Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11779/517
Title: Monetary Coordination and Regulation Policies of Spillover Effects on Asset Dynamics
Authors: Kılıç, Erdem
Keywords: Asset Dynamics
Spillover Effects
Monetary Coordination
Regulation Policies
Publisher: Springer
Source: Kılıç, E. (September, 2016). Monetary coordination and regulation policies of spillover effects on asset dynamics. Global Financial Crisis, Ramifications and Recovery - Opportunities and Threats in Volatile Economic Conditions. Springer, p.135-146.
Abstract: In this study we propose a model for excessive volatility regulation. The model dealswith the control of shocks in capital markets. After describing a transmission mechanism thattransfers shocks in a macroeconomic variable, we establish a model how to control the shocks inthe framework. Two economies are considered with alternative constellations in coordination ofpolicies. Spillover effects under coordination are less severe, than the spillover effects under Nashequilibrium in the case of comovements of asset volatilities. In other terms, coordination helps tocure the contagious effects, in the case, where two countries are affected by the same spillovereffect in the same direction.
URI: https://doi.org/10.1007/978-3-319-47021-4_11
https://hdl.handle.net/20.500.11779/517
https://doi.org/10.1007/978-3-319-47021-4
ISBN: 9783319470207
9783319470214
ISSN: 1431-1933
2197-7178
Appears in Collections:Ekonomi Bölümü Koleksiyonu
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

Files in This Item:
File Description SizeFormat 
global-financial-crisis-and-its-ramifications-on-capital-markets-2017.pdf
  Until 2089-02-16
Yayıncı Sürümü_Kitap Bölümü11.63 MBAdobe PDFView/Open    Request a copy
Show full item record



CORE Recommender

Page view(s)

10
checked on Nov 11, 2024

Google ScholarTM

Check




Altmetric


Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.