Results 21 to 30 of about 669 (197)

Sudden surges and macroprudential policies [PDF]

Applied Economics Letters, 2020
This paper estimates the unconditional probability of a sudden surge in private credit and investigates the extent to which macroprudential policies impact the duration of the period preceding such...
Mahama Samir Bandaogo, Emmanuel K.K. Lartey   +1 more
openaire   +2 more sources

Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation

Economies, 2023
The article reports on the interactions and possibility of coordination between macroprudential and monetary policies in South Africa, based on business and financial cycles synchronisation.
Malibongwe Cyprian Nyati, Paul-Francois Muzindutsi, Christian Kakese Tipoy   +2 more
doaj   +1 more source

Optimal Monetary and Macroprudential Policies [PDF]

SSRN Electronic Journal, 2021
"Les banques jouent un rôle clé dans l’octroi de liquidité et leur accès aux sources de financement dépend de la liquidité de leurs propres actifs. Pendant les crises financières, les banques sont parfois amenées à réduire leurs actifs moins liquides, notamment en accordant moins de prêts aux entreprises, ce qui peut aggraver le coût économique des ...
openaire   +2 more sources

Macroprudential Policy with Capital Buffers [PDF]

SSRN Electronic Journal, 2021
The countercyclical capital buffer is part of Basel III, the set of regulatory measures developed in response to the financial crisis of 2007–09. This study focuses on how time-varying capital buffers can address inefficiencies in economies with endogenous financial crises.
openaire   +2 more sources

Financial Spillovers and Macroprudential Policies [PDF]

Open Economies Review, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joshua Aizenman, Menzie D. Chinn, Hiro Ito   +2 more
openaire   +2 more sources

Macroprudential Policy: a Blessing or a Curse? [PDF]

Review of Economics and Institutions, 2016
After the destructive impact of the global financial crisis of 2008, many believe that pre-crisis financial market regulation did not take the “big picture” of the system sufficiently into account and, subsequently, financial supervision mainly “missed the forest for the trees”.
openaire   +3 more sources

Macroprudential Policy: A Summary [PDF]

The School of Public Policy Publications, 2016
The 2007 global financial crisis brought sharply into focus the need for macroprudential policy as a means of controlling systemic financial stability. This has become a focal point for policy-makers and numerous central banks, including the Bank of Canada,
Mahdi Ebrahimi Kahou, Alfred Lehar
doaj   +5 more sources

Monetary and macroprudential policy in a commodity exporting economy: A structural model analysis

Central Bank Review, 2018
We build a structural small open economy model to examine the impact of monetary and macroprudential policy actions in a commodity exporting economy. The model incorporates labor market, credit market, macroprudential policy tools such as time-varying ...
Gan-Ochir Doojav, Undral Batmunkh
doaj   +1 more source

Effectiveness of monetary and macroprudential shocks on consumer credit growth and volatility in Turkey

Central Bank Review, 2018
This paper proposes a panel VAR model to uncover the effect of monetary policy and macroprudential tightening probability on general purpose loans, housing loans, vehicle loans, credit cards and their respective volatilities in Turkey.
Meltem Gulenay Chadwick
doaj   +1 more source

The role of issuer announcement sentiment in share price discovery. Evidence from the Baltic stock exchanges

Baltic Journal of Economics
The study analyses the impact of issuer announcement sentiment on the dynamics of share prices in the Nasdaq Baltic Markets in 2018–2023. Analysis shows that Loughran and McDonald dictionary performs the best in explaining the issuer announcement ...
Velga Ozolina, Kristine Petrovska
doaj   +1 more source