Financial Risk Capacity
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- Saki Bigio & Adrien d'Avernas, 2021. "Financial Risk Capacity," American Economic Journal: Macroeconomics, American Economic Association, vol. 13(4), pages 142-181, October.
- Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
- Saki Bigio & Adrien d'Avernas, 2019. "Financial Risk Capacity," NBER Working Papers 26561, National Bureau of Economic Research, Inc.
- Saki Bigio, 2014. "Financial Risk Capacity," Working Papers 22, Peruvian Economic Association.
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Citations
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American Economic Journal: Macroeconomics, American Economic Association, vol. 11(4), pages 1-37, October.
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- He, Zhiguo & Krishnamurthy, Arvind, 2015. "A Macroeconomic Framework for Quantifying Systemic Risk," Research Papers 3277, Stanford University, Graduate School of Business.
- Zhiguo He & Arvind Krishnamurthy, 2014. "A Macroeconomic Framework for Quantifying Systemic Risk," NBER Working Papers 19885, National Bureau of Economic Research, Inc.
- Zhiguo He & Arvind Krishnamurthy, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," Swiss Finance Institute Research Paper Series 13-42, Swiss Finance Institute, revised Apr 2015.
- Zhiguo He, 2013. "A Macroeconomic Framework for Quantifying Systemic Risk," 2013 Meeting Papers 58, Society for Economic Dynamics.
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- Mark Gertler & Nobuhiro Kiyotaki & Andrea Prestipino, 2016. "Wholesale Banking and Bank Runs in Macroeconomic Modeling of Financial Crises," International Finance Discussion Papers 1156, Board of Governors of the Federal Reserve System (U.S.).
- Neuhann, Daniel, 2017. "Macroeconomic effects of secondary market trading," Working Paper Series 2039, European Central Bank.
- Fukui, Masao, 2018. "Asset Quality Cycles," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 97-108.
- Gaston Navarro & Julio Blanco, 2016. "Equilibrium Default and the Unemployment Accelerator," 2016 Meeting Papers 1502, Society for Economic Dynamics.
- Joseph Mullins & Gaston Navarro & Julio Blanco, 2013. "Equilibrium Default and Slow Recoveries," 2013 Meeting Papers 694, Society for Economic Dynamics.
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More about this item
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2019-10-14 (Banking)
- NEP-FDG-2019-10-14 (Financial Development and Growth)
- NEP-RMG-2019-10-14 (Risk Management)
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