Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach

Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach

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Financial (In)Stability, Supervision and Liquidity Injections: A Dynamic General Equilibrium Approach

We develop a dynamic stochastic general equilibrium model with an heterogeneous banking sector. We introduce endogenous default probabilities for both firms and banks, and allow for bank regulation and liquidity injection into the interbank market.

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