Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Last searches

Results for *

Displaying results 1 to 6 of 6.

  1. Quantitative easing and exuberance in stock markets
    evidence from the euro area
    Author: Hudepohl, Tom; Lamoen, Ryan C. R. van; Vette, Nander de
    Published: [2019]
    Publisher:  De Nederlandsche Bank NV, Amsterdam, the Netherlands

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 604
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / De Nederlandsche Bank NV ; no. 660 (December 2019)
    Subjects: exuberance; asset price bubbles; unconventional monetary policy; quantitativeeasing
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  2. Essays on financial intermediation and financial stability
    Author: Rother, Simon
    Published: 2021
    Publisher:  Universitäts- und Landesbibliothek Bonn, Bonn

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Universitätsbibliothek Braunschweig
    Inter-library loan:
    No inter-library loan

    Location:
    Staats- und Universitätsbibliothek Bremen
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Clausthal
    Inter-library loan:
    No inter-library loan

    Location:
    Fachhochschule Erfurt, Hochschulbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
    No inter-library loan

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    Inter-library loan:
    No inter-library loan

    Location:
    Technische Universität Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Bibliothek der Hochschule Hannover
    Inter-library loan:
    No inter-library loan
    Location:
    Bibliothek im Kurt-Schwitters-Forum
    Inter-library loan:
    No inter-library loan

    Location:
    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan

    Location:
    Zentrale Hochschulbibliothek Lübeck
    Inter-library loan:
    No inter-library loan

    Location:
    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschule Magdeburg-Stendal, Hochschulbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschule Osnabrück, Bibliothek Campus Westerberg
    Inter-library loan:
    No inter-library loan

    Location:
    Hochschule Magdeburg-Stendal, Standort Stendal, Bibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    UB Weimar
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    Other identifier:
    hdl: 20.500.11811/9252
    Subjects: Kreditvergabe; Soziale Netzwerke; Informationsfriktionen; Distanz; Preisblasen; Finanzkrisen; Systemisches Risiko; Makroprudentielle Regulierung; Vernetztheit; Bank lending; social networks; information frictions; distance; asset price bubbles; financial crises; systemic risk; macroprudential regulation; interconnectedness
    Scope: 1 Online-Ressource (circa 211 Seiten), Illustrationen
    Notes:

    In: 10.1093/rfs/hhaa011

    Dissertation, Rheinische Friedrich-Wilhelms-Universität Bonn, 2021
  3. The theory of monetary disorder
    debt finance, existing assets, and the consequences of prolonged monetized budget deficits and ultra-easy monetary policy
    Author: Palley, Thomas
    Published: 2023
    Publisher:  Hans-Böckler-Stiftung, Düsseldorf

    This paper introduces the notion of monetary disorder. The underlying theory rests on a twin circuits view of the macro economy. The idea of monetary disorder has relevance for understanding the experience and consequences of the recent decade-long... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DSP 200
    Inter-library loan:
    No inter-library loan

     

    This paper introduces the notion of monetary disorder. The underlying theory rests on a twin circuits view of the macro economy. The idea of monetary disorder has relevance for understanding the experience and consequences of the recent decade-long period of monetized large budget deficits and ultra-easy monetary policy. Current policy rests on Keynesian logic whereby a large fall in aggregate demand warrants robust offsetting monetary and fiscal policy actions. That logic neglects potential monetary disorder being bred within the financial circuit in the form of inflated asset prices and leveraged balance sheets. That disorder is likely to develop long before inflation accelerates so that inflation targeting fails to protect against it. Political factors increase the policy danger as the benefits of disorder are front-loaded and the costs backloaded. The paper concludes with a policy discussion regarding how to prevent Keynesian goods market counter-cyclical stabilization policy from causing monetary disorder.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/297856
    Series: FMM working paper ; Nr. 93 (October 2023)
    Subjects: Monetary disorder; twin circuits; inflation; asset price bubbles; budget deficits; modern money theory (MMT)
    Scope: 1 Online-Ressource (circa 36 Seiten), Illustrationen
  4. Price dividend models, expectations formation, and monetary policy
    Author: Valckx, Nico
    Published: 2003
    Publisher:  HWWA, Hamburg

    Export to reference management software   RIS file
      BibTeX file
  5. Price dividend models, expectations formation, and monetary policy
    Author: Valckx, Nico
    Published: 2003
    Publisher:  Hamburg Institute of International Economics (HWWA), Hamburg

    Export to reference management software   RIS file
      BibTeX file
  6. Banks, markets, and financial stability
    Author: Eder, Armin; Fecht, Falko; Pausch, Thilo
    Published: 2014
    Publisher:  Dt. Bundesbank, Frankfurt am Main

    We use a Diamond/Dybvig-based model with two banks operating in separate regions connected by a common asset market in which banks and sophisticated depositors invest. We study the effect of a potential run (crisis) and subsequent fire sales on the... more

    Location:
    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 12 (2014,31)
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Osnabrück
    Inter-library loan:
    No inter-library loan

     

    We use a Diamond/Dybvig-based model with two banks operating in separate regions connected by a common asset market in which banks and sophisticated depositors invest. We study the effect of a potential run (crisis) and subsequent fire sales on the asset price in both the crisis and no-crisis state. In our model, the two are jointly determined by a cash-in-the-market pricing and a no-arbitrage condition. We find that (i) a higher crisis probability increases the liquidity premium and thus asset prices in the normal and crisis case and (ii) a higher share of sophisticated investors increases market depth and thus the crisis price while it might also raise the asset price in the normal state.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783957290793
    Other identifier:
    hdl: 10419/104618
    Series: Discussion paper / Deutsche Bundesbank ; 31/2014
    Subjects: liquidity risk; financial crises; contagion; asset price bubbles
    Scope: Online-Ressource (28, [3] S.), graph. Darst.