International monetary transmission with bank heterogeneity and default risk

DOI10.1007/S10436-013-0241-6zbMATH Open1298.91114OpenAlexW2054257475MaRDI QIDQ470729FDOQ470729

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

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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)

Cites Work

• Microeconomic theory
• A model to analyse financial fragility
• 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
• Determinacy with nominal assets and outside money
• Time-varying risk, interest rates, and exchange rates in general equilibrium
• A time series analysis of financial fragility in the UK banking system

Cited In (9)

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

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