Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets
Z Yildirim, M Ivrendi - Financial Innovation, 2021 - Springer
This study investigates the international spillover effects of US unconventional monetary
policy (UMP)—frequently called large-scale asset purchases or quantitative easing (QE) …
policy (UMP)—frequently called large-scale asset purchases or quantitative easing (QE) …
Mortgage loan and housing market
L Liu - International Review of Economics & Finance, 2023 - Elsevier
Focusing on the evolution of identical single-cohort households concerning their housing
service consumption in the life-cycle context, this paper studies the impact of fixed-rate …
service consumption in the life-cycle context, this paper studies the impact of fixed-rate …
Mortgage spreads, asset prices, and business cycles in emerging countries
We investigate an unexplored link between the US mortgage spread and business cycle
and asset price fluctuations in emerging market economies (EMEs). Controlling for changes …
and asset price fluctuations in emerging market economies (EMEs). Controlling for changes …
[PDF][PDF] Risk to Buffer: setting Cyclical and Structural Capital Buffers through Banks Stress tests
CCV Scalone - 2022 - ecb.europa.eu
Figure: Illustration of the Risk-to-Buffer. Note: The chart illustrates the Risk-to-Buffer
approach. Thanks to the state-dependent nature of the Cyclical Amplifier, the same set of …
approach. Thanks to the state-dependent nature of the Cyclical Amplifier, the same set of …
Essays on Financial Intermediation
W Yu - 2021 - search.proquest.com
This dissertation explores the relationship between financial intermediaries and the
macroeconomy, both internationally and domestically. The dissertation is composed of two …
macroeconomy, both internationally and domestically. The dissertation is composed of two …
How does Financial Vulnerability amplify Housing and Credit Shocks?
C Couaillier, V Scalone - Available at SSRN 3580775, 2020 - papers.ssrn.com
Households' financial vulnerability substantially affects the propagation of financial shocks.
Whether those shocks originate in the housing sector or in the credit sector is key to …
Whether those shocks originate in the housing sector or in the credit sector is key to …
Financial system and real economy: interactions and regulations
C Couaillier - 2022 - theses.hal.science
This thesis contributes to research on systemic financial risk and macrofinancial regulation. It
consists of three independent chapters. The first chapter studies the macroeconomic impact …
consists of three independent chapters. The first chapter studies the macroeconomic impact …
[图书][B] Mortgage spreads, house prices, and business cycles in emerging countries
We investigate an unexplored link between the US mortgage spread and business cycle
and house price fluctuations in emerging market economies (EMEs). An increase in the US …
and house price fluctuations in emerging market economies (EMEs). An increase in the US …