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The Challenge of Financial Stability
一个新模型及其应用
9781847208941 Edward Elgar Publishing
实现财务稳定是当今最紧迫的问题之一。这本及时而创新的书提供了一个分析框架,以评估财务(IN)稳定性,作为与现代市场经济有序运作兼容的平衡现象。
更多信息
Critical Acclaim
内容
更多信息
实现财务稳定是当今最紧迫的问题之一。这本及时而创新的书提供了一个分析框架,以评估财务(IN)稳定性,作为与现代市场经济有序运作兼容的平衡现象。
The authors expertly show how good regulatory policy can be implemented and that its effects on the real as well as the nominal side of the economy can be properly analysed. The core of their approach is to take realistic account of the interaction between endogenous default, agent heterogeneity and money and liquidity, and suggest how a quantifiable metric of financial fragility could be developed.
这本有见地的书将是学者和政策制定者未来金融稳定管理工作的基础,并为如何进行危机预防和解决方案提供指导。
The authors expertly show how good regulatory policy can be implemented and that its effects on the real as well as the nominal side of the economy can be properly analysed. The core of their approach is to take realistic account of the interaction between endogenous default, agent heterogeneity and money and liquidity, and suggest how a quantifiable metric of financial fragility could be developed.
这本有见地的书将是学者和政策制定者未来金融稳定管理工作的基础,并为如何进行危机预防和解决方案提供指导。
Critical Acclaim
“毫无疑问,用信用链的内源性违约的Goodhart和Tsomocos框架是解释当前金融危机的新范式的一部分,值得注意。”
- Jean-Bernard Chatelain,Zeitschriftfürnationalökonomie
- Jean-Bernard Chatelain,Zeitschriftfürnationalökonomie
内容
内容:
1。Introduction
Charles A.E. Goodhart和Dimitrios P. Tsomocos
PART I: OVERVIEW
2. ‘Analysis of Financial Stability’, Charles A.E. Goodhart and Dimitrios P. Tsomocos in Pierre L. Siklos, Martin T. Bohl and Mark E. Bohar (eds), Challenges in Central Banking: The Current Institutional Environment and Forces Affecting Monetary Policy, Cambridge, UK: Cambridge University Press, 2010, pp.121–45
3.“对金融稳定分析的宏观经济模型的评估”,GunnarBårdsen,Kjersti-Gro Lindquist和Dimitrios P. Tsomocos,《世界经济评论杂志》,3(1),1月至6月,2008年,7-32
第二部分:理论
4.“均衡分析,银行和金融不稳定”,Dimitrios P. Tsomocos,《数学经济学杂志》,39,2003,619–55
5.与Pojanart Sunirand,经济理论,27,2006,107-42,“分析财务脆弱性的模型”
6. ‘On Modelling Endogenous Default’, Dimitrios P. Tsomocos and Lea Zicchino, OFRC-fe, 2005, 1–19
7.与Sudipto Bhattacharya和Pojanart Sunirand,经济理论,32,2007,381–98,“银行,相对绩效和顺序传染”,与Sudipto Bhattacharya和Pojanart Sunirand一起
第三部分:申请
8. ‘A Model to Analysis Financial Fragility: Applications’, with Pojanart Sunirand, Journal of Financial Stability, 1, 2004, 1–30
9.“银行的风险评估模型”,Pojanart Sunirand,《金融纪事》,第2卷,2006年,1-21
10.“英国银行体系中财务脆弱性的时间序列分析”,Pojanart Sunirand,《金融纪事》,第2卷,2006年,1-21
11。‘An Equilibrium Approach to Financial Stability Analysis: The Colombian Case’, Agustín Saade, Daniel Osorio and Dairo Estrada, Annals of Finance, 3, 2007, 75–105
12.“财务脆弱模式”,凯文·詹姆斯(Kevin James),CCBS,2006年,1-8
第四部分:流动性和抵押品
13. ‘Modeling a Housing and Mortgage Crisis’, with Alexandros P. Vardoulakis, Financial Stability, Monetary Policy, and Central Banking, 2010, 215–53
14. State Prices, Liquidity, and Default’, with Raphaël A. Espinoza, Economic Theory, 39, 2009, 177–94
第五部分:结论
15.结论
Charles A.E. Goodhart和Dimitrios P. Tsomocos
1。Introduction
Charles A.E. Goodhart和Dimitrios P. Tsomocos
PART I: OVERVIEW
2. ‘Analysis of Financial Stability’, Charles A.E. Goodhart and Dimitrios P. Tsomocos in Pierre L. Siklos, Martin T. Bohl and Mark E. Bohar (eds), Challenges in Central Banking: The Current Institutional Environment and Forces Affecting Monetary Policy, Cambridge, UK: Cambridge University Press, 2010, pp.121–45
3.“对金融稳定分析的宏观经济模型的评估”,GunnarBårdsen,Kjersti-Gro Lindquist和Dimitrios P. Tsomocos,《世界经济评论杂志》,3(1),1月至6月,2008年,7-32
第二部分:理论
4.“均衡分析,银行和金融不稳定”,Dimitrios P. Tsomocos,《数学经济学杂志》,39,2003,619–55
5.与Pojanart Sunirand,经济理论,27,2006,107-42,“分析财务脆弱性的模型”
6. ‘On Modelling Endogenous Default’, Dimitrios P. Tsomocos and Lea Zicchino, OFRC-fe, 2005, 1–19
7.与Sudipto Bhattacharya和Pojanart Sunirand,经济理论,32,2007,381–98,“银行,相对绩效和顺序传染”,与Sudipto Bhattacharya和Pojanart Sunirand一起
第三部分:申请
8. ‘A Model to Analysis Financial Fragility: Applications’, with Pojanart Sunirand, Journal of Financial Stability, 1, 2004, 1–30
9.“银行的风险评估模型”,Pojanart Sunirand,《金融纪事》,第2卷,2006年,1-21
10.“英国银行体系中财务脆弱性的时间序列分析”,Pojanart Sunirand,《金融纪事》,第2卷,2006年,1-21
11。‘An Equilibrium Approach to Financial Stability Analysis: The Colombian Case’, Agustín Saade, Daniel Osorio and Dairo Estrada, Annals of Finance, 3, 2007, 75–105
12.“财务脆弱模式”,凯文·詹姆斯(Kevin James),CCBS,2006年,1-8
第四部分:流动性和抵押品
13. ‘Modeling a Housing and Mortgage Crisis’, with Alexandros P. Vardoulakis, Financial Stability, Monetary Policy, and Central Banking, 2010, 215–53
14. State Prices, Liquidity, and Default’, with Raphaël A. Espinoza, Economic Theory, 39, 2009, 177–94
第五部分:结论
15.结论
Charles A.E. Goodhart和Dimitrios P. Tsomocos