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Searching for a Metric for Financial Stability Author info | Abstract | Publisher info | Download info | Related research | Statistics Lea Zicchino
Dimitrios Tsomocos ()
Miguel Segoviano ()
Charles Goodhart ()
Oriol Aspachs Bracon ()
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Paper provided by Financial Markets Group in its series FMG Special Papers with number
sp167.
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Date of creation: May 2006Date of revision:
Handle: RePEc:fmg:fmgsps:sp167Contact details of provider: Web page: http://fmg.lse.ac.uk/
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: 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.).
[Downloadable!]
Other versions:
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.
[Downloadable!] Graciela L. Kaminsky & Carmen M. Reinhart, 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.
[Downloadable!] (restricted) Dimitrios Tsomocos, 2003.
"Equilibrium Analysis, Banking, Contagion and Financial Fragility ,"
OFRC Working Papers Series
2003fe03, Oxford Financial Research Centre.
[Downloadable!]
Other versions:
Dimitrios P Tsomocos, .
"Equilibrium analysis, banking, contagion and financial fragility ,"
Bank of England working papers
175, Bank of England.
[Downloadable!] Dimitrios Tsomocos, 2003.
"Equilibrium analysis, banking, contagion and financial fragility ,"
FMG Discussion Papers
dp450, Financial Markets Group.
[Downloadable!] (restricted) Tsomocos, Dimitrios P., 2003.
"Equilibrium analysis, banking and financial instability ,"
Journal of Mathematical Economics ,
Elsevier, vol. 39(5-6), pages 619-655, July.
[Downloadable!] (restricted)
Other versions: Andrew Berg, 1999.
"The Asia Crisis - Causes, Policy Responses and Outcomes ,"
IMF Working Papers
99/138, International Monetary Fund.
Piti Disyatat, .
"Currency Crises and The Real Economy: The Role of Banks ,"
IMF Working Papers
01/49, International Monetary Fund.
[Downloadable!]
Other versions: 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.
[Downloadable!] (restricted)
Other versions: Charles Goodhart & Pojanart Sunirand & Dimitrios Tsomocos, 2006.
"A model to analyse financial fragility ,"
Economic Theory ,
Springer, vol. 27(1), pages 107-142, 01.
[Downloadable!] (restricted)
Other versions: 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.
[Downloadable!]
Other versions: Asli Demirguc-Kunt & Enrica Detragiache, 1998.
"The Determinants of Banking Crises in Developing and Developed Countries ,"
IMF Staff Papers ,
Palgrave Macmillan Journals, vol. 45(1), pages 3.
[Downloadable!] (restricted)
Dimitrios Tsomocos & Lea Zicchino, 2005.
"On Modelling Endogenous Default ,"
FMG Discussion Papers
dp548, Financial Markets Group.
[Downloadable!] (restricted)
Other versions: Mark Illing & Ying Liu, 2003.
"An Index of Financial Stress for Canada ,"
Working Papers
03-14, Bank of Canada.
[Downloadable!]
Full
references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Eric Wong & Cho-Hoi Hui, 2009.
"A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks ,"
Working Papers
0906, Hong Kong Monetary Authority.
[Downloadable!]
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.
[Downloadable!]
Other versions: Dairo Estrada & Miguel Ángel Morales Mosquera, .
"Indice de Estabilidad Financiera para Colombia ,"
Temas de Estabilidad Financiera
038, Banco de la Republica de Colombia.
[Downloadable!]
Stéphanie Stolz & Marina Moretti & Mark Swinburne, 2008.
"Stress Testing at the IMF ,"
IMF Working Papers
08/206, International Monetary Fund.
[Downloadable!]
Dimitrios Tsomocos & C.A.E. Goodhart, 2007.
"Analysis of Financial Stability ,"
OFRC Working Papers Series
2007fe04, Oxford Financial Research Centre.
[Downloadable!]
Other versions: Jan Willem van den End, 2008.
"Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk ,"
DNB Working Papers
175, Netherlands Central Bank, Research Department.
[Downloadable!]
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