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DOI10.3982/ECTA14057MaRDI QIDQ4612498zbMATH OpenOpenAlexFDO

Authors David Martinez-Miera, Rafael Repullo

Publication date 31 January 2019

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta14057

zbMATH Keywords

bank monitoringbanking crisesboom and bust cyclescredit spreadsfinancial stabilityreal interest ratessaving glut

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Credit risk (91G40)

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Cited in

(11)

• Banks, money, and the zero lower bound on deposit rates
• Collateral misrepresentation, external auditing, and optimal supervisory policy
• Real interest rates, leverage, and bank risk-taking
• Technological innovations and the interest rate
• Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator
• Optimal design of bank regulation under aggregate risk
• The paradox of safe asset creation
• Falling interest rates and credit reallocation: lessons from general equilibrium
• In the shadow of shadow banking: a liquidity perspective
• Capital requirements with non-bank finance
• Government trading and efficiency in imperfectly competitive financial markets

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