Risk endogeneity at the lender/investor-of-last-resort
- 12 November 2019
- journal article
- research article
- Published by Elsevier BV in Journal of Monetary Economics
- Vol. 116, 283-297
- https://doi.org/10.1016/j.jmoneco.2019.11.003
Abstract
No abstract availableKeywords
Other Versions
This publication has 25 references indexed in Scilit:
- Evaluating asset-market effects of unconventional monetary policy: a multi-country reviewEconomic Policy, 2014
- Conditional Euro Area Sovereign Default RiskJournal of Business & Economic Statistics, 2014
- Sovereign Defaults: The Price of HaircutsAmerican Economic Journal: Macroeconomics, 2013
- The Mystique Surrounding the Central Bank's Balance Sheet, Applied to the European CrisisAmerican Economic Review, 2013
- GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONSJournal of Applied Econometrics, 2012
- Dynamic EquicorrelationJournal of Business & Economic Statistics, 2012
- A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and CorrelationsJournal of Business & Economic Statistics, 2011
- Frailty Correlated DefaultThe Journal of Finance, 2009
- Coordination Failures and the Lender of Last Resort: Was Bagehot Right after All?Journal of the European Economic Association, 2004
- Bank Runs, Deposit Insurance, and LiquidityJournal of Political Economy, 1983