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pro vyhledávání: '"Laura E Kodres"'
This book is a collection of papers presented in the conference held at the Federal Reserve Bank of Chicago in September 2010, that examines the role of macroprudential regulation in the financial industry. Shocked by the experience of the last few y
Publikováno v:
Journal of Financial Services Research. 60:55-79
In this study, we examine whether the joint use of macroprudential policies by countries that have strong financial or trade links can help slow the spread of a banking crisis from country to country. Research has shown that a financial crisis in one
Publikováno v:
SSRN Electronic Journal.
This paper examines whether the coordinated use of macroprudential policies can help lessen the incidence of banking crises. It is well-known that rapid domestic credit growth and house price growth positively influence the chances of a banking crisi
Publikováno v:
Macroprudential Regulatory Policies. :403-408
Publikováno v:
Macroprudential Regulatory Policies. :i-xi
Autor:
Stijn Claessens, Laura E. Kodres
Publikováno v:
SSRN Electronic Journal.
We identify current challenges for creating stable, yet efficient financial systems using lessons from recent and past crises. Reforms need to start from three tenets: adopting a system-wide perspective explicitly aimed at addressing market failures;
Autor:
Matthew Pritsker, Laura E. Kodres
Publikováno v:
Finance and Economics Discussion Series. 1998:1-43
We develop a multiple asset rational expectations model of asset prices to explain financial market contagion. Although the model allows contagion through several channels, our focus is on contagion through cross-market rebalancing. Through this chan
Publikováno v:
SSRN Electronic Journal.
The G-20 Data Gaps Initiative has called for the IMF to develop standard measures of tail risk, which we identify in this paper with systemic risk. To understand the conditions under which tail risk is present, it is first necessary to develop a meas
Publikováno v:
World Scientific Studies in International Economics ISBN: 9789814360661
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3db76f266532c73b537e42a09c4e2b0
https://doi.org/10.1142/8206
https://doi.org/10.1142/8206