FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124795874> ?p ?o ?g. }

• W3124795874 abstract "This paper proposes a new Dynamic Stochastic General Equilibrium (DSGE) model with credit frictions and a banking sector, which endogenizes loan-to-value (LTV) ratios of households and banks by expressing them as a function of systemic and idiosyncratic proxies for risk. Moreover, the model features endogenous balance sheet choices and a novel formulation of the targeted leverage ratio, in which assets are risk-weighted by risk-sensitivity measures. The results highlighted in this paper are important along two dimensions. First of all, the presence of endogenous LTV ratios exacerbates the procyclicality of lending conditions. Second, the model contributes to deeper understand the role of prudential regulatory frameworks in affecting business cycle fluctuations and in restoring macroeconomic and financial stability. The results suggest that when the economy is severely stressed by shocks originating in the financial sector, prudential regimes such as Basel II and Basel III are capable of downsizing substantially aggregate volatility, with Basel III found to be significantly more effective than Basel II." @default.
• W3124795874 created "2021-02-01" @default.
• W3124795874 creator A5013500695 @default.
• W3124795874 creator A5089067905 @default.
• W3124795874 date "2013-01-01" @default.
• W3124795874 modified "2023-09-27" @default.
• W3124795874 title "Credit, Endogenous Collateral and Risky Assets: A DSGE Model" @default.
• W3124795874 doi "https://doi.org/10.2139/ssrn.2312734" @default.
• W3124795874 hasPublicationYear "2013" @default.
• W3124795874 type Work @default.
• W3124795874 sameAs 3124795874 @default.
• W3124795874 citedByCount "0" @default.
• W3124795874 crossrefType "journal-article" @default.
• W3124795874 hasAuthorship W3124795874A5013500695 @default.
• W3124795874 hasAuthorship W3124795874A5089067905 @default.
• W3124795874 hasBestOaLocation W31247958742 @default.
• W3124795874 hasConcept C10138342 @default.
• W3124795874 hasConcept C119857082 @default.
• W3124795874 hasConcept C126285488 @default.
• W3124795874 hasConcept C139719470 @default.
• W3124795874 hasConcept C144587487 @default.
• W3124795874 hasConcept C149782125 @default.
• W3124795874 hasConcept C153083717 @default.
• W3124795874 hasConcept C162324750 @default.
• W3124795874 hasConcept C175444787 @default.
• W3124795874 hasConcept C178350159 @default.
• W3124795874 hasConcept C181168301 @default.
• W3124795874 hasConcept C181622380 @default.
• W3124795874 hasConcept C183206440 @default.
• W3124795874 hasConcept C2777910564 @default.
• W3124795874 hasConcept C2778055162 @default.
• W3124795874 hasConcept C2778300220 @default.
• W3124795874 hasConcept C2779812064 @default.
• W3124795874 hasConcept C2780759654 @default.
• W3124795874 hasConcept C2864544 @default.
• W3124795874 hasConcept C29122968 @default.
• W3124795874 hasConcept C41008148 @default.
• W3124795874 hasConcept C44750222 @default.
• W3124795874 hasConcept C489367 @default.
• W3124795874 hasConcept C556758197 @default.
• W3124795874 hasConcept C58202505 @default.
• W3124795874 hasConcept C80212096 @default.
• W3124795874 hasConcept C83873408 @default.
• W3124795874 hasConcept C91602232 @default.
• W3124795874 hasConceptScore W3124795874C10138342 @default.
• W3124795874 hasConceptScore W3124795874C119857082 @default.
• W3124795874 hasConceptScore W3124795874C126285488 @default.
• W3124795874 hasConceptScore W3124795874C139719470 @default.
• W3124795874 hasConceptScore W3124795874C144587487 @default.
• W3124795874 hasConceptScore W3124795874C149782125 @default.
• W3124795874 hasConceptScore W3124795874C153083717 @default.
• W3124795874 hasConceptScore W3124795874C162324750 @default.
• W3124795874 hasConceptScore W3124795874C175444787 @default.
• W3124795874 hasConceptScore W3124795874C178350159 @default.
• W3124795874 hasConceptScore W3124795874C181168301 @default.
• W3124795874 hasConceptScore W3124795874C181622380 @default.
• W3124795874 hasConceptScore W3124795874C183206440 @default.
• W3124795874 hasConceptScore W3124795874C2777910564 @default.
• W3124795874 hasConceptScore W3124795874C2778055162 @default.
• W3124795874 hasConceptScore W3124795874C2778300220 @default.
• W3124795874 hasConceptScore W3124795874C2779812064 @default.
• W3124795874 hasConceptScore W3124795874C2780759654 @default.
• W3124795874 hasConceptScore W3124795874C2864544 @default.
• W3124795874 hasConceptScore W3124795874C29122968 @default.
• W3124795874 hasConceptScore W3124795874C41008148 @default.
• W3124795874 hasConceptScore W3124795874C44750222 @default.
• W3124795874 hasConceptScore W3124795874C489367 @default.
• W3124795874 hasConceptScore W3124795874C556758197 @default.
• W3124795874 hasConceptScore W3124795874C58202505 @default.
• W3124795874 hasConceptScore W3124795874C80212096 @default.
• W3124795874 hasConceptScore W3124795874C83873408 @default.
• W3124795874 hasConceptScore W3124795874C91602232 @default.
• W3124795874 hasLocation W31247958741 @default.
• W3124795874 hasLocation W31247958742 @default.
• W3124795874 hasLocation W31247958743 @default.
• W3124795874 hasOpenAccess W3124795874 @default.
• W3124795874 hasPrimaryLocation W31247958741 @default.
• W3124795874 hasRelatedWork W1527200908 @default.
• W3124795874 hasRelatedWork W1555702362 @default.
• W3124795874 hasRelatedWork W1566974465 @default.
• W3124795874 hasRelatedWork W167397750 @default.
• W3124795874 hasRelatedWork W1710847168 @default.
• W3124795874 hasRelatedWork W1963767657 @default.
• W3124795874 hasRelatedWork W2096225431 @default.
• W3124795874 hasRelatedWork W2164647060 @default.
• W3124795874 hasRelatedWork W2284499359 @default.
• W3124795874 hasRelatedWork W2555925221 @default.
• W3124795874 hasRelatedWork W2590341255 @default.
• W3124795874 hasRelatedWork W2796084067 @default.
• W3124795874 hasRelatedWork W2998928208 @default.
• W3124795874 hasRelatedWork W3081473234 @default.
• W3124795874 hasRelatedWork W3122636074 @default.
• W3124795874 hasRelatedWork W3124964885 @default.
• W3124795874 hasRelatedWork W3125199994 @default.
• W3124795874 hasRelatedWork W3125410184 @default.
• W3124795874 hasRelatedWork W3141035400 @default.
• W3124795874 hasRelatedWork W3144614036 @default.
• W3124795874 isParatext "false" @default.
• W3124795874 isRetracted "false" @default.
• W3124795874 magId "3124795874" @default.

• next