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Variables of the Harberger triangle in the financial market

Author

Listed:
  • Kristaps Freimanis
  • Maija Å enfelde

Abstract

If there are no market failures, perfectly competitive markets will provide an accurate assessment of the risk/return profile of each financial instrument. Thereby identification of the financial market failures is important task to properly address the regulation aimed to minimise the deadweight loss arising from the market failures. In this paper, the authors review scientific literature and the speeches of the European Central Bank to reveal up-to-date financial market failures and propose variables to be used in the Harberger triangle for deadweight loss assessment arising from market failures. Proposed variables cover insights revealed in the literature and central bank speeches' analysis and are broadly available in most of the statistical databases, specialised databases or in the financial statements of banks.

Suggested Citation

  • Kristaps Freimanis & Maija Å enfelde, 2025. "Variables of the Harberger triangle in the financial market," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 29(3/4/5), pages 255-263.
    • Handle: RePEc:ids:ijecbr:v:29:y:2025:i:3/4/5:p:255-263
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