Kostas Tsatsaronis
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
- Rungporn Roengpitya & Nikola Tarashev & Kostas Tsatsaronis & Alan Villegas, 2017.
"Bank business models: popularity and performance,"
BIS Working Papers
682, Bank for International Settlements.
Cited by:
- Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti, 2021.
"Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms,"
Bank of England working papers
946, Bank of England.
- Tirupam Goel & Ulf Lewrick & Aakriti Mathur, 2021. "Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms," BIS Working Papers 922, Bank for International Settlements.
- Carlos Cantú & Leonardo Gambacorta, 2019.
"How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America,"
BIS Working Papers
798, Bank for International Settlements.
- Cantú, Carlos & Claessens, Stijn & Gambacorta, Leonardo, 2022. "How do bank-specific characteristics affect lending? New evidence based on credit registry data from Latin America," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Name 1 Dieter Wang Email 1 & Iman (I.P.P.) van Lelyveld & Julia (J.) Schaumburg, 2018.
"Do information contagion and business model similarities explain bank credit risk commonalities?,"
Tinbergen Institute Discussion Papers
18-100/IV, Tinbergen Institute.
- Wang, Dieter & van Lelyveld, Iman & Schaumburg, Julia, 2019. "Do information contagion and business model similarities explain bank credit risk commonalities?," ESRB Working Paper Series 94, European Systemic Risk Board.
- Matteo Farnè & Angelos T. Vouldis, 2020. "Does a bank's business model affect its capital and profitability?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
- André Lucas & Julia Schaumburg & Bernd Schwaab, 2020.
"Dynamic clustering of multivariate panel data,"
Tinbergen Institute Discussion Papers
20-009/III, Tinbergen Institute.
- Joao, Igor Custodio & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2021. "Dynamic clustering of multivariate panel data," Working Paper Series 2577, European Central Bank.
- Custodio João, Igor & Lucas, André & Schaumburg, Julia & Schwaab, Bernd, 2023. "Dynamic clustering of multivariate panel data," Journal of Econometrics, Elsevier, vol. 237(2).
- Matteo Farnè & Angelos T. Vouldis, 2021. "Banks’ business models in the euro area: a cluster analysis in high dimensions," Annals of Operations Research, Springer, vol. 305(1), pages 23-57, October.
- Murinde, Victor & Rizopoulos, Efthymios & Zachariadis, Markos, 2022. "The impact of the FinTech revolution on the future of banking: Opportunities and risks," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Julio R. Hernáez & Alejandra Bernad & Laura Hierro & Ana M. Gómez-Bezares, 2022. "Reflections on the future business model of European banks and the supervisory approach," Financial Stability Review, Banco de España, issue Spring.
- Emilia Bonaccorsi di Patti & Francesco Palazzo, 2020.
"Bank profitability and macroeconomic conditions: Are business models different?,"
Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
- Emilia Bonaccorsi di Patti & Francesco Palazzo, 2018. "Bank profitability and macroeconomic conditions: are business models different?," Questioni di Economia e Finanza (Occasional Papers) 436, Bank of Italy, Economic Research and International Relations Area.
- Cantú, Carlos & Lobato, Roberto & López, Calixto & López-Gallo, Fabrizio, 2022. "A loan-level analysis of financial resilience in Mexico," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Farnè, Matteo & Vouldis, Angelos, 2024. "Do retail-oriented banks have less non-performing loans?," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Elien Meuleman & Rudi Vander Vennet, 2022.
"Macroprudential Policy, Monetary Policy, and Euro Zone Bank Risk,"
International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Elien Meuleman & Rudi Vander Vennet, 2020. "Macroprudential policy, monetary policy and Eurozone bank risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/1004, Ghent University, Faculty of Economics and Business Administration.
- Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 5/FS/18, Central Bank of Ireland.
- José Bustamante & Walter Cuba & Rafael Nivin, 2019. "Determinants of credit growth and the bank-lending channel in Peru: A loan level analysis," BIS Working Papers 803, Bank for International Settlements.
- Bernardo P. Marques & Carlos F. Alves, 2024. "Heterogeneity of business models and banking sector resilience," Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 256-271, September.
- Avignone, Giuseppe & Girardone, Claudia & Pancaro, Cosimo & Pancotto, Livia & Reghezza, Alessio, 2022. "Making a virtue out of necessity: the effect of negative interest rates on bank cost efficiency," Working Paper Series 2718, European Central Bank.
- Simona Galletta & Sebastiano Mazzù, 2019. "Liquidity Risk Drivers and Bank Business Models," Risks, MDPI, vol. 7(3), pages 1-18, August.
- Bustamante, José & Cuba, Walter & Nivín, Rafael, 2019.
"Determinantes del crecimiento del crédito y el canal de préstamo bancario en el Perú: Un análisis a nivel de préstamos,"
Working Papers
2019-007, Banco Central de Reserva del Perú.
- Bustamante, José & Nivín, Rafael & Cuba, Walter, 2019. "Determinantes del crecimiento del crédito y el canal de préstamo bancario en el Perú: un análisis a nivel de préstamos," Revista Moneda, Banco Central de Reserva del Perú, issue 180, pages 24-28.
- Igor Kravchuk & Viktoriia Stoika, 2021. "Business Μodels of Βanks for the Financial Markets in the EU," European Research Studies Journal, European Research Studies Journal, vol. 0(2 - Part ), pages 371-382.
- Paul Ovidiu Handro, 2019. "Business Models and Banking Regulation Are Going Forward," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 168-178.
- Badunenko, Oleg & Kumbhakar, Subal C. & Lozano‐Vivas, Ana, 2021. "Achieving a sustainable cost-efficient business model in banking: The case of European commercial banks," European Journal of Operational Research, Elsevier, vol. 293(2), pages 773-785.
- Everett, Mary & McQuade, Peter & O’Grady, Michael, 2020. "Bank business models as a driver of cross-border activities," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Paltrinieri, Andrea & Dreassi, Alberto & Rossi, Simone & Khan, Ashraf, 2021. "Risk-adjusted profitability and stability of Islamic and conventional banks: Does revenue diversification matter?," Global Finance Journal, Elsevier, vol. 50(C).
- Carletti, Elena & Claessens, Stijn & Fatás, Antonio & Vives, Xavier (ed.), 2020. "Barcelona Report 2 - The Bank Business Model in the Post-Covid-19 World," Vox eBooks, Centre for Economic Policy Research, number p329.
- Diemo Dietrich & Achim Hauck, 2020. "Interbank borrowing and lending between financially constrained banks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 347-385, September.
- Giacomo Caterini & Edoardo Gaffeo & Lucio Gobbi, 2020. "How diverse are national banking systems? An analysis on banking business models, profitability, and riskiness," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 49(2), July.
- Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev, 2021. "Asset managers, market liquidity and bank regulation," BIS Working Papers 933, Bank for International Settlements.
- Lartey, Theophilus & James, Gregory A. & Danso, Albert & Boateng, Agyenim, 2022. "Bank business models, failure risk and earnings opacity: A short- versus long-term perspective," International Review of Financial Analysis, Elsevier, vol. 80(C).
- Bernardo P. Marques & Carlos F. Alves, 2020. "Using clustering ensemble to identify banking business models," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(2), pages 66-94, April.
- Gardó, Sándor & Klaus, Benjamin, 2020.
"Overcapacities in banking: Measurement, trends and determinants,"
Economic Modelling, Elsevier, vol. 91(C), pages 819-834.
- Gardó, Sándor & Klaus, Benjamin, 2019. "Overcapacities in banking: measurements, trends and determinants," Occasional Paper Series 236, European Central Bank.
- Hari Prasad Pathak, PhD, 2019. "Malmquist Productivity Index Approach in Assessing Performance of Commercial Banks: Evidence from Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, vol. 31(2), pages 1-25, October.
- Carlos Cantú & Roberto Lobato & Calixto López & Fabrizio Lopez-Gallo, 2019. "A loan-level analysis of bank lending in Mexico," BIS Working Papers 802, Bank for International Settlements.
- Palmieri, Egidio & Ferilli, Greta Benedetta & Altunbas, Yener & Stefanelli, Valeria & Geretto, Enrico Fioravante, 2024. "Business model and ESG pillars: The impacts on banking default risk," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Julio R. Hernáez & Alejandra Bernad & Laura Hierro & Ana M. Gómez-Bezares, 2022. "Reflections on the future business model of European banks and the supervisory approach," Revista de Estabilidad Financiera, Banco de España, issue Primavera.
- López-Penabad, Maria Celia & Iglesias-Casal, Ana & Silva Neto, José Fernando, 2022. "Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks," Research in International Business and Finance, Elsevier, vol. 60(C).
- Goel, Tirupam & Lewrick, Ulf & Mathur, Aakriti, 2021.
"Does regulation only bite the less profitable? Evidence from the too-big-to-fail reforms,"
Bank of England working papers
946, Bank of England.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012.
"Stress-testing macro stress testing: does it live up to expectations?,"
BIS Working Papers
369, Bank for International Settlements.
- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
Cited by:
- William Oman & Romain Svartzman, 2021. "What Justifies Sustainable Finance Measures? Financial-Economic Interactions and Possible Implications for Policymakers," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(03), pages 03-11, May.
- Petr Polak & Jiri Panos, 2019. "The Impact of Expectations on IFRS 9 Loan Loss Provisions," Research and Policy Notes 2019/03, Czech National Bank.
- Jens H. E. Christensen & Jose A. Lopez & Glenn D. Rudebusch, 2013.
"A Probability-Based Stress Test of Federal Reserve Assets and Income,"
Working Paper Series
2013-38, Federal Reserve Bank of San Francisco.
- Christensen, Jens H. E. & Lopez, Jose A. & Rudebusch, Glenn D., 2013. "A Probability-Based Stress Test of Federal Reserve Assets and Income," Working Papers 14-01, University of Pennsylvania, Wharton School, Weiss Center.
- Christensen, Jens H.E. & Lopez, Jose A. & Rudebusch, Glenn D., 2015. "A probability-based stress test of Federal Reserve assets and income," Journal of Monetary Economics, Elsevier, vol. 73(C), pages 26-43.
- Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
- Mahmoud Haddad & Sam Hakim, 2016. "Can Gulf Banks Pass the CCAR Stress Tests?," Working Papers 1032, Economic Research Forum, revised Aug 2016.
- Henry, Jérôme & Zimmermann, Maik & Leber, Miha & Kolb, Markus & Grodzicki, Maciej & Amzallag, Adrien & Vouldis, Angelos & Hałaj, Grzegorz & Pancaro, Cosimo & Gross, Marco & Baudino, Patrizia & Sydow, , 2013. "A macro stress testing framework for assessing systemic risks in the banking sector," Occasional Paper Series 152, European Central Bank.
- Bank for International Settlements, 2020. "Stress testing in Latin America: A comparison of approaches and methodologies," BIS Papers, Bank for International Settlements, number 108.
- Koziol, Philipp & Schell, Carmen & Eckhardt, Meik, 2015. "Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?," Discussion Papers 46/2015, Deutsche Bundesbank.
- Richard Bookstaber, 2012. "Using Agent-Based Models for Analyzing Threats to Financial Stability," Working Papers 12-03, Office of Financial Research, US Department of the Treasury.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014.
"Testing macroprudential stress tests: The risk of regulatory risk weights,"
Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9431, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Robert Engle & Diane Pierret, 2013. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," NBER Working Papers 18968, National Bureau of Economic Research, Inc.
- Engle, Robert & Acharya, Viral & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
- Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA 2014022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Trang H. Dao & Amedeo Pugliese & Joshua Ronen, 2023. "Assessing banks’ resilience: A complementary approach to stress testing using fair values from banks’ financial statements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(7-8), pages 1206-1239, July.
- Cetina, Jill & Paddrik, Mark & Rajan, Sriram, 2018.
"Stressed to the core: Counterparty concentrations and systemic losses in CDS markets,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 38-52.
- Jill Cetina & Mark Paddrik & Sriram Rajan, 2016. "Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets," Working Papers 16-01, Office of Financial Research, US Department of the Treasury.
- Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Wetzer, Thom & Farmer, J. Doyne, 2023.
"Scenario-free analysis of financial stability with interacting contagion channels,"
Journal of Banking & Finance, Elsevier, vol. 146(C).
- Farmer, J. Doyne & Kleinnijenhuis, Alissa & Wetzer, Thom & Wiersema, Garbrand, 2020. "Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels," INET Oxford Working Papers 2019-10, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Claudio Borio, 2013.
"The Great Financial Crisis: setting priorities for new statistics,"
BIS Working Papers
408, Bank for International Settlements.
- Claudio Borio, 2013. "The Great Financial Crisis: Setting priorities for new statistics," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 306-317, July.
- Mercy Berman DeMenno, 2023. "Environmental sustainability and financial stability: can macroprudential stress testing measure and mitigate climate-related systemic financial risk?," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(4), pages 445-473, December.
- Ayhan Orhan & Vahit Ferhan Benli & Rui Alexandre Castanho, 2020. "Assessing the Systemic Risk Between American and European Financial Systems," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(6), pages 649-671.
- Corbet, Shaen & Larkin, Charles, 2017. "Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development?," International Review of Financial Analysis, Elsevier, vol. 53(C), pages 48-65.
- Kund, Arndt-Gerrit & Rugilo, Daniel, 2023. "Does IFRS 9 increase banks’ resilience?," Working Paper Series 2792, European Central Bank.
- Xavier Timbeau, 2015.
"A diverging Europe on the edge. The independent Annual Growth Survey 2015,"
Post-Print
hal-03620048, HAL.
- Xavier Timbeau, 2015. "A diverging Europe on the edge. The independent Annual Growth Survey 2015," SciencePo Working papers Main hal-03620048, HAL.
- G. Thomas Kingsley & Travis D. Nesmith & Anna L. Paulson & Todd Prono, 2019.
"Central Clearing and Systemic Liquidity Risk,"
Working Paper Series
WP 2019-12, Federal Reserve Bank of Chicago.
- Thomas B. King & Travis D. Nesmith & Anna Paulson & Todd Prono, 2023. "Central Clearing and Systemic Liquidity Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 19(4), pages 85-142, October.
- Thomas B. King & Travis D. Nesmith & Anna L. Paulson & Todd Prono, 2020. "Central Clearing and Systemic Liquidity Risk," Finance and Economics Discussion Series 2020-009r1, Board of Governors of the Federal Reserve System (U.S.), revised 06 May 2022.
- Jokivuolle, Esa & Pesola, Jarmo & Viren, Matti, 2015. "Why is credit-to-GDP a good measure for setting countercyclical capital buffers?," Journal of Financial Stability, Elsevier, vol. 18(C), pages 117-126.
- Salleo, Carmelo & Homar, Timotej & Kick, Heinrich, 2016. "Making sense of the EU wide stress test: a comparison with the SRISK approach," Working Paper Series 1920, European Central Bank.
- Adam Gersl & Petr Jakubik & Tomas Konecny & Jakub Seidler, 2013. "Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(6), pages 505-536, December.
- Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021.
"Expecting the unexpected: economic growth under stress,"
Working Papers
202106, University of California at Riverside, Department of Economics.
- Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
- Mr. Daniel C Hardy & Mr. Christian Schmieder, 2013. "Rules of Thumb for Bank Solvency Stress Testing," IMF Working Papers 2013/232, International Monetary Fund.
- Waelchli Boris, 2016. "A proximity based macro stress testing framework," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-26, November.
- Pompella Maurizio & Dicanio Antonio, 2016. "Bank Vulnerability and Financial Soundness Testing: The Bank Resilience Index," Ekonomika (Economics), Sciendo, vol. 95(3), pages 52-63, December.
- Louis Daumas, 2024. "Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 601-716, July.
- Drakos, Anastassios A. & Kouretas, Georgios P., 2015. "Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 127-140.
- Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
- Gross, Marco & Población García, Francisco Javier, 2015. "A false sense of security in applying handpicked equations for stress test purposes," Working Paper Series 1845, European Central Bank.
- Akio Hattori & Kentaro Kikuchi & Fuminori Niwa & Yoshihiko Uchida, 2014. "A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market," IMES Discussion Paper Series 14-E-03, Institute for Monetary and Economic Studies, Bank of Japan.
- Juan Francisco Martínez & Daniel Oda, 2018.
"Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies,"
Working Papers Central Bank of Chile
823, Central Bank of Chile.
- Martínez, Juan Francisco & Oda, Daniel, 2021. "Characterization of the Chilean financial cycle, early warning indicators and implications for macro-prudential policies," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
- Wu, Deming & Fang, Ming & Wang, Qing, 2018. "An empirical study of bank stress testing for auto loans," Journal of Financial Stability, Elsevier, vol. 39(C), pages 79-89.
- Abildgren, Kim, 2014. "Far out in the tails – The historical distributions of macro-financial risk factors in Denmark," Nationaløkonomisk tidsskrift, Nationaløkonomisk Forening, vol. 2014(1), pages 1-31.
- Gordon J. Alexander & Alexandre M. Baptista & Shu Yan, 2015. "On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 24(2-3), pages 87-125, May.
- Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2014. "Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books," Journal of International Money and Finance, Elsevier, vol. 43(C), pages 107-130.
- Khwazi Magubane & Ntokozo Patrick Nzimande, 2024. "A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions," Economies, MDPI, vol. 12(10), pages 1-32, October.
- Koliai, Lyes, 2016. "Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 1-22.
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023.
"Estimating systemic risk for non-listed euro-area banks,"
Working Paper Series
2856, European Central Bank.
- Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2024. "Estimating systemic risk for non-listed Euro-area banks," Journal of Financial Stability, Elsevier, vol. 75(C).
- IKEDA Yuichi & YOSHIKAWA Hiroshi, 2018. "Macroprudential Modeling Based on Spin Dynamics in a Supply Chain Network," Discussion papers 18045, Research Institute of Economy, Trade and Industry (RIETI).
- Céline Antonin & Christophe Blot & Jérôme Creel & Fabien Labondance & Vincent Touzé & Paul Hubert, 2014.
"Comment lutter contre la fragmentation du système bancaire de la zone euro,"
SciencePo Working papers Main
hal-01093021, HAL.
- Céline Antonin & Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Vincent Touzé, 2014. "Comment lutter contre la fragmentation du système bancaire de la zone euro ?," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 171-219.
- Céline Antonin & Christophe Blot & Jérôme Creel & Fabien Labondance & Vincent Touzé & Paul Hubert, 2014. "Comment lutter contre la fragmentation du système bancaire de la zone euro," Post-Print hal-01093021, HAL.
- Roncoroni, Alan & Battiston, Stefano & Escobar-Farfán, Luis O.L. & Martinez-Jaramillo, Serafin, 2021. "Climate risk and financial stability in the network of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 54(C).
- Kolari, James W. & López-Iturriaga, Félix J. & Sanz, Ivan Pastor, 2019. "Predicting European bank stress tests: Survival of the fittest," Global Finance Journal, Elsevier, vol. 39(C), pages 44-57.
- Darne, O. & Levy-Rueff, O. & Pop, A., 2013. "Calibrating Initial Shocks in Bank Stress Test Scenarios: An Outlier Detection Based Approach," Working papers 426, Banque de France.
- Santiago Gamba & Oscar Jaulín & Angélica Lizarazo & Juan Carlos Mendoza & Paola Morales & Daniel Osorio & Eduardo Yanquen, 2017. "SYSMO I: A Systemic Stress Model for the Colombian Financial System," Borradores de Economia 1028, Banco de la Republica de Colombia.
- Kanas, Angelos & Molyneux, Philip, 2018. "Macro stress testing the U.S. banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 204-227.
- Jaimes Caruana, 2013. "Measuring Systemic Risk," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 9, Edward Elgar Publishing.
- Yuichi Ikeda, 2020. "An Interacting Agent Model of Economic Crisis," Papers 2001.11843, arXiv.org.
- Philip Arestis & Maggie Mo Jia, 2019. "Credit risk and macroeconomic stress tests in China," Journal of Banking Regulation, Palgrave Macmillan, vol. 20(3), pages 211-225, September.
- Mark D. Flood & George G. Korenko, 2015. "Systematic scenario selection: stress testing and the nature of uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 15(1), pages 43-59, January.
- Mr. Eugenio M Cerutti & Mr. Christian Schmieder, 2012. "The Need for "Un-consolidating" Consolidated Banks' Stress Tests," IMF Working Papers 2012/288, International Monetary Fund.
- Bakoush, Mohamed & Gerding, Enrico & Mishra, Tapas & Wolfe, Simon, 2022. "An integrated macroprudential stress test of bank liquidity and solvency," Journal of Financial Stability, Elsevier, vol. 60(C).
- Paul Glasserman & Chulmin Kang & Wanmo Kang, 2013. "Stress Scenario Selection by Empirical Likelihood," Working Papers 13-04, Office of Financial Research, US Department of the Treasury.
- Ján Klacso, 2024. "How Micro Data Improve the Estimation of Household Credit Risk Within the Macro Stress Testing Framework," Computational Economics, Springer;Society for Computational Economics, vol. 64(2), pages 707-733, August.
- Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
- Souza, Sergio Rubens Stancato de, 2016. "Capital requirements, liquidity and financial stability: The case of Brazil," Journal of Financial Stability, Elsevier, vol. 25(C), pages 179-192.
- Gabor Katay & Lisa Kerdelhué & Matthieu Lequien, 2020.
"Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap,"
JRC Working Papers in Economics and Finance
2020-11, Joint Research Centre, European Commission.
- K tay G bor & Kerdelhu Lisa & Lequien Matthieu, 2020. "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working papers 791, Banque de France.
- Hałaj, Grzegorz, 2013. "Optimal asset structure of a bank - bank reactions to stressful market conditions," Working Paper Series 1533, European Central Bank.
- Yann Braouezec & Lakshithe Wagalath, 2016. "Risk-based capital requirements and optimal liquidation in a stress scenario," Working Papers 2016-ACF-01, IESEG School of Management.
- Hadji-Lazaro, Paul & Salin, Mathilde & Svartzman, Romain & Espagne, Etienne & Gauthey, Julien & Berger, Joshua & Calas, Julien & Godin, Antoine & Vallier, Antoine, 2024. "Biodiversity loss and financial stability as a new frontier for central banks: An exploration for France," Ecological Economics, Elsevier, vol. 223(C).
- Dua, Pami & Kapur, Hema, 2018. "Macro stress testing and resilience assessment of Indian banking," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 452-475.
- Mr. Jorge A Chan-Lau, 2017. "Lasso Regressions and Forecasting Models in Applied Stress Testing," IMF Working Papers 2017/108, International Monetary Fund.
- Mr. Christian Schmieder & Mr. Tidiane Kinda & Mr. Nassim N. Taleb & Ms. Elena Loukoianova & Mr. Elie Canetti, 2012. "A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing," IMF Working Papers 2012/216, International Monetary Fund.
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- Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
- Stefan Ederer & Miriam Rehm, 2018. "Making sense of Piketty’s ‘fundamental laws’ in a Post-Keynesian framework," Working Papers PKWP1808, Post Keynesian Economics Society (PKES).
- Raputsoane, Leroi, 2018. "Temporal homogeneity between financial stress and the economic cycle," MPRA Paper 91119, University Library of Munich, Germany.
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"Growth prospects, the natural interest rate, and monetary policy,"
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- Dominika Ehrenbergerova & Simona Malovana, 2019. "Introducing Macro-Financial Variables into a Semi-Structural Model," Working Papers 2019/6, Czech National Bank.
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"Modelling Opportunity Cost Effects in Money Demand due to Openness,"
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225, Department of Economics, SOAS University of London, UK.
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PIER Discussion Papers
55, Puey Ungphakorn Institute for Economic Research.
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- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2016. "Monetary policy, the financial cycle and ultra-low interest rates," BIS Working Papers 569, Bank for International Settlements.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017. "Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 55-89, September.
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- Andreas Dombret, 2013. "Criteria for Financial Stability - -The European View," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 2, Edward Elgar Publishing.
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"Firm investment and financial conditions in the euro area: evidence from firm-level data,"
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"Rethinking potential output: embedding information about the financial cycle,"
Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
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"Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa,"
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- Claudio Borio & Harold James & Hyun Song Shin, 2014.
"The international monetary and financial system: a capital account historical perspective,"
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- Claudio Borio & Harold James & Hyun Song Shin, 2014. "The international monetary and financial system: a capital account historical perspective," BIS Working Papers 457, Bank for International Settlements.
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"The Role of Structural Funding for Stability in the German Banking Sector,"
MAGKS Papers on Economics
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- Schupp, Fabian & Silbermann, Leonid, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168166, Verein für Socialpolitik / German Economic Association.
- Maja Ivanovic & Marijana Mitrovic-Mijatovic & Milena Vucinic, 2017. "The Towards identification of gaps in data availability for maintaining financial stability – the case of Montenegro," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- Wayne Passmore & Alexander H. von Hafften, 2017.
"Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?,"
Finance and Economics Discussion Series
2017-021, Board of Governors of the Federal Reserve System (U.S.).
- Wayne Passmore & Alexander H. von Hafften, 2017. "Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?," FEDS Notes 2017-02-27-1, Board of Governors of the Federal Reserve System (U.S.).
- Vincent Bouvatier & Sofiane El Ouardi, 2021.
"Credit gaps as banking crisis predictors: a different tune for middle- and low-income countries,"
Erudite Working Paper
2021-15, Erudite.
- Vincent Bouvatier & Sofiane El Ouardi, 2023. "Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries," Post-Print hal-04286360, HAL.
- Bouvatier, Vincent & El Ouardi, Sofiane, 2023. "Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries," Emerging Markets Review, Elsevier, vol. 54(C).
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016.
"Islamic Banking, Credit and Economic Growth: Some Empirical Evidence,"
CESifo Working Paper Series
5716, CESifo.
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2018. "Islamic banking, credit, and economic growth: Some empirical evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 456-477, October.
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016. "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," Discussion Papers of DIW Berlin 1541, DIW Berlin, German Institute for Economic Research.
- Ludovic Gauvin & Cyril C. Rebillard, 2018.
"Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels,"
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"Contagion in Financial Networks: A Threat Index,"
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260, Bank for International Settlements.
Cited by:
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"Commonality in hedge fund returns: Driving factors and implications,"
Journal of Banking & Finance, Elsevier, vol. 54(C), pages 266-280.
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- Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
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"Hedge fund leverage,"
Journal of Financial Economics, Elsevier, vol. 102(1), pages 102-126, October.
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- Lioba Heimbach & Wenqian Huang, 2024. "DeFi leverage," BIS Working Papers 1171, Bank for International Settlements.
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"External support and bank behaviour in the international syndicated loan market,"
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265, Bank for International Settlements.
Cited by:
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"Have Public Bailouts Made Banks’ Loan Books Safer?,"
Post-Print
hal-01449920, HAL.
- Michael Brei & Blaise Gadanecz, 2012. "Have public bailouts made banks' loan books safer?," BIS Quarterly Review, Bank for International Settlements, September.
- Makoto Nirei & Julián Caballero & Vladyslav Sushko, 2015.
"Bank capital shock propagation via syndicated interconnectedness,"
BIS Working Papers
484, Bank for International Settlements.
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"Have Public Bailouts Made Banks’ Loan Books Safer?,"
Post-Print
hal-01449920, HAL.
- Claudio E. V. Borio & Kostas Tsatsaronis, 2006.
"Risk in financial reporting: status, challenges and suggested directions,"
BIS Working Papers
213, Bank for International Settlements.
Cited by:
- Claudio Borio, 2007.
"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
- Claudio E. V. Borio, 2007. "Change and constancy in the financial system: implications for financial distress and policy," BIS Working Papers 237, Bank for International Settlements.
- Borio, Claudio & Zhu, Haibin, 2012.
"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
- Athanasoglou, Panayiotis P. & Daniilidis, Ioannis & Delis, Manthos D., 2014.
"Bank procyclicality and output: Issues and policies,"
Journal of Economics and Business, Elsevier, vol. 72(C), pages 58-83.
- Athanasoglou, Panayiotis & Ioannis, Daniilidis & Manthos, Delis, 2013. "Bank procyclicality and output: Issues and policies," MPRA Paper 50830, University Library of Munich, Germany.
- Elena Carletti & Giovanni Dell’Ariccia & Robert Marquez, 2021.
"Supervisory Incentives in a Banking Union,"
Management Science, INFORMS, vol. 67(1), pages 455-470, January.
- Elena Carletti & Mr. Giovanni Dell'Ariccia & Mr. Robert Marquez, 2016. "Supervisory Incentives in a Banking Union," IMF Working Papers 2016/186, International Monetary Fund.
- Panayiotis P. Athanasoglou & Ioannis Daniilidis, 2011. "Procyclicality in the banking industry: causes, consequences and response," Working Papers 139, Bank of Greece.
- Claudio Borio, 2007.
"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
- Claudio E. V. Borio & Kostas Tsatsaronis, 2005.
"Accounting, prudential regulation and financial stability: elements of a synthesis,"
BIS Working Papers
180, Bank for International Settlements.
Cited by:
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"Distress selling and asset market feedback,"
BIS Working Papers
229, Bank for International Settlements.
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- Claudio Borio, 2007.
"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
- Claudio E. V. Borio, 2007. "Change and constancy in the financial system: implications for financial distress and policy," BIS Working Papers 237, Bank for International Settlements.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
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- William R. White, 2007. "The housing finance revolution: commentary," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 69-84.
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"The Great Financial Crisis: setting priorities for new statistics,"
BIS Working Papers
408, Bank for International Settlements.
- Claudio Borio, 2013. "The Great Financial Crisis: Setting priorities for new statistics," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 306-317, July.
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"Implementing the macroprudential approach to financial regulation and supervision,"
Financial Stability Review, Banque de France, issue 13, pages 31-41, September.
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"Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences,"
Working Papers Central Bank of Chile
544, Central Bank of Chile.
- Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123, Central Bank of Chile.
- Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
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- Vincent Fleuriet & Catherine Lubochinsky, 2006. "Equity markets and financial stability : regulatory issues," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 231-240.
- Ms. Jodi G Scarlata & Mr. Juan Sole & Alicia Novoa, 2009. "Procyclicality and Fair Value Accounting," IMF Working Papers 2009/039, International Monetary Fund.
- Claudio E. V. Borio & Kostas Tsatsaronis, 2006. "Risk in financial reporting: status, challenges and suggested directions," BIS Working Papers 213, Bank for International Settlements.
- Studener, Werner & Merriman, Niall & Schwarz, Claudia & Karakitsos, Polychronis, 2014.
"Why accounting matters: a central bank perspective,"
Occasional Paper Series
153, European Central Bank.
- Schwarz Claudia & Karakitsos Polychronis & Merriman Niall & Studener Werner, 2015. "Why Accounting Matters: A Central Bank Perspective," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 5(1), pages 1-42, March.
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- Vincent Fleuriet & Catherine Lubochinsky, 2006. "Marchés d’actions et stabilité financière : les enjeux de la régulation," Revue d'Économie Financière, Programme National Persée, vol. 82(1), pages 251-261.
- Claudio Borio, 2011. "The financial crisis: what implications for new statistics?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 1-8, Bank for International Settlements.
- Claudio E. V. Borio, 2006. "Monetary and prudential policies at a crossroads? New challenges in the new century," BIS Working Papers 216, Bank for International Settlements.
- MITOI Elena & ACHIM Luminita & DESPA Madalin & TURLEA Codrut, 2020. "Ifrs 9 And The Interaction With Basel Iii Regulation Pillars," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 213-222, December.
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"Distress selling and asset market feedback,"
BIS Working Papers
229, Bank for International Settlements.
- João A. C. Santos & Kostas Tsatsaronis, 2003.
"The cost of barriers to entry: evidence from the market for corporate euro bond underwriting,"
BIS Working Papers
134, Bank for International Settlements.
Cited by:
- De Fiore, Fiorella & Uhlig, Harald, 2005.
"Bank finance versus bond finance: What explains the differences between US and Europe?,"
SFB 649 Discussion Papers
2005-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Uhlig, Harald & De Fiore, Fiorella, 2005. "Bank Finance versus Bond Finance: What Explains the Differences Between the US and Europe?," CEPR Discussion Papers 5213, C.E.P.R. Discussion Papers.
- De Fiore, Fiorella & Uhlig, Harald, 2005. "Bank finance versus bond finance: what explains the differences between US and Europe?," Working Paper Series 547, European Central Bank.
- Harald Uhlig & Fiorella De Fiore, 2005. "Bank Finance versus Bond Finance: What Explains the Differences Between US and Europe?," 2005 Meeting Papers 618, Society for Economic Dynamics.
- Faruk, Balli, 2006. "New Patterns in International Portfolio Allocation and Income Smoothing," MPRA Paper 10121, University Library of Munich, Germany, revised 14 Aug 2008.
- Luigi Zingales & Raghuram G. Rajan, 2003.
"Banks and Markets: The Changing Character of European Finance,"
NBER Working Papers
9595, National Bureau of Economic Research, Inc.
- Rajan, Raghuram G. & Zingales, Luigi, 2003. "Banks and Markets: The Changing Character of European Finance," Working Papers 183, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
- Rajan, Raghuram & Zingales, Luigi, 2003. "Banks and Markets: the Changing Character of European Finance," CEPR Discussion Papers 3865, C.E.P.R. Discussion Papers.
- Martin Melecky, 2012.
"Choosing The Currency Structure Of Foreign‐Currency Debt: A Review Of Policy Approaches,"
Journal of International Development, John Wiley & Sons, Ltd., vol. 24(2), pages 133-151, March.
- Melecky, Martin, 2010. "Choosing the Currency Structure of Foreign-currency Debt: a Review of Policy Approaches," MPRA Paper 21268, University Library of Munich, Germany.
- Claessens, Stijn & Schmukler, Sergio & Klingebiel, Daniela, 2003.
"Government Bonds in Domestic and Foreign Currency: The Role of Macroeconomic and Institutional Factors,"
CEPR Discussion Papers
3789, C.E.P.R. Discussion Papers.
- Claessens,Stijn & Klingebiel,Daniela M. H. & Schmukler,Sergio L., 2003. "Government bonds in domestic and foreign currency: the role of macroeconomic and institutional factors," Policy Research Working Paper Series 2986, The World Bank.
- Mark Carey & Greg Nini, 2007.
"Is the Corporate Loan Market Globally Integrated? A Pricing Puzzle,"
Journal of Finance, American Finance Association, vol. 62(6), pages 2969-3007, December.
- Mark S. Carey & Gregory P. Nini, 2004. "Is the corporate loan market globally integrated? a pricing puzzle," International Finance Discussion Papers 813, Board of Governors of the Federal Reserve System (U.S.).
- Engert, Andreas & Hornuf, Lars, 2018. "Market standards in financial contracting: The Euro’s effect on debt securities," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 145-162.
- Borut Vojinovič, 2006. "World Corporate Loan Markets For Raising New Capital – Does Distance Still Matter: Are Financial Assets Priced Locally Or Globally?," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 51(168), pages 31-48, January -.
- Denise Côté & Christopher Graham, 2007. "Corporate Balance Sheets in Developed Economies: Implications for Investment," Staff Working Papers 07-24, Bank of Canada.
- Kollo, Michael G., 2005. "Underwriter competition and gross spreads in the eurobond market," Working Paper Series 550, European Central Bank.
- Paul Lejot & Douglas Arner & Liu Qiao, 2006. "Missing Links: Regional Reforms for Asia's Bond Markets," Asia Pacific Business Review, Taylor & Francis Journals, vol. 12(3), pages 309-331, July.
- McCauley, Robert N., 2015. "Does the US dollar confer an exorbitant privilege?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 1-14.
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"Entry, imperfect competition, and futures market for the input,"
International Journal of Industrial Organization, Elsevier, vol. 35(C), pages 70-83.
- Georges Dionne & Marc Santugini, 2012. "Entry, Imperfect Competition, and Futures Market for the Input," Cahiers de recherche 1215, CIRPEE.
- Dionne, Georges & Santugini, Marc, 2013. "Entry, imperfect competition, and futures market for the input," Working Papers 12-5, HEC Montreal, Canada Research Chair in Risk Management.
- Stijn Claessens & Daniela Klingebiel & Sergio L. Schmukler, 2007. "Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors," Review of International Economics, Wiley Blackwell, vol. 15(2), pages 370-413, May.
- von Thadden, Ernst-Ludwig & Pagano, Marco, 2004.
"The European Bond Markets Under EMU,"
CEPR Discussion Papers
4779, C.E.P.R. Discussion Papers.
- Marco Pagano, 2004. "The European Bond Markets under EMU," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 20(4), pages 531-554, Winter.
- Marco Pagano & Ernst-Ludwig von Thadden, 2004. "The European Bond Markets under EMU," CSEF Working Papers 126, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- de Jong, Abe & Roosenboom, Peter & Schramade, Willem, 2006. "Bond underwriting fees and keiretsu affiliation in Japan," Pacific-Basin Finance Journal, Elsevier, vol. 14(5), pages 522-545, November.
- Paul Lejot & Douglas Arner & Liu Qiao, 2004. "Making Markets: Reforms to Strengthen Asia's Debt Capital Markets," Working Papers 132004, Hong Kong Institute for Monetary Research.
- Korkeamäki, Timo, 2011. "Interest rate sensitivity of the European stock markets before and after the euro introduction," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 811-831.
- Galina Hale & Mark M. Spiegel, 2008. "Who drove the boom in euro-denominated bond issues?," Working Paper Series 2008-20, Federal Reserve Bank of San Francisco.
- Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010.
"From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets,"
MPRA Paper
22430, University Library of Munich, Germany.
- Balli, Faruk & Basher, Syed Abul & Ozer-Balli, Hatice, 2010. "From home bias to Euro bias: Disentangling the effects of monetary union on the European financial markets," Journal of Economics and Business, Elsevier, vol. 62(5), pages 347-366, September.
- Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003.
"The Euro and Corporate Valuations,"
SSE/EFI Working Paper Series in Economics and Finance
525, Stockholm School of Economics, revised 23 Feb 2004.
- Arturo Bris & Yrjö Koskinen & Mattias Nilsson, 2009. "The Euro and Corporate Valuations," The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 3171-3209, August.
- Hornuf, Lars & Engert, Andreas, 2013. "Can Network Effects Impede Optimal Contracting in Debt Securities?," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79867, Verein für Socialpolitik / German Economic Association.
- Mark M. Spiegel, 2008.
"Monetary and financial integration in the EMU: Push or pull?,"
Working Paper Series
2008-11, Federal Reserve Bank of San Francisco.
- Mark M. Spiegel, 2009. "Monetary and Financial Integration in the EMU: Push or Pull?," Review of International Economics, Wiley Blackwell, vol. 17(4), pages 751-776, September.
- Melnik, Arie & Nissim, Doron, 2006. "Issue costs in the Eurobond market: The effects of market integration," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 157-177, January.
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"Liquidity and Issue Costs in the Eurobond Market: the Effects of Market Integration,"
ICER Working Papers
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- Arie Melnik & Doron Nissim, 2004. "Liquidity and Issue Costs in Eurobond Market: The Effects of Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004 48, Money Macro and Finance Research Group.
- de Jong, A. & Roosenboom, P.G.J. & Schramade, W.L.J., 2005. "Bond underwriting fees and keiretsu affiliation in Japan," ERIM Report Series Research in Management ERS-2005-038-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Trauten, Andreas, 2004. "Zur Effizienz von Wertpapieremissionen über Internetplattformen," Working Papers 8, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS).
- Walter Waschiczek, 2004. "The Role of Corporate Bonds for Finance in Austria," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 39-52.
- De Fiore, Fiorella & Uhlig, Harald, 2005.
"Bank finance versus bond finance: What explains the differences between US and Europe?,"
SFB 649 Discussion Papers
2005-042, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Gabriele Galati & Kostas Tsatsaronis, 2001.
"The impact of the euro on Europe's financial markets,"
BIS Working Papers
100, Bank for International Settlements.
- Gabriele Galati & Kostas Tsatsaronis, 2003. "The impact of the euro on Europe's financial markets," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 12(3), pages 165-222, August.
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"Country v sector effects in equity returns and the roles of geographical and firm-size coverage,"
ULB Institutional Repository
2013/191025, ULB -- Universite Libre de Bruxelles.
- Lieven Moor & Piet Sercu, 2010. "Country v sector effects in equity returns and the roles of geographical and firm-size coverage," Small Business Economics, Springer, vol. 35(4), pages 433-448, November.
- Ehling, Paul & Ramos, Sofia Brito, 2005.
"Geographic versus industry diversification: constraints matter,"
Working Paper Series
425, European Central Bank.
- Ehling, Paul & Ramos, Sofia B., 2006. "Geographic versus industry diversification: Constraints matter," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 396-416, October.
- Paul EHLING & Sofia B. RAMOS, 2004. "Geographic Versus Industry Diversification: Contraints Matter," FAME Research Paper Series rp113, International Center for Financial Asset Management and Engineering.
- Massimo Guidolin & Giovanna Nicodano, 2007. "Managing international portfolios with small capitalization stocks," Working Papers 2007-030, Federal Reserve Bank of St. Louis.
- Gabe de Bondt & Jung-Duk Lichtenberger, 2004. "Empirical estimates of the impact of the euro on the corporate bond market in the euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 675-678.
- Gabriele Galati & Philip D. Wooldridge, 2006.
"The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?,"
BIS Working Papers
218, Bank for International Settlements.
- Gabriele Galati & Philip Wooldridge, 2009. "The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 1-23.
- Guglielmo Maria Caporale & Alessandro Girardi, 2010.
"Price Formation on the EuroMTS Platform,"
CESifo Working Paper Series
2938, CESifo.
- Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
- Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
- Thomas Dalsgaard & Jørgen Elmeskov & Cyn-Young Park, 2002.
"Ongoing Changes in the Business Cycle: Evidence and Causes,"
OECD Economics Department Working Papers
315, OECD Publishing.
- Thomas Dalsgaard & Jørgen Elmeskov & Cyn-Young Park, 2002. "Ongoing changes in the business cycle - evidence and causes," SUERF Studies, SUERF - The European Money and Finance Forum, number 20 edited by Morten Balling, May.
- Benjamin Cohen & Hyun Song Shin, 2002.
"Positive feedback trading under stress: evidence from the US Treasury securities market,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 148-180,
Bank for International Settlements.
- Benjamin H. Cohen & Hyun Song Shin, 2003. "Positive feedback trading under stress: Evidence from the US Treasury securities market," BIS Working Papers 122, Bank for International Settlements.
- Masson, Paul R., 2008. "The euro and developing country finance: A survey," The North American Journal of Economics and Finance, Elsevier, vol. 19(2), pages 175-191, August.
- Francesco Paolo Mongelli, 2005. "What is European Economic and Monetary Union Telling us About the Properties of Optimum Currency Areas?," Journal of Common Market Studies, Wiley Blackwell, vol. 43(3), pages 607-635, September.
- Stefano Schiavo, 2008.
"Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas,"
Post-Print
hal-01022326, HAL.
- Stefano Schiavo, 2005. "Financial integration, GDP correlation and the endogeneity of optimum currency areas," Working Papers 25/2005, University of Verona, Department of Economics.
- Stefano Schiavo, 2008. "Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas," Economica, London School of Economics and Political Science, vol. 75(297), pages 168-189, February.
- Stefano Schiavo, 2008. "Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas," SciencePo Working papers Main hal-01022326, HAL.
- Caporale, Guglielmo Maria & Girardi, Alessandro, 2013.
"Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system,"
Journal of Banking & Finance, Elsevier, vol. 37(2), pages 227-240.
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"Stock exchange competition in a simple model of capital market equilibrium,"
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CEPR Discussion Papers
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- Trauten, Andreas, 2004. "Zur Effizienz von Wertpapieremissionen über Internetplattformen," Working Papers 8, University of Münster, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS).
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"Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US,"
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"A Re-examination of the Predictability of Economic Activity Using the Yield Spread,"
University of California at San Diego, Economics Working Paper Series
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- Hamilton, James D & Kim, Dong Heon, 2002. "A Reexamination of the Predictability of Economic Activity Using the Yield Spread," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 340-360, May.
- Fabio ALESSANDRINI, 2003. "Do Financial Variables Provide Information about the Swiss Business Cycle ?," Cahiers de Recherches Economiques du Département d'économie 03.02, Université de Lausanne, Faculté des HEC, Département d’économie.
- Mateus A. Feitosa & Benjamin M. Tabak, 2007. "Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Viktor Kotlán, 2001. "Monetary policy and the term structure of interest rates in a small open economy - a model framework approach," Macroeconomics 0110003, University Library of Munich, Germany.
- Martin Motl, 2023. "The inverted yield curve: economic recession on the horizon," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - April 2023, pages 13-19, Czech National Bank.
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- Kose, M. Ayhan & Claessens, Stijn, 2017.
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- Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
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- Javier Gómez, 2007. "Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?," Faculty Working Papers 05/07, School of Economics and Business Administration, University of Navarra.
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- Andersson, Magnus & D'Agostino, Antonello, 2008. "Are sectoral stock prices useful for predicting euro area GDP?," Research Technical Papers 2/RT/08, Central Bank of Ireland.
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- David C. Wheelock & Mark E. Wohar, 2009. "Can the term spread predict output growth and recessions? a survey of the literature," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 419-440.
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- Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, University Library of Munich, Germany.
- Mohamed Z. M. Aazim & Nawalage S. Cooray, 2010. "Monetary Policy and Yield Curve Dynamics in an Emerging Market: Sri Lankan Perspectives," Working Papers EMS_2010_11, Research Institute, International University of Japan.
- Menachem Brenner & Meir Sokoler, 2010. "Inflation Targeting and Exchange Rate Regimes: Evidence from the Financial Markets," Review of Finance, European Finance Association, vol. 14(2), pages 295-311.
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"Euro repo market functioning: collateral is king,"
BIS Quarterly Review, Bank for International Settlements, December.
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- Eisenschmidt, Jens & Ma, Yiming & Zhang, Anthony Lee, 2024. "Monetary policy transmission in segmented markets," Journal of Financial Economics, Elsevier, vol. 151(C).
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"Unsecured and Secured Funding,"
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- Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
- Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022. "Unsecured and Secured Funding," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.
- Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral Demand in Wholesale Funding Markets," TSE Working Papers 130323, Toulouse School of Economics (TSE).
- Zhou, Tao & Li, Zhongfei & Bai, Hengrui & Du, Zhidi & Huang, Jinbo & Ding, Zengcai, 2024. "Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 180-192.
- Fegatelli, Paolo, 2022. "A central bank digital currency in a heterogeneous monetary union: Managing the effects on the bank lending channel," Journal of Macroeconomics, Elsevier, vol. 71(C).
- Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg, 2020. "Monetary policy disconnect," Working Papers on Finance 2003, University of St. Gallen, School of Finance.
- Yao, Dongmin & Sun, Rong & Gao, Qiunan, 2022. "The network structure of the China bond market: Characteristics and explanations from trading factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 598(C).
- Carlos Cañón & Jorge Florez-Acosta & Karoll Gómez, 2023. "The effects of two-way lending between financial conglomerates in bilateral repo markets," Borradores de Economia 1246, Banco de la Republica de Colombia.
- Bassi, Claudio & Grill, Michael & Mirza, Harun & O’Donnell, Charles & Wedow, Michael & Hermes, Felix, 2024. "Enhancing repo market transparency: the EU Securities Financing Transactions Regulation," Occasional Paper Series 342, European Central Bank.
- Baltzer, Markus & Schlepper, Kathi & Speck, Christian, 2022. "The Eurosystem's asset purchase programmes, securities lending and Bund specialness," Discussion Papers 39/2022, Deutsche Bundesbank.
- Steffen Murau & Alexandru-Stefan Goghie & Matteo Giordano, 2024. "Encumbered Security? Conceptualising Vertical and Horizontal Repos in the Euro Area," Working Papers 262, Department of Economics, SOAS University of London, UK.
- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2019.
"Regulatory effects on short-term interest rates,"
Bank of England working papers
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- Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis, 2021. "Regulatory effects on short-term interest rates," Journal of Financial Economics, Elsevier, vol. 141(2), pages 750-770.
- Tomás Carrera de Souza & Tom Hudepohl, 2022. "The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?," Working Papers 745, DNB.
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"Exploring BIS credit-to-GDP gap critiques: the Swiss case,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
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"How Does Financial Market Evaluate Business Models? Evidence From European Banks,"
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
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- Carbó-Valverde, Santiago & Marques-Ibanez, David & Rodríguez-Fernández, Francisco, 2012. "Securitization, risk-transferring and financial instability: The case of Spain," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 80-101.
- Milcheva, Stanimira & Zhu, Bing, 2016. "Bank integration and co-movements across housing markets," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 148-171.
- Dominika Ehrenbergerova & Simona Malovana, 2019. "Introducing Macro-Financial Variables into a Semi-Structural Model," Working Papers 2019/6, Czech National Bank.
- McQuinn, Kieran & O' Reilly, Gerard, 2007. "A Model of Cross-Country House Prices," Research Technical Papers 5/RT/07, Central Bank of Ireland.
- Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2014. "Identifying and forecasting house prices: a macroeconomic perspective," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2105-2120, December.
- Singh, Bhupal & Nadkarni, Avadhoot R., 2020. "Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Wolswijk, Guido, 2005. "On some fiscal effects on mortgage debt growth in the EU," Working Paper Series 526, European Central Bank.
- Frappa, Sébastien & Mésonnier, Jean-Stéphane, 2010. "The housing price boom of the late 1990s: Did inflation targeting matter?," Journal of Financial Stability, Elsevier, vol. 6(4), pages 243-254, December.
- Leonor Coutinho & Julien Castiaux & Jean-Charles Bricongne & Nicolas Philiponnet, 2018. "Housing Market Developments in Cyprus," European Economy - Economic Briefs 038, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- V. A. Salnikov & O. M. Mikheeva, 2018. "Models for Predicting Prices in the Moscow Residential Real Estate Market," Studies on Russian Economic Development, Springer, vol. 29(1), pages 94-101, January.
- Czerniak, Adam & Borowski, Jakub & Boratyński, Jakub & Rosati, Dariusz, 2020. "Asset price bubbles in a monetary union: Mind the convergence gap," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 288-302.
- Luci Ellis & Charles Littrell, 2017. "Financial Stability in a Low Interest Rate Environment: An Australian Case Study," RBA Annual Conference Volume (Discontinued), in: Jonathan Hambur & John Simon (ed.),Monetary Policy and Financial Stability in a World of Low Interest Rates, Reserve Bank of Australia.
- Christos S. Savva, 2018. "Factors Affecting Housing Prices: International Evidence," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(2), pages 87-96, December.
- Torben Klarl, 2016. "The nexus between housing and GDP re-visited: A wavelet coherence view on housing and GDP for the U.S," Economics Bulletin, AccessEcon, vol. 36(2), pages 704-720.
- Frank Leung & Kevin Chow & Gaofeng Han, 2008. "Long-term and Short-term Determinants of Property Prices in Hong Kong," Working Papers 0815, Hong Kong Monetary Authority.
- B. Biagi & MG. Brandano & D. Lambiri, 2012. "Does tourism affect house prices? Some evidence from Italy," Working Paper CRENoS 201227, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Adams, Zeno & Füss, Roland, 2010. "Macroeconomic determinants of international housing markets," Journal of Housing Economics, Elsevier, vol. 19(1), pages 38-50, March.
- M S Mohanty & Gert Schnabel & Pablo Garcia-Luna, 2006. "Banks and aggregate credit: what is new?," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 11-39, Bank for International Settlements.
- Paulo M.M. Rodrigues & Rita Fradique Lourenço, 2017. "House prices in Portugal - what happened since the crisis?," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Apergis, Nicholas & Hayat, Tasawar & Kadasah, Nasser A., 2019. "Subjective well-being in housing purchasing: Evidence with survey data from the U.K. housing residential market," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 328-335.
- Jung, Hosung & Lee, Jieun, 2017. "The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data," Journal of Financial Stability, Elsevier, vol. 31(C), pages 167-185.
- Néstor Romero & Sungjun Cho & Stuart Hyde, 2023. "Financial development and the effect of cross‐border bank flows on house prices," The Financial Review, Eastern Finance Association, vol. 58(1), pages 39-63, February.
- Chia-Chien Chang & Wei-Yi Huang & So-De Shyu, 2012. "Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 846-868, November.
- Antonis M. Koumpias & Jorge Martinez-Vazquez & Eduardo Sanz-Arcega, 2015. "Housing Bubbles and Zoning Corruption: Evidence from Greece and Spain," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1505, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
- Borio, Claudio & Tsatsaronis, Kostas, 2004.
"Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners?,"
Journal of Financial Stability, Elsevier, vol. 1(1), pages 111-135, September.
Cited by:
- Claudio Borio, 2007.
"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
- Claudio E. V. Borio, 2007. "Change and constancy in the financial system: implications for financial distress and policy," BIS Working Papers 237, Bank for International Settlements.
- Claudio Borio, 2011.
"Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward,"
Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 87-117, December.
- Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
- William R. White, 2007. "The housing finance revolution: commentary," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 69-84.
- Claudio E. V. Borio & Kostas Tsatsaronis, 2005. "Accounting, prudential regulation and financial stability: elements of a synthesis," BIS Working Papers 180, Bank for International Settlements.
- Borio, C., 2009.
"Implementing the macroprudential approach to financial regulation and supervision,"
Financial Stability Review, Banque de France, issue 13, pages 31-41, September.
- Claudio Borio, 2011. "Implementing the Macroprudential Approach to Financial Regulation and Supervision," Chapters, in: Christopher J. Green & Eric J. Pentecost & Tom Weyman-Jones (ed.), The Financial Crisis and the Regulation of Finance, chapter 7, Edward Elgar Publishing.
- Borio, Claudio & Zhu, Haibin, 2012.
"Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?,"
Journal of Financial Stability, Elsevier, vol. 8(4), pages 236-251.
- Claudio Borio & Haibin Zhu, 2008. "Capital regulation, risk-taking and monetary policy: a missing link in the transmission mechanism?," BIS Working Papers 268, Bank for International Settlements.
- I. Argimon & M. Dietsch & A. Estrada, 2016.
"Prudential filters, portfolio composition and capital ratios in European banks,"
Débats économiques et financiers
22, Banque de France.
- Isabel Argimón & Ángel Estrada & Michel Dietsch, 2015. "Prudential filters, portfolio composition and capital ratios in european banks," Working Papers 1538, Banco de España.
- Claudio Borio & Mathias Drehmann, 2009.
"Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences,"
Working Papers Central Bank of Chile
544, Central Bank of Chile.
- Claudio Borio & Mathias Drehmann, 2011. "Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 4, pages 063-123, Central Bank of Chile.
- Claudio Borio & Claudio Mathias Drehmann, 2009. "Towards an operational framework for financial stability: "fuzzy" measurement and its consequences," BIS Working Papers 284, Bank for International Settlements.
- Nikola Tarashev, 2009.
"Measuring portfolio credit risk correctly: why parameter uncertainty matters,"
BIS Working Papers
280, Bank for International Settlements.
- Tarashev, Nikola, 2010. "Measuring portfolio credit risk correctly: Why parameter uncertainty matters," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2065-2076, September.
- Gabriel Jiménez & Jesús Saurina, 2005.
"Credit cycles, credit risk, and prudential regulation,"
Working Papers
0531, Banco de España.
- Gabriel Jiménez & Jesús Saurina, 2006. "Credit Cycles, Credit Risk, and Prudential Regulation," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
- Jesus, Saurina & Gabriel, Jimenez, 2006. "Credit Cycles, Credit Risk, and Prudential Regulation," MPRA Paper 718, University Library of Munich, Germany.
- Malgorzata Olszak, 2012. "Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 10(39), pages 7-32.
- Argimón, Isabel & Dietsch, Michel & Estrada, Ángel, 2018. "Prudential filters, portfolio composition at fair value and capital ratios in European banks," Journal of Financial Stability, Elsevier, vol. 39(C), pages 187-208.
- Massoud, Nadia & Ullah, Saif & Scholnick, Barry, 2016. "Does it help firms to secretly pay for stock promoters?," Journal of Financial Stability, Elsevier, vol. 26(C), pages 45-61.
- Claudio Borio, 2007.
"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
- Nikola Tarashev & Kostas Tsatsaronis & Dimitrios Karampatos, 2003.
"Investors' attitude towards risk: what can we learn from options?,"
BIS Quarterly Review, Bank for International Settlements, June.
Cited by:
- Tim Bollerslev & Michael Gibson & Hao Zhou, 2007.
"Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities,"
CREATES Research Papers
2007-16, Department of Economics and Business Economics, Aarhus University.
- Bollerslev, Tim & Gibson, Michael & Zhou, Hao, 2011. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Journal of Econometrics, Elsevier, vol. 160(1), pages 235-245, January.
- Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2005. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Proceedings, Board of Governors of the Federal Reserve System (U.S.).
- Tim Bollerslev & Michael S. Gibson & Hao Zhou, 2004. "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities," Finance and Economics Discussion Series 2004-56, Board of Governors of the Federal Reserve System (U.S.).
- Philippe Dupuy, 2009. "Pure Indicator Of Risk Appetite," Australian Economic Papers, Wiley Blackwell, vol. 48(1), pages 18-33, March.
- Timo Daehler & Joshua Aizenman & Yothin Jinjarak, 2020.
"Emerging Markets Sovereign CDS Spreads During COVID-19: Economics versus Epidemiology News,"
NBER Working Papers
27903, National Bureau of Economic Research, Inc.
- Daehler, Timo B. & Aizenman, Joshua & Jinjarak, Yothin, 2021. "Emerging markets sovereign CDS spreads during COVID-19: Economics versus epidemiology news," Economic Modelling, Elsevier, vol. 100(C).
- Massimiliano Affinito & Matteo Piazza, 2021.
"Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 231-283, March.
- Massimiliano Affinito & Matteo Piazza, 2018. "Always look on the bright side? Central counterparties and interbank markets during the financial crisis," Temi di discussione (Economic working papers) 1181, Bank of Italy, Economic Research and International Relations Area.
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011.
"The Interbank Market after August 2007: What Has Changed, and Why?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
- Paolo Angelini & Andrea Nobili & Maria Cristina Picillo, 2009. "The interbank market after August 2007: what has changed, and why?," Temi di discussione (Economic working papers) 731, Bank of Italy, Economic Research and International Relations Area.
- Prasanna Gai & Nicholas Vause, 2006.
"Measuring Investors' Risk Appetite,"
International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
- Gai, Prasanna & Vause, Nicholas, 2005. "Measuring Investors' Risk Appetite," MPRA Paper 818, University Library of Munich, Germany.
- Prasanna Gai & Nicholas Vause, 2005. "Measuring investors' risk appetite," Bank of England working papers 283, Bank of England.
- Miroslav Misina, 2006. "Benchmark Index of Risk Appetite," Staff Working Papers 06-16, Bank of Canada.
- Scharnagl, Michael & Stapf, Jelena, 2015. "Inflation, deflation, and uncertainty: What drives euro-area option-implied inflation expectations, and are they still anchored in the sovereign debt crisis?," Economic Modelling, Elsevier, vol. 48(C), pages 248-269.
- Virginie Coudert & Mathieu Gex, 2007.
"Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators,"
Working Papers
2007-02, CEPII research center.
- Coudert, Virginie & Gex, Mathieu, 2008. "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 167-184, March.
- Bian, Timothy Yang & Wang, Tianyi & Zhou, Zipeng, 2021. "Measuring investors’ risk aversion in China’s stock market," Finance Research Letters, Elsevier, vol. 42(C).
- Laganá, Marco & Peřina, Martin & von Köppen-Mertes, Isabel & Persaud, Avinash, 2006. "Implications for liquidity from innovation and transparency in the European corporate bond market," Occasional Paper Series 50, European Central Bank.
- Laurence Fung & Chi-sang Tam & Ip-wing Yu, 2008. "Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence," Working Papers 0812, Hong Kong Monetary Authority.
- John Cairns & Corrinne Ho & Robert McCauley, 2007. "Exchange rates and global volatility: implications for Asia-Pacific currencies," BIS Quarterly Review, Bank for International Settlements, March.
- Jaqueline Terra Moura Marins, 2020. "Option-Based Risk Aversion Indicators for Predicting Currency Crises in Emerging Markets," Working Papers Series 515, Central Bank of Brazil, Research Department.
- Gemici, Eray & Gök, Remzi & Bouri, Elie, 2023. "Predictability of risk appetite in Turkey: Local versus global factors," Emerging Markets Review, Elsevier, vol. 55(C).
- Bekaert, Geert & Hoerova, Marie, 2016.
"What do asset prices have to say about risk appetite and uncertainty?,"
Journal of Banking & Finance, Elsevier, vol. 67(C), pages 103-118.
- Bekaert, Geert & Hoerova, Marie & Scheicher, Martin, 2009. "What do asset prices have to say about risk appetite and uncertainty?," Working Paper Series 1037, European Central Bank.
- 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.
- Tim Bollerslev & Michael Gibson & Hao Zhou, 2007.
"Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities,"
CREATES Research Papers
2007-16, Department of Economics and Business Economics, Aarhus University.
- Kostas Tsatsaronis, 2000.
"Hedge funds,"
BIS Quarterly Review, Bank for International Settlements, November.
Cited by:
- Schmidt Paul-Günther, 2001. "Ursachen systemischer Bankenkrisen: Erklärungsversuche, empirische Evidenz und wirtschaftspolitische Konsequenzen," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 52(1), pages 239-280, January.
Chapters
- Konstantinos Tsatsaronis & Michael Chui & Tirupam Goel & Aaron Mehrotra, 2022.
"The monetary-fiscal policy nexus in the wake of the pandemic,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The monetary-fiscal policy nexus in the wake of the pandemic, volume 122, pages 1-25,
Bank for International Settlements.
- Michael Chui & Tirupam Goel & Aaron Mehrotra & Kostas Tsatsaronis, 2022. "The monetary-fiscal policy nexus in the wake of the pandemic," BIS Papers, Bank for International Settlements, number 122.
Cited by:
- Linas Jurkšas & Rokas Kaminskas & Deimantė Vasiliauskaitė, 2024. "ECB monetary policy communication events: Do they move euro area yields?," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 596-625, April.
- George Kosgei Kiptum, 2022. "Relationship between Kenya’s economic growth and inflation," SN Business & Economics, Springer, vol. 2(12), pages 1-16, December.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2013.
"Can We Identify the Financial Cycle?,"
World Scientific Book Chapters, in: Douglas D Evanoff & Cornelia Holthausen & George G Kaufman & Manfred Kremer (ed.), The Role of Central Banks in Financial Stability How Has It Changed?, chapter 7, pages 131-156,
World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Malovaná, Simona & Kolcunová, Dominika & Brož, Václav, 2019. "Does monetary policy influence banks’ risk weights under the internal ratings-based approach?," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
- Škare, Marinko & Porada-Rochoń, Małgorzata, 2020. "Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018," Journal of Business Research, Elsevier, vol. 112(C), pages 567-575.
- Jan Hajek & Jan Frait & Miroslav Plasil, 2017. "The countercyclical capital buffer in the Czech Republic," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2016/2017, chapter 0, pages 106-114, Czech National Bank.
- Konstantinos Tsatsaronis, 2005.
"Investigating the relationship between the financial and real economy,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 1-4,
Bank for International Settlements.
Cited by:
- Eleni Angelopoulou & Hiona Balfoussia & Heather D. Gibson, 2012.
"Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?,"
Working Papers
147, Bank of Greece.
- Angelopoulou, Eleni & Balfoussia, Hiona & Gibson, Heather D., 2014. "Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis?," Economic Modelling, Elsevier, vol. 38(C), pages 392-403.
- Angelopoulou, Eleni & Balfoussia, Hiona & Gibson, Heather, 2013. "Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?," Working Paper Series 1541, European Central Bank.
- 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.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series) 1130, Federal Reserve Bank of Cleveland.
- Milan Christian Wet & Ilse Botha, 2022. "Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 37-67, March.
- Akira Kohsaka & Jun-ichi Shinkai, 2014. "East Asian Financial Cycles: Asian vs. Global Financial Crises," OSIPP Discussion Paper 14E008, Osaka School of International Public Policy, Osaka University.
- Esteban Gómez & Andrés Murcia & Nancy Zamundio, 2011.
"Financial Conditions Index: Early and Leading Indicator for Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 174-220, December.
- Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia?," Temas de Estabilidad Financiera 055, Banco de la Republica de Colombia.
- Esteban Gómez & Andrés Murcia & Nancy Zamudio, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 174-220, December.
- Mirna Dumičić & Ivo Krznar, 2013. "Financial Conditions and Economic Activity," Working Papers 37, The Croatian National Bank, Croatia.
- Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015.
"Turkiye icin Finansal Kosullar Endeksi,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 15(3), pages 41-73.
- Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015. "Turkiye icin Finansal Kosullar Endeksi," Working Papers 1513, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
- Amat Adarov, 2018.
"Financial Cycles Around the World,"
wiiw Working Papers
145, The Vienna Institute for International Economic Studies, wiiw.
- Amat Adarov, 2022. "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
- Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
- Simone Auer, 2017. "A Financial Conditions Index for the CEE economies," Temi di discussione (Economic working papers) 1145, Bank of Italy, Economic Research and International Relations Area.
- Nicoletti, Giulio & Wacker, Konstantin M. & Lodge, David, 2014. "Measuring financial conditions in major non-euro area economies," Working Paper Series 1743, European Central Bank.
- Harendra Behera & Saurabh Sharma, 2022. "Characterizing India’s Financial Cycle," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(2), pages 152-183, June.
- Borg Ian & Micallef Brian, 2018. "Constructing a Financial Condition Index for a Small-Open Economy: The Case of Malta," Research in Applied Economics, Macrothink Institute, vol. 10(3), pages 89-105, September.
- Zabavnik, Darja & Verbič, Miroslav, 2021. "Relationship between the financial and the real economy: A bibliometric analysis," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 55-75.
- Claudio Borio & Ilhyock Shim, 2007. "What can (macro-)prudential policy do to support monetary policy?," BIS Working Papers 242, Bank for International Settlements.
- Eleni Angelopoulou & Hiona Balfoussia & Heather D. Gibson, 2012.
"Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?,"
Working Papers
147, Bank of Greece.
- William English & Kostas Tsatsaronis & Edda Zoli, 2005.
"Assessing the predictive power of measures of financial conditions for macroeconomic variables,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 228-52,
Bank for International Settlements.
Cited by:
- Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
- Margarita Debuque-Gonzales & Maria Socorro Gochoco-Bautista, 2017. "Financial Conditions Indexes and Monetary Policy in Asia," Asian Economic Papers, MIT Press, vol. 16(2), pages 83-117, Summer.
- Eleni Angelopoulou & Hiona Balfoussia & Heather D. Gibson, 2012.
"Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?,"
Working Papers
147, Bank of Greece.
- Angelopoulou, Eleni & Balfoussia, Hiona & Gibson, Heather D., 2014. "Building a financial conditions index for the euro area and selected euro area countries: What does it tell us about the crisis?," Economic Modelling, Elsevier, vol. 38(C), pages 392-403.
- Angelopoulou, Eleni & Balfoussia, Hiona & Gibson, Heather, 2013. "Building a financial conditions index for the euro area and selected euro area countries: what does it tell us about the crisis?," Working Paper Series 1541, European Central Bank.
- Bank for International Settlements, 2008. "Financial market developments and their implications for monetary policy," BIS Papers, Bank for International Settlements, number 39.
- 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.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series) 1130, Federal Reserve Bank of Cleveland.
- Mr. Jonathan F Manning & Maral Shamloo, 2015. "A Financial Conditions Index for Greece," IMF Working Papers 2015/220, International Monetary Fund.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015.
"Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
113143, Verein für Socialpolitik / German Economic Association.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Discussion Papers 22/2015, Deutsche Bundesbank.
- Strohsal, Till & Proaño Acosta, Christian & Wolters, Jürgen, 2015. "Characterizing the financial cycle: Evidence from a frequency domain analysis," SFB 649 Discussion Papers 2015-021, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019. "Characterizing the financial cycle: Evidence from a frequency domain analysis," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 568-591.
- Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2017. "Characterizing the financial cycle: evidence from a frequency domain analysis," IMK Working Paper 189-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Albert, Jose Ramon G. & Schou-Zibell, Lotte & Song, Lei Lei, 2012.
"A Macroprudential Framework for Monitoring and Examining Financial Soundness,"
Discussion Papers
DP 2012-22, Philippine Institute for Development Studies.
- Schou-Zibell, Lotte & Albert, Jose Ramon & Song, Lei Lei, 2010. "A Macroprudential Framework for Monitoring and Examining Financial Soundness," Working Papers on Regional Economic Integration 43, Asian Development Bank.
- Kirsten Thompson & Renee Van Eyden & Rangan Gupta, 2015. "Identifying an index of financial conditions for South Africa," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(2), pages 256-274, June.
- Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017.
"Real and financial cycles: estimates using unobserved component models for the Italian economy,"
Questioni di Economia e Finanza (Occasional Papers)
382, Bank of Italy, Economic Research and International Relations Area.
- Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2019. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 541-569, September.
- Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac, 2015. "In the Quest of Measuring the Financial Cycle," Working Papers 2015/05, Czech National Bank.
- David Aikman & Andreas Lehnert & Nellie Liang & Michele Modungno, 2020. "Credit, Financial Conditions, and Monetary Policy Transmission," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 141-179, June.
- Christian Menden & Christian R. Proaño, 2017.
"Dissecting the financial cycle with dynamic factor models,"
IMK Working Paper
183-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Menden, Christian & Proaño, Christian R., 2017. "Dissecting the financial cycle with dynamic factor models," BERG Working Paper Series 126, Bamberg University, Bamberg Economic Research Group.
- Christian Menden & Christian R. Proaño, 2017. "Dissecting the financial cycle with dynamic factor models," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1965-1994, December.
- Milan Christian Wet & Ilse Botha, 2022. "Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 37-67, March.
- Akira Kohsaka & Jun-ichi Shinkai, 2014. "East Asian Financial Cycles: Asian vs. Global Financial Crises," OSIPP Discussion Paper 14E008, Osaka School of International Public Policy, Osaka University.
- Xiaochun Jiang & Wei Sun & Peng Su & Ting Wang, 2019. "The Synergy of Financial Volatility between China and the United States and the Risk Conduction Paths," Sustainability, MDPI, vol. 11(15), pages 1-22, August.
- Esteban Gómez & Andrés Murcia & Nancy Zamundio, 2011.
"Financial Conditions Index: Early and Leading Indicator for Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 174-220, December.
- Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia?," Temas de Estabilidad Financiera 055, Banco de la Republica de Colombia.
- Esteban Gómez & Andrés Murcia & Nancy Zamudio, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 174-220, December.
- Tim Ng, 2011. "The predictive content of financial cycle measures for output fluctuations," BIS Quarterly Review, Bank for International Settlements, June.
- Miroslav Plašil & Jakub Seidler & Petr Hlaváč, 2016. "A New Measure of the Financial Cycle: Application to the Czech Republic," Eastern European Economics, Taylor & Francis Journals, vol. 54(4), pages 296-318, July.
- Mirna Dumičić & Ivo Krznar, 2013. "Financial Conditions and Economic Activity," Working Papers 37, The Croatian National Bank, Croatia.
- Kirsten Thompson & Renee van Eyden & Rangan Gupta, 2013. "Identifying a financial conditions index for South Africa," Working Papers 201333, University of Pretoria, Department of Economics.
- Borio, Claudio, 2014.
"The financial cycle and macroeconomics: What have we learnt?,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
- Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
- Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015.
"Turkiye icin Finansal Kosullar Endeksi,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 15(3), pages 41-73.
- Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015. "Turkiye icin Finansal Kosullar Endeksi," Working Papers 1513, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Amat Adarov, 2017. "Financial Cycles in Credit, Housing and Capital Markets: Evidence from Systemic Economies," wiiw Working Papers 140, The Vienna Institute for International Economic Studies, wiiw.
- Wang, Jianxin & Gochoco-Bautista, Maria Socorro & Sotocinal, Noli, 2013.
"Corporate Investments in Asian Emerging Markets: Financial Conditions, Financial Development, and Financial Constraints,"
ADB Economics Working Paper Series
346, Asian Development Bank.
- Gochoco-Bautista, Maria Socorro & Sotocinal, Noli R. & Wang, Jianxin, 2014. "Corporate Investments in Asian Markets: Financial Conditions, Financial Development, and Financial Constraints," World Development, Elsevier, vol. 57(C), pages 63-78.
- Michael T. Kiley, 2020. "Financial Conditions and Economic Activity: Insights from Machine Learning," Finance and Economics Discussion Series 2020-095, Board of Governors of the Federal Reserve System (U.S.).
- Mr. Vladimir Klyuev, 2008. "Real Implications of Financial Linkages Between Canada and the United States," IMF Working Papers 2008/023, International Monetary Fund.
- Sirio Aramonte & Samuel Rosen & John W. Schindler, 2013.
"Assessing and combining financial conditions indexes,"
Finance and Economics Discussion Series
2013-39, Board of Governors of the Federal Reserve System (U.S.).
- Sirio Aramonte & Samuel Rosen & John W. Schindler, 2017. "Assessing and Combining Financial Conditions Indexes," International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 1-52, February.
- Mercè Sala-Rios & Teresa Torres-Solé & Mariona Farré-Perdiguer, 2016. "Credit and business cycles’ relationship: evidence from Spain," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 15(3), pages 149-171, December.
- Amat Adarov, 2018.
"Financial Cycles Around the World,"
wiiw Working Papers
145, The Vienna Institute for International Economic Studies, wiiw.
- Amat Adarov, 2022. "Financial cycles around the world," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3163-3201, July.
- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- Milan Christian de Wet, 2021. "Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 14(1), pages 69-79, June.
- Mateusz Pipień & Dobiesław Tymoczko, 2024. "Does the credit cycle exist? Policy recommendations based on empirical analyses of the Polish banking sector," Bank i Kredyt, Narodowy Bank Polski, vol. 55(1), pages 1-20.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
- Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
- Fiorelli, Cristiana & Meliciani, Valentina, 2019. "Economic growth in the era of unconventional monetary instruments: A FAVAR approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Simone Auer, 2017. "A Financial Conditions Index for the CEE economies," Temi di discussione (Economic working papers) 1145, Bank of Italy, Economic Research and International Relations Area.
- Magdalena Petrovska & Elena Mucheva Mihajlovska, 2013. "Measures of Financial Stability in Macedonia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 85-110.
- Mr. Andrew J Swiston, 2008. "A U.S. Financial Conditions Index: Putting Credit Where Credit is Due," IMF Working Papers 2008/161, International Monetary Fund.
- Kenneth N Kuttner, 2008. "Equity prices as leading indicators: the Asian experience," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market developments and their implications for monetary policy, volume 39, pages 167-192, Bank for International Settlements.
- Gary Koop & Dimitris Korobilis, 2013.
"A new index of financial conditions,"
Working Papers
1307, University of Strathclyde Business School, Department of Economics.
- Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
- Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
- Calista Cheung & Frédérick Demers, 2007. "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers 07-8, Bank of Canada.
- Nicoletti, Giulio & Wacker, Konstantin M. & Lodge, David, 2014. "Measuring financial conditions in major non-euro area economies," Working Paper Series 1743, European Central Bank.
- Lenarčič, Črt, 2021. "Estimating business and financial cycles in Slovenia," MPRA Paper 109977, University Library of Munich, Germany.
- Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(3), pages 169-186, September.
- Lawson, Jeremy & Watt, Abigail & Martinez, Carolina & Fu, Rong, 2019. "Chinese Financial Conditions and their Spillovers to the Global Economy and Markets," CEPR Discussion Papers 14065, C.E.P.R. Discussion Papers.
- Deng, Chuang & Zhao, Xiuyi & Xu, Man, 2022. "Financial cycle and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 47(PA).
- Harendra Behera & Saurabh Sharma, 2022. "Characterizing India’s Financial Cycle," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(2), pages 152-183, June.
- Magdalena Erdem & Kostas Tsatsaronis, 2013. "Financial conditions and economic activity: a statistical approach," BIS Quarterly Review, Bank for International Settlements, March.
- Borg Ian & Micallef Brian, 2018. "Constructing a Financial Condition Index for a Small-Open Economy: The Case of Malta," Research in Applied Economics, Macrothink Institute, vol. 10(3), pages 89-105, September.
- Ikhlaas Gurrib, 2018. "Can an Energy Futures Index Predict US Stock Market Index Movements?," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 230-240.
- 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.
- Olteanu, Dan, 2012. "Monetary Conditions and GDP Evolution in Romania," Working Papers of National Institute for Economic Research 120723, Institutul National de Cercetari Economice (INCE).
- Rajendra N. Paramanik & Avishek Bhandari & Bandi Kamaiah, 2022. "Financial cycle, business cycle, and policy uncertainty in India: An empirical investigation," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 825-837, July.
- Zabavnik, Darja & Verbič, Miroslav, 2021. "Relationship between the financial and the real economy: A bibliometric analysis," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 55-75.
- Manamani SAHOO, 2017. "Financial conditions index (FCI), inflation and growth: Some evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(612), A), pages 147-172, Autumn.
Books
- Michael Chui & Tirupam Goel & Aaron Mehrotra & Kostas Tsatsaronis, 2022.
"The monetary-fiscal policy nexus in the wake of the pandemic,"
BIS Papers,
Bank for International Settlements, number 122.
See citations under working paper version above.
- Konstantinos Tsatsaronis & Michael Chui & Tirupam Goel & Aaron Mehrotra, 2022. "The monetary-fiscal policy nexus in the wake of the pandemic," BIS Papers chapters, in: Bank for International Settlements (ed.), The monetary-fiscal policy nexus in the wake of the pandemic, volume 122, pages 1-25, Bank for International Settlements.
- Claudio Borio & William Curt Hunter & George G. Kaufman & Kostas Tsatsaronis (ed.), 2004.
"Market Discipline Across Countries and Industries,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262025752, December.
Cited by:
- Koen Schoors & Konstantin Sonin, 2005.
"Passive Creditors,"
William Davidson Institute Working Papers Series
wp737, William Davidson Institute at the University of Michigan.
- Koen Schoors & Konstantin Sonin, 2005. "Passive Creditors," International Finance, Wiley Blackwell, vol. 8(1), pages 57-86, March.
- Koen Schoors & Konstantin Sonin, 2005. "Passive Creditors," Working Papers w0015, Center for Economic and Financial Research (CEFIR).
- K. Schoors & K. Sonin, 2003. "Passive Creditors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/177, Ghent University, Faculty of Economics and Business Administration.
- Sonin, Konstantin & Schoors, Koen, 2004. "Passive Creditors," CEPR Discussion Papers 4821, C.E.P.R. Discussion Papers.
- Altunbas, Yener & Gambacorta, Leonardo & Marqués-Ibáñez, David, 2009.
"Bank risk and monetary policy,"
Working Paper Series
1075, European Central Bank.
- Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2010. "Bank risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 6(3), pages 121-129, September.
- Yener Altunbas & Leonardo Gambacorta & David Marqu�s-Ib��ez, 2009. "Bank risk and monetary policy," Temi di discussione (Economic working papers) 712, Bank of Italy, Economic Research and International Relations Area.
- Gropp, Reint E. & Kadareja, Arjan, 2007.
"Stale information, shocks and volatility,"
ZEW Discussion Papers
07-012, ZEW - Leibniz Centre for European Economic Research.
- Reint Gropp & Arjan Kadareja, 2012. "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, September.
- Reint Gropp & Arjan Kadareja, 2012. "Stale Information, Shocks, and Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(6), pages 1117-1149, September.
- Gropp, Reint & Kadareja, Arjan, 2006. "Stale information, shocks and volatility," Working Paper Series 686, European Central Bank.
- Petsch, Victoria, 2019. "The Necessity for Regulating the Insurance Market Considering the Implementation of the IDD," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019, pages 179-186, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Marília Pinheiro Ohlson & Gerlando Augusto Sampaio Franco de Lima & Tony Takeda, 2021. "Deposit insurance and brokerage firms: impacts on the market discipline of the Brazilian banking industry," Working Papers Series 542, Central Bank of Brazil, Research Department.
- Scott E. Harrington, 2011. "Insurance Regulation and the Dodd-Frank Act," NFI Policy Briefs 2011-PB-01, Indiana State University, Scott College of Business, Networks Financial Institute.
- Koen Schoors & Konstantin Sonin, 2005.
"Passive Creditors,"
William Davidson Institute Working Papers Series
wp737, William Davidson Institute at the University of Michigan.