Nothing Special   »   [go: up one dir, main page]
create a website
State-dependent risk taking and the transmission of monetary policy shocks. (2017). Sahuc, Jean-Guillaume ; Fève, Patrick ; Garcia, Pablo ; Feve, Patrick.
In: TSE Working Papers.
RePEc:tse:wpaper:32282.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 14

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Ampudia M, van Vlokhoven H, Zochowski D. 2016. Financial fragility of euro area households. Journal of Financial Stability 27: 250–262. ISSN 1572-3089.

  2. Bachmann R, Sims ER. 2012. Confidence and the transmission of government spending shocks. Journal of Monetary Economics 59: 235–249. ISSN 0304-3932.

  3. Bernstein S, Lerner J, Mezzanotti F. 2017. Private Equity and Financial Fragility during the Crisis. Working Paper 23626, National Bureau of Economic Research. DOI: 10.3386/w23626.

  4. Borio C, Zhu H. 2012. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? Journal of Financial Stability 8: 236–251.

  5. Brave S, Butters RA. 2012. Diagnosing the Financial System: Financial Conditions and Financial Stress. International Journal of Central Banking 8: 191–239.

  6. Christiano LJ, Eichenbaum M, Evans CL. 1999. Monetary policy shocks: What have we learned and to what end? In Handbook of Macroeconomics, volume 1, Part A. Elsevier, 65–148.

  7. Diamond DW, Rajan RG. 2012. Illiquid Banks, Financial Stability, and Interest Rate Policy. Journal of Political Economy 120: 552–591. ISSN 0022-3808.

  8. Hatzius J, Hooper P, Mishkin FS, Schoenholtz KL, Watson MW. 2010. Financial Conditions Indexes: A Fresh Look after the Financial Crisis. Working Paper 16150, National Bureau of Economic Research. DOI: 10.3386/w16150.

  9. Hubrich K, Terasvirta T. 2013. Thresholds and Smooth Transitions in Vector Autoregressive Models.

  10. Koop G, Pesaran MH, Potter SM. 1996. Impulse response analysis in nonlinear multivariate models. Journal of Econometrics 74: 119–147.

  11. Stock JH, Watson MW. 2002. Forecasting Using Principal Components from a Large Number of Predictors. Journal of the American Statistical Association 97: 1167–1179. ISSN 0162-1459.

  12. Terasvirta T, Tjostheim D, Granger CWJ. 2010. Modelling Nonlinear Economic Time Series. Oxford University Press.

  13. Tullio J, Marco P, Marco DM. 2013. Households’ indebtedness and financial fragility. Journal of Financial Management, Markets and Institutions : 23–46.

  14. Wu JC, Xia FD. 2016. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound. Journal of Money, Credit and Banking 48: 253–291. ISSN 1538-4616. APPENDIX: INFORMATION UNDERLYING THE RISK SENSITIVITY INDICATOR

Cocites

Documents in RePEc which have cited the same bibliography

  1. The double impact of deep social unrest and a pandemic: Evidence from Chile. (2022). Madeira, Carlos.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:55:y:2022:i:s1:p:135-171.

    Full description at Econpapers || Download paper

  2. Differences in Perceptions of the Housing Cost Burden Among European Countries. (2022). Giarda, Elena ; See, Sarah Grace ; Moriconi, Cristiana ; Coroneo, Federica ; Brandolini, Marco.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:12:y:2022:i:4:f:12_4_5.

    Full description at Econpapers || Download paper

  3. The Impact of Financial Shock, Behavior, and Knowledge on the Financial Fragility of Single Youth. (2022). , Sarmila ; Anak, Henry Borromeo ; Ramli, Zaimah ; Awang, Abd Hair.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:8:p:4836-:d:796230.

    Full description at Econpapers || Download paper

  4. COVID-19 and the Mortgage Market in Luxembourg. (2022). Huyen, Thi Thu ; Perray, Pauline ; Koulischer, Franois.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:114-:d:762162.

    Full description at Econpapers || Download paper

  5. Credit ratings of Chinese households using factor scores and K-means clustering method. (2022). Yang, Yifan ; Chen, Rongda ; Yu, Shengjie ; Dang, Chao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:309-320.

    Full description at Econpapers || Download paper

  6. Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp161.

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. A Bigger House at the Cost of an Empty Fridge? The Effect of Households Indebtedness on Their Consumption: Micro-Evidence Using Belgian HFCS Data. (2021). Tojerow, Ilan ; Périlleux, Guillaume ; Du Caju, Philip ; Rycx, Franois.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:799.

    Full description at Econpapers || Download paper

  9. The impact of borrower-based instruments on household vulnerability in Germany. (2021). Ludwig, Johannes ; Vogel, Edgar ; Barasinska, Nataliya.
    In: Discussion Papers.
    RePEc:zbw:bubdps:202021.

    Full description at Econpapers || Download paper

  10. Over-indebted Households in Poland: Classification Tree Analysis. (2021). Waga, Agnieszka.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:153:y:2021:i:2:d:10.1007_s11205-020-02505-6.

    Full description at Econpapers || Download paper

  11. A Bigger House at the Cost of an Empty Fridge? The Effect of Households Indebtedness on their Consumption: Micro-Evidence Using Belgian HFCS Data. (2021). Tojerow, Ilan ; Rycx, Francois ; Périlleux, Guillaume ; Du Caju, Philip.
    In: Working Papers CEB.
    RePEc:sol:wpaper:2013/320684.

    Full description at Econpapers || Download paper

  12. How has COVID-19 affected the financial situation of households in Austria?. (2021). Lindner, Peter ; Kalleitner, Fabian ; Fessler, Pirmin ; Albacete, Nicolas.
    In: Monetary Policy & the Economy.
    RePEc:onb:oenbmp:y:2021:i:q4/20-q1/21:b:5.

    Full description at Econpapers || Download paper

  13. Are CESEE borrowers at risk? COVID-19 implications in a stress test analysis. (2021). Riedl, Aleksandra.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2021:i:q1/21:b:2.

    Full description at Econpapers || Download paper

  14. A Bigger House at the Cost of an Empty Fridge? The Effect of Households Indebtedness on Their Consumption: Micro-Evidence Using Belgian HFCS Data. (2021). Tojerow, Ilan ; Périlleux, Guillaume ; Du Caju, Philip ; Rycx, Francois.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp14193.

    Full description at Econpapers || Download paper

  15. Examining Statistical Methods in Forecasting Financial Energy of Households in Poland and Taiwan. (2021). Korol, Tomasz.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:7:p:1821-:d:523694.

    Full description at Econpapers || Download paper

  16. Evaluation of the Macro- and Micro-Economic Factors Affecting the Financial Energy of Households. (2021). Korol, Tomasz.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:12:p:3512-:d:574229.

    Full description at Econpapers || Download paper

  17. A Bigger House at the Cost of an Empty Fridge? The Effect of Households Indebtedness on Their Consumption: Micro-Evidence Using Belgian HFCS Data. (2021). Tojerow, Ilan ; Périlleux, Guillaume ; Du Caju, Philip ; Rycx, Franois.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2021008.

    Full description at Econpapers || Download paper

  18. Mind the wealth gap: a new allocation method to match micro and macro statistics on household wealth. (2021). Neri, Andrea ; Ranalli, Giovanna ; Cantarella, Michele.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_646_21.

    Full description at Econpapers || Download paper

  19. Mind the wealth gap: a new allocation method to match micro and macro statistics for household wealth. (2021). Ranalli, Maria Giovanna ; Neri, Andrea ; Cantarella, Michele.
    In: Papers.
    RePEc:arx:papers:2101.01085.

    Full description at Econpapers || Download paper

  20. Default Probability by Employment Status in South Korea*. (2020). Kim, Hyun Hak ; Jung, Hosung.
    In: Asian Economic Papers.
    RePEc:tpr:asiaec:v:19:y:2020:i:3:p:62-84.

    Full description at Econpapers || Download paper

  21. The COVID-19 pandemic : Lessons for financially fragile and aging societies. (2020). van Dalen, Hendrik ; Henkens, C. J. I. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:334fdc87-e5e7-411f-818b-7ade54d8a69e.

    Full description at Econpapers || Download paper

  22. Education of the Head and Financial Vulnerability of Households: Evidence from a Household’s Survey Data in Pakistan. (2020). Ahmad, Habib ; Naqi, Muhammad Kamran ; Ali, Liaqat.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:147:y:2020:i:2:d:10.1007_s11205-019-02164-2.

    Full description at Econpapers || Download paper

  23. Mapping financial vulnerability in CESEE: understanding risk-bearing capacities of households is key in times of crisis. (2020). Propst, Maximilian ; Fessler, Pirmin ; Albacete, Nicolas.
    In: Financial Stability Report.
    RePEc:onb:oenbfs:y:2020:i:39:b:1.

    Full description at Econpapers || Download paper

  24. Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup. (2020). Torricelli, Costanza ; Giarda, Elena ; Brunetti, Marianna.
    In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
    RePEc:mod:wcefin:0081.

    Full description at Econpapers || Download paper

  25. Household Wealth and Finances. Results for Households in Lithuania for 2017. (2020). Ciginas, Andrius ; Bielskis, Karolis.
    In: Bank of Lithuania Discussion Paper Series.
    RePEc:lie:dpaper:19.

    Full description at Econpapers || Download paper

  26. Financial Fragility of Pakistani Household. (2020). Ahmad, Habib ; Naqi, Muhammad Kamran ; Ali, Liaqat.
    In: Journal of Family and Economic Issues.
    RePEc:kap:jfamec:v:41:y:2020:i:3:d:10.1007_s10834-020-09683-y.

    Full description at Econpapers || Download paper

  27. Stress Tests of the Household Sector Using Microdata from Survey and Administrative Sources. (2020). Merikull, Jaanika ; Rm, Tairi .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2020:q:1:a:6.

    Full description at Econpapers || Download paper

  28. Stress testing household balance sheets in Luxembourg. (2020). Ziegelmeyer, Michael ; Giordana, Gastón.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:115-138.

    Full description at Econpapers || Download paper

  29. Unconventional monetary policy and household debt: The role of cash-flow effects. (2020). Signoretti, Federico ; Pietrunti, Mario.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:64:y:2020:i:c:s016407041930254x.

    Full description at Econpapers || Download paper

  30. Culture and portfolios: trust, precautionary savings and home ownership. (2020). Monninger, Adrian ; Fleck, Johannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202457.

    Full description at Econpapers || Download paper

  31. Estimating regional wealth in Germany: How different are East and West really?. (2019). Schmid, Timo ; Salvati, Nicola ; Marek, Philipp ; Kreutzmann, Ann-Kristin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:352019.

    Full description at Econpapers || Download paper

  32. The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision. (2019). Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer ; Cassola, Nuno.
    In: Working Papers.
    RePEc:mib:wpaper:424.

    Full description at Econpapers || Download paper

  33. Measuring the covariance risk of consumer debt portfolios. (2019). Madeira, Carlos.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:104:y:2019:i:c:p:21-38.

    Full description at Econpapers || Download paper

  34. An agent-based model for the assessment of LTV caps. (2019). Buesa, Alejandro ; Poblacion, Francisco Javier ; Leber, Miha ; Laliotis, Dimitrios.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192294.

    Full description at Econpapers || Download paper

  35. The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision. (2019). Mongelli, Francesco ; Paolomongelli, Francesco ; Kok, Christoffer ; Cassola, Nuno.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2019237.

    Full description at Econpapers || Download paper

  36. Modelling households� financial vulnerability with consumer credit and mortgage renegotiations. (2019). Michelangeli, Valentina ; Franceschi, Francesco ; Attini, Carmela Aurora.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_531_19.

    Full description at Econpapers || Download paper

  37. Assessing and predicting financial vulnerability of Italian households: a micro-macro approach. (2018). Giarda, Elena ; Moriconi, Cristiana ; Bettocchi, Alessandra ; Romeo, Rita ; Orsini, Federica.
    In: Empirica.
    RePEc:kap:empiri:v:45:y:2018:i:3:d:10.1007_s10663-017-9378-2.

    Full description at Econpapers || Download paper

  38. Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile. (2018). Madeira, Carlos.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:39:y:2018:i:c:p:209-220.

    Full description at Econpapers || Download paper

  39. The effect of the financial crisis on default by Spanish households. (2018). Aller, Carlos ; Grant, Charles.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:39-52.

    Full description at Econpapers || Download paper

  40. State-dependent risk taking and the transmission of monetary policy shocks. (2018). Sahuc, Jean-Guillaume ; Garcia Sanchez, Pablo ; Fève, Patrick ; Feve, Patrick.
    In: Economics Letters.
    RePEc:eee:ecolet:v:164:y:2018:i:c:p:10-14.

    Full description at Econpapers || Download paper

  41. Stress testing household balance sheets in Luxembourg. (2018). Ziegelmeyer, Michael ; Giordana, Gastón.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp121.

    Full description at Econpapers || Download paper

  42. State-dependent risk taking and the transmission of monetary policy shocks. (2017). Sahuc, Jean-Guillaume ; Fève, Patrick ; Garcia, Pablo ; Feve, Patrick.
    In: TSE Working Papers.
    RePEc:tse:wpaper:32282.

    Full description at Econpapers || Download paper

  43. Household wealth in Poland: the results of a new survey of household finance. (2017). Grejcz, Kacper ; Okiewski, Zbigniew .
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:48:y:2017:i:3:p:295-326.

    Full description at Econpapers || Download paper

  44. Macroeconomic Factors in the Dynamics of Corporate and Household Saving: Evidence from Central and Eastern Europe. (2017). Staehr, Karsten ; Kukk, Merike.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:53:y:2017:i:11:p:2585-2608.

    Full description at Econpapers || Download paper

  45. Households Debt Restructuring: The Re-default Effect of a Debt Suspension. (2017). fraisse, henri.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp11032.

    Full description at Econpapers || Download paper

  46. Macroprudential policy and household wealth inequality. (2017). Van Kerm, Philippe ; Olivera, Javier ; Carpantier, Jean-François.
    In: Working Papers.
    RePEc:inq:inqwps:ecineq2017-442.

    Full description at Econpapers || Download paper

  47. Stress testing the Czech household sector using microdata - practical applications in the policy-making process. (2017). Malovana, Simona ; Galucak, Kamil ; Hlavacek, Michal.
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:46-14.

    Full description at Econpapers || Download paper

  48. Household Debt Restructuring : The Re-default Effects of Debt Suspensions. (2017). fraisse, henri.
    In: Débats économiques et financiers.
    RePEc:bfr:decfin:29.

    Full description at Econpapers || Download paper

  49. Is Impulsivity a Mediator of the Relationship between Financial Literacy and Debt Decisions?. (2016). Ottaviani, Cristina ; Vandone, Daniela.
    In: Departmental Working Papers.
    RePEc:mil:wpdepa:2016-06.

    Full description at Econpapers || Download paper

  50. The determinants of household’s bank switching. (2016). Ciciretti, Rocco ; Brunetti, Marianna ; Djordjevic, LJ.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:175-189.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-29 18:06:46 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.