The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks
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DOI: 10.1016/j.espe.2017.09.001
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- Oscar Valencia & Daniel Osorio & Pablo Garay, 2017. "The role of capital requirements and credit composition in the transmission of macroeconomic and financial shocks," Revista ESPE - Ensayos Sobre PolÃtica Económica, Banco de la República - ESPE, vol. 35(84), pages 203-221, December.
- Oscar Valencia & Daniel Osorio & Pablo Garay, 2016. "The Role of Capital Requirements and Credit Composition in the Transmission of Macroeconomic and Financial Shocks," Borradores de Economia 954, Banco de la Republica de Colombia.
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Cited by:
- Jose U. Mora & Celso J. Costa Junior, 2019.
"FDI Asymmetries in Emerging Economies: The Case of Colombia,"
International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(8), pages 1-35, August.
- José U Mora Mora & Celso J Costa Junior, 2018. "FDI asymmetries in emerging economies:the case of Colombia," Working Papers 38, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
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More about this item
Keywords
DSGE models; Borrowing constraints; Risk-weighted capital requirements;
All these keywords.JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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