IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789814322096_0017.html
   My bibliography  Save this book chapter

Financial Instability and Macroeconomics: Bridging the Gulf

In: The International Financial Crisis Have the Rules of Finance Changed?

Author

Listed:
  • Claudio Borio

    (Bank for International Settlements, Switzerland)

  • Mathias Drehmann

    (Bank for International Settlements, Switzerland)

Abstract

The following sections are included:IntroductionFinancial (In)Stability: DefinitionFinancial (In)Stability: Measurement and ModelingRole of measurementA taxonomyFrom balance sheet to market price indicatorsEarly warning indicatorsSingle-module measures: VARsMultiple-module measures: macro stress testsOverall assessment: from a financial stability to a macroeconomics perspectiveFinancial (In)Stability: PolicyTowards a macroprudential framework of regulation and supervisionTowards a more preemptive monetary policyTowards a common research agendaConclusionReferences

Suggested Citation

  • Claudio Borio & Mathias Drehmann, 2011. "Financial Instability and Macroeconomics: Bridging the Gulf," World Scientific Book Chapters, in: Asli Demirgüç-Kunt & Douglas D Evanoff & George G Kaufman (ed.), The International Financial Crisis Have the Rules of Finance Changed?, chapter 17, pages 237-268, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814322096_0017
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789814322096_0017
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789814322096_0017
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kim, Soyoung & Mehrotra, Aaron, 2022. "Examining macroprudential policy and its macroeconomic effects – Some new evidence," Journal of International Money and Finance, Elsevier, vol. 128(C).
    2. Soyoung Kim & Aaron Mehrotra, 2018. "Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 967-992, August.
    3. Kim, Soyoung & Oh, Junbeom, 2020. "Macroeconomic effects of macroprudential policies: Evidence from LTV and DTI policies in Korea," Japan and the World Economy, Elsevier, vol. 53(C).
    4. Rizvi, Syed Aun R. & Pathirage, Kasun, 2023. "COVID-19 policy actions and inflation targeting in South Asia," Journal of Asian Economics, Elsevier, vol. 84(C).
    5. Škare, Marinko & Porada-Rochoń, Małgorzata, 2020. "Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018," Journal of Business Research, Elsevier, vol. 112(C), pages 567-575.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789814322096_0017. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.