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CISS - a composite indicator of systemic stress in the financial system
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Cited by:
- Shaen Corbet & Cian Twomey, 2014. "An index of financial market stress for the United Kingdom," Economics and Business Letters, Oviedo University Press, vol. 3(2), pages 127-133.
- Miroslav Plašil & Jakub Seidler & Petr Hlaváč, 2016. "A New Measure of the Financial Cycle: Application to the Czech Republic," Eastern European Economics, Taylor & Francis Journals, vol. 54(4), pages 296-318, July.
- Pfeifer, Lukáš & Hodula, Martin, 2021. "A profit-to-provisioning approach to setting the countercyclical capital buffer," Economic Systems, Elsevier, vol. 45(1).
- Nyman, Rickard & Kapadia, Sujit & Tuckett, David, 2021.
"News and narratives in financial systems: Exploiting big data for systemic risk assessment,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018. "News and narratives in financial systems: exploiting big data for systemic risk assessment," Bank of England working papers 704, Bank of England.
- Morana, Claudio, 2024.
"A new macro-financial condition index for the euro area,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Paper series 21-07, Rimini Centre for Economic Analysis, revised Sep 2021.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Papers 467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
- Martin Feldkircher & Thomas Gruber & Florian Huber, 2017.
"Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy,"
Department of Economics Working Papers
wuwp248, Vienna University of Economics and Business, Department of Economics.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019. "International effects of a compression of euro area yield curves," Working Papers in Economics 2019-1, University of Salzburg.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 248, WU Vienna University of Economics and Business.
- Evgenidis, Anastasios & Salachas, Evangelos, 2019. "Unconventional monetary policy and the credit channel in the euro area," Economics Letters, Elsevier, vol. 185(C).
- Christian Glocker & Serguei Kaniovski, 2014. "A financial market stress indicator for Austria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 481-504, August.
- Zaghini, Andrea, 2016.
"Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?,"
Journal of Financial Stability, Elsevier, vol. 23(C), pages 51-61.
- Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series 530, Center for Financial Studies (CFS).
- Corradin, Stefano & Heider, Florian & Hoerova, Marie, 2017. "On collateral: implications for financial stability and monetary policy," Working Paper Series 2107, European Central Bank.
- van Roye, Björn, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy (IfW Kiel).
- repec:hal:spmain:info:hdl:2441/5euk7d0f8t81prfu1k2sspdcok is not listed on IDEAS
- Szendrei, Tibor & Varga, Katalin, 2023. "Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution," Economics Letters, Elsevier, vol. 223(C).
- Lucia Alessi & Mark Kerssenfischer, 2019.
"The response of asset prices to monetary policy shocks: Stronger than thought,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
- Alessi, Lucia & Kerssenfischer, Mark, 2016. "The response of asset prices to monetary policy shocks: stronger than thought," Working Paper Series 1967, European Central Bank.
- Andreas Sachs, 2013. "Governance Structures in Europe. WWWforEurope Deliverable No. 2," WIFO Studies, WIFO, number 47023, February.
- repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p5296ie95 is not listed on IDEAS
- Benigno Pierpaolo & Canofari Paolo & Di Bartolomeo Giovanni & Messori Marcello, 2020.
"Uncertainty and the Pandemic Shocks,"
wp.comunite
00148, Department of Communication, University of Teramo.
- Pierpaolo Benigno & Paolo Canofari & Giovanni Di Bartolomeo & Marcello Messori, 2021. "Uncertainty and the Pandemic Shocks," Working Papers in Public Economics 202, University of Rome La Sapienza, Department of Economics and Law.
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p4oqi4ibn is not listed on IDEAS
- Chadwick, Meltem Gulenay & Ozturk, Huseyin, 2019.
"Measuring financial systemic stress for Turkey: A search for the best composite indicator,"
Economic Systems, Elsevier, vol. 43(1), pages 151-172.
- Meltem Gulenay Chadwick & Huseyin Ozturk, 2018. "Measuring Financial Systemic Stress for Turkey: A Search for the Best Composite Indicator," Working Papers 1816, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Schüler, Yves S. & Hiebert, Paul P. & Peltonen, Tuomas A., 2020. "Financial cycles: Characterisation and real-time measurement," Journal of International Money and Finance, Elsevier, vol. 100(C).
- Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014.
"Nonlinearities in sovereign risk pricing the role of cds index contracts,"
SciencePo Working papers Main
hal-03460263, HAL.
- Portes, Richard & Delatte, Anne-Laure, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," CEPR Discussion Papers 9898, C.E.P.R. Discussion Papers.
- Anne Laure Delatte, 2014. "Nonlinearities in sovereign risk pricing the role of cds index contracts," Documents de Travail de l'OFCE 2014-08, Observatoire Francais des Conjonctures Economiques (OFCE).
- Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in sovereign risk pricing the role of cds index contracts," Working Papers hal-03460263, HAL.
- Annelaure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in sovereign risk pricing the role of cds index contracts," Sciences Po publications 2014-08, Sciences Po.
- Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," NBER Working Papers 19985, National Bureau of Economic Research, Inc.
- Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019. "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 87-105.
- Milan Šimáček, 2012. "Indexy finančního stresu pro Českou republiku a Maďarsko [Financial Stress Indexes for the Czech Republic and Hungary]," Politická ekonomie, Prague University of Economics and Business, vol. 2012(5), pages 614-634.
- Osina, Nataliia, 2019. "Global liquidity, market sentiment, and financial stability indices," Journal of Multinational Financial Management, Elsevier, vol. 52.
- Ossandon Busch, Matias & Sánchez-Martínez, José Manuel & Rodríguez-Martínez, Anahí & Montañez-Enríquez, Ricardo & Martínez-Jaramillo, Serafín, 2022. "Growth at risk: Methodology and applications in an open-source platform," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
- Kappler, Marcus & Schleer, Frauke, 2017.
"A financially stressed euro area,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-37.
- Kappler, Marcus & Schleer, Frauke, 2016. "A financially stressed Euro area," Economics Discussion Papers 2016-22, Kiel Institute for the World Economy (IfW Kiel).
- Kürşat Önder, Yasin, 2022.
"Liquidity crises, liquidity lines and sovereign risk,"
Journal of Development Economics, Elsevier, vol. 154(C).
- Yasin Kursat Onder, 2015. "Liquidity Crises, Liquidity Lines and Sovereign Risk," Working Papers 1536, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Yasin Kürsat Önder, 2021. "Liquidity Crises, Liquidity Lines and Sovereign Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1029, Ghent University, Faculty of Economics and Business Administration.
- repec:hal:spmain:info:hdl:2441/7986np0ssj9fu9fg833t5dehhf is not listed on IDEAS
- Grzegorz Hałaj & Christoffer Kok, 2013.
"Assessing interbank contagion using simulated networks,"
Computational Management Science, Springer, vol. 10(2), pages 157-186, June.
- Kok, Christoffer & Hałaj, Grzegorz, 2013. "Assessing interbank contagion using simulated networks," Working Paper Series 1506, European Central Bank.
- Mittnik, Stefan & Semmler, Willi, 2013.
"The real consequences of financial stress,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
- Stefan Mittnik & Willi Semmler, 2013. "The Real Consequences of Financial Stress," SFB 649 Discussion Papers SFB649DP2013-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Jin, Xisong & Nadal De Simone, Francisco, 2020. "Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis," Journal of Financial Stability, Elsevier, vol. 49(C).
- Kontonikas, Alexandros & Arghyrou, Michael G. & Afonso, António, 2012.
"The determinants of sovereign bond yield spreads in the EMU,"
SIRE Discussion Papers
2012-88, Scottish Institute for Research in Economics (SIRE).
- António Afonso & Michael G. Arghyrou & Alexandros Kontonikas, 2012. "The determinants of sovereign bond yield spreads in the EMU," Working Papers 2012_14, Business School - Economics, University of Glasgow.
- António Afonso & Michael G. Arghyrou & Alexandros Kontonikas, 2012. "The determinants of sovereign bond yield spreads in the EMU," Working Papers Department of Economics 2012/36, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Afonso, António & Arghyrou, Michael G. & Kontonikas, Alexandros, 2015. "The determinants of sovereign bond yield spreads in the EMU," Working Paper Series 1781, European Central Bank.
- Schüler, Yves Stephan & Hiebert, Paul P. & Peltonen, Tuomas A., 2015.
"Characterising the financial cycle: A multivariate and time-varying approach,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
112985, Verein für Socialpolitik / German Economic Association.
- Hiebert, Paul & Peltonen, Tuomas A. & Schüler, Yves S., 2015. "Characterising the financial cycle: a multivariate and time-varying approach," Working Paper Series 1846, European Central Bank.
- Borgioli, Stefano & Kochanska, Urszula & Mongelli, Francesco Paolo & Zito, Alessandro, 2023. "A novel high‐frequency indicator of financial integration for monitoring the impact of COVID-19," Statistics Paper Series 43, European Central Bank.
- Maria Afreen, 2020. "Review Paper on Composite Leading Index Creation for Forecasting the Bangladeshi Financial Sector," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 9(4), pages 23-32, October.
- Jerome Creel & Paul Hubert & Fabien Labondance, 2015.
"The intertwining of financialisation and financial instability,"
Documents de Travail de l'OFCE
2015-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The Intertwining of financialisation and financial instability," Sciences Po publications 2015-14, Sciences Po.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The Intertwining of financialisation and financial instability," SciencePo Working papers Main hal-01157936, HAL.
- Jérôme Creel & Paul Hubert & Fabien Labondance, 2015. "The Intertwining of financialisation and financial instability," Working Papers hal-01157936, HAL.
- António Afonso & António Jorge Silva, 2014. "The Monetary Transmission Mechanism in the Euro Area: has it changed with the EMU? A VAR approach, with fiscal policy and financial stress considerations," Working Papers Department of Economics 2014/10, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Gambetti, Luca & Musso, Alberto, 2017. "The macroeconomic impact of the ECB's expanded asset purchase programme (APP)," Working Paper Series 2075, European Central Bank.
- repec:hal:spmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh is not listed on IDEAS
- Bors ISAC, 2015. "VAR Methodology in Assessment of the Financial Stability," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 93-98.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2020.
"Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers,"
Working Papers
2020-01, Bar-Ilan University, Department of Economics.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers hal-02488796, HAL.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Paper series 20-05, Rimini Centre for Economic Analysis.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," EconStor Preprints 214194, ZBW - Leibniz Information Centre for Economics.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," MPRA Paper 98785, University Library of Munich, Germany.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020.
"The role of ECB monetary policy and financial stress on Eurozone sovereign yields,"
Empirical Economics, Springer, vol. 59(3), pages 1189-1211, September.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," SciencePo Working papers Main hal-03403623, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Post-Print hal-03403623, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Post-Print hal-02160378, HAL.
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020.
"Flights to Safety,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(2), pages 689-746.
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2012. "Flights to Safety," Working Paper Research 230, National Bank of Belgium.
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2014. "Flights to Safety," Finance and Economics Discussion Series 2014-46, Board of Governors of the Federal Reserve System (U.S.).
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019. "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/968, Ghent University, Faculty of Economics and Business Administration.
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2013. "Flights to Safety," NBER Working Papers 19095, National Bureau of Economic Research, Inc.
- Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017.
"Multivariate Reflection Symmetry of Copula Functions,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-01592147, HAL.
- Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017. "Multivariate Reflection Symmetry of Copula Functions," Post-Print halshs-01592147, HAL.
- Monica Billio & Lorenzo Frattarolo & Dominique Guegan, 2017. "Multivariate Reflection Symmetry of Copula Functions," Documents de travail du Centre d'Economie de la Sorbonne 17033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Timothy Bianco & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2012. "Financial stress index: a lens for supervising the financial system," Working Papers (Old Series) 12-37, Federal Reserve Bank of Cleveland.
- Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2022.
"Unsecured and Secured Funding,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(2-3), pages 651-662, March.
- Ranaldo, Angelo & Wrampelmeyer, Jan, 2016. "Unsecured and Secured Funding," Working Papers on Finance 1616, University of St. Gallen, School of Finance.
- Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer, 2018. "Unsecured and Secured Funding," Tinbergen Institute Discussion Papers 18-038/IV, Tinbergen Institute.
- Judith Eidenberger & Benjamin Neudorfer & Michael Sigmund & Ingrid Stein, 2013. "Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 26, pages 62-81.
- Sarlin, Peter & Peltonen, Tuomas A., 2013.
"Mapping the state of financial stability,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 46-76.
- Peltonen, Tuomas A. & Sarlin, Peter, 2011. "Mapping the state of financial stability," Working Paper Series 1382, European Central Bank.
- Chau, Frankie & Deesomsak, Rataporn, 2014. "Does linkage fuel the fire? The transmission of financial stress across the markets," International Review of Financial Analysis, Elsevier, vol. 36(C), pages 57-70.
- Bekaert, Geert & Hoerova, Marie, 2016.
"What do asset prices have to say about risk appetite and uncertainty?,"
Journal of Banking & Finance, Elsevier, vol. 67(C), pages 103-118.
- Bekaert, Geert & Hoerova, Marie & Scheicher, Martin, 2009. "What do asset prices have to say about risk appetite and uncertainty?," Working Paper Series 1037, European Central Bank.
- Bitetto, Alessandro & Cerchiello, Paola & Mertzanis, Charilaos, 2023. "On the efficient synthesis of short financial time series: A Dynamic Factor Model approach," Finance Research Letters, Elsevier, vol. 53(C).
- Blot, Christophe & Creel, Jérôme & Hubert, Paul & Labondance, Fabien & Saraceno, Francesco, 2015.
"Assessing the link between price and financial stability,"
Journal of Financial Stability, Elsevier, vol. 16(C), pages 71-88.
- Christophe Blot & Jerome Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2013. "Assessing the Link between Price and Financial Stability," Working papers wpaper33, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014. "Assessing the link between Price and Financial Stability," Sciences Po publications 2014-02, Sciences Po.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014. "Assessing the link between price and financial stability," Documents de Travail de l'OFCE 2014-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2015. "Assessing the link between price and financial stability," SciencePo Working papers Main hal-03399269, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014. "Assessing the link between Price and Financial Stability," SciencePo Working papers Main hal-01070529, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2015. "Assessing the link between price and financial stability," Post-Print hal-03399269, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance & Francesco Saraceno, 2014. "Assessing the link between Price and Financial Stability," Working Papers hal-01070529, HAL.
- Hoffmann, Peter & Kremer, Manfred & Zaharia, Sonia, 2020.
"Financial integration in Europe through the lens of composite indicators,"
Economics Letters, Elsevier, vol. 194(C).
- Hoffmann, Peter & Kremer, Manfred & Zaharia, Sonia, 2019. "Financial integration in Europe through the lens of composite indicators," Working Paper Series 2319, European Central Bank.
- Nasreen, Samia & Anwar, Sofia & Ozturk, Ilhan, 2017. "Financial stability, energy consumption and environmental quality: Evidence from South Asian economies," Renewable and Sustainable Energy Reviews, Elsevier, vol. 67(C), pages 1105-1122.
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p5296ie95 is not listed on IDEAS
- Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019.
"Do SVARs with sign restrictions not identify unconventional monetary policy shocks?,"
Working Papers
1926, Banco de España.
- Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019. "Do SVARs with sign restrictions not identify unconventional monetary policy shocks?," BIS Working Papers 788, Bank for International Settlements.
- Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019. "Do SVARs with Sign Restrictions Not Identify Unconventional Monetary Policy Shocks?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/973, Ghent University, Faculty of Economics and Business Administration.
- Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019. "Do SVARs with sign restrictions not identify unconventional monetary policy shocks ?," Working Paper Research 372, National Bank of Belgium.
- Ioannou, Demosthenes & Jamet, Jean-Francois & Kleibl, Johannes, 2015. "Spillovers and euroscepticism," Working Paper Series 1815, European Central Bank.
- Huotari, Jarkko, 2015. "Measuring financial stress – A country specific stress index for Finland," Research Discussion Papers 7/2015, Bank of Finland.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022. "Temporal networks in the analysis of financial contagion," Working Paper Series 2667, European Central Bank.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2020.
"Does the lack of financial stability impair the transmission of monetary policy?,"
Journal of Financial Economics, Elsevier, vol. 138(2), pages 342-365.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2015. "Does Lack of Financial Stability Impair the Transmission of Monetary Policy?," HIT-REFINED Working Paper Series 24, Institute of Economic Research, Hitotsubashi University.
- Viral V. Acharya & Björn Imbierowicz & Sascha Steffen & Daniel Teichmann, 2019. "Does the Lack of Financial Stability Impair the Transmission of Monetary Policy?," NBER Working Papers 26479, National Bureau of Economic Research, Inc.
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," CFS Working Paper Series 620, Center for Financial Studies (CFS).
- Acharya, Viral V. & Imbierowicz, Björn & Steffen, Sascha & Teichmann, Daniel, 2019. "Does the lack of financial stability impair the transmission of monetary policy?," Discussion Papers 48/2019, Deutsche Bundesbank.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2021.
"Multimodality In Macrofinancial Dynamics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 861-886, May.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2019. "Multimodality in Macro-Financial Dynamics," Staff Reports 903, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020. "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers 15088, C.E.P.R. Discussion Papers.
- Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021. "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 11, Bank of Italy, Directorate General for Markets and Payment System.
- Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob, 2017.
"Leading indicators of financial stress: New evidence,"
Journal of Financial Stability, Elsevier, vol. 28(C), pages 240-257.
- Borek Vašícek & Diana Žigraiová & Marco Hoeberichts & Robert Vermeulen & Katerina Šmídková & Jakob de Haan, 2015. "Leading indicators of financial stress: New evidence," DNB Working Papers 476, Netherlands Central Bank, Research Department.
- Garcia-de-Andoain, Carlos & Kremer, Manfred, 2017.
"Beyond spreads: Measuring sovereign market stress in the euro area,"
Economics Letters, Elsevier, vol. 159(C), pages 153-156.
- Garcia-de-Andoain, Carlos & Kremer, Manfred, 2018. "Beyond spreads: measuring sovereign market stress in the euro area," Working Paper Series 2185, European Central Bank.
- Sofya Kolesnik & Elizaveta Dobronravova, 2022. "Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union," Russian Journal of Money and Finance, Bank of Russia, vol. 81(1), pages 3-22, March.
- Wosser, Michael, 2017. "What Drives Systemic Bank Risk in Europe: the balance sheet effect," Research Technical Papers 08/RT/17, Central Bank of Ireland.
- Silvestrini, Andrea & Zaghini, Andrea, 2015.
"Financial shocks and the real economy in a nonlinear world: From theory to estimation,"
Journal of Policy Modeling, Elsevier, vol. 37(6), pages 915-929.
- Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," CFS Working Paper Series 505, Center for Financial Studies (CFS).
- Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
- De Santis, Roberto A. & Zaghini, Andrea, 2021.
"Unconventional monetary policy and corporate bond issuance,"
European Economic Review, Elsevier, vol. 135(C).
- De Santis, Roberto A. & Zaghini, Andrea, 2019. "Unconventional monetary policy and corporate bond issuance," Working Paper Series 2329, European Central Bank.
- De Santis, Roberto A. & Zaghini, Andrea, 2021. "Unconventional monetary policy and corporate bond issuance," CFS Working Paper Series 654, Center for Financial Studies (CFS).
- Sheng, Xin & Kim, Won Joong & Gupta, Rangan & Ji, Qiang, 2023.
"The impacts of oil price volatility on financial stress: Is the COVID-19 period different?,"
International Review of Economics & Finance, Elsevier, vol. 85(C), pages 520-532.
- Xin Sheng & Won Joong Kim & Rangan Gupta, 2021. "The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?," Working Papers 202184, University of Pretoria, Department of Economics.
- David Cronin & Peter Dunne, 2019. "Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 54(4), pages 250-258, July.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017.
"Eurozone bond market dynamics, ECB monetary policy and financial stress,"
Working Papers
hal-03458554, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Eurozone bond market dynamics, ECB monetary policy and financial stress," SciencePo Working papers Main hal-03458554, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Eurozone bond market dynamics, ECB monetary policy and financial stress," Sciences Po publications 18, Sciences Po.
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