Monitoring Systemic Risk Basedon Dynamic Thresholds
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- Ouyang, Alice Y. & Guo, Shen, 2019. "Macro-prudential policies, the global financial cycle and the real exchange rate," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 147-167.
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- Seung Mo Choi & Laura E. Kodres & Jing Lu, 2021. "Friend or Foe? Cross-Border Links, Contagious Banking Crises, and Joint Use of Macroprudential Policies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 60(1), pages 55-79, August.
- Atasoy, Burak Sencer & Özkan, İbrahim & Erden, Lütfi, 2024. "The determinants of systemic risk contagion," Economic Modelling, Elsevier, vol. 130(C).
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Keywords
WP; risk factor; Systemic Risk; Financial Stability; Macroprudential Policy; banking sector leverage; equity price growth; credit-to-GDP gap; credit-to-GDP growth; Systemic crises; Commercial banks; Systemic risk assessment; Real effective exchange rates; Africa; Global;All these keywords.
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