English, Article, Journal or magazine article edition: Towards a Measure of Financial Fragility Lea Zicchino; Dimitrios Tsomocos; Charles Goodhart; ...

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/44675
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Towards a Measure of Financial Fragility
Author
  • Lea Zicchino
  • Dimitrios Tsomocos
  • Charles Goodhart
  • Oriol Aspachs Bracon
Physical Description
  • preprint
Notes
  • This paper proposes a measure of financial fragility that is based on economic welfare in a general model calibrated against UK data. The model comprises a household sector, three active hetrogeneous banks, a central bank/​regulator, incomplete markets and endogenous default. We address the impact of monetary and regulatory policy, credit and capital shocks in the real and financial sectors and how the response of the economy to shocks relates to our measure of financial fragility. Finally we use panel VAR techniques to investigate the relationships between the factors that characterise financial fragility in our model i.e. banks' probabilities of default and banks' profits - to a proxy of welfare
  • RePEc:fmg:fmgdps:dp554
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment