Debt Market Imperfections and Macroeconomic Implications

Project Start: 06/2012
Status: Ongoing
Researchers: Giuliano Curatola, Ester Faia, Henning Hesse, Christian Hirsch, Sören Karau, Jan Pieter Krahnen, Valeria Patella, Christian Wilde
Category: Macro Finance
Funded by: DFG – Deutsche Forschungsgemeinschaft

This project is funded by:

 

More information about this project (German)

Related Published Papers

Author/s Title Year Research Area 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

Related Working Papers

No. Author/s Title Year Research Area 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, Marco Lo Duca, Ester Faia 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

Related Policy Publications

Author Title Published
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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