Measuring Macroprudential Risk through Financial Fragility: A Minskyan Approach
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- Eric Tymoigne, 2014. "Measuring macroprudential risk through financial fragility: a Minskian approach," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(4), pages 719-744.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hiroshi Nishi, 2016. "An empirical contribution to Minsky’s financial fragility:Evidence from non-financial sectors in Japan," Discussion papers e-16-007, Graduate School of Economics , Kyoto University.
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015495, UNIVERSIDAD JAVERIANA - BOGOTÁ.
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More about this item
KeywordsDebt Deflation; Minsky; Financial Fragility; Systemic Risk;
- E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-08 (All new papers)
- NEP-BAN-2012-05-08 (Banking)
- NEP-MAC-2012-05-08 (Macroeconomics)
- NEP-PKE-2012-05-08 (Post Keynesian Economics)
- NEP-RMG-2012-05-08 (Risk Management)
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