The Nonlinear Interaction Between Monetary Policy and Financial Stress
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Cited by:
- Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
- François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
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Keywords
WP; monetary policy; monetary policy shock; financial condition; financial system; financial stress; Bayesian threshold vector autoregression; yield curve slope; Can monetary policy; monetary policy stance; monetary policy variable; monetary policy tightening; TVAR model; shocks to financial conditions; monetary policy stimulus; Yield curve; Production growth; Monetary tightening; Financial sector; Financial sector stability; Global;All these keywords.
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