Gastón Andrés Giordana
(Gaston Andres Giordana)
Personal Details
First Name: | Gaston |
Middle Name: | Andres |
Last Name: | Giordana |
Suffix: | |
RePEc Short-ID: | pgi135 |
[This author has chosen not to make the email address public] | |
Affiliation
Banque Centrale du Luxembourg
Luxembourg, Luxembourghttp://www.bcl.lu/
RePEc:edi:bclgvlu (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Gaston Giordana & Michael H. Ziegelmeyer, 2023. "Household indebtedness and their vulnerability to rising interest rates," BCL working papers 173, Central Bank of Luxembourg.
- María Noel Pi Alperin & Magali Perquin & Gastón A. Giordana, 2023.
"Population ageing and the public finance burden of dementia: A simulation analysis,"
BCL working papers
170, Central Bank of Luxembourg.
- Maria Noel Pi Alperin & Magali Perquin & Giordana Gastón, 2023. "Population ageing and the public finance burden of dementia: A simulation analysis," LISER Working Paper Series 2023-01, Luxembourg Institute of Socio-Economic Research (LISER).
- Gastón A. Giordana & María Noel Pi Alperin, 2022.
"Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg,"
BCL working papers
158, Central Bank of Luxembourg.
- Giordana, Gastón A. & Pi Alperin, María Noel, 2023. "Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg," Economics & Human Biology, Elsevier, vol. 50(C).
- Gaston Giordana & Michael H. Ziegelmeyer, 2022.
"Using household-level data to guide borrower-based macro-prudential policy,"
BCL working papers
161, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2024. "Using household-level data to guide borrower-based macro-prudential policy," Empirical Economics, Springer, vol. 66(2), pages 785-827, February.
- Gaston Giordana & Paolo Guarda, 2019. "Why do social networks introduce virtual currencies?," BCL working papers 132, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2018.
"Stress testing household balance sheets in Luxembourg,"
BCL working papers
121, Central Bank of Luxembourg.
- Giordana, Gastón & Ziegelmeyer, Michael, 2020. "Stress testing household balance sheets in Luxembourg," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
- Gaston Giordana & Michael Ziegelmeyer, 2017.
"Household debt burden and financial vulnerability in Luxembourg,"
BCL working papers
113, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- Gaston Giordana & Jean-Baptiste Gossé, 2016. "La provision forfaitaire permet-elle de réduire la procyclicalité de l'activité bancaire au Luxembourg ?," BCL working papers 101, Central Bank of Luxembourg.
- Gaston Giordana & Sabbah Gueddoudj, 2016. "Characterising the financial cycle in Luxembourg," BCL working papers 103, Central Bank of Luxembourg.
- 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.
- Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.
- Gaston Giordana & Ingmar Schumacher, 2012.
"An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg,"
BCL working papers
79, Central Bank of Luxembourg.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2011. "The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study," BCL working papers 61, Central Bank of Luxembourg.
- Gastón Andrés Giordana & Ingmar Schumacher, 2011. "The Leverage Cycle in Luxembourg?s Banking Sector," BCL working papers 66, Central Bank of Luxembourg.
- Gastón A. Giordana, 2008. "Wealthy people do better? Experimental Evidence on Endogenous Time Preference Heterogeneity and the Effect of Wealth in Renewable Common-Pool Resources Exploitation," Working Papers 08-10, LAMETA, Universtiy of Montpellier, revised Jul 2008.
- Giordana, Gaston A. & Willinger, Marc, 2007.
"Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation,"
Economic Theory and Applications Working Papers
9103, Fondazione Eni Enrico Mattei (FEEM).
- Gaston Giordana & Marc Willinger, 2013. "Fixed instruments to cope with stock externalities: an experimental evaluation," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 13, pages 367-403, Edward Elgar Publishing.
- Gastón Giordana & Marc Willinger, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Working Papers 2007.72, Fondazione Eni Enrico Mattei.
Articles
- Pi Alperin, María Noel & Perquin, Magali & Giordana, Gastón A., 2024. "Population ageing and public finance burden of dementia: Micro-simulations evaluating risk factors, treatments and comorbidities in Luxembourg," The Journal of the Economics of Ageing, Elsevier, vol. 28(C).
- Gaston Giordana & Michael Ziegelmeyer, 2024.
"Using household-level data to guide borrower-based macro-prudential policy,"
Empirical Economics, Springer, vol. 66(2), pages 785-827, February.
- Gaston Giordana & Michael H. Ziegelmeyer, 2022. "Using household-level data to guide borrower-based macro-prudential policy," BCL working papers 161, Central Bank of Luxembourg.
- Giordana, Gastón A. & Pi Alperin, María Noel, 2023.
"Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg,"
Economics & Human Biology, Elsevier, vol. 50(C).
- Gastón A. Giordana & María Noel Pi Alperin, 2022. "Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg," BCL working papers 158, Central Bank of Luxembourg.
- Gastón Giordana & Michael Ziegelmeyer, 2022. "L’endettement des ménages," BCL Bulletin Analyses, Central Bank of Luxembourg, vol. 2022, pages 45-48.
- Gastón Giordana, 2021. "COVID-19 et vieillissement : Analyse par des micro-simulations," BCL Bulletin Analyses, Central Bank of Luxembourg, vol. 2021, pages 121-129.
- Giordana, Gastón & Ziegelmeyer, Michael, 2020.
"Stress testing household balance sheets in Luxembourg,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
- Gaston Giordana & Michael Ziegelmeyer, 2018. "Stress testing household balance sheets in Luxembourg," BCL working papers 121, Central Bank of Luxembourg.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Gaston Andrés Giordana, 2016. "Welfare and Stochastic Dominance for the Measurement of Banks' Domestic Systemic Importance: Analytical Framework and Application," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 192-208, April.
- Gaston Giordana & Ingmar Schumacher, 2013. "What are the bank-specific and macroeconomic drivers of banks’ leverage? Evidence from Luxembourg," Empirical Economics, Springer, vol. 45(2), pages 905-928, October.
- Gaston A. Giordana & Ingmar Schumacher, 2013. "Bank liquidity risk and monetary policy. Empirical evidence on the impact of Basel III liquidity standards," International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 633-655, September.
- Giordana, Gaston A. & Montginoul, Marielle & Willinger, Marc, 2010.
"Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources,"
Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 39(2), pages 1-19, April.
- Giordana, Gastón A. & Montginoul, Marielle & Willinger, Marc, 2010. "Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources," Agricultural and Resource Economics Review, Cambridge University Press, vol. 39(2), pages 305-323, April.
Chapters
- Gaston Giordana & Michael Ziegelmeyer, 2017.
"Household debt burden and financial vulnerability in Luxembourg,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46,
Bank for International Settlements.
- Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," BCL working papers 113, Central Bank of Luxembourg.
- Gaston Giordana & Marc Willinger, 2013.
"Fixed instruments to cope with stock externalities: an experimental evaluation,"
Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 13, pages 367-403,
Edward Elgar Publishing.
- Gastón Giordana & Marc Willinger, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Working Papers 2007.72, Fondazione Eni Enrico Mattei.
- Giordana, Gaston A. & Willinger, Marc, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Economic Theory and Applications Working Papers 9103, Fondazione Eni Enrico Mattei (FEEM).
- Gaston Giordana & Marc Willinger, 2013. "Regulatory instruments for monitoring ambient pollution," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 7, pages 193-232, Edward Elgar Publishing.
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
- Gaston Giordana & Michael H. Ziegelmeyer, 2023.
"Household indebtedness and their vulnerability to rising interest rates,"
BCL working papers
173, Central Bank of Luxembourg.
Cited by:
- Thomas Y. Mathä & Ana Montes-Viñas & Giuseppe Pulina & Michael Ziegelmeyer, 2023. "The Luxembourg Household Finance and Consumption Survey: Results from the fourth wave in 2021," BCL working papers 176, Central Bank of Luxembourg.
- María Noel Pi Alperin & Magali Perquin & Gastón A. Giordana, 2023.
"Population ageing and the public finance burden of dementia: A simulation analysis,"
BCL working papers
170, Central Bank of Luxembourg.
- Maria Noel Pi Alperin & Magali Perquin & Giordana Gastón, 2023. "Population ageing and the public finance burden of dementia: A simulation analysis," LISER Working Paper Series 2023-01, Luxembourg Institute of Socio-Economic Research (LISER).
Cited by:
- Giordana, Gastón A. & Pi Alperin, María Noel, 2023.
"Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg,"
Economics & Human Biology, Elsevier, vol. 50(C).
- Gastón A. Giordana & María Noel Pi Alperin, 2022. "Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg," BCL working papers 158, Central Bank of Luxembourg.
- Gastón A. Giordana & María Noel Pi Alperin, 2022.
"Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg,"
BCL working papers
158, Central Bank of Luxembourg.
- Giordana, Gastón A. & Pi Alperin, María Noel, 2023. "Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg," Economics & Human Biology, Elsevier, vol. 50(C).
Cited by:
- Maria Noel Pi Alperin & Magali Perquin & Giordana Gastón, 2023.
"Population ageing and the public finance burden of dementia: A simulation analysis,"
LISER Working Paper Series
2023-01, Luxembourg Institute of Socio-Economic Research (LISER).
- María Noel Pi Alperin & Magali Perquin & Gastón A. Giordana, 2023. "Population ageing and the public finance burden of dementia: A simulation analysis," BCL working papers 170, Central Bank of Luxembourg.
- Pi Alperin, María Noel & Perquin, Magali & Giordana, Gastón A., 2024. "Population ageing and public finance burden of dementia: Micro-simulations evaluating risk factors, treatments and comorbidities in Luxembourg," The Journal of the Economics of Ageing, Elsevier, vol. 28(C).
- Gaston Giordana & Michael Ziegelmeyer, 2018.
"Stress testing household balance sheets in Luxembourg,"
BCL working papers
121, Central Bank of Luxembourg.
- Giordana, Gastón & Ziegelmeyer, Michael, 2020. "Stress testing household balance sheets in Luxembourg," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
Cited by:
- Gaston Giordana & Michael H. Ziegelmeyer, 2022.
"Using household-level data to guide borrower-based macro-prudential policy,"
BCL working papers
161, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2024. "Using household-level data to guide borrower-based macro-prudential policy," Empirical Economics, Springer, vol. 66(2), pages 785-827, February.
- Yiwen Chen & Thomas Y. Mathä & Giuseppe Pulina & Barbara Schuster & Michael Ziegelmeyer, 2020. "The Luxembourg Household Finance Consumption Survey: Results from the third wave," BCL working papers 142, Central Bank of Luxembourg.
- Evlakhova, Yu. & Alifanova, E. & Tregubova, A., 2021. "Banks behavior patterns as a response to the population financial activity in the macroeconomic shocks in Russia," Journal of the New Economic Association, New Economic Association, vol. 50(2), pages 74-95.
- Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021. "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers 20/2021, Deutsche Bundesbank.
- Jiri Gregor & Hana Hejlova, 2020. "The household stress test," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- François Koulischer & Pauline Perray & Thi Thu Huyen Tran, 2022. "COVID-19 and the Mortgage Market in Luxembourg," JRFM, MDPI, vol. 15(3), pages 1-24, March.
- Byrne, Shane & Devine, Kenneth & McCarthy, Yvonne, 2022. "Interrupting inertia: evidence from a mortgage refinancing field trial," Economic Letters 9/EL/22, Central Bank of Ireland.
- Liaqat Ali & Muhammad Kamran Naqi Khan & Habib Ahmad, 2020. "Financial Fragility of Pakistani Household," Journal of Family and Economic Issues, Springer, vol. 41(3), pages 572-590, September.
- Kim, Young Il, 2020. "Examining the liquidity risk in the household sector and the policy implications," KDI Policy Forum 279, Korea Development Institute (KDI).
- William Gatt, 2024. "Loan‐to‐value limits as a macroprudential policy tool: Developments in theory and practice," Journal of Economic Surveys, Wiley Blackwell, vol. 38(1), pages 232-267, February.
- Kirsten Abela & Ilias Georgakopoulus, 2022. "A stress testing framework for the Maltese household sector," CBM Working Papers WP/04/2022, Central Bank of Malta.
- Aleksandra Riedl, 2021. "Are CESEE borrowers at risk? COVID-19 implications in a stress test analysis," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/21, pages 37-53.
- Thomas Y. Mathä & Ana Montes-Viñas & Giuseppe Pulina & Michael Ziegelmeyer, 2023. "The Luxembourg Household Finance and Consumption Survey: Results from the fourth wave in 2021," BCL working papers 176, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2017.
"Household debt burden and financial vulnerability in Luxembourg,"
BCL working papers
113, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
Cited by:
- Gaston Giordana & Michael H. Ziegelmeyer, 2022.
"Using household-level data to guide borrower-based macro-prudential policy,"
BCL working papers
161, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2024. "Using household-level data to guide borrower-based macro-prudential policy," Empirical Economics, Springer, vol. 66(2), pages 785-827, February.
- Nicolas Albacete & Pirmin Fessler & Peter Lindner, 2018. "One policy to rule them all? On the effectiveness of LTV, DTI and DSTI ratio limits as macroprudential policy tools," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 35, pages 67-83.
- Yiwen Chen & Thomas Y. Mathä & Giuseppe Pulina & Barbara Schuster & Michael Ziegelmeyer, 2020. "The Luxembourg Household Finance Consumption Survey: Results from the third wave," BCL working papers 142, Central Bank of Luxembourg.
- Giordana, Gastón & Ziegelmeyer, Michael, 2020.
"Stress testing household balance sheets in Luxembourg,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
- Gaston Giordana & Michael Ziegelmeyer, 2018. "Stress testing household balance sheets in Luxembourg," BCL working papers 121, Central Bank of Luxembourg.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
- François Koulischer & Pauline Perray & Thi Thu Huyen Tran, 2022. "COVID-19 and the Mortgage Market in Luxembourg," JRFM, MDPI, vol. 15(3), pages 1-24, March.
- Gaston Giordana & Michael H. Ziegelmeyer, 2023. "Household indebtedness and their vulnerability to rising interest rates," BCL working papers 173, Central Bank of Luxembourg.
- Gaston Giordana & Sabbah Gueddoudj, 2016.
"Characterising the financial cycle in Luxembourg,"
BCL working papers
103, Central Bank of Luxembourg.
Cited by:
- Paolo Guarda & Alban Moura, 2019. "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers 126, Central Bank of Luxembourg.
- 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.
Cited by:
- Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018.
"Can Monetary Policy Lean against Housing Bubbles?,"
Working Papers
201877, University of Pretoria, Department of Economics.
- André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022. "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, vol. 110(C).
- Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
- Björn Richter & Moritz Schularick & Paul Wachtel, 2021.
"When to Lean against the Wind,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 5-39, February.
- Schularick, Moritz & Wachtel, Paul & Richter, Björn, 2017. "When to Lean Against the Wind," CEPR Discussion Papers 12188, C.E.P.R. Discussion Papers.
- Bjorn Richter & Moritz Schularick & Paul Wachtel, 2018. "When to Lean Against the Wind," Working Papers 18-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019.
"An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?,"
IWH Discussion Papers
2/2019, Halle Institute for Economic Research (IWH).
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," Discussion Papers 48/2018, Deutsche Bundesbank.
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Bank of Finland Research Discussion Papers 8/2015, Bank of Finland.
- Melle Bijlsma & Jan Kakes & Eric Klaaijsen, 2017. "Measuring cross-sectoral shifts in credit provisioning: an enhanced framework," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Daragh Clancy & Lorenzo Ricci, 2019. "Loss aversion, economic sentiments and international consumption smoothing," Working Papers 35, European Stability Mechanism.
- Aldasoro, Iñaki & Borio, Claudio & Drehmann, Mathias, 2018.
"Early warning indicators of banking crises: expanding the family,"
Journal of Financial Transformation, Capco Institute, vol. 48, pages 142-155.
- Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018. "Early warning indicators of banking crises: expanding the family," BIS Quarterly Review, Bank for International Settlements, March.
- Juselius, Mikael & Tarashev, Nikola A., 2020.
"Forecasting expected and unexpected losses,"
Bank of Finland Research Discussion Papers
18/2020, Bank of Finland.
- Mikael Juselius & Nikola Tarashev, 2020. "Forecasting expected and unexpected losses," BIS Working Papers 913, Bank for International Settlements.
- Gaston Giordana & Michael H. Ziegelmeyer, 2022.
"Using household-level data to guide borrower-based macro-prudential policy,"
BCL working papers
161, Central Bank of Luxembourg.
- Gaston Giordana & Michael Ziegelmeyer, 2024. "Using household-level data to guide borrower-based macro-prudential policy," Empirical Economics, Springer, vol. 66(2), pages 785-827, February.
- Lang, Jan Hannes & Forletta, Marco, 2020. "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series 2405, European Central Bank.
- Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
- Tibor Szendrei & Katalin Varga, 2020.
"FISS - A Factor-based Index of Systemic Stress in the Financial System,"
Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
- Tibor Szendrei & Katalin Varga, 2017. "FISS - A Factor Based Index of Systemic Stress in the Financial System," MNB Working Papers 2017/9, Magyar Nemzeti Bank (Central Bank of Hungary).
- Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56.
- Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017.
"A new database for financial crises in European countries,"
ESRB Occasional Paper Series
13, European Systemic Risk Board.
- Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," Occasional Paper Series 194, European Central Bank.
- Jorge E. Galán, 2021. "CREWS: a CAMELS-based early warning system of systemic risk in the banking sector," Occasional Papers 2132, Banco de España.
- Xiaofeng Hui & Aoran Zhang, 2020. "Construction and Empirical Research on the Dynamic Provisioning Model of China’s Banking Sector under the Macro-Prudential Framework," Sustainability, MDPI, vol. 12(20), pages 1-26, October.
- Buckmann, Marcus & Gallego Marquez, Paula & Gimpelewicz, Mariana & Kapadia, Sujit & Rismanchi, Katie, 2023. "The more the merrier? Evidence on the value of multiple requirements in bank regulation," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Audit, Dooneshsingh & Alam, Nafis, 2022. "Why have credit variables taken centre stage in predicting systemic banking crises?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
- Giordana, Gastón A. & Pi Alperin, María Noel, 2023.
"Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg,"
Economics & Human Biology, Elsevier, vol. 50(C).
- Gastón A. Giordana & María Noel Pi Alperin, 2022. "Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg," BCL working papers 158, Central Bank of Luxembourg.
- Adam Geršl & Thomas Mitterling, 2021. "Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(4), pages 323-351, December.
- Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
- Clancy, Daragh & Ricci, Lorenzo, 2022.
"Economic sentiments and international risk sharing,"
International Economics, Elsevier, vol. 169(C), pages 208-229.
- Daragh Clancy & Lorenzo Ricci, 2022. "Economic sentiments and international risk sharing," International Economics, CEPII research center, issue 169, pages 208-229.
- Dieckelmann, Daniel, 2020. "Cross-border lending and the international transmission of banking crises," Discussion Papers 2020/13, Free University Berlin, School of Business & Economics.
- Gaston Giordana & Sabbah Gueddoudj, 2016. "Characterising the financial cycle in Luxembourg," BCL working papers 103, Central Bank of Luxembourg.
- Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016.
"Dating Systemic Financial Stress Episodes in the EU Countries,"
Staff Working Papers
16-11, Bank of Canada.
- Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015. "Dating systemic financial stress episodes in the EU countries," Working Paper Series 1873, European Central Bank.
- Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017. "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
- Kauko, Karlo & Tölö, Eero, 2019.
"Banking crisis prediction with differenced relative credit,"
BoF Economics Review
4/2019, Bank of Finland.
- Karlo Kauko & Eero Tölö, 2019. "Banking Crisis Prediction with Differenced Relative Credit," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 65(4), pages 277-297.
- Alexey Ponomarenko & Stas Tatarintsev, 2020.
"Incorporating financial development indicators into early warning systems,"
Bank of Russia Working Paper Series
wps58, Bank of Russia.
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023. "Incorporating financial development indicators into early warning systems," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
- Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016. "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, vol. 14(1), pages 153-170, June.
- Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
- Tente, Natalia & von Westernhagen, Natalja & Slopek, Ulf, 2017. "M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements," Discussion Papers 15/2017, Deutsche Bundesbank.
- Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018. "A framework for early-warning modeling with an application to banks," Working Paper Series 2182, European Central Bank.
- Aikman, David & Bluwstein, Kristina & Karmakar, Sudipto, 2021. "A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk," Bank of England working papers 931, Bank of England.
- Neagu, Florian & Tatarici, Luminita & Mihai, Irina, 2015. "Implementing Loan-to-Value and Debt Service-To-Income measures: A decade of Romanian experience," MPRA Paper 65988, University Library of Munich, Germany.
- Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España.
- Chavleishvili, Sulkhan & Fahr, Stephan & Kremer, Manfred & Manganelli, Simone & Schwaab, Bernd, 2021. "A risk management perspective on macroprudential policy," Working Paper Series 2556, European Central Bank.
- Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España.
- Yang, Jin Young & Suh, Hyunduk, 2023.
"Heterogeneous effects of macroprudential policies on firm leverage and value,"
International Review of Financial Analysis, Elsevier, vol. 86(C).
- Hyunduk Suh & Jin Young Yang, 2021. "Heterogeneous Effects of Macroprudential Policies on Firm Leverage and Value," Inha University IBER Working Paper Series 2021-3, Inha University, Institute of Business and Economic Research.
- Dutra, Tiago Mota & Dias, José Carlos & Teixeira, João C.A., 2022. "Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 599-630.
- Hosszú, Zsuzsanna & Mérő, Bence, 2017. "Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben [Credit cycles and the counter-cyclical capital buffer in an agent-based Keynesian model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 457-475.
- Schudel, Willem, 2015. "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series 1766, European Central Bank.
- Juan Francisco Martínez & José Miguel Matus & Daniel Oda, 2018. "Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017," Working Papers Central Bank of Chile 822, Central Bank of Chile.
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
- Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
- Natalia Tente & Natalja Von Westernhagen & Ulf Slopek, 2019. "M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(7), pages 1923-1961, October.
- Angelos Kanas & Panagiotis D. Zervopoulos, 2021. "Systemic risk, real GDP growth, and sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 461-485, August.
- António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2014. "Early Warning Indicators of Banking Crises: Exploring new Data and Tools," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Lang, Jan Hannes, 2018. "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series 2160, European Central Bank.
- Huynh, Tran & Uebelmesser, Silke, 2024.
"Early warning models for systemic banking crises: Can political indicators improve prediction?,"
European Journal of Political Economy, Elsevier, vol. 81(C).
- Tran Huynh & Silke Uebelmesser, 2022. "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers 2022-007, Friedrich-Schiller-University Jena.
- Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
- Piotr Bańbuła & Marcin Pietrzak, 2021. "Early Warning Models of Banking Crises: VIX and High Profits," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 381-403, December.
- Juselius, Mikael & Tarashev, Nikola A., 2022.
"When uncertainty decouples expected and unexpected losses,"
Bank of Finland Research Discussion Papers
4/2022, Bank of Finland.
- Mikael Juselius & Nikola Tarashev, 2022. "When uncertainty decouples expected and unexpected losses," BIS Working Papers 995, Bank for International Settlements.
- Borio, Claudio & Drehmann, Mathias & Xia, Fan Dora, 2020. "Forecasting recessions: the importance of the financial cycle," Journal of Macroeconomics, Elsevier, vol. 66(C).
- Mathias Drehmann & Mikael Juselius & Anton Korinek, 2017.
"Accounting for debt service: the painful legacy of credit booms,"
BIS Working Papers
645, Bank for International Settlements.
- Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2017. "Accounting for debt service: The painful legacy of credit booms," Bank of Finland Research Discussion Papers 12/2017, Bank of Finland.
- Marcin Pietrzak, 2021. "Can Financial Soundness Indicators Help Predict Financial Sector Distress?," IMF Working Papers 2021/197, International Monetary Fund.
- Hosszú, Zsuzsanna & Körmendi, Gyöngyi & Mérő, Bence, 2016. "Egy- és többváltozós szűrők a hitelrés alakulásának meghatározására [Filters with single or multiple variables in measuring the size of the credit gap]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 233-259.
- Claudio Borio & Mathias Drehmann & Dora Xia Author-X-Name_First: Dora, 2019. "Predicting recessions: financial cycle versus term spread," BIS Working Papers 818, Bank for International Settlements.
- V. Coudert & J. Idier, 2016. "An Early Warning System for Macro-prudential Policy in France," Working papers 609, Banque de France.
- Bernhard Herz & Jochen Keller, 2023. "How Do Regulators Set the Countercyclical Capital Buffer?," International Journal of Central Banking, International Journal of Central Banking, vol. 19(3), pages 99-137, August.
- Lang, Jan Hannes & Izzo, Cosimo & Fahr, Stephan & Ruzicka, Josef, 2019. "Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises," Occasional Paper Series 219, European Central Bank.
- Koponen, Heidi, 2024. "Constructing a composite indicator to assess cyclical systemic risks: An early warning approach," BoF Economics Review 3/2024, Bank of Finland.
- 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).
- Tihana Skrinjaric, 2023. "Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations," Public Sector Economics, Institute of Public Finance, vol. 47(1), pages 1-39.
- Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
- Pierluigi Bologna & Maddalena Galardo, 2024. "Calibrating the countercyclical capital buffer using AUROCs," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 53(1), February.
- Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
- Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
- Elena Deryugina & Alexey Ponomarenko, 2019. "Determination of the Current Phase of the Credit Cycle in Emerging Markets," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 28-42, June.
- Tihana Skrinjaric, 2023. "Leading indicators of financial stress in Croatia: a regime switching approach," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 205-232.
- Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.
- Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
- Pierluigi Bologna & Maddalena Galardo, 2022. "Calibrating the countercyclical capital buffer for Italy," Questioni di Economia e Finanza (Occasional Papers) 679, Bank of Italy, Economic Research and International Relations Area.
- Cabral, Inês & Detken, Carsten & Fell, John & Henry, Jérôme & Hiebert, Paul & Kapadia, Sujit & Pires, Fatima & Salleo, Carmelo & Constâncio, Vítor & Nicoletti Altimari, Sergio, 2019. "Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies," Occasional Paper Series 227, European Central Bank.
- Bianchi, Benedetta, 2018. "Structural credit ratios," ESRB Working Paper Series 85, European Systemic Risk Board.
- Helene Olsen & Harald Wieslander, 2020. "The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway," Working Papers No 02/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Christophe André & Petre Caraiani & Adrian Cantemir Čalin & Rangan Gupta, 2018.
"Can Monetary Policy Lean against Housing Bubbles?,"
Working Papers
201877, University of Pretoria, Department of Economics.
- Gaston Giordana & Ingmar Schumacher, 2012.
"Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg,"
BCL working papers
77, Central Bank of Luxembourg.
Cited by:
- Xisong Jin & Francisco Nadal De Simone, 2013.
"Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach,"
BCL working papers
82, Central Bank of Luxembourg.
- Jin, Xisong & Nadal De Simone, Francisco de A., 2014. "Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach," Journal of Financial Stability, Elsevier, vol. 14(C), pages 81-101.
- Xisong Jin & Francisco Nadal De Simone, 2013.
"Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach,"
BCL working papers
82, Central Bank of Luxembourg.
- Gaston Giordana & Ingmar Schumacher, 2012.
"An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg,"
BCL working papers
79, Central Bank of Luxembourg.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017. "An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg," JRFM, MDPI, vol. 10(2), pages 1-21, April.
Cited by:
- Foly Ananou & Dimitris Chronopoulos & Amine Tarazi & John O S Wilson, 2023. "Liquidity Regulation and Bank Risk," Working Papers hal-03366418, HAL.
- Damilola Oyetade & Adefemi A. Obalade & Paul-Francois Muzindutsi, 2023. "Basel IV capital requirements and the performance of commercial banks in Africa," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(1), pages 1-14, March.
- Lallour, Antoine & Mio, Hitoshi, 2016. "Do we need a stable funding ratio? Banks’ funding in the global financial crisis," Bank of England working papers 602, Bank of England.
- Veeramoothoo, Sathiavanee & Hammoudeh, Shawkat, 2022. "Impact of Basel III liquidity regulations on U.S. Bank performance in different conditional profitability spectrums," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Krug, Sebastian & Lengnick, Matthias & Wohltmann, Hans-Werner, 2014.
"The impact of Basel III on financial (in)stability: An agent-based credit network approach,"
Economics Working Papers
2014-13, Christian-Albrechts-University of Kiel, Department of Economics.
- Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014. "The impact of Basel III on financial (in)stability: an agent-based credit network approach," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.
- Pejman Peykani & Mostafa Sargolzaei & Mohammad Hashem Botshekan & Camelia Oprean-Stan & Amir Takaloo, 2023. "Optimization of Asset and Liability Management of Banks with Minimum Possible Changes," Mathematics, MDPI, vol. 11(12), pages 1-24, June.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Farouq Altahtamouni & Shikhah Alyousef, 2021. "The Effect of Liquidity According to the Requirements of the Basel III Committee on the Profitability of Banks: Evidence from Saudi Banks," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 439-463.
- Iryna Yanenkova & Yuliia Nehoda & Svetlana Drobyazko & Andrii Zavhorodnii & Lyudmyla Berezovska, 2021. "Modeling of Bank Credit Risk Management Using the Cost Risk Model," JRFM, MDPI, vol. 14(5), pages 1-15, May.
- Sophia Beckett Velez, 2021. "Idiosyncratic Viral Loss Theory: Systemic Operational Losses in Banks," JRFM, MDPI, vol. 14(2), pages 1-13, February.
- Giuliana Birindelli & Paola Ferretti & Marco Savioli, 2016. "Basel 3: Does One Size Really Fit All Banks' Business Models?," Working Paper series 16-20, Rimini Centre for Economic Analysis.
- Giuliana Birindelli & Paola Ferretti & Giovanni Ferri & Marco Savioli, 2022. "Regulatory reform and banking diversity: reassessing Basel 3," Annals of Finance, Springer, vol. 18(4), pages 429-456, December.
- Cubillas, Elena & Ferrer, Elena & Suárez, Nuria, 2021. "Does investor sentiment affect bank stability? International evidence from lending behavior," Journal of International Money and Finance, Elsevier, vol. 113(C).
- Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio, 2019. "Factors influencing the European bank’s probability of default: An application of SYMBOL methodology," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 223-240.
- Le, Thi Ngoc Lan & Nasir, Muhammad Ali & Huynh, Toan Luu Duc, 2023. "Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 146-157.
- Gaston Giordana & Ingmar Schumacher, 2011.
"The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study,"
BCL working papers
61, Central Bank of Luxembourg.
Cited by:
- Jane Gathigia Muriithi & Kennedy Munyua Waweru, 2017. "Liquidity Risk and Financial Performance of Commercial Banks in Kenya," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 256-265, March.
- Dirk Mevis, 2012. "The Determinants of Short Term Funding in Luxembourgish Banks," BCL working papers 80, Central Bank of Luxembourg.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Antonio Scalia & Sergio Longoni & Tiziana Rosolin, 2013. "The Net Stable Funding Ratio and banks� participation in monetary policy operations: some evidence for the euro area," Questioni di Economia e Finanza (Occasional Papers) 195, Bank of Italy, Economic Research and International Relations Area.
- Eva Liebmann & Joe Peek, 2015. "Global standards for liquidity regulation," Current Policy Perspectives 15-3, Federal Reserve Bank of Boston.
- Tursoy, Turgut, 2018. "Risk management process in banking industry," MPRA Paper 86427, University Library of Munich, Germany.
- Gastón Andrés Giordana & Ingmar Schumacher, 2011.
"The Leverage Cycle in Luxembourg?s Banking Sector,"
BCL working papers
66, Central Bank of Luxembourg.
Cited by:
- Dirk Mevis, 2012. "The Determinants of Short Term Funding in Luxembourgish Banks," BCL working papers 80, Central Bank of Luxembourg.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Tóth, József & Zéman, Zoltán, 2017. "Az Európai Unió bankrendszerének piaci koncentrációja [Market concentration among the banks in the European Union]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 852-871.
- Gastón A. Giordana, 2008.
"Wealthy people do better? Experimental Evidence on Endogenous Time Preference Heterogeneity and the Effect of Wealth in Renewable Common-Pool Resources Exploitation,"
Working Papers
08-10, LAMETA, Universtiy of Montpellier, revised Jul 2008.
Cited by:
- Du Bois, Rodrigo Salcedo & Macias, Miguel Angel Gutierrez, 2013. "Cooperation makes it happen? Groundwater management in Aguascalientes, Mexico: An experimental approach," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 151139, Agricultural and Applied Economics Association.
- Giordana, Gaston A. & Willinger, Marc, 2007.
"Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation,"
Economic Theory and Applications Working Papers
9103, Fondazione Eni Enrico Mattei (FEEM).
- Gaston Giordana & Marc Willinger, 2013. "Fixed instruments to cope with stock externalities: an experimental evaluation," Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 13, pages 367-403, Edward Elgar Publishing.
- Gastón Giordana & Marc Willinger, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Working Papers 2007.72, Fondazione Eni Enrico Mattei.
Cited by:
- Stefan Ambec & Alexis Garapin & Laurent Muller & Carine Sebi, 2009.
"Réglementation acceptable d'une ressource commune : une analyse expérimentale,"
Post-Print
hal-01799843, HAL.
- Stefan Ambec & Alexis Garapin & Laurent Muller & Carine Sebi, 2009. "Réglementation acceptable d’une ressource commune : une analyse expérimentale," Post-Print hal-02654211, HAL.
- Stefan Ambec & Alexis Garapin & Laurent Muller & Carine Sebi, 2009. "Règlementation acceptable d’une ressource commune : une analyse expérimentale," Économie et Prévision, Programme National Persée, vol. 190(4), pages 107-122.
- Stefan Ambec & Alexis Garapin & Laurent Muller & Carine Sebi, 2009. "Réglementation acceptable d'une ressource commune : une analyse expérimentale," Economie & Prévision, La Documentation Française, vol. 0(4), pages 107-122.
- Spiller, Jörg & Bolle, Friedel, 2016.
"Inter-generational thoughtfulness in a dynamic public good experiment,"
Discussion Papers
383, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Jörg Spiller & Friedel Bolle, 2013. "Inter-Generational Thoughtfulness in a Dynamic Public Good Experiment," Discussion Paper Series RECAP15 008, RECAP15, European University Viadrina, Frankfurt (Oder).
- Stefan Ambec & Alexis Garapin & Laurent Muller & Arnaud Reynaud & Carine Sebi, 2014.
"Comparing regulations to protect the commons: An experimental investigation,"
Post-Print
hal-01517242, HAL.
- Stefan Ambec & Alexis Garapin & Laurent Muller & Arnaud Reynaud & Carine Sebi, 2009. "Comparing regulations to protect the commons: an experimental investigation," LERNA Working Papers 09.18.294, LERNA, University of Toulouse.
- Ambec, S. & Garapin, A. & Muller, L. & Reynaud, A. & Sebi, C., 2013. "Comparing regulations to protect the commons: an experimental investigation," Working Papers 2013-07, Grenoble Applied Economics Laboratory (GAEL).
- Ambec, Stefan & Garapin, Alexis & Muller, Laurent & Reynaud, Arnaud & Sebi, Carine, 2009. "Comparing Regulations to Protect the Commons: An Experimental Investigation," TSE Working Papers 09-100, Toulouse School of Economics (TSE).
- Stefan Ambec & Alexis Garapin & Laurent Muller & Arnaud Reynaud & Carine Sebi, 2014. "Comparing Regulations to Protect the Commons: An Experimental Investigation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(2), pages 219-244, June.
- Gastón A. Giordana, 2008. "Wealthy people do better? Experimental Evidence on Endogenous Time Preference Heterogeneity and the Effect of Wealth in Renewable Common-Pool Resources Exploitation," Working Papers 08-10, LAMETA, Universtiy of Montpellier, revised Jul 2008.
Articles
- Giordana, Gastón A. & Pi Alperin, María Noel, 2023.
"Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg,"
Economics & Human Biology, Elsevier, vol. 50(C).
See citations under working paper version above.
- Gastón A. Giordana & María Noel Pi Alperin, 2022. "Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg," BCL working papers 158, Central Bank of Luxembourg.
- Giordana, Gastón & Ziegelmeyer, Michael, 2020.
"Stress testing household balance sheets in Luxembourg,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
See citations under working paper version above.
- Gaston Giordana & Michael Ziegelmeyer, 2018. "Stress testing household balance sheets in Luxembourg," BCL working papers 121, Central Bank of Luxembourg.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
See citations under working paper version above.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Gaston Andrés Giordana, 2016.
"Welfare and Stochastic Dominance for the Measurement of Banks' Domestic Systemic Importance: Analytical Framework and Application,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(2), pages 192-208, April.
Cited by:
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2013.
"What are the bank-specific and macroeconomic drivers of banks’ leverage? Evidence from Luxembourg,"
Empirical Economics, Springer, vol. 45(2), pages 905-928, October.
Cited by:
- Reinhart, Carmen M. & Rogoff, Kenneth S., 2008.
"Is the 2007 US Sub-Prime Financial Crisis So Different? An International Historical Comparison,"
Scholarly Articles
11129156, Harvard University Department of Economics.
- Reinhart, Carmen & Rogoff, Kenneth, 2008. "¿Es tan diferente la crisis financiera de sub-prime en EEUU? Una comparacion historica internacional [“Is The 2007 U.S. Subprime Crisis So Different? An International Historical Comparison,”]," MPRA Paper 13656, University Library of Munich, Germany.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2008. "Is the 2007 US Sub-prime Financial Crisis So Different? An International Historical Comparison," American Economic Review, American Economic Association, vol. 98(2), pages 339-344, May.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2009. "Is the 2007 US Sub-Prime Financial Crisis So Different?: An International Historical Comparison," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(3), pages 291-299.
- Carmen M. Reinhart & Kenneth S. Rogoff, 2008. "Is the 2007 U.S. Sub-Prime Financial Crisis So Different? An International Historical Comparison," NBER Working Papers 13761, National Bureau of Economic Research, Inc.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Reinhart, Carmen M. & Rogoff, Kenneth S., 2008.
"Is the 2007 US Sub-Prime Financial Crisis So Different? An International Historical Comparison,"
Scholarly Articles
11129156, Harvard University Department of Economics.
- Gaston A. Giordana & Ingmar Schumacher, 2013.
"Bank liquidity risk and monetary policy. Empirical evidence on the impact of Basel III liquidity standards,"
International Review of Applied Economics, Taylor & Francis Journals, vol. 27(5), pages 633-655, September.
Cited by:
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019.
"Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?,"
Post-Print
hal-02059939, HAL.
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2023. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Journal of Banking & Finance, Elsevier, vol. 151(C).
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2023. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Post-Print hal-04678216, HAL.
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2022. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Other publications TiSEM b83f43a7-0f39-4d07-babc-9, Tilburg University, School of Economics and Management.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Working Paper Research 369, National Bank of Belgium.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Working Papers hal-01636253, HAL.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure adjustment process?," Working Papers hal-01546995, HAL.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Asma Abdul Rehman & Abdelhafid Benamraoui & Aasim Munir Dad, 2018. "A comparative study of Islamic and conventional banks’ risk management practices: empirical evidence from Pakistan," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(3), pages 222-235, July.
- Vasilios Sogiakas, 2017. "Basel III impact on the Italian banking sector," Bulletin of Applied Economics, Risk Market Journals, vol. 4(2), pages 51-55.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019.
"Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?,"
Post-Print
hal-02059939, HAL.
- Giordana, Gaston A. & Montginoul, Marielle & Willinger, Marc, 2010.
"Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources,"
Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 39(2), pages 1-19, April.
- Giordana, Gastón A. & Montginoul, Marielle & Willinger, Marc, 2010. "Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources," Agricultural and Resource Economics Review, Cambridge University Press, vol. 39(2), pages 305-323, April.
Cited by:
- Messer, Kent D. & Murphy, James J., 2010.
"FOREWORD: Special Issue on Experimental Methods in Environmental, Natural Resource, and Agricultural Economics,"
Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 39(2), pages 1-4, April.
- Kent D. Messer & James J. Murphy, 2010. "Foreword: Special Issue on Experimental Methods in Environmental, Natural Resource and Agricultural Economics," Working Papers 2010-03, University of Alaska Anchorage, Department of Economics.
- Spiller, Jörg & Bolle, Friedel, 2016.
"Inter-generational thoughtfulness in a dynamic public good experiment,"
Discussion Papers
383, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Jörg Spiller & Friedel Bolle, 2013. "Inter-Generational Thoughtfulness in a Dynamic Public Good Experiment," Discussion Paper Series RECAP15 008, RECAP15, European University Viadrina, Frankfurt (Oder).
- Varghese, Shalet Korattukudy & Veettil, Prakashan Chellattan & Speelman, Stijn & Buysse, Jeroen & Van Huylenbroeck, Guido, 2013. "Estimating the causal effect of water scarcity on the groundwater use efficiency of rice farming in South India," Ecological Economics, Elsevier, vol. 86(C), pages 55-64.
Chapters
- Gaston Giordana & Michael Ziegelmeyer, 2017.
"Household debt burden and financial vulnerability in Luxembourg,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46,
Bank for International Settlements.
See citations under working paper version above.
- Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," BCL working papers 113, Central Bank of Luxembourg.
- Gaston Giordana & Marc Willinger, 2013.
"Fixed instruments to cope with stock externalities: an experimental evaluation,"
Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 13, pages 367-403,
Edward Elgar Publishing.
See citations under working paper version above.
- Gastón Giordana & Marc Willinger, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Working Papers 2007.72, Fondazione Eni Enrico Mattei.
- Giordana, Gaston A. & Willinger, Marc, 2007. "Fixed Instruments to Cope with Stock Externalities An Experimental Evaluation," Economic Theory and Applications Working Papers 9103, Fondazione Eni Enrico Mattei (FEEM).
- Gaston Giordana & Marc Willinger, 2013.
"Regulatory instruments for monitoring ambient pollution,"
Chapters, in: John A. List & Michael K. Price (ed.), Handbook on Experimental Economics and the Environment, chapter 7, pages 193-232,
Edward Elgar Publishing.
Cited by:
- Marc Willinger & Nasreddine Ammar & Ahmed Ennasri, 2014.
"Performance of the Ambient Tax: Does the Nature of the Damage Matter?,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 59(3), pages 479-502, November.
- Nasreddine AMMAR & Ahmed ENNASRI & Marc Willinger, 2011. "Performance of the ambient tax: does the nature of the damage matter?," Working Papers 11-25, LAMETA, Universtiy of Montpellier, revised Dec 2011.
- Rodriguez, Luz A. & Pfaff, Alexander & Velez, Maria Alejandra, 2019. "Graduated stringency within collective incentives for group environmental compliance: Building coordination in field-lab experiments with artisanal gold miners in Colombia," Journal of Environmental Economics and Management, Elsevier, vol. 98(C).
- Matthew Kotchen & Kathleen Segerson, 2020. "The Use of Group-Level Approaches to Environmental and Natural Resource Policy," NBER Working Papers 27142, National Bureau of Economic Research, Inc.
- Marc Willinger & Nasreddine Ammar & Ahmed Ennasri, 2014.
"Performance of the Ambient Tax: Does the Nature of the Damage Matter?,"
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 59(3), pages 479-502, November.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (7) 2011-09-16 2011-11-01 2012-11-03 2016-11-13 2016-11-13 2019-04-01 2019-11-18. Author is listed
- NEP-BAN: Banking (5) 2011-09-16 2011-11-01 2012-12-06 2022-08-15 2023-07-17. Author is listed
- NEP-CBA: Central Banking (4) 2011-09-16 2011-11-01 2012-12-06 2022-08-15
- NEP-AGE: Economics of Ageing (3) 2022-08-08 2023-01-23 2023-03-13
- NEP-HEA: Health Economics (3) 2022-08-08 2023-01-23 2023-03-13
- NEP-DEM: Demographic Economics (2) 2022-08-08 2023-01-23
- NEP-ENV: Environmental Economics (2) 2007-08-08 2008-07-20
- NEP-EXP: Experimental Economics (2) 2007-08-08 2008-07-20
- NEP-PBE: Public Economics (2) 2022-08-08 2023-03-13
- NEP-RMG: Risk Management (2) 2012-12-06 2019-04-01
- NEP-EEC: European Economics (1) 2019-04-01
- NEP-FLE: Financial Literacy and Education (1) 2017-09-17
- NEP-ICT: Information and Communication Technologies (1) 2019-11-18
- NEP-MON: Monetary Economics (1) 2011-09-16
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-11-18
- NEP-REG: Regulation (1) 2011-09-16
- NEP-URE: Urban and Real Estate Economics (1) 2022-08-15
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