Oil Prices and Banking Instability: A Jump-Diffusion Model for Bank Capital Structure
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DOI: 10.5547/01956574.40.SI2.wsem
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References listed on IDEAS
- Padamja Khandelwal & Mr. Ken Miyajima & Mr. Andre O Santos, 2016. "The Impact of Oil Prices on the Banking System in the GCC," IMF Working Papers 2016/161, International Monetary Fund.
- Jerome L. Stein, 2012. "Stochastic Optimal Control and the U.S. Financial Debt Crisis," Springer Books, Springer, edition 127, number 978-1-4614-3079-7, September.
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Keywords
Overleveraging; Banking instability; Banking sector; Real economy; Oil prices; Oil shocks; MCMC; Jump-diffusion; Jump risk;All these keywords.
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