Please use this identifier to cite or link to this item:
http://localhost/handle/Hannan/24
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Heinemann, Frank, ; editor ; | en_US |
| dc.contributor.author | Kleh, Ulrich. ; editor ; | en_US |
| dc.contributor.author | Watzka, Sebastian, ; editor ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-04-28T08:40:58Z | - |
| dc.date.available | 2020-04-28T08:40:58Z | - |
| dc.date.issued | 2017 | en_US |
| dc.identifier.isbn | 9783319562612 ; (electronic bk.) ; | en_US |
| dc.identifier.isbn | 3319562614 ; (electronic bk.) ; | en_US |
| dc.identifier.isbn | 3319562606 ; | en_US |
| dc.identifier.isbn | 9783319562605 ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/24 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Ohio Library and Information Network ; | en_US |
| dc.description | en_US | |
| dc.description | Available to OhioLINK libraries ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Print version: ; 3319562606 ; 9783319562605 ; (OCoLC)973897069 ; | en_US |
| dc.description | en_US | |
| dc.description.abstract | This volume investigates different aspects of monetary policy and prevention of financial crises. It discusses some recently suggested measures for central banks' responses to liquidity shortages and to the liquidity trap, methods for assessing the potential of crisis contagion via the interbank network, and the interaction between micro- and macro-prudential regulation. It compares different approaches for solving the Eurozone sovereign-debt problem and provides a new and intriguing explanation for rising income inequality. The authors are experts on monetary policy, financial crises, and contract theory from different European universities and central banks ; | en_US |
| dc.description.statementofresponsibility | Frank Heinemann, Ulrich Kleh, Sebastian Watzka, editors | en_US |
| dc.description.tableofcontents | Preface; Contents; Monetary Policy, Financial Crises, and the Macroeconomy:Introduction; 1 Liquidity and Contagion of Financial Crises; 2 Putting Theory to Work; 3 Re-conceptualizing Macroeconomics; References; Part I Liquidity From a Macroeconomic Perspective; Balancing Lender of Last Resort Assistance with Avoidance of Moral Hazard; 1 Introduction; 2 The Meaning of Solvencye; 3 A Liquidity Problem Is a Solvency Problem; 4 Lend to the Market, not to an Individual Borrowere; 5 Limiting Moral Hazard; 5.1 Treat First Worst; 5.2 Involve the Other Banks, if Possible ; | en_US |
| dc.description.tableofcontents | 5.3 Change the Incentive Structure6 Conclusions; References; Optimal Lender of Last Resort Policy in DifferentFinancial Systems; 1 Introduction; 1.1 Related Literature; 2 The Framework; 2.1 The Setup; 2.2 Financial Structure of Firms and Banks; 2.3 Local Lending Markets and the Time Structure of the Model; 3 Stability of an Individual Bank; 4 Equilibrium in the Liquidity Market; 5 Optimal LOLR-Policy; 6 Conclusions; References; Network Effects and Systemic Risk in the Banking Sector; 1 Introduction; 2 The Structure and Development of Credit Relationships in the Banking Sector ; | en_US |
| dc.description.tableofcontents | 2.1 Extracting the eeSeetylized Facts''2.2 Fitting Structural Models: Scale-Free and Core-Periphery Models for the Banking Network; 2.3 Fitting Behavioral Models: An Actor-Based Approach to Link Formation; 3 New Structural and Behavioral Models; 3.1 An Interbank Network Model Based on eeSeetylized Facts''; 3.2 Interaction Between the Topology of Bank-Firm Loans and the Interbank Network; 3.3 A Dynamic Model of Link Formation in the Banking Sector; 4 Conclusion; References; Contagion Risk During the Euro Area Sovereign Debt Crisis: Greece, Convertibility Risk, and the ECB as Lender of Last Resort ; | en_US |
| dc.description.tableofcontents | 1 The Greek Debt Crisis, Break-up Risk of the Euro Area, and the Lender of Last Resort Function of the Central Bank: Did Contagion Mattere2 Overview; 2.1 Definitions of Contagion; 2.2 Contagion in the Literature; 3 Correlation Based Contagion Analysis; 3.1 The DCC Model; 3.2 Dataset: Yield Data; 3.3 Principal Component Analysis: Accounting for a Global Common Factor; 4 Results: Different Phases of the Greek Crisis in Light of the DCC-Results; 4.1 Beginning of the Crisis in Autumn 2009; 4.2 The Crisis Intensifies in 2010; 4.3 Ongoing Crisis in 2011 ; | en_US |
| dc.description.tableofcontents | 4.4 The Climax and Mario Draghi's "Whatever it takes" Speech5 Effects of Greek Rating Downgrades on Correlations: Is There a Role for Non-fundamentally Driven Contagione; 5.1 Regression Model Setup; 5.2 Ratings Data; 5.3 Rating Regression Results; 6 Conclusion; Appendix 1: Descriptive Statistics of Bond Yield Data; Appendix 2: Principal Component Analysis; Appendix 3: DCC Coefficients; Appendix 4: Country Ratings; Appendix 5: Results of Ratings Regression Equation (5) for Control Ratings; References; The Case for the Separation of Money and Credit; 1 Introduction ; | en_US |
| dc.format.extent | 1 online resource ; | en_US |
| dc.format.extent | Includes bibliographical references ; | en_US |
| dc.publisher | Springer, | en_US |
| dc.relation.haspart | 9783319562612.pdf | en_US |
| dc.subject | Monetary policy ; | en_US |
| dc.subject | Financial crises ; | en_US |
| dc.subject | Banks and banking ; | en_US |
| dc.subject | Macroeconomics ; | en_US |
| dc.subject | Economic development ; | en_US |
| dc.title | Monetary policy, financial crises, and the macroeconomy | en_US |
| dc.title.alternative | festschrift for Gerhard Illing / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| dc.classification.lc | HG230.3 ; | en_US |
| Appears in Collections: | مدیریت مالی گرایش بانکداری | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319562612.pdf | 8.89 MB | Adobe PDF |  Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Heinemann, Frank, ; editor ; | en_US |
| dc.contributor.author | Kleh, Ulrich. ; editor ; | en_US |
| dc.contributor.author | Watzka, Sebastian, ; editor ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-04-28T08:40:58Z | - |
| dc.date.available | 2020-04-28T08:40:58Z | - |
| dc.date.issued | 2017 | en_US |
| dc.identifier.isbn | 9783319562612 ; (electronic bk.) ; | en_US |
| dc.identifier.isbn | 3319562614 ; (electronic bk.) ; | en_US |
| dc.identifier.isbn | 3319562606 ; | en_US |
| dc.identifier.isbn | 9783319562605 ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/24 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Ohio Library and Information Network ; | en_US |
| dc.description | en_US | |
| dc.description | Available to OhioLINK libraries ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Print version: ; 3319562606 ; 9783319562605 ; (OCoLC)973897069 ; | en_US |
| dc.description | en_US | |
| dc.description.abstract | This volume investigates different aspects of monetary policy and prevention of financial crises. It discusses some recently suggested measures for central banks' responses to liquidity shortages and to the liquidity trap, methods for assessing the potential of crisis contagion via the interbank network, and the interaction between micro- and macro-prudential regulation. It compares different approaches for solving the Eurozone sovereign-debt problem and provides a new and intriguing explanation for rising income inequality. The authors are experts on monetary policy, financial crises, and contract theory from different European universities and central banks ; | en_US |
| dc.description.statementofresponsibility | Frank Heinemann, Ulrich Kleh, Sebastian Watzka, editors | en_US |
| dc.description.tableofcontents | Preface; Contents; Monetary Policy, Financial Crises, and the Macroeconomy:Introduction; 1 Liquidity and Contagion of Financial Crises; 2 Putting Theory to Work; 3 Re-conceptualizing Macroeconomics; References; Part I Liquidity From a Macroeconomic Perspective; Balancing Lender of Last Resort Assistance with Avoidance of Moral Hazard; 1 Introduction; 2 The Meaning of Solvencye; 3 A Liquidity Problem Is a Solvency Problem; 4 Lend to the Market, not to an Individual Borrowere; 5 Limiting Moral Hazard; 5.1 Treat First Worst; 5.2 Involve the Other Banks, if Possible ; | en_US |
| dc.description.tableofcontents | 5.3 Change the Incentive Structure6 Conclusions; References; Optimal Lender of Last Resort Policy in DifferentFinancial Systems; 1 Introduction; 1.1 Related Literature; 2 The Framework; 2.1 The Setup; 2.2 Financial Structure of Firms and Banks; 2.3 Local Lending Markets and the Time Structure of the Model; 3 Stability of an Individual Bank; 4 Equilibrium in the Liquidity Market; 5 Optimal LOLR-Policy; 6 Conclusions; References; Network Effects and Systemic Risk in the Banking Sector; 1 Introduction; 2 The Structure and Development of Credit Relationships in the Banking Sector ; | en_US |
| dc.description.tableofcontents | 2.1 Extracting the eeSeetylized Facts''2.2 Fitting Structural Models: Scale-Free and Core-Periphery Models for the Banking Network; 2.3 Fitting Behavioral Models: An Actor-Based Approach to Link Formation; 3 New Structural and Behavioral Models; 3.1 An Interbank Network Model Based on eeSeetylized Facts''; 3.2 Interaction Between the Topology of Bank-Firm Loans and the Interbank Network; 3.3 A Dynamic Model of Link Formation in the Banking Sector; 4 Conclusion; References; Contagion Risk During the Euro Area Sovereign Debt Crisis: Greece, Convertibility Risk, and the ECB as Lender of Last Resort ; | en_US |
| dc.description.tableofcontents | 1 The Greek Debt Crisis, Break-up Risk of the Euro Area, and the Lender of Last Resort Function of the Central Bank: Did Contagion Mattere2 Overview; 2.1 Definitions of Contagion; 2.2 Contagion in the Literature; 3 Correlation Based Contagion Analysis; 3.1 The DCC Model; 3.2 Dataset: Yield Data; 3.3 Principal Component Analysis: Accounting for a Global Common Factor; 4 Results: Different Phases of the Greek Crisis in Light of the DCC-Results; 4.1 Beginning of the Crisis in Autumn 2009; 4.2 The Crisis Intensifies in 2010; 4.3 Ongoing Crisis in 2011 ; | en_US |
| dc.description.tableofcontents | 4.4 The Climax and Mario Draghi's "Whatever it takes" Speech5 Effects of Greek Rating Downgrades on Correlations: Is There a Role for Non-fundamentally Driven Contagione; 5.1 Regression Model Setup; 5.2 Ratings Data; 5.3 Rating Regression Results; 6 Conclusion; Appendix 1: Descriptive Statistics of Bond Yield Data; Appendix 2: Principal Component Analysis; Appendix 3: DCC Coefficients; Appendix 4: Country Ratings; Appendix 5: Results of Ratings Regression Equation (5) for Control Ratings; References; The Case for the Separation of Money and Credit; 1 Introduction ; | en_US |
| dc.format.extent | 1 online resource ; | en_US |
| dc.format.extent | Includes bibliographical references ; | en_US |
| dc.publisher | Springer, | en_US |
| dc.relation.haspart | 9783319562612.pdf | en_US |
| dc.subject | Monetary policy ; | en_US |
| dc.subject | Financial crises ; | en_US |
| dc.subject | Banks and banking ; | en_US |
| dc.subject | Macroeconomics ; | en_US |
| dc.subject | Economic development ; | en_US |
| dc.title | Monetary policy, financial crises, and the macroeconomy | en_US |
| dc.title.alternative | festschrift for Gerhard Illing / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| dc.classification.lc | HG230.3 ; | en_US |
| Appears in Collections: | مدیریت مالی گرایش بانکداری | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319562612.pdf | 8.89 MB | Adobe PDF | Preview File |
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Heinemann, Frank, ; editor ; | en_US |
| dc.contributor.author | Kleh, Ulrich. ; editor ; | en_US |
| dc.contributor.author | Watzka, Sebastian, ; editor ; | en_US |
| dc.date.accessioned | 2013 | en_US |
| dc.date.accessioned | 2020-04-28T08:40:58Z | - |
| dc.date.available | 2020-04-28T08:40:58Z | - |
| dc.date.issued | 2017 | en_US |
| dc.identifier.isbn | 9783319562612 ; (electronic bk.) ; | en_US |
| dc.identifier.isbn | 3319562614 ; (electronic bk.) ; | en_US |
| dc.identifier.isbn | 3319562606 ; | en_US |
| dc.identifier.isbn | 9783319562605 ; | en_US |
| dc.identifier.uri | http://localhost/handle/Hannan/24 | - |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Ohio Library and Information Network ; | en_US |
| dc.description | en_US | |
| dc.description | Available to OhioLINK libraries ; | en_US |
| dc.description | en_US | |
| dc.description | en_US | |
| dc.description | Print version: ; 3319562606 ; 9783319562605 ; (OCoLC)973897069 ; | en_US |
| dc.description | en_US | |
| dc.description.abstract | This volume investigates different aspects of monetary policy and prevention of financial crises. It discusses some recently suggested measures for central banks' responses to liquidity shortages and to the liquidity trap, methods for assessing the potential of crisis contagion via the interbank network, and the interaction between micro- and macro-prudential regulation. It compares different approaches for solving the Eurozone sovereign-debt problem and provides a new and intriguing explanation for rising income inequality. The authors are experts on monetary policy, financial crises, and contract theory from different European universities and central banks ; | en_US |
| dc.description.statementofresponsibility | Frank Heinemann, Ulrich Kleh, Sebastian Watzka, editors | en_US |
| dc.description.tableofcontents | Preface; Contents; Monetary Policy, Financial Crises, and the Macroeconomy:Introduction; 1 Liquidity and Contagion of Financial Crises; 2 Putting Theory to Work; 3 Re-conceptualizing Macroeconomics; References; Part I Liquidity From a Macroeconomic Perspective; Balancing Lender of Last Resort Assistance with Avoidance of Moral Hazard; 1 Introduction; 2 The Meaning of Solvencye; 3 A Liquidity Problem Is a Solvency Problem; 4 Lend to the Market, not to an Individual Borrowere; 5 Limiting Moral Hazard; 5.1 Treat First Worst; 5.2 Involve the Other Banks, if Possible ; | en_US |
| dc.description.tableofcontents | 5.3 Change the Incentive Structure6 Conclusions; References; Optimal Lender of Last Resort Policy in DifferentFinancial Systems; 1 Introduction; 1.1 Related Literature; 2 The Framework; 2.1 The Setup; 2.2 Financial Structure of Firms and Banks; 2.3 Local Lending Markets and the Time Structure of the Model; 3 Stability of an Individual Bank; 4 Equilibrium in the Liquidity Market; 5 Optimal LOLR-Policy; 6 Conclusions; References; Network Effects and Systemic Risk in the Banking Sector; 1 Introduction; 2 The Structure and Development of Credit Relationships in the Banking Sector ; | en_US |
| dc.description.tableofcontents | 2.1 Extracting the eeSeetylized Facts''2.2 Fitting Structural Models: Scale-Free and Core-Periphery Models for the Banking Network; 2.3 Fitting Behavioral Models: An Actor-Based Approach to Link Formation; 3 New Structural and Behavioral Models; 3.1 An Interbank Network Model Based on eeSeetylized Facts''; 3.2 Interaction Between the Topology of Bank-Firm Loans and the Interbank Network; 3.3 A Dynamic Model of Link Formation in the Banking Sector; 4 Conclusion; References; Contagion Risk During the Euro Area Sovereign Debt Crisis: Greece, Convertibility Risk, and the ECB as Lender of Last Resort ; | en_US |
| dc.description.tableofcontents | 1 The Greek Debt Crisis, Break-up Risk of the Euro Area, and the Lender of Last Resort Function of the Central Bank: Did Contagion Mattere2 Overview; 2.1 Definitions of Contagion; 2.2 Contagion in the Literature; 3 Correlation Based Contagion Analysis; 3.1 The DCC Model; 3.2 Dataset: Yield Data; 3.3 Principal Component Analysis: Accounting for a Global Common Factor; 4 Results: Different Phases of the Greek Crisis in Light of the DCC-Results; 4.1 Beginning of the Crisis in Autumn 2009; 4.2 The Crisis Intensifies in 2010; 4.3 Ongoing Crisis in 2011 ; | en_US |
| dc.description.tableofcontents | 4.4 The Climax and Mario Draghi's "Whatever it takes" Speech5 Effects of Greek Rating Downgrades on Correlations: Is There a Role for Non-fundamentally Driven Contagione; 5.1 Regression Model Setup; 5.2 Ratings Data; 5.3 Rating Regression Results; 6 Conclusion; Appendix 1: Descriptive Statistics of Bond Yield Data; Appendix 2: Principal Component Analysis; Appendix 3: DCC Coefficients; Appendix 4: Country Ratings; Appendix 5: Results of Ratings Regression Equation (5) for Control Ratings; References; The Case for the Separation of Money and Credit; 1 Introduction ; | en_US |
| dc.format.extent | 1 online resource ; | en_US |
| dc.format.extent | Includes bibliographical references ; | en_US |
| dc.publisher | Springer, | en_US |
| dc.relation.haspart | 9783319562612.pdf | en_US |
| dc.subject | Monetary policy ; | en_US |
| dc.subject | Financial crises ; | en_US |
| dc.subject | Banks and banking ; | en_US |
| dc.subject | Macroeconomics ; | en_US |
| dc.subject | Economic development ; | en_US |
| dc.title | Monetary policy, financial crises, and the macroeconomy | en_US |
| dc.title.alternative | festschrift for Gerhard Illing / | en_US |
| dc.type | Book | en_US |
| dc.publisher.place | Cham : | en_US |
| dc.classification.lc | HG230.3 ; | en_US |
| Appears in Collections: | مدیریت مالی گرایش بانکداری | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 9783319562612.pdf | 8.89 MB | Adobe PDF | Preview File |