Results 71 to 80 of about 3,865,061 (285)
Business Strategy and the Environment, EarlyView.ABSTRACT This study examined how Bitcoin, energy prices, and geopolitical risk interact by examining the first four moments (mean, variance, skewness, and kurtosis) of their return distributions by using wavelet analysis. The findings reveal that the co‐movement patterns of energy index, geopolitical risk index, and Bitcoin prices are time and ...
Pooja Kumari +4 more
wiley +1 more source
Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area [PDF]
, 2014 In this paper, we study the optimal mix of monetary and macroprudential policies in an estimated two-country model of the euro area. The model includes real, nominal and nancial frictions, and hence both monetary and macroprudential policy can play a ...
Quint, Dominic, Rabanal, Pau
core +2 more sources
A Reversed Early Warning Methodology for Optimal Bank Profit Retention Recommendations
International Journal of Finance &Economics, EarlyView.ABSTRACT This study introduces a calibration method for the newest policy instrument in prudential supervision by endogenising profit retention targets via a reversed early warning system, depending on the supervisors' risk tolerance, the exposure to the economy, and the level of financial pressure.
Petr Jakubik, Bogdan Gabriel Moinescu
wiley +1 more source
Public Sector Economics, 2020 In the aftermath of the 2008 financial crisis, macroprudential measures were labelled as policymakers’ best response to systemic risk and macro-financial imbalances, with their effectiveness still largely unknown due to limited use of such measures.
Mario Bambulovic, Miljana Valdec
doaj +1 more source
Bank Lending and Policy Interactions—A Comprehensive Assessment for the G20 Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the joint impact from supervisory requirements, monetary policies and rescue packages on the supply of bank loans. Evidence is obtained from conceptual considerations and the empirical investigation of G20 banks over the period 1995–2021.
Dieter Gramlich, Meilan Yan, Dalu Zhang
wiley +1 more source
MACROPRUDENȚIALITATEA ȘI STABILITATEA FINANCIARĂ [PDF]
Management Intercultural, 2013 The paper aims to address macroprudential policy issues during the global financial crisis, especially in terms of objectives, instruments and challenges that the financial system faces.
Ioana-Iuliana TOMULEASA
doaj
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 +1 more
openaire +3 more sources
On the Impact of Financial Inclusion on Financial Stability and Inequality: The Role of Macroprudential Policies [PDF]
, 2019 Financial Inclusion - access to financial products by households and firms - is one of the main albeit challenging priorities, both for Advanced Economies (AEs) as well as Emerging Markets (EMs), even more so for the latter.
El Said, A., Emara, N., Pearlman, J.
core +1 more source
Macroprudential and monetary policy rules: a welfare analysis [PDF]
, 2015 This paper studies the interaction between macroprudential and monetary policies, using a DSGE model with a housing market and collateral constraints. Monetary policy follows a standard Taylor rule for the interest rate.
Campbell +9 more
core +2 more sources
Fiscal Rules, Independent Fiscal Institutions and Sovereign Risk: Evidence From the European Union
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the effects of fiscal rules (FRs) and independent fiscal institutions (IFIs) on sovereign risk. To address potential endogeneity issues, we employ the System Generalised Method of Moments (GMM) estimator in an analysis comprising 24 European Union member states throughout the 2007–2019 period.
Bogdan Căpraru +2 more
wiley +1 more source