Derrick Kanngiesser

Universitat Pompeu Fabra - Department of Economics and Business

Barcelona

Spain

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Scholarly Papers (1)

1.

Estimating the Impact of Shocks to Bank Capital in the Euro Area

ECB Working Paper No. 2077
Number of pages: 36 Posted: 20 Jun 2017
Derrick Kanngiesser, Reiner Martin, Laurent Maurin and Diego Moccero
Universitat Pompeu Fabra - Department of Economics and Business, Joint Vienna Insitute, European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
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Citation 4

Abstract:

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Euro Area, Bank Balance Sheet Adjustment, Capital Ratio, Bayesian VAR, Macroprudential Policy, Sign Restrictions