Financial shocks, comovement and credit frictions

DOI10.1016/J.ECONLET.2016.03.017MaRDI QIDQ1668239zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asset pricesborrowing constraintscomovementfinancial shocks

Mathematics Subject Classification ID

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

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Cites work

• Expectation driven business cycles with limited enforcement

Cited in

(8)

• Fluctuations-induced regime shifts in the endogenous credit system with time delay
• Credit market frictions and their direct effects on U.S. Manufacturing fluctuations
• Do credit market shocks drive output fluctuations? Evidence from corporate spreads and defaults
• Collateral constraints, the zero lower bound, and the debt-deflation mechanism
• 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
• Aggregate fluctuations, financial constraints and risk sharing

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