摘要 : The literature documents the effects of monetary and macroprudential policies in controlling systemic risk, but empirical evidence of a systemwide framework that effectively coordinates the two policies is lacking. This study asse... 展开
作者 | Zhang~ Ailian Pan~ Mengmeng Liu~ Bai Weng~ Yin-Che |
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作者单位 | |
期刊名称 | 《Economic modelling》 |
页码/总页数 | 415-429 / 15 |
语种 | 英语 |
关键词 | Systemic risk Monetary policy Macroprudential policy TVP-VAR-SV model |
DOI | 10.1016/j.econmod.2020.08.017 |
馆藏号 | F-384 |