Marco de análisis sistémico del impacto de los riesgos económicos y financieros
Author
Abstract
Suggested Citation
DOI: https://doi.org/10.53479/29873
Download full text from publisher
References listed on IDEAS
- Angela Abbate & Dominik Thaler, 2019.
"Monetary Policy and the Asset Risk‐Taking Channel,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2115-2144, December.
- Abbate, Angela & Thaler, Dominik, 2015. "Monetary policy and the asset risk-taking channel," Discussion Papers 48/2015, Deutsche Bundesbank.
- Angela Abbate & Dominik Thaler, 2018. "Monetary policy and the asset risk-taking channel," Working Papers 1805, Banco de España.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2016.
"Measuring Economic Policy Uncertainty,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 131(4), pages 1593-1636.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," Economics Working Papers 15111, Hoover Institution, Stanford University.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," CEP Discussion Papers dp1379, Centre for Economic Performance, LSE.
- Scott R. Baker & Nicholas Bloom & Steven J. Davis, 2015. "Measuring Economic Policy Uncertainty," NBER Working Papers 21633, National Bureau of Economic Research, Inc.
- Baker, Scott R. & Bloom, Nicholas & Davis, Steven J., 2015. "Measuring economic policy uncertainty," LSE Research Online Documents on Economics 64986, London School of Economics and Political Science, LSE Library.
- Davis, Steven & Bloom, Nicholas & Baker, Scott, 2015. "Measuring Economic Policy Uncertainty," CEPR Discussion Papers 10900, C.E.P.R. Discussion Papers.
- Alessi, Lucia & Detken, Carsten, 2018.
"Identifying excessive credit growth and leverage,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 215-225.
- Alessi, Lucia, 2014. "Identifying Excessive Credit Growth and Leverage," Financial Stability Review, European Central Bank, vol. 1.
- Detken, Carsten & Alessi, Lucia, 2014. "Identifying excessive credit growth and leverage," Working Paper Series 1723, European Central Bank.
- Pablo Aguilar & Jesús Vázquez, 2018. "Term structure and real-time learning," Working Papers 1803, Banco de España.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023. "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers 2311, Banco de España.
- Zuzana Košťálová & Eva Horvátová & Štefan Lyócsa & Peter Gernát, 2022. "New Credit Drivers: Results from a Small Open Economy," Eastern European Economics, Taylor & Francis Journals, vol. 60(1), pages 79-112, January.
- Diana Žigraiová & Aitor Erce & Xu Jiang, 2020.
"Quantifying risks to sovereign market access: Methods and challenges,"
Working Papers
42, European Stability Mechanism.
- Aitor Erce & Xu Jiang & Diana Zigraiova, 2020. "Quantifying Risks to Sovereign Market Access: Methods and Challenges," Globalization Institute Working Papers 377, Federal Reserve Bank of Dallas.
- Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018.
"Learning from History: Volatility and Financial Crises,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 91136, London School of Economics and Political Science, LSE Library.
- Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series 2016-093, Board of Governors of the Federal Reserve System (U.S.).
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 118942, London School of Economics and Political Science, LSE Library.
- Ademmer, Martin & Beckmann, Joscha & Bode, Eckhardt & Boysen-Hogrefe, Jens & Funke, Manuel & Hauber, Philipp & Heidland, Tobias & Hinz, Julian & Jannsen, Nils & Kooths, Stefan & Söder, Mareike & Stame, 2021. "Big Data in der makroökonomischen Analyse," Kieler Beiträge zur Wirtschaftspolitik 32, Kiel Institute for the World Economy (IfW Kiel).
- Choi, Sangyup & Shin, Junhyeok & Yoo, Seung Yong, 2022.
"Are government spending shocks inflationary at the zero lower bound? New evidence from daily data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Sangyup Choi & Junhyeok Shin & Seung Yong Yoo, 2021. "Are Government Spending Shocks Inflationary at the Zero Lower Bound? New Evidence from Daily Data," Working papers 2021rwp-189, Yonsei University, Yonsei Economics Research Institute.
- Sangyup Choi & Junhyeok Shin & Seung Yong Yoo, 2022. "Are government spending shocks inflationary at the zero lower bound? New evidence from daily data," CAMA Working Papers 2022-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sebastian Doerr & Leonardo Gambacorta & José María Serena Garralda, 2021. "Big data and machine learning in central banking," BIS Working Papers 930, Bank for International Settlements.
- Hao-Lin Shao & Ying-Hui Shao & Yan-Hong Yang, 2021. "New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach," Papers 2110.02693, arXiv.org.
- Croce, M.M. & Nguyen, Thien T. & Raymond, S. & Schmid, L., 2019. "Government debt and the returns to innovation," Journal of Financial Economics, Elsevier, vol. 132(3), pages 205-225.
- Blanka Škrabić Perić & Petar Sorić, 2018. "A Note on the “Economic Policy Uncertainty Index”," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 137(2), pages 505-526, June.
- Zhu, Zhaobo & Lin, Hang & Chen, Min & Han, Peiwen, 2023. "The spillover effect of economic policy uncertainty: Evidence from analyst behaviors in Hong Kong," Finance Research Letters, Elsevier, vol. 52(C).
- Nikolay Hristov & Markus Roth, 2019.
"Uncertainty Shocks and Financial Crisis Indicators,"
CESifo Working Paper Series
7839, CESifo.
- Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
- Hsieh, Chia-Chun & Ma, Zhiming & Novoselov, Kirill E., 2019. "Accounting conservatism, business strategy, and ambiguity," Accounting, Organizations and Society, Elsevier, vol. 74(C), pages 41-55.
- Oscar Calvo-Gonz'alez & Axel Eizmendi & Germ'an Reyes, 2022. "The Shifting Attention of Political Leaders: Evidence from Two Centuries of Presidential Speeches," Papers 2209.00540, arXiv.org, revised Jun 2023.
- Stilianos Fountas & Dimitra Kontana & Paraskevi Tzika, 2024.
"Uncertainty and financial asset return spillovers: are they related? Empirical evidence from three continents,"
Empirical Economics, Springer, vol. 67(5), pages 1891-1918, November.
- Stilianos Fountas & Dimitra Kontana & Paraskevi Tzika, 2024. "Uncertainty and financial asset return spillovers: Are they related? Empirical evidence from three continents," Discussion Paper Series 2024_03, Department of Economics, University of Macedonia, revised Mar 2024.
- Das, Piyali & Ghate, Chetan, 2022.
"Debt decomposition and the role of inflation: A security level analysis for India,"
Economic Modelling, Elsevier, vol. 113(C).
- Piyali Das & Chetan Ghate, 2022. "Debt Decomposition and the Role of Inflation: A Security Level Analysis for India," IEG Working Papers 451, Institute of Economic Growth.
- Bilgin, Mehmet Huseyin & Danisman, Gamze Ozturk & Demir, Ender & Tarazi, Amine, 2021.
"Bank credit in uncertain times: Islamic vs. conventional banks,"
Finance Research Letters, Elsevier, vol. 39(C).
- Huseyin Mehmet Bilgin & Gamze Ozturk Danisman & Ender Demir & Amine Tarazi, 2020. "Bank credit in uncertain times: Islamic vs. conventional banks," Working Papers hal-02475502, HAL.
- Huseyin Mehmet Bilgin & Gamze Ozturk Danisman & Ender Demir & Amine Tarazi, 2020. "Bank credit in uncertain times: Islamic vs. conventional banks," Post-Print hal-02624554, HAL.
- Huseyin Mehmet Bilgin & Gamze Ozturk Danisman & Ender Demir & Amine Tarazi, 2021. "Bank credit in uncertain times: Islamic vs. conventional banks," Post-Print hal-03259286, HAL.
- Lei Lin & Jing Tan & Wenzhen Liu, 2022. "Does monetary policy uncertainty command a risk premium in the Chinese stock market?," International Review of Finance, International Review of Finance Ltd., vol. 22(3), pages 433-452, September.
- Shiqiu Zhu & Yuanying Chi & Kaiye Gao & Yahui Chen & Rui Peng, 2022. "Analysis of Influencing Factors of Thermal Coal Price," Energies, MDPI, vol. 15(15), pages 1-16, August.
- Deshuai Hou & Luhan Shi & Hong He & Jian Xiong, 2023. "Research on the Deviation of Corporate Green Behaviour under Economic Policy Uncertainty Based on the Perspective of Green Technology Innovation in Chinese Listed Companies," Sustainability, MDPI, vol. 15(9), pages 1-27, May.
More about this item
Keywords
estabilidad financiera; mercados financieros; modelos macrofinancieros; modelos de previsión macroeconómica; riesgo macroeconómico; riesgo financiero; pruebas de resistencia;All these keywords.
JEL classification:
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G50 - Financial Economics - - Household Finance - - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bde:opaper:2311. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ángel Rodríguez. Electronic Dissemination of Information Unit. Research Department. Banco de España (email available below). General contact details of provider: https://edirc.repec.org/data/bdegves.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.