How do institutional settings condition the effect of macroprudential policies on bank systemic risk?

<p dir="ltr">This paper investigates the impact of different country-traits of the effects of macroprudential policies on systemic risks in OECD countries. The analysis documents that institutional quality, high capital stringency, and moderate supervision support macroprudential pol...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Nicholas Apergis (3028428) (author)
مؤلفون آخرون: Ahmet F. Aysan (17191270) (author), Yassine Bakkar (17191273) (author)
منشور في: 2021
الموضوعات:
الوسوم: إضافة وسم
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الوصف
الملخص:<p dir="ltr">This paper investigates the impact of different country-traits of the effects of macroprudential policies on systemic risks in OECD countries. The analysis documents that institutional quality, high capital stringency, and moderate supervision support macroprudential policies in mitigating systemic risks, depending on macroprudential instruments in force. Institutional, regulatory and supervisory frameworks differently affect the effectiveness of lender- vis-à-vis borrower-targeted policies.</p><h2>Other Information</h2><p dir="ltr">Published in: Economics Letters<br>License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="https://dx.doi.org/10.1016/j.econlet.2021.110123" target="_blank">https://dx.doi.org/10.1016/j.econlet.2021.110123</a></p>