Results 61 to 70 of about 687 (201)
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
doaj +1 more source
The Theoretical Framework of Macroprudential Policy and its Place in the Scheme of Economic Policy
Public Governance, Administration and Finances Law Review, 2016 Microprudential regulation and supervision – focused on institutional risks – cannot guarantee the stability of the financial system. Therefore special attention should be paid to macroprudential regulation and supervision to address systemic risks.
János Kálmán
doaj +1 more source
Sustainability‐Related Credit Risk: A Scientometric Mapping and Research Agenda
Sustainable Development, EarlyView.ABSTRACT Sustainability‐related credit‐risk research has grown rapidly as environmental, social, and governance (ESG), climate, and transition exposures increasingly affect credit pricing, default risk, and supervisory practice, positioning credit markets as key transmission channels for achieving the Sustainable Development Goals (SDGs), particularly ...
Imen Jellouli, Sana Jellouli
wiley +1 more source
Bank equity and macroprudential policy [PDF]
Journal of Economic Dynamics and Control, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Australian Economic Papers, EarlyView.ABSTRACT This study examines how structural oil‐market shocks affect exchange rates through the real and financial adjustment mechanisms proposed by Krugman (1983). Using a two‐stage SVAR–ARDL/NARDL framework, we identify oil supply, aggregate demand, and oil‐specific demand shocks and estimate their symmetric and asymmetric effects for oil‐importing ...
Jungho Baek, Min‐Joon Kim
wiley +1 more source
Green Banking: A Systematic Literature Review of Developed and Developing Countries
Accounting &Finance, EarlyView.ABSTRACT Green banks attract private investment to green projects, facilitating affordable transitions to climate‐resilient economies. However, the existing literature remains fragmented, lacking cross‐country analyses connecting theory, policy design and institutional practice within a multi‐framework, especially regarding the roles of central banks ...
Nga Thi Phuong Luu +3 more
wiley +1 more source
Journal of Applied EconomicsThere is a growing consensus on the translation of monetary policy actions into changes in credit demand on account of changes in interest rates. The study investigates monetary policy, macroprudential policy, bank-specific and macroeconomic determinants
Cep Jandi Anwar +4 more
doaj +1 more source
In the Quest of Macroprudential Policy Tools [PDF]
, 2011 The global …nancial crisis of late 2008 could not have provided more con- vincing evidence that price stability is not a su¢ cient condition for …nancial stability. In order to attain both, central banks must develop macropruden- tial instruments in order to prevent the occurrence of systemic risk episodes.
openaire +2 more sources
On Liquidity Spillovers in Sovereign Bond Spot and Futures Markets During the COVID‐19 Outbreak
Bulletin of Economic Research, EarlyView.ABSTRACT We examine liquidity spillovers within and between the sovereign bond spot and futures markets in the euro area, covering the periods before, during, and after the COVID‐19‐induced dash for cash episode. Our results indicate that while liquidity spillovers were significantly amplified during the height of the crisis, the magnitude of these ...
Vassilios G. Papavassiliou, Fan Dora Xia
wiley +1 more source
Macroprudential Policy with Liquidity Panics
The Review of Financial Studies, 2016 Abstract We study the optimality of macroprudential policies in an environment where banks provide liquidity to firms. Informational frictions between banks can cause interbank market freezes, prompting firms to accumulate their own liquid assets.
Garcia-Macia, Daniel, Villacorta, Alonso
openaire +2 more sources