Financial shocks, comovement and credit frictions

DOI10.1016/J.ECONLET.2016.03.017zbMATH Open1396.91522OpenAlexW2310660193MaRDI QIDQ1668239FDOQ1668239

Authors: Daria Finocchiaro, Caterina Mendicino 

Publication date: 3 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2016.03.017

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zbMATH Keywords

asset pricesborrowing constraintscomovementfinancial shocks

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Expectation driven business cycles with limited enforcement

Cited In (8)

• Credit market frictions and their direct effects on U.S. Manufacturing fluctuations
• Collateral constraints, the zero lower bound, and the debt-deflation mechanism
• Aggregate fluctuations, financial constraints and risk sharing
• Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
• Financial frictions, capital reallocation, and aggregate fluctuations
• What do VARs tell us about the impact of a credit supply shock?
• Introduction to financial frictions and debt constraints
• Fluctuations-induced regime shifts in the endogenous credit system with time delay

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