Back to the real economy: the effects of risk perception shocks on the term premium and bank lending
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Cited by:
- Agnello, Luca & Castro, Vítor & Sousa, Ricardo M., 2022. "On the international co-movement of natural interest rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
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More about this item
Keywords
Stochastic discount factor; DSGE; long-term interest rate; risk mispricing; macro-financial linkages; bank lending;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2019-07-08 (Banking)
- NEP-DGE-2019-07-08 (Dynamic General Equilibrium)
- NEP-FDG-2019-07-08 (Financial Development and Growth)
- NEP-MAC-2019-07-08 (Macroeconomics)
Statistics
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