Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Mozzanica, Mirco Balatti"'
In this paper we examine the effects of limited liability on mortgage dynamics. While the literature has focused on default rates, renegotiation, or loan rates individually, we study them together as equilibrium outcomes of the strategic interaction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5473a44741e7ff74de710ba3b37f74ff
https://hdl.handle.net/10419/234073
https://hdl.handle.net/10419/234073
Autor:
Mozzanica, Mirco Balatti
Inflation volatility is clearly important for structural analysis, forecasting and policy purposes, yet it is often overlooked in the literature. This paper compares in ation volatility among advanced open economies with in ation targeting monetary p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5962f9c7e24da105de1b31a1674361f0
https://hdl.handle.net/10419/229062
https://hdl.handle.net/10419/229062
Autor:
Budnik, Katarzyna, Mozzanica, Mirco Balatti, Dimitrov, Ivan, Groß, Johannes, Kleemann, Michael, Reichenbachas, Tomas, Sannà, Francesco, Sarychev, Andrei, Siņenko, Nadežda, Volk, Matjaz
The Banking Euro Area Stress Test (BEAST) is a large scale semi-structural model developed to assess the resilience of the euro area banking system from a macroprudential perspective. The model combines the dynamics of a high number of euro area bank
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6101a87240626d4497cd6ffcad2fc341
https://hdl.handle.net/10419/229083
https://hdl.handle.net/10419/229083
Autor:
Budnik, Katarzyna, Mozzanica, Mirco Balatti, Dimitrov, Ivan, Groß, Johannes, Hansen, Ib, Kleemann, Michael, Sanna, Francesco, Sarychev, Andrei, Siņenko, Nadežda, Volk, Matjaz, di Iasio, Giovanni
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 largest euro area credit institutions across 19 countries. The approach involves modelling banks'reactions to changing economic condi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::59ceee00b43766f66d419312be1c6daf
https://hdl.handle.net/10419/207612
https://hdl.handle.net/10419/207612