An agent-based model for the assessment of LTV caps-Reference-Cited by-同舟云学术

An agent-based model for the assessment of LTV caps

Published:2020-04-17 Issue:10 Volume:20 Page:1721-1748
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Laliotis Dimitrios¹,Buesa Alejandro¹²^ORCID,Leber Miha³,Población Javier¹^ORCID

Affiliation:

1. DG Macroprudential Policy and Financial Stability, European Central Bank, Sonnemannstrasse 22, Frankfurt a.M., Germany

2. Universidad Complutense de Madrid, Campus de Somosaguas, Pozuelo de Alarcón, Spain

3. DG Microprudential Supervision II, European Central Bank, Kaiserstrasse 29, Frankfurt a.M., Germany

Funder

Ministerio de Educación

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2020.1733058

Reference57 articles.

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3. Albacete, N., Eidenberger, J., Krenn, G., Lindner, P. and Sigmund, M., Risk-bearing capacity of households – Linking micro-level data to the macroprudential toolkit. OeNB Financial Stability Report 27, June 2014.

4. The Financial Accelerator: Evidence from International Housing Markets

5. Financial fragility of euro area households

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