Credit, capital and crises: a GDP-at-Risk approach
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More about this item
KeywordsFinancial stability; GDP-at-Risk; macroprudential policy; quantile regressions; local projections;
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2019-11-18 (Banking)
- NEP-CBA-2019-11-18 (Central Banking)
- NEP-FDG-2019-11-18 (Financial Development & Growth)
- NEP-RMG-2019-11-18 (Risk Management)
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