Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks
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DOI: 10.1016/j.qref.2019.01.018
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Keywords
Stress testing; Macroeconomic shock; Financial intermediation; Financial stability; Building societies; Savings and loan contracts; VAR;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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