Jelena Zivanovic - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:58:25+00:00An Optimal Macroprudential Policy Mix for Segmented Credit Markets
https://www.bankofcanada.ca/2021/06/staff-working-paper-2021-31/
How can macroprudential policy and monetary policy stabilize segmented credit markets? Is there a trade-off between financial stability and price stability? I use a theoretical model to evaluate the performance of alternative policies and find the optimal mix of macroprudential and monetary policy in response to aggregate shocks.2021-06-28T12:54:51+00:00enAn Optimal Macroprudential Policy Mix for Segmented Credit Markets2021-06-28Business fluctuations and cyclesCredit and credit aggregatesCredit risk managementFinancial stabilityFinancial system regulation and policiesStaff Working Paper 2021-31https://www.bankofcanada.ca/wp-content/uploads/2021/06/swp2021-31.pdfAn Optimal Macroprudential Policy Mix for Segmented Credit MarketsJelena ZivanovicJune 2021EE3E30E4E44E5E50What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?
https://www.bankofcanada.ca/2019/09/staff-working-paper-2019-38/
I use a structural vector autoregression (SVAR) with sign restrictions to provide conditional evidence on the behavior of the US external finance premium (EFP). The results indicate that the excess bond premium, a proxy for the EFP, reacts countercyclically to supply and monetary policy shocks and procyclically to demand shocks.2019-09-24T09:50:07+00:00enWhat Does Structural Analysis of the External Finance Premium Say About Financial Frictions?2019-09-24Economic modelsFinancial marketsRecent economic and financial developmentsStaff Working Paper 2019-38https://www.bankofcanada.ca/wp-content/uploads/2019/09/swp2019-38.pdfWhat Does Structural Analysis of the External Finance Premium Say About Financial Frictions?Jelena ZivanovicSeptember 2019EE3E32E4E44Corporate Debt Composition and Business Cycles
https://www.bankofcanada.ca/2019/01/staff-working-paper-2019-5/
Based on empirical evidence, I propose a dynamic stochastic general equilibrium model with two financial sectors to analyze the role of corporate debt composition (bank versus bond financing) in the transmission of economic shocks.2019-01-18T12:07:50+00:00enCorporate Debt Composition and Business Cycles2019-01-18Business fluctuations and cyclesFinancial institutionsFinancial marketsRecent economic and financial developmentsStaff Working Paper 2019-5https://www.bankofcanada.ca/wp-content/uploads/2019/01/swp2019-5.pdfCorporate Debt Composition and Business CyclesJelena ZivanovicJanuary 2019EE3E32E4E44