Browsing Norges Banks vitenarkiv by Author "Jamilov, Rustam"

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    • Estimating the elasticity of intertemporal substitution using dividend tax news shocks 

      Holm, Martin B.; Jamilov, Rustam; Jasinski, Marek; Nenov, Plamen T. (Working paper;17/2024, Working paper, 2024)
      This paper studies the spending response to news about a dividend tax reform to estimate the elasticity of intertemporal substitution (EIS). The Norwegian dividend tax reform was proposed in 2003, announced in 2004, and ...

    • Granular credit risk 

      Galaasen, Sigurd; Jamilov, Rustam; Rey, Hélène; Juelsrud, Ragnar (Working Paper;15/2020, Working paper, 2020)
      What is the impact of granular credit risk on banks and on the economy? We provide the first causal identification of single-name counterparty exposure risk in bank portfolios by applying a new empirical approach on an ...