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Financial stress and economic activity in Germany and the Euro Area
Citations
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Cited by:
- Dufrénot, Gilles & Gente, Karine & Monsia, Frédia, 2016.
"Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view,"
Journal of International Money and Finance, Elsevier, vol. 67(C), pages 123-146.
- Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Post-Print hal-01440301, HAL.
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi.
- Louzis Dimitrios P., 2016.
"Steady-state priors and Bayesian variable selection in VAR forecasting,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(5), pages 495-527, December.
- Dimitrios P. Louzis, 2015. "Steady-state priors and Bayesian variable selection in VAR forecasting," Working Papers 195, Bank of Greece.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020.
"Forecasting financial stress indices in Korea: a factor model approach,"
Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
- Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers 2015-30, Economic Research Institute, Bank of Korea.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2018-06, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," MPRA Paper 89768, University Library of Munich, Germany.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-10, Department of Economics, Auburn University.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2019. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2019-02, Department of Economics, Auburn University.
- Darracq Pariès, Matthieu & Maurin, Laurent & Moccero, Diego, 2014. "Financial conditions index and credit supply shocks for the euro area," Working Paper Series 1644, European Central Bank.
- Begüm Yurteri Kösedağlı & A. Özlem Önder, 2021. "Determinants of financial stress in emerging market economies: Are spatial effects important?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4653-4669, July.
- Baneng Naape & Bekithemba Qeqe, 2022. "How Does Financial Market Stress Respond to Shocks in Global Economic Activity and Exchange Rate Stability? A Structural VAR Approach," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 10(1), pages 25-36.
- Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Jannsen, Nils & Plödt, Martin & van Roye, Björn & Scheide, Joachim & Groll, Dominik & Kooths, Stefan, 2012. "Weltkonjunktur und deutsche Konjunktur im Winter 2012," Kiel Discussion Papers 514/515, Kiel Institute for the World Economy (IfW Kiel).
- Alessandro Bitetto & Paola Cerchiello & Charilaos Mertzanis, 2021. "A data-driven approach to measuring financial soundness throughout the world," DEM Working Papers Series 199, University of Pavia, Department of Economics and Management.
- repec:ecb:ecbwps:20111426 is not listed on IDEAS
- Schleer, Frauke & Semmler, Willi, 2013.
"Financial sector-output dynamics in the euro area: Non-linearities reconsidered,"
ZEW Discussion Papers
13-068, ZEW - Leibniz Centre for European Economic Research.
- Schleer, Frauke & Semmler, Willi, 2014. "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers 13-068 [rev.], ZEW - Leibniz Centre for European Economic Research.
- Jayantee SAHOO, 2020. "Financial stress index, growth and price stability in India: Some recent evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(622), S), pages 105-124, Spring.
- Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
- Park, Cyn-Young & Mercado, Rogelio V., 2014.
"Determinants of financial stress in emerging market economies,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 199-224.
- Park, Cyn-Young & Mercado, Jr., Rogelio V., 2013. "Determinants of Financial Stress in Emerging Market Economies," ADB Economics Working Paper Series 356, Asian Development Bank.
- Anca Mihaela COPACIU & Alexandra HOROBET, 2022. "Spillovers in the Presence of Financial Stress – An Application to Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 29-43, April.
- repec:zbw:bofrdp:2015_007 is not listed on IDEAS
- Huotari, Jarkko, 2015. "Measuring financial stress – A country specific stress index for Finland," Bank of Finland Research Discussion Papers 7/2015, Bank of Finland.
- Tng & Kwek, 2015. "Financial stress, economic activity and monetary policy in the ASEAN-5 economies," Applied Economics, Taylor & Francis Journals, vol. 47(48), pages 5169-5185, October.
- Huotari, Jarkko, 2015. "Measuring financial stress – A country specific stress index for Finland," Research Discussion Papers 7/2015, Bank of Finland.
- Kremer, Manfred & Lo Duca, Marco & Holló, Dániel, 2012. "CISS - a composite indicator of systemic stress in the financial system," Working Paper Series 1426, European Central Bank.
- Glocker, Christian, 2019. "Do reserve requirements reduce the risk of bank failure?," MPRA Paper 95634, University Library of Munich, Germany.
- Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021. "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, vol. 104(C).
- Jeevan Kumar Khundrakpam & Rajesh Kavediya & Jessica M. Anthony, 2017. "Estimating Financial Conditions Index for India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 16(1), pages 61-89, April.
- Joris de Wind & Katarzyna Grabska, 2016. "The Impact of Uncertainty Shocks: Continental Europe versus the Anglo-Saxon World," CPB Discussion Paper 335.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Joris de Wind & Katarzyna Grabska, 2016. "The Impact of Uncertainty Shocks: Continental Europe versus the Anglo-Saxon World," CPB Discussion Paper 335, CPB Netherlands Bureau for Economic Policy Analysis.