Debt Market Imperfections and Macroeconomic Implications

Projekt Start: 06/2012
Status: Fortlaufend
Forscher: Giuliano Curatola, Ester Faia, Henning Hesse, Christian Hirsch, Sören Karau, Jan Pieter Krahnen, Valeria Patella, Christian Wilde
Kategorie: Macro Finance
Finanziert von: DFG

This project is funded by:

 

More information about this project (German)

Zugehörige publizierte Papers

Autor(en) Titel Jahr Forschungs­bereich Keywords
Iñaki Aldasoro, Domenico Delli Gatti, Ester Faia Bank Networks: Contagion, Systemic Risk and Prudential Policy
Journal of Economic Behavior and Organization
2017 Macro Finance Banking networks; Systemic risk; Contagion, Fire sales, Prudential regulation
Iñaki Aldasoro, Ester Faia Systemic Loops and Liquidity Regulation
Journal of Financial Stability
2016 Macro Finance Bank runs, Liquidity scarcity, Interconnections, Contagion, Phase-in
Marcel Bluhm, Jan Pieter Krahnen Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets
Journal of Financial Stability
2014 Macro Finance systemic risk, systemic risk charge, macroprudential supervision, Shapley value, financial network

Zugehörige Working Papers

Nr. Autor(en) Titel Jahr Forschungs­bereich Keywords
198 Henning Hesse, Boris Hofmann, James Weber The Macroeconomic Effects of Asset Purchases Revisited 2018 Macro Finance unconventional monetary policy, asset purchases, monetary transmission
212 Henning Hesse Incentive Effects from Write-down CoCo Bonds: An Empirical Analysis 2018 Macro Finance CoCo bonds, contingent capital, endogenous risk, capital structure, incentives, monitoring
12 Marcel Bluhm, Ester Faia, Jan Pieter Krahnen Endogenous Banks’ Networks, Cascades and Systemic Risk 2013 Macro Finance network formation, tâtonnement, contagion
8 Ignazio Angeloni, Ester Faia, Marco Lo Duca Monetary Policy and Risk Taking 2013 Macro Finance bank runs, risk taking, monetary policy
102 Iñaki Aldasoro, Iván Alves Multiplex Interbank Networks and Systemic Importance: An Application to European Data 2015 Macro Finance interbank networks, systemic importance, multiplex networks
48 Marcel Bluhm, Jan Pieter Krahnen Systemic Risk in an Interconnected Banking System with Endogenous Asset Markets 2014 Macro Finance systemic risk, systemic risk charge, macroprudential supervision, Shapley value, financial network

Zugehörige Policy Publikationen

Autor Titel Publiziert
Jan Pieter Krahnen,
Christian Wilde
Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options
White Paper No. 46
2017

 

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