The effects of macroprudential policy announcements on systemic risk
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More about this item
Keywords
Macroprudential policy; systemic risk; high-frequency identification; policy announcements;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- 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 fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2024-09-16 (Central Banking)
- NEP-IFN-2024-09-16 (International Finance)
- NEP-MON-2024-09-16 (Monetary Economics)
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