Financial shocks, comovement and credit frictions

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 143
Issue: C
Pages: 20-23

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In models with frictional financial markets, the specification of the borrowing constraint is crucial to generating comovement between macro variables and asset prices after credit shocks. The interaction between financial frictions and labor demand is key to the results.

Technical Details

RePEc Handle
repec:eee:ecolet:v:143:y:2016:i:c:p:20-23
Journal Field
General
Author Count
2
Added to Database
2026-01-25