Risk pooling, intermediation efficiency, and the business cycle
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Publication:2102858
DOI10.1016/J.JEDC.2022.104500OpenAlexW4288056519MaRDI QIDQ2102858FDOQ2102858
Authors: Pietro Dindo, Andrea Modena, Loriana Pelizzon 
Publication date: 12 December 2022
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104500
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Cites Work
- Stochastic differential equations. An introduction with applications.
- Continuous-time stochastic control and optimization with financial applications
- Title not available (Why is that?)
- Stationary Markov Equilibria
- The risk-free rate in heterogeneous-agent incomplete-insurance economies
- A law of large numbers for large economies
- Leverage as a predictor for real activity and volatility
- The role of bank capital in the propagation of shocks
- Do banking shocks matter for the U.S. Economy?
- Incomplete-market dynamics in a neoclassical production economy
- A Model of Capital and Crises
- The real consequences of financial stress
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