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Mark Illing

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Daniel de Munnik & David Dupuis & Mark Illing, 2009. "Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Business Outlook Survey," Staff Working Papers 09-10, Bank of Canada.

    Cited by:

    1. Adnan Faridi, Akhtar Baloch, 2019. "Training and Development Methods affecting Professionalism and Empowerment of Banking Sector Employees," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 6(2), pages 75-92, October.

  2. Mark Illing & Graydon Paulin, 2004. "The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital," Staff Working Papers 04-30, Bank of Canada.

    Cited by:

    1. Ryan Felushko & Eric Santor, 2006. "The International Monetary Fund's Balance-Sheet and Credit Risk," Staff Working Papers 06-21, Bank of Canada.
    2. Césaire Meh & Kevin Moran, 2008. "The Role of Bank Capital in the Propagation of Shocks," Staff Working Papers 08-36, Bank of Canada.
    3. Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert, 2013. "Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes," MPRA Paper 44105, University Library of Munich, Germany.
    4. Étienne Bordeleau & Allan Crawford & Christopher Graham, 2009. "Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience," Discussion Papers 09-15, Bank of Canada.
    5. Patrick Van Roy, 2005. "The impact of the 1988 Basel Accord on banks' capital ratios and credit risk-taking: an international study," Finance 0509013, University Library of Munich, Germany.

  3. Mark Illing & Ying Liu, 2003. "An Index of Financial Stress for Canada," Staff Working Papers 03-14, Bank of Canada.

    Cited by:

    1. Apriliani Gustiana & Nasrudin, 2021. "Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 367-396, September.
    2. Nasreen, Samia & Anwar, Sofia & Ozturk, Ilhan, 2017. "Financial stability, energy consumption and environmental quality: Evidence from South Asian economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 1105-1122.
    3. Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia, 2023. "A systematic review of early warning systems in finance," Papers 2310.00490, arXiv.org.
    4. Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
    5. Samia Nasreen & Sofia Anwar, 2020. "Financial Stability And The Role Of Economic And Financial Integration In South Asia: Evidence From Time-Series Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 303-333, March.
    6. Feng Qing & Xiaohuan Liu & Zhaoyong Jiang & Shaoda Li, 2020. "Assessment of energy strategy pressure based on geographical information system," Energy & Environment, , vol. 31(6), pages 1031-1054, September.
    7. Vintu Denis & Negotei Ioana-Alina, 2018. "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 264-270, July.
    8. Lesia Tyshchenko & Attila Csajbok, 2017. "A Financial Stress Index for Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 240, pages 5-13.
    9. Indrajit Roy & Dipankar Biswas & Arti Sinha, 2015. "Financial Conditions Composite Indicator (FCCI) for India," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    10. Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99376, University Library of Munich, Germany.
    11. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    12. Amira Dridi & Mohamed El Ghourabi & Mohamed Limam, 2012. "On monitoring financial stress index with extreme value theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 329-339, March.
    13. Niluthpaul Sarker & Shamsun Nahar, 2018. "The Vulnerability Trends of the Banking Sector of Bangladesh: A Stress Testing Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 8(3), pages 75-85.
    14. Zulkhibri, Muhamed & Ismail, Abdul Ghafar, 2017. "Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment," Policy Papers 2017-6, The Islamic Research and Teaching Institute (IRTI).
    15. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2019. "A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon," MPRA Paper 116083, University Library of Munich, Germany.
    16. Dagher, Leila & Hasanov, Fakhri, 2022. "Oil Market Shocks and Financial Instability in Asian Countries," MPRA Paper 116079, University Library of Munich, Germany.
    17. Irving Fisher Committee, 2005. "Proceedings of the IFC Conference on "Central Bank Issues Regarding National and Financial Accounts", Basel, September 2004," IFC Bulletins, Bank for International Settlements, number 21.
    18. Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia, 2023. "Financial stability and monetary policy reaction: Evidence from the GCC countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 396-405.
    19. Mohammad Dulal Miah & Muhammad Shafiullah & Md. Samsul Alam, 2024. "The effect of financial stress on renewable energy consumption: evidence from US data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 26623-26646, October.
    20. Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series) 1129, Federal Reserve Bank of Cleveland.
    21. Albulescu, Claudiu Tiberiu, 2010. "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-98, March.
    22. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
    23. Bors ISAC, 2015. "VAR Methodology in Assessment of the Financial Stability," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 93-98.
    24. Judith Eidenberger & Benjamin Neudorfer & Michael Sigmund & Ingrid Stein, 2013. "Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 62-81.
    25. Layal Mansour-Ichrakieh, 2021. "The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market," JRFM, MDPI, vol. 14(3), pages 1-24, February.
    26. Dairo Estrada & Miguel Ángel Morales Mosquera, 2009. "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
    27. Petr Jakubík & Tomáš Slacík, 2013. "Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 102-117.
    28. Long, Shaobo & Li, Zixuan, 2023. "Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network," International Review of Financial Analysis, Elsevier, vol. 90(C).
    29. Sha Zhu, 2018. "China¡¯s Financial Market Risk: Macroeconomic Response and Crisis Warning," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(6), pages 12-19, June.
    30. Emara, Noha & Zhang, Xiaojun & Liu, Shangchao, 2019. "Economic Growth and Financial Stability in MENA Countries: Does Exporting Oil Matters?," MPRA Paper 99312, University Library of Munich, Germany.
    31. Tang, Pan & Tang, Tiantian & Lu, Chennuo, 2024. "Predicting systemic financial risk with interpretable machine learning," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    32. Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021. "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    33. Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
    34. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2020. "Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index," Finance Research Letters, Elsevier, vol. 32(C).
    35. Huang, Wenli & Lan, Cheng & Xu, Yueling & Zhang, Zhaonan & Zeng, Haijian, 2022. "Does COVID-19 matter for systemic financial risks? Evidence from China's financial and real estate sectors," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    36. Oparah Felix Chukwudi & James Tumba Henry, 2020. "Monetary Policy and Financial Stability in the Nigerian Banking Industry," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(1), pages 82-114, January.
    37. Sadia Babar & Rashid Latief & Sumaira Ashraf & Sania Nawaz, 2019. "Financial Stability Index for the Financial Sector of Pakistan," Economies, MDPI, vol. 7(3), pages 1-24, August.
    38. Armida Alisjahbana & Viktor Pirmana, 2016. "Assessing Indonesia’s Long Run Growth: The Role of Total Factor Productivity and Human Capital," UNPAD SDGs Working Paper Series 201616, Center for Sustainable Development Goals Studies, Universitas Padjadjaran, revised Jun 2016.
    39. Albulescu, Claudiu Tiberiu, 2013. "Financial Stability and Monetary Policy: A Reduced-Form Model for the EURO Area," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 62-81, March.
    40. Blaise Gadanecz & Kaushik Jayaram, 2009. "Measures of financial stability - a review," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 365-380, Bank for International Settlements.
    41. Albulescu, Claudiu Tiberiu, 2008. "Assessing Romanian financial sector stability: the importance of the international economic climate," MPRA Paper 16581, University Library of Munich, Germany, revised 12 Feb 2009.
    42. Canale, Rosaria Rita & de Grauwe, Paul & Foresti, Pasquale & Napolitano, Oreste, 2018. "Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?," LSE Research Online Documents on Economics 86629, London School of Economics and Political Science, LSE Library.
    43. Jaume Puig-Forne & Mr. Ken Miyajima & Rebecca McCaughrin & Mr. Peter Dattels, 2010. "Can You Map Global Financial Stability?," IMF Working Papers 2010/145, International Monetary Fund.
    44. Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong, 2015. "Supervising System Stress in Multiple Markets," Risks, MDPI, vol. 3(3), pages 1-25, September.
    45. Marie Brière & Kamal Chancari, 2004. "Perception des risques sur les marchés, construction d'un indice élaboré à partir des smiles d'options et test de stratégies," Revue d'économie politique, Dalloz, vol. 114(4), pages 527-555.
    46. Claudiu T. Albulescu & Daniel Goyeau & Dominique Pépin, 2013. "Financial instability and ECB monetary policy," Post-Print halshs-00943753, HAL.
    47. Shaen Corbet, 2014. "The European Financial Market Stress Index," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 217-230.
    48. Kristína Kočišová & Daniel Stavárek, 2015. "Banking Stability Index: New EU countries after Ten Years of Membership," Working Papers 0024, Silesian University, School of Business Administration.
    49. Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018. "Can Countries Manage Their Financial Conditions Amid Globalization?," IMF Working Papers 2018/015, International Monetary Fund.
    50. Mishra, Akanksha & Dubey, Amlendu, 2022. "Inflation targeting and its spillover effects on financial stability in emerging market economies," Journal of Policy Modeling, Elsevier, vol. 44(6), pages 1198-1218.
    51. Gang Li & Ehsan Elahi & Xingshuai Wang, 2023. "Population age structure, asset price, and financial stability," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(4), pages 2041-2056, June.
    52. Tsionas, Mike G., 2016. "Parameters measuring bank risk and their estimation," European Journal of Operational Research, Elsevier, vol. 250(1), pages 291-304.
    53. Emmanuel C. Mamatzakis & Mike G. Tsionas, 2021. "A Bayesian panel stochastic volatility measure of financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5363-5384, October.
    54. Claudiu T. Albulescu, 2011. "Economic and Financial Integration of CEECs: The Impact of Financial Instability," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(1), pages 027-045, March.
    55. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
    56. Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
    57. Nadežda Sinenko & Deniss Titarenko & Mikus Arinš, 2013. "The Latvian financial stress index as an important element of the financial system stability monitoring framework," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 85-110, December.
    58. Urs W. Birchler & Matteo Facchinetti, 2007. "Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 95-132, June.
    59. Shaen Corbet & Cian Twomey, 2014. "An index of financial market stress for the United Kingdom," Economics and Business Letters, Oviedo University Press, vol. 3(2), pages 127-133.
    60. Timothy Bianco & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2012. "Financial stress index: a lens for supervising the financial system," Working Papers (Old Series) 12-37, Federal Reserve Bank of Cleveland.
    61. Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank.
    62. Koranteng, Barbara & You, Kefei, 2024. "Fintech and financial stability: Evidence from spatial analysis for 25 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
    63. Weistroffer, Christian & Vallés, Veronica, 2008. "Monitoring banking sector risks: An applied approach," Research Notes 29, Deutsche Bank Research.
    64. Mirna Dumicic, 2015. "Financial stress indicators for small, open, highly euroized countries: the case of Croatia," Financial Theory and Practice, Institute of Public Finance, vol. 39(2), pages 171-203.
    65. José Alejandro Fernández Fernández & Virginia Bejarano Vázquez & Juan Antonio Vicente Virseda, 2021. "New Approach to Financial and Economic Stability in the United States from a Banking Perspective," Economic Papers, The Economic Society of Australia, vol. 40(1), pages 54-72, March.
    66. Vdovychenko, Artem & Oros, Galyna, 2014. "Financial stress index: estimation and application in empirical researches in Ukraine," MPRA Paper 69337, University Library of Munich, Germany.
    67. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(2), pages 125-151, April.
    68. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
    69. Bu, Ya & Du, Xin & Li, Hui & Yu, Xinghui & Wang, Yuting, 2023. "Research on the FinTech risk early warning based on the MS-VAR model: An empirical analysis in China," Global Finance Journal, Elsevier, vol. 58(C).
    70. Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    71. Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2013. "Policy in adaptive financial markets—the use of systemic risk early warning tools," Working Papers (Old Series) 1309, Federal Reserve Bank of Cleveland.
    72. Rashid Nikzad & David McDonald, 2017. "Extreme Value Theory with an Application to Bank Failures through Contagion," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(3), pages 1-6.
    73. ATI Abdessatar & BEN JAZIA Rachida, 2013. "Institutional Quality And Financial Stress: Experience From Emerging Country," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 8(3), pages 5-20, December.
    74. Indranarain Ramlall, 2015. "Mauritius Financial System Stress Index: Estimating the Costs of the Subprime Crisis," Journal of African Business, Taylor & Francis Journals, vol. 16(3), pages 235-271, September.
    75. Ameni GHENIMI & khaled OWEIS & Mohamed Ali OMRI, 2016. "Financial stability of islamic banks in the MENA countries during financial crisis and political uncertainty: an empirical investigation," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 7(1), June.
    76. Vladyslav Filatov, 2020. "A New Financial Stress Index for Ukraine," IHEID Working Papers 15-2020, Economics Section, The Graduate Institute of International Studies.
    77. Juan Francisco Martínez & José Miguel Matus & Daniel Oda, 2018. "Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017," Working Papers Central Bank of Chile 822, Central Bank of Chile.
    78. Hayet Abbad & Mohamed Achouche & Yamina Tadjeddine, 2015. "Evaluation du système financier Algérien : Construction d’un indice agrégé de stabilité bancaire," Working Papers hal-04141394, HAL.
    79. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
    80. Elke Hanschel & Pierre Monnin, 2005. "Measuring and forecasting stress in the banking sector: evidence from Switzerland," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 431-49, Bank for International Settlements.
    81. Sha Zhu, 2018. "The Spillover and Transmission of Chinese Financial Markets Risk," International Business Research, Canadian Center of Science and Education, vol. 11(8), pages 66-75, August.
    82. Sha Zhu & Fujun Lai & Jie Deng & Qian Wang, 2021. "Do Mutual Funds’ Exposure to Financial Stress Predict Their Future Returns? Evidence From China," SAGE Open, , vol. 11(4), pages 21582440211, October.
    83. Michael Parkin, 2009. "What is the Ideal Monetary Policy Regime? Improving the Bank of Canada's Inflation-targeting Program," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 279, January.
    84. Claudiu Tiberiu ALBULESCU, 2011. "Macro-Financial Risks and Central Banks: What Changes Has the Crisis Triggered?," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 4(3(15)), pages 135-142.
    85. Marina Maniati & Evangelos Sambracos, 2017. "Decision-making process in shipping finance: A stochastic approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1317083-131, January.
    86. Kaelo Ntwaepelo & Grivas Chiyaba, 2022. "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers em-dp2022-06, Department of Economics, University of Reading.
    87. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "Assessment of Financial Stability in the Banking Sector in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 501-523, October.
    88. Paul Bedford & Chris Bloor, 2009. "A cobweb model of financial stability in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2009/11, Reserve Bank of New Zealand.
    89. Kappler, Marcus & Schleer, Frauke, 2017. "A financially stressed euro area," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-37.
    90. Michał Fronc & Piotr Mielus, 2017. "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, vol. 48(2), pages 149-172.
    91. Mr. Plamen K Iossifov, 2021. "Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis," IMF Working Papers 2021/028, International Monetary Fund.
    92. Kiemo, Samuel & Talam, Camilla & Rugiri, Irene W., 2022. "Bank capital, credit risk and financial stability in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series 57, Kenya Bankers Association (KBA).
    93. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  4. John Chant & Alexandra Lai & Mark Illing & Fred Daniel, 2003. "Essays on Financial Stability," Technical Reports 95, Bank of Canada.

    Cited by:

    1. Kremen Viktoriia & Shkolnyk Inna & Semenog Andrii & Kremen Olha, 2019. "Evaluating the Relationship Between Financial Sustainability and Socio-Economic Development of Countries," Central European Economic Journal, Sciendo, vol. 6(53), pages 25-38, January.
    2. Michał Buszko & Witold Orzeszko & Marcin Stawarz, 2021. "COVID-19 pandemic and stability of stock market—A sectoral approach," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-26, May.
    3. Garry J. Schinasi, 2009. "Defining Financial Stability and a Framework for Safeguarding It," Working Papers Central Bank of Chile 550, Central Bank of Chile.
    4. CRISTE, Adina, 2014. "Reference Points For Financial Instability In The Euro Zone Candidates Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 58-75.
    5. Zariņa Ilze & Voronova Irina & Pettere Gaida, 2018. "Assessment of the Stability of Insurance Companies: The Case of Baltic Non-Life Insurance Market," Economics and Business, Sciendo, vol. 32(1), pages 102-111, May.
    6. Mr. Udaibir S Das & Mr. Marc G Quintyn & Miss Kina Chenard, 2004. "Does Regulatory Governance Matter for Financial System Stability? An Empirical Analysis," IMF Working Papers 2004/089, International Monetary Fund.
    7. Malgorzata Mikita, 2022. "The Interrelationship Among Efficiency and Concentration of Banking System and its Stability: Evidence from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 670-689.
    8. International Monetary Fund, 2004. "Toward a Framework for Safeguarding Financial Stability," IMF Working Papers 2004/101, International Monetary Fund.
    9. Garry J. Schinasi, 2011. "Defining Financial Stability and Establishing a Framework to Safeguard It," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 3, pages 029-062, Central Bank of Chile.

Articles

  1. Daniel de Munnik & Mark Illing & David Dupuis, 2013. "Assessing the accuracy of non-random business conditions surveys: a novel approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 371-388, February.

    Cited by:

    1. David Amirault & Paul Fenton & Thérèse Laflèche, 2013. "Asking About Wages: Results from the Bank of Canada’s Wage Setting Survey of Canadian Companies," Discussion Papers 13-1, Bank of Canada.
    2. Sarah Miller & David Amirault & Laurent Martin, 2017. "What’s Up with Unit Non-Response in the Bank of Canada’s Business Outlook Survey? The Effect of Staff Tenure," Discussion Papers 17-11, Bank of Canada.
    3. Matthieu Verstraete & Lena Suchanek, 2018. "Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey," CESifo Working Paper Series 7221, CESifo.
    4. Matthieu Verstraete & Lena Suchanek, 2017. "Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey," Staff Working Papers 17-24, Bank of Canada.
    5. Patrick Sturgis & Jouni Kuha & Nick Baker & Mario Callegaro & Stephen Fisher & Jane Green & Will Jennings & Benjamin E. Lauderdale & Patten Smith, 2018. "An assessment of the causes of the errors in the 2015 UK general election opinion polls," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 757-781, June.
    6. Burger Joep & Delden Arnout van & Scholtus Sander, 2015. "Sensitivity of Mixed-Source Statistics to Classification Errors," Journal of Official Statistics, Sciendo, vol. 31(3), pages 489-506, September.
    7. David Amirault & Naveen Rai & Laurent Martin, 2020. "A Reference Guide for the Business Outlook Survey," Discussion Papers 2020-15, Bank of Canada.
    8. Angelika Welte, 2017. "The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Sampling," Technical Reports 108, Bank of Canada.
    9. Simon Richards & Matthieu Verstraete, 2016. "Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey," Staff Working Papers 16-7, Bank of Canada.
    10. Simon Richards & Matthieu Verstraete, 2016. "Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey," CESifo Working Paper Series 6090, CESifo.

  2. Illing, Mark & Liu, Ying, 2006. "Measuring financial stress in a developed country: An application to Canada," Journal of Financial Stability, Elsevier, vol. 2(3), pages 243-265, October.

    Cited by:

    1. Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018. "News and narratives in financial systems: exploiting big data for systemic risk assessment," Bank of England working papers 704, Bank of England.
    2. Nasreen, Samia & Anwar, Sofia & Ozturk, Ilhan, 2017. "Financial stability, energy consumption and environmental quality: Evidence from South Asian economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 1105-1122.
    3. Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020. "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
    4. Yao, Xiaoyang & Le, Wei & Sun, Xiaolei & Li, Jianping, 2020. "Financial stress dynamics in China: An interconnectedness perspective," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 217-238.
    5. Leroi RAPUTSOANE, 2015. "Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa," Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
    6. Rémy Charleroy & Michael A. Stemmer, 2014. "An Emerging Market Financial Conditions Index: A VAR Approach," Post-Print halshs-01110688, HAL.
    7. Claudiu Tiberiu Albulescu, 2020. "Coronavirus and oil price crash," Working Papers hal-02507184, HAL.
    8. Liu, Yongtuan & Wang, Kewei, 2024. "Asymmetric impacts of coal prices, fintech, and financial stress on clean energy stocks," Resources Policy, Elsevier, vol. 92(C).
    9. Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
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    Cited by:

    1. Merikas, Andreas & Merika, Anna & Penikas, Henry I. & Surkov, Mikhail A., 2020. "The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    2. Chris Terry, 2009. "The new Basel Capital Accord: A major advance at a turbulent time," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 16(1), pages 25-44.
    3. Sreejata Banerjee, 2012. "Basel I and Basel II Compliance: Issues for Banks in India," Working Papers 2012-068, Madras School of Economics,Chennai,India.

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