International monetary transmission with bank heterogeneity and default risk

DOI10.1007/S10436-013-0241-6MaRDI QIDQ470729zbMATH OpenOpenAlexFDO

Authors Tsvetomira Tsenova

Publication date 13 November 2014

Published in Annals of Finance (Search for Journal in Brave)

Full work available at URL http://www.fiw.ac.at/fileadmin/Documents/Publikationen/Working_Paper/N_110-Tsenova.pdf

zbMATH Keywords

bankingmonetary policyfinancial stabilitycontingency planningmacro-prudential policiesnon-standard instruments

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) General equilibrium theory (91B50)

Recommendations

• The effectiveness of structural monetary policy and macro-prudential policies -- based on the DSGE model that includes bank heterogeneous credit
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Cites work

• A model to analyse financial fragility
• A time series analysis of financial fragility in the UK banking system
• Determinacy with nominal assets and outside money
• Equilibrium analysis, banking and financial instability.
• Inside and outside fiat money, gains to trade, and IS-LM
• International monetary transmission with bank heterogeneity and default risk
• Microeconomic theory
• Time-varying risk, interest rates, and exchange rates in general equilibrium

Cited in

(9)

• Bank Exposures and Sovereign Stress Transmission*
• The effectiveness of structural monetary policy and macro-prudential policies -- based on the DSGE model that includes bank heterogeneous credit
• Monetary policy under a multiple-tool environment
• Long-term bank lending and the transfer of aggregate risk
• Analysis of the effect of monetary policy tools based on the monetary transmission mechanism in China
• The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: the experiences of the federal reserve and the European central bank
• On default and uniqueness of monetary equilibria
• Multinational banks and financial stability
• International monetary transmission with bank heterogeneity and default risk

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