Optimal capital requirements with noisy signals on banking risk
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s00199-020-01310-z.pdf
Reference47 articles.
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2. Ashcraft, A.B., Goldsmith-Pinkham, P., Vickery, J.: MBS Ratings and the Mortgage Credit Boom, Staff Reports 449, Federal Reserve Bank of New York (2010)
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4. Banerjee, A.V., Duflo, E.: Growth theory through the lens of development economics, chapter 7. In: Aghion, P., Durlauf, S. (eds.) Handbook of Economic Growth, Volume 1 of Handbook of Economic Growth, pp. 473–552. Elsevier, Amsterdam (2005)
5. Baron, M., Xiong, W.: Credit expansion and neglected crash risk. Q. J. Econ. 132(2), 713–764 (2017)
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