Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System
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- Challe, Edouard & Mojon, Benoit & Ragot, Xavier, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," European Economic Review, Elsevier, vol. 63(C), pages 117-133.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," PSE-Ecole d'économie de Paris (Postprint) halshs-00944916, HAL.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," Post-Print halshs-00944916, HAL.
- Edouard Challe & Benoit Monjon & Xavier Ragot, 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working Papers hal-00719952, HAL.
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- Simon Dubecq & Benoît Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," Post-Print halshs-01157527, HAL.
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- Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015.
"Risk Shifting with Fuzzy Capital Constraints,"
International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 71-101, January.
- Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," Sciences Po publications info:hdl:2441/4901esivjh9, Sciences Po.
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- Agur, I. & Demertzis, M., 2010. "Monetary Policy and Excessive Bank Risk Taking," Discussion Paper 2010-30S, Tilburg University, Center for Economic Research.
- Agur, Itai & Demertzis, Maria, 2012. "Excessive bank risk taking and monetary policy," Working Paper Series 1457, European Central Bank.
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Econometrica, Econometric Society, vol. 82(2), pages 463-505, March.
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- Agur, Itai & Demertzis, Maria, 2019.
"Will macroprudential policy counteract monetary policy’s effects on financial stability?,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 65-75.
- Mr. Itai Agur & Ms. Maria Demertzis, 2015. "Will Macroprudential Policy Counteract Monetary Policy’s Effects on Financial Stability?," IMF Working Papers 2015/283, International Monetary Fund.
- Itai Agur & Maria Demertzis, 2018. "Will macroprudential policy counteract monetary policy’s effects on financial stability?," Working Papers 23907, Bruegel.
- Giovanni Dell'Ariccia & Luc Laeven & Gustavo A. Suarez, 2017.
"Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States,"
Journal of Finance, American Finance Association, vol. 72(2), pages 613-654, April.
- Mr. Giovanni Dell'Ariccia & Mr. Luc Laeven & Mr. Gustavo Suarez, 2013. "Bank Leverage and Monetary Policy's Risk-Taking Channel: Evidence from the United States," IMF Working Papers 2013/143, International Monetary Fund.
- Laeven, Luc & Dell’Ariccia, Giovanni & Suarez, Gustavo A., 2016. "Bank leverage and monetary policy's risk-taking channel: evidence from the United States," Working Paper Series 1903, European Central Bank.
- Acharya, Viral V. & Thakor, Anjan V., 2016. "The dark side of liquidity creation: Leverage and systemic risk," Journal of Financial Intermediation, Elsevier, vol. 28(C), pages 4-21.
- Ioanna Kokores, 2015. "Lean-Against-the-Wind Monetary Policy: The Post-Crisis Shift in the Literature," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 66-99, july-Dece.
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- Lo Duca, Marco & Hoerova, Marie & Bekaert, Geert, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
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More about this item
Keywords
Risk shifting; Portfolio correlation; Systemic risk; Financial opacity.;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2012-09-03 (Central Banking)
- NEP-MAC-2012-09-03 (Macroeconomics)
Statistics
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