Risk endogeneity at the lender/investor-of-last-resort
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- Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2020. "Risk endogeneity at the lender/investor-of-last-resort," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 283-297.
- Caballero, Diego & Lucas, Andr e & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 382, Sveriges Riksbank (Central Bank of Sweden).
- Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2019. "Risk endogeneity at the lender/investor-of-last-resort," Working Paper Series 2225, European Central Bank.
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Cited by:
- Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021. "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 11, Bank of Italy, Directorate General for Markets and Payment System.
- Laeven, Luc & Maddaloni, Angela & Mendicino, Caterina, 2022. "Monetary policy, macroprudential policy and financial stability," Working Paper Series 2647, European Central Bank.
- V. A. Mau, 2022. "Trends in Economic Science: Discussions of the Paths of Russian Modernization in the 19th–20th Centuries," Studies on Russian Economic Development, Springer, vol. 33(5), pages 506-512, October.
- Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
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- Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022.
"Maximum likelihood estimation for score-driven models,"
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More about this item
Keywords
credit risk; risk measurement; central bank; lender-of-last-resort; unconventional monetary policy;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-02-25 (Central Banking)
Statistics
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