Results 91 to 100 of about 3,865,061 (285)
Dependence Modeling, 2019 The relationship between the European stock market and the crude oil depends on the significance of the different industries in the European economy. The literature points to a structural change after the 2008 crisis without getting into details of which
Ferreiro Javier Ojea
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European Financial Management, EarlyView.ABSTRACT This paper investigates the dynamic transition of the Chinese stock market towards a just and sustainable future by examining the tail risk connectedness and frequency‐quantile dependence between a series of sustainability indices and Chinese stock market sectors. Employing the novel TVP‐VAR‐CAViaR connectedness method and the wavelet quantile
Hongjun Zeng +3 more
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Macroprudential Policy Measures: Macroeconomic Impact and Interaction with Monetary Policy
Social Science Research Network, 2020 This paper examines the interactions of macroprudential and monetary policies. We find, using a range of macroeconomic models used at the European Central Bank, that in the long run, a 1% bank capital requirement increase has a small impact on GDP.
G. Cozzi +9 more
semanticscholar +1 more source
European Financial Management, EarlyView.ABSTRACT This study highlights the significance of incorporating environmental, social, and governance (ESG) criteria within investment strategies to strengthen risk management in volatile markets. Employing time‐varying parameter vector autoregressions and dynamic conditional correlation generalized autoregressive conditional heteroskedasticity models,
Mohamed Arouri +2 more
wiley +1 more source
Macroprudential policy and tools in a dual banking system: Insights from the literature
Borsa Istanbul Review, 2019 The recent global financial meltdown highlights the need to promote financial stability through better regulation of financial institutions. The contentious debate strongly emphasizes, in particular, macroprudential tools, their implementation, and their
Muhamed Zulkhibri
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Monetary and Macroprudential Policy Complementarities: Evidence from European Credit Registers
Social Science Research Network, 2020 We document that there are strong complementarities between monetary policy and macroprudential policy in shaping the evolution of bank credit. We use a unique loan-level dataset comprising multiple credit registers from several European countries and ...
Carlo Altavilla, L. Laeven, J. Peydró
semanticscholar +1 more source
Macroprudential financial market regulation : aims, implementation, and implications for developing and emerging economies [PDF]
, 2013 The global financial crisis has shown that financial market regulation focused on the liquidity and solvency position of individual financial intermediaries does not suffice to mitigate the overall risks to financial stability.
Schmitz, Birgit
core
JCMS: Journal of Common Market Studies, EarlyView.Abstract In December 2023, the European Parliament and the Council reached an agreement to revise the Solvency II Directive, aiming to unlock €100 billion in private investment through a series of deregulatory measures. This marks a significant departure from the stringent insurance supervision framework that has shaped European policy since the ...
Cyril Benoît
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Macroprudential policy stance assessment: the case of Croatia
Public Sector EconomicsThis paper contributes to the literature on empirical macroprudential policy (MP) stance assessment. The main purpose of this framework is to evaluate the potential benefits and costs of MP tools and instruments that have been employed in a financial ...
Tihana Škrinjarić
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Economics and Business Review, 2018 The aim of this paper is to identify and assess, on a comparative, intra-country basis, the existing practices and developments in central bank accountability for financial stability, from a new-macroprudential policy-perspective.
Matysek-Jędrych Anna
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