LAUSR

Sudden surges and macroprudential policies

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0 Published in 2020 at "Applied Economics Letters"

DOI: 10.1080/13504851.2020.1730750

Abstract: ABSTRACT This paper estimates the unconditional probability of a sudden surge in private credit and investigates the extent to which macroprudential policies impact the duration of the period preceding such a surge. While we observe… read more here.

Keywords: credit; sudden surges; surges macroprudential; macroprudential policies ... See more keywords