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Lessons from the Financial Crisis: New Rules for Central Banks and Credit Rating Agencies?

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  • Paul Grauwe
  • Thomas Mayer
  • Karel Lannoo
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    File URL: http://hdl.handle.net/10.1007/s10272-008-0259-6
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    Bibliographic Info

    Article provided by Springer in its journal Intereconomics.

    Volume (Year): 43 (2008)
    Issue (Month): 5 (September)
    Pages: 256-266

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    Handle: RePEc:spr:intere:v:43:y:2008:i:5:p:256-266

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    Web page: http://www.springerlink.com/link.asp?id=113472

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    Cited by:
    1. Ansgar Belke & Jens Klose, 2010. "(How) Do the ECB and the Fed React to Financial Market Uncertainty?: The Taylor Rule in Times of Crisis," Discussion Papers of DIW Berlin 972, DIW Berlin, German Institute for Economic Research.
    2. Belke, Ansgar & Klose, Jens, 2013. "Modifying Taylor reaction functions in the presence of the zero‐lower‐bound — Evidence for the ECB and the Fed," Economic Modelling, Elsevier, vol. 35(C), pages 515-527.
    3. Ansgar Belke & Jens Klose, 2012. "Modifying Taylor Reaction Functions in Presence of the Zero-Lower-Bound: Evidence for the ECB and the Fed," Discussion Papers of DIW Berlin 1218, DIW Berlin, German Institute for Economic Research.
    4. Claudiu Tiberiu ALBULESCU, 2011. "Macro-Financial Risks and Central Banks: What Changes Has the Crisis Triggered?," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(3(15)), pages 135-142.

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