Financial Crises and Time-Varying Risk Premia in a Small Open Economy: A Markov-Switching DSGE Model for Estonia. Eesti Pank. Working Paper Series, 8.Blagov, B. (2013). Financial Crises and Time-Varying Risk Premia in a Small Open Economy: A Markov-Switching DSGE Model for Estonia. Eesti...
“Financial crises and risk premia.” Mumtaz, H., et al. (2012). “Centre for Central Banking Studies Joint Research Paper–No.” Musacchio, A., et al. (2014). Colonial Institutions, Commodity Booms, and the Diffusion of Elementary Education in Brazil, 1889-1930, National Bureau of ...
Financial crises, moral hazard and the “speciality” of the international interbank market: further evidence from the pricing of syndicated bank loans to emerging markets by Francesco Spadafora Number 438- March 2002The purpose of the Temi di discussione series is to promote the circulatio...
Financial Crises and Safe Assets 来自 Springer 喜欢 0 阅读量: 24 作者: MJ Howell 摘要: 'Safe' assets are defined. The structural shortage of safe assets is evidenced. This shortage forces down Treasury term premia and so distorts government bond yields. Greater demand for safe assets comes ...
Unexpected changes in the federal funds rate are shown to have significant effects on risk premia in the money market. The spread between interbank lending... Wingender,M Asger - 《B.e.journal of Macroeconomics》 被引量: 26发表: 2011年 Financial Integration and Liquidity Crises This paper anal...
This appears to have left a permanent scar because risk premia were subsequently higher, and real asset prices have not fully recovered. 展开 关键词: Financial crises (Influence Financial crises (Forecasts and trends DOI: 10.1177/0027950109354538 被引量: 10 ...
Some would argue that crises and the multilateral response are codependent. As countries have become more integrated into global financial markets, financial crises have become more severe, causing 0022-1996/$ – see front matter © 2012 International Monetary Fund. Published by Elsevier B.V. All...
The Great Depression and the Great Recession, like many financial crises, were marked by two mutually self-reinforcing factors: sharp increases in risk premia and flights to quality. Bagehot (1873) famously observed that during the crises he observed from 1825 to 1866 the public would be satisfie...
There is an emerging literature looking at corporate liquidity management choices during times of financial crises that has somewhat contradictory findings to the above. Campello, Giambona, Graham, and Harvey (2009) survey CFOs from 31 countries regarding liquidity choices before and after the 2007 cr...
Risk Premia[J]. J Int Financ Manag Account 8(3):204–233. Chui A, Timan S, Wei KCJ (2000) Momentum, ownership structure, and financial crises: An analysis of Asian stock market[J]. J Financ Quant Anal Google Scholar Daniel KD, Hirshleifer DA, Subrahmanyam A (1998) A Theory of ...