Ghysels;  Massimiliano Marcellino
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Markov-switching  Midas  Risk-return trade-off  Conditional variance