Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Björn Hilberg"'
Autor:
Matthias Sydow, aurore schilte, Giovanni Covi, Marija Deipenbrock, Leonardo Del Vecchio, Pawel Fiedor, Gábor Fukker, Max Gehrend, Régis Gourdel, Alberto Grassi, Björn Hilberg, Michiel Kaijser, Georgios Kaoudis, Luca Mingarelli, Mattia Montagna, Thibaut Piquard, Dilyara Salakhova, Natalia Tente
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a4c9db870e2e2a26b17fa4038ea26fc
https://doi.org/10.2139/ssrn.3900850
https://doi.org/10.2139/ssrn.3900850
Publikováno v:
Journal of Banking & Finance. 72:67-80
This paper investigates whether credit constraints in the US economy amplify the international propagation of US financial shocks. We model the dynamics of the US economy jointly with global macroeconomic and financial variables using a threshold vec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a3ae4e54b4fc187c731778a46288bac
https://doi.org/10.1016/j.jbankfin.2016.07.008
https://doi.org/10.1016/j.jbankfin.2016.07.008
Bank distress can have severe negative consequences for the stability of the financial system, the real economy, and public finances. Regimes for restructuring and restoring banks financed by bank levies and fiscal backstops seek to reduce these cost
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e252d06f77eb4081bcf6f6c2787901a
https://hdl.handle.net/1814/61457
https://hdl.handle.net/1814/61457
We investigate whether frictions in US financial markets amplify the international propagation of US financial shocks. The dynamics of the US economy is modeled jointly with global macroeconomic and financial variables using a threshold vector autore
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a5c2f7cbd4df7a158eeecd7747f5346
https://www.econstor.eu/bitstream/10419/108530/1/820600911.pdf
https://www.econstor.eu/bitstream/10419/108530/1/820600911.pdf
Autor:
Björn Hilberg, Josef Hollmayr
Publikováno v:
SSRN Electronic Journal.
In this paper we set up a New-Keynesian model that features an interbank market. The introduction of an interbank market is important to analyze liquidity problems among heterogenous agents within the financial sector. First, because this allows for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23c5d25480c00815b037977803a16f30
https://doi.org/10.2139/ssrn.1911771
https://doi.org/10.2139/ssrn.1911771