Towards a measure of financial fragility
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Oriol Aspachs & Charles Goodhart & Dimitrios Tsomocos & Lea Zicchino, 2007. "Towards a measure of financial fragility," Annals of Finance, Springer, vol. 3(1), pages 37-74, January.
- Dimitrios P Tsomocos & Oriol Aspachs & London School of Economics & Charles A.E. Goodhart & London School of Economics & Lea Zicchino & Bank of England, 2006. "Towards a Measure of Financial Fragility," Economics Series Working Papers 2006-FE-04, University of Oxford, Department of Economics.
- Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino, 2006. "Towards a Measure of Financial Fragility," OFRC Working Papers Series 2006fe04, Oxford Financial Research Centre.
- Lea Zicchino & Dimitrios Tsomocos & Charles Goodhart & Oriol Aspachs Bracon, 2006. "Towards a Measure of Financial Fragility," FMG Discussion Papers dp554, Financial Markets Group.
References listed on IDEAS
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005.
"A risk assessment model for banks,"
Annals of Finance, Springer, vol. 1(2), pages 197-224, September.
- Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A risk assessment model for banks," LSE Research Online Documents on Economics 24750, London School of Economics and Political Science, LSE Library.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Risk Assessment Model for Banks," OFRC Working Papers Series 2004fe11, Oxford Financial Research Centre.
- Repullo, Rafael, 2004.
"Capital requirements, market power, and risk-taking in banking,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 156-182, April.
- Rafael Repullo, 2002. "Capital requirements, market power, and risk-taking in banking," Proceedings 809, Federal Reserve Bank of Chicago.
- Repullo, Rafael, 2003. "Capital Requirements, Market Power and Risk-Taking in Banking," CEPR Discussion Papers 3721, C.E.P.R. Discussion Papers.
- Rafael Repullo, 2002. "Capital Requirements, Market Power and Risk-Taking in Banking," Working Papers wp2002_0208, CEMFI.
- Allen, William A. & Wood, Geoffrey, 2006.
"Defining and achieving financial stability,"
Journal of Financial Stability, Elsevier, vol. 2(2), pages 152-172, June.
- William A. Allen & Geoffrey Wood, 2005. "Defining and Achieving Financial Stability," FMG Special Papers sp160, Financial Markets Group.
- Mitchel Y. Abolafia (ed.), 2005. "Markets," Books, Edward Elgar Publishing, number 2788.
- Carmen M. Reinhart & Graciela L. Kaminsky, 1999.
"The Twin Crises: The Causes of Banking and Balance-of-Payments Problems,"
American Economic Review, American Economic Association, vol. 89(3), pages 473-500, June.
- Graciela L. Kaminsky & Carmen M. Reinhart, 1996. "The twin crises: the causes of banking and balance-of-payments problems," International Finance Discussion Papers 544, Board of Governors of the Federal Reserve System (U.S.).
- Reinhart, Carmen & Kaminsky, Graciela, 2000. "Las crisis gemelas: las causas de los problemas bancarios y de balanza de pagos [The twin crises: Te causes of banking and balance of payments problems]," MPRA Paper 13842, University Library of Munich, Germany.
- Reinhart, Carmen & Kaminsky, Graciela, 1999. "The twin crises: The causes of banking and balance of payments problems," MPRA Paper 14081, University Library of Munich, Germany.
- Dimitrios P. Tsomocos, 2012.
"Equilibrium Analysis, Banking and Financial Instability,"
Chapters, in: The Challenge of Financial Stability, chapter 4, pages 61-97,
Edward Elgar Publishing.
- Tsomocos, Dimitrios P., 2003. "Equilibrium analysis, banking and financial instability," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 619-655, July.
- Dimitrios P Tsomocos, 2000. "Equilibrium Analysis, Banking and Financial Instability," Economics Series Working Papers 2003-FE-08, University of Oxford, Department of Economics.
- Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
- Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006.
"A model to analyse financial fragility,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(1), pages 107-142, January.
- Dimitrios P Tsomocos & Charles A.E. Goodhart & Pojanart Sunirand, 2003. "A Model to Analyse Financial Fragility," Economics Series Working Papers 2003-FE-13, University of Oxford, Department of Economics.
- Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A model to analyse financial fragility," LSE Research Online Documents on Economics 24703, London School of Economics and Political Science, LSE Library.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2003. "A Model to Analyse Financial Fragility," OFRC Working Papers Series 2003fe13, Oxford Financial Research Centre.
- Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006.
"A Time Series Analysis of Financial Fragility in the UK Banking System,"
Annals of Finance, Springer, vol. 2(1), pages 1-21, January.
- Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
- Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A time series analysis of financial fragility in the UK banking system," LSE Research Online Documents on Economics 24778, London School of Economics and Political Science, LSE Library.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series 2004fe18, Oxford Financial Research Centre.
- Dimitrios P. Tsomocos & Lea Zicchino, 2012.
"On Modelling Endogenous Default,"
Chapters, in: The Challenge of Financial Stability, chapter 6, pages 134-152,
Edward Elgar Publishing.
- Dimitrios P. Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," OFRC Working Papers Series 2005fe15, Oxford Financial Research Centre.
- Dimitrios P Tsomocos & Lea Zicchino & Bank of England, 2005. "On Modelling Endogenous Default," Economics Series Working Papers 2005-FE-15, University of Oxford, Department of Economics.
- Tsomocos, Dimitrios P. & Zicchino, Lea, 2005. "On modelling endogenous default," LSE Research Online Documents on Economics 24667, London School of Economics and Political Science, LSE Library.
- Dimitrios Tsomocos & Lea Zicchino, 2005. "On Modelling Endogenous Default," FMG Discussion Papers dp548, Financial Markets Group.
- Tsomocos, Dimitrios P., 2003.
"Equilibrium analysis, banking, contagion and financial fragility,"
LSE Research Online Documents on Economics
24826, London School of Economics and Political Science, LSE Library.
- Dimitrios Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," FMG Discussion Papers dp450, Financial Markets Group.
- Dimitrios P Tsomocos, 2003. "Equilibrium analysis, banking, contagion and financial fragility," Bank of England working papers 175, Bank of England.
- Dimitrios Tsomocos, 2003. "Equilibrium Analysis, Banking, Contagion and Financial Fragility," OFRC Working Papers Series 2003fe03, Oxford Financial Research Centre.
- Repullo, Rafael & Suarez, Javier, 2004.
"Loan pricing under Basel capital requirements,"
Journal of Financial Intermediation, Elsevier, vol. 13(4), pages 496-521, October.
- Rafael Repullo & Javier Suarez, 2003. "Loan Pricing Under Basel Capital Requirements," Working Papers wp2003_0308, CEMFI.
- Repullo, Rafael & Suarez, Javier, 2003. "Loan Pricing Under Basel Capital Requirements," CEPR Discussion Papers 3917, C.E.P.R. Discussion Papers.
- Goodhart, Charles A. E. & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004.
"A model to analyse financial fragility: applications,"
Journal of Financial Stability, Elsevier, vol. 1(1), pages 1-30, September.
- Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A model to analyse financial fragility: applications," LSE Research Online Documents on Economics 24680, London School of Economics and Political Science, LSE Library.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Model to Analyse Financial Fragility: Applications," OFRC Working Papers Series 2004fe05, Oxford Financial Research Centre.
- Dimitrios P Tsomocos & Charles A.E. Goodhart & Pojanart Sunirand, 2004. "A Model to Analyse Financial Fragility: Applications," Economics Series Working Papers 2004-FE-05, University of Oxford, Department of Economics.
- Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
- Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
- M Arellano & O Bover, 1990. "Another Look at the Instrumental Variable Estimation of Error-Components Models," CEP Discussion Papers dp0007, Centre for Economic Performance, LSE.
- Kevin C. Murdock & Thomas F. Hellmann & Joseph E. Stiglitz, 2000. "Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?," American Economic Review, American Economic Association, vol. 90(1), pages 147-165, March.
- Charles Goodhart & Boris Hofmann, 2005. "The Phillips Curve, the IS Curve and Monetary Transmission: Evidence for the US and the Euro Area," CESifo Economic Studies, CESifo Group, vol. 51(4), pages 757-775.
- Love, Inessa & Zicchino, Lea, 2006. "Financial development and dynamic investment behavior: Evidence from panel VAR," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 190-210, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Tomas Konecny & Oxana Babecka-Kucharcukova, 2016.
"Credit Spreads and the Links between the Financial and Real Sectors in a Small Open Economy: The Case of the Czech Republic,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(4), pages 302-321, August.
- Konečný, Tomáš & Babecká Kucharčuková, Oxana, 2014. "Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic," Working Paper Series 1730, European Central Bank.
- Huang, Xin & Zhou, Hao & Zhu, Haibin, 2009.
"A framework for assessing the systemic risk of major financial institutions,"
Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2036-2049, November.
- Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A framework for assessing the systemic risk of major financial institutions," Finance and Economics Discussion Series 2009-37, Board of Governors of the Federal Reserve System (U.S.).
- Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers 281, Bank for International Settlements.
- Hayakawa, Kazuhiko, 2016. "Improved GMM estimation of panel VAR models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 240-264.
- Eric Tymoigne, 2014.
"Measuring macroprudential risk through financial fragility: a Minskian approach,"
Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(4), pages 719-744.
- Eric Tymoigne, 2012. "Measuring Macroprudential Risk through Financial Fragility: A Minskyan Approach," Economics Working Paper Archive wp_716, Levy Economics Institute.
- De Graeve, F. & Kick, T. & Koetter, M., 2008. "Monetary policy and financial (in)stability: An integrated micro-macro approach," Journal of Financial Stability, Elsevier, vol. 4(3), pages 205-231, September.
- Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011.
"The optimal monetary instrument for prudential purposes,"
Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
- Charles Goodhart & Dimitrios Tsomocos & Pojanart Sunirand, 2008. "The Optimal Monetary Instrument for Prudential Purposes," FMG Discussion Papers dp617, Financial Markets Group.
- C.A.E. Goodhard & P. Sunirand & D.P. Tsomocos, 2008. "The Optimal Monetary Instrument for Prudential Purposes," Economics Series Working Papers 2008fe26, University of Oxford, Department of Economics.
- C.A.E. Goodhart & P. Sunirand & D.P. Tsomocos, 2008. "The Optimal Monetary Instrument for Prudential Purposes," OFRC Working Papers Series 2008fe26, Oxford Financial Research Centre.
- Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.
- Volkova, Olga (Волкова, Ольга) & Lvova, Irina (Львова, Ирина), 2016. "The bank's rating, the rating agencies, Basel II of, financial indicator, the econometric model [Влияние Финансовых Показателей На Международные Рейтинги Российских Банков]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 177-195, February.
- Jokipii, Terhi & Monnin, Pierre, 2013.
"The impact of banking sector stability on the real economy,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1-16.
- Pierre Monnin & Dr. Terhi Jokipii, 2010. "The Impact of Banking Sector Stability on the Real Economy," Working Papers 2010-05, Swiss National Bank.
- Maria Kasselaki & Athanasios Tagkalakis, 2014.
"Financial soundness indicators and financial crisis episodes,"
Annals of Finance, Springer, vol. 10(4), pages 623-669, November.
- Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
- Dale F. Gray & Robert C. Merton & Zvi Bodie, 2007.
"New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability,"
NBER Working Papers
13607, National Bureau of Economic Research, Inc.
- Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
- Kanas, Angelos, 2014. "Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 244-258.
- Molterer, Manuel, 2019. "Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 163-174.
- Zineddine Alla & Mr. Raphael A Espinoza & Qiaoluan H. Li & Miguel A. Segoviano, 2018. "Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses," IMF Working Papers 2018/049, International Monetary Fund.
- Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
- Susan Schroeder, 2009. "Defining and detecting financial fragility: New Zealand's experience," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 36(3), pages 287-307, February.
- Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2010. "Stress-testing euro area corporate default probabilities using a global macroeconomic model," Journal of Financial Stability, Elsevier, vol. 6(2), pages 64-78, June.
- Eric Tymoigne, 2010. "Detecting Ponzi Finance: An Evolutionary Approach to the Measure of Financial Fragility," Economics Working Paper Archive wp_605, Levy Economics Institute.
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.- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2012.
"Evaluation of Macroeconomic Models for Financial Stability Analysis,"
Chapters, in: The Challenge of Financial Stability, chapter 3, pages 32-58,
Edward Elgar Publishing.
- Dimitrios P Tsomocos & Gunnar Bardsen & Department of Economics & NTNUKjersti-Gro Lindquist & Norges Bank, 2006. "Evaluation of macroeconomic models for financial stability analysis," Economics Series Working Papers 2006-FE-01, University of Oxford, Department of Economics.
- Gunnar Bardsen & Kjersti-Gro Lindquist & Dimitrios P.Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," OFRC Working Papers Series 2006fe01, Oxford Financial Research Centre.
- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper Series 6806, Department of Economics, Norwegian University of Science and Technology.
- Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.
- Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability," MPRA Paper 47512, University Library of Munich, Germany.
- Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006.
"A Time Series Analysis of Financial Fragility in the UK Banking System,"
Annals of Finance, Springer, vol. 2(1), pages 1-21, January.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," OFRC Working Papers Series 2004fe18, Oxford Financial Research Centre.
- Dimitrios P Tsomocos & Charles A.E. Goodhart & Bank of England & London School of Economics & and Financial Markets Group & Pojanart Sunirand & Bank of England, 2004. "A Time Series Analysis of Financial Fragility in the UK Banking System," Economics Series Working Papers 2004-FE-18, University of Oxford, Department of Economics.
- Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A time series analysis of financial fragility in the UK banking system," LSE Research Online Documents on Economics 24778, London School of Economics and Political Science, LSE Library.
- Samitas, Aristeidis & Polyzos, Stathis, 2016. "Freeing Greece from capital controls: Were the restrictions enforced in time?," Research in International Business and Finance, Elsevier, vol. 37(C), pages 196-213.
- Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
- Frederik J.C. Beyers & Allan De Freitas & Kojo A. Essel‐Mensah & Reyno Seymore & Dimitrios P. Tsomocos, 2022. "A computable general equilibrium model as a banking sector regulatory tool in South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 90(1), pages 93-120, March.
- Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.
- Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P., 2011.
"The optimal monetary instrument for prudential purposes,"
Journal of Financial Stability, Elsevier, vol. 7(2), pages 70-77, June.
- Charles Goodhart & Dimitrios Tsomocos & Pojanart Sunirand, 2008. "The Optimal Monetary Instrument for Prudential Purposes," FMG Discussion Papers dp617, Financial Markets Group.
- C.A.E. Goodhard & P. Sunirand & D.P. Tsomocos, 2008. "The Optimal Monetary Instrument for Prudential Purposes," Economics Series Working Papers 2008fe26, University of Oxford, Department of Economics.
- C.A.E. Goodhart & P. Sunirand & D.P. Tsomocos, 2008. "The Optimal Monetary Instrument for Prudential Purposes," OFRC Working Papers Series 2008fe26, Oxford Financial Research Centre.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2005.
"A risk assessment model for banks,"
Annals of Finance, Springer, vol. 1(2), pages 197-224, September.
- Goodhart, Charles & Sunirand, Pojanart & Tsomocos, Dimitrios P., 2004. "A risk assessment model for banks," LSE Research Online Documents on Economics 24750, London School of Economics and Political Science, LSE Library.
- Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos, 2004. "A Risk Assessment Model for Banks," OFRC Working Papers Series 2004fe11, Oxford Financial Research Centre.
- Jong Lee & Jaemin Ryu & Dimitrios Tsomocos, 2013.
"Measures of systemic risk and financial fragility in Korea,"
Annals of Finance, Springer, vol. 9(4), pages 757-786, November.
- Jong Han Lee & Jaemin Ryu & Dimitrios P. Tsomocos, 2012. "Measures of Systemic Risk and Financial Fragility in Korea," Working Papers 2012-12, Economic Research Institute, Bank of Korea.
- Maria Kasselaki & Athanasios Tagkalakis, 2014.
"Financial soundness indicators and financial crisis episodes,"
Annals of Finance, Springer, vol. 10(4), pages 623-669, November.
- Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
- Dairo Estrada & Daniel Osorio, 2006.
"A Market Risk Approach to Liquidity Risk and Financial Contagion,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 24(50), pages 242-271, June.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 24(50), pages 242-271, June.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach To Liquidity Risk And Financial Contagion," Borradores de Economia 1921, Banco de la Republica.
- Dairo Estrada & Daniel Osorio, 2006. "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia 384, Banco de la Republica de Colombia.
- Tsvetomira Tsenova, 2014. "International monetary transmission with bank heterogeneity and default risk," Annals of Finance, Springer, vol. 10(2), pages 217-241, May.
- Swamy, Vighneswara, 2013. "Banking System Resilience and Financial Stability - An Evidence from Indian Banking," MPRA Paper 49597, University Library of Munich, Germany.
- Agustín Saade & Daniel Osorio & Dairo Estrada, 2007. "An equilibrium approach to financial stability analysis: the Colombian case," Annals of Finance, Springer, vol. 3(1), pages 75-105, January.
- Dale F. Gray & Robert C. Merton & Zvi Bodie, 2007.
"New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability,"
NBER Working Papers
13607, National Bureau of Economic Research, Inc.
- Dale F. Gray & Robert C. Merton & Zvi Bodie, 2009. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," Working Papers Central Bank of Chile 541, Central Bank of Chile.
- Mr. C. A. E. Goodhart & Miguel A. Segoviano & Boris Hofmann, 2006. "Default, Credit Growth, and Asset Prices," IMF Working Papers 2006/223, International Monetary Fund.
- C. Goodhart & M. Peiris & D. Tsomocos & A. Vardoulakis, 2010.
"On dividend restrictions and the collapse of the interbank market,"
Annals of Finance, Springer, vol. 6(4), pages 455-473, October.
- Dimitrios Tsomocos & Charles Goodhart & M.U. Peiris & Alexandros Vardoulakis, 2010. "On Dividend Restrictions and the Collapse of the Interbank Market," FMG Discussion Papers dp648, Financial Markets Group.
- Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.
- Xu, T.T., 2012.
"The role of credit in international business cycles,"
Cambridge Working Papers in Economics
1202, Faculty of Economics, University of Cambridge.
- TengTeng Xu, 2012. "The Role of Credit in International Business Cycles," Staff Working Papers 12-36, Bank of Canada.
More about this item
Keywords
Financial fragility; Banks; Regulatory policy; Monetary policy; Equilibrium analysis.;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
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:ehl:lserod:24508. 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: LSERO Manager (email available below). General contact details of provider: https://edirc.repec.org/data/lsepsuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.