Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Gaia Barbic"'
Autor:
Katarzyna Barbara Budnik, Massimiliano Affinito, Gaia Barbic, Saifeddine Ben Hadj, Edouard Chretien, Hans Dewachter, Clara I. Gonzalez, Jenny Hu, Lauri Jantunen, Ramona Jimborean, Otso Manninen, Ricardo Martinho, Javier Mencia, Elena Mousarri, Giulio Nicoletti, Michael O'Grady, Selcuk Ozsahin, Ana Regina Pereira, Jairo Rivera-Rozo, Constantinos Trikoupis, Fabrizio Venditti, Sofia Velasco
Publikováno v:
SSRN Electronic Journal.
Autor:
Javier Mencia, Giulio Nicoletti, Edouard Chretien, Ramona Jimborean, Fabrizio Venditti, Sofia Velasco, Katarzyna Budnik, Massimiliano Affinito, Saifeddine Ben Hadj, Selcuk Ozsahin, Ana Regina Pereira, Constantinos Trikoupis, Lauri Jantunen, Hans Dewachter, Ricardo Martinho, Gaia Barbic, Otso Manninen, Laurynas Narusevicius, Elena Mousarri, Jairo Rivera-Rozo, Jenny Hu, Clara I. Gonzalez, Michael O'Grady
Publikováno v:
SSRN Electronic Journal.
The paper proposes a framework for assessing the impact of system-wide and bank-level capital buffers. The assessment rests on a factor-augmented vector autoregression (FAVAR) model that relates individual bank adjustments to macroeconomic dynamics.