Appendix B: Systemic risk and the financial system (background paper)
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References listed on IDEAS
- J. M. Culbertson, 1957. "The Term Structure of Interest Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 71(4), pages 485-517.
- Bryan, William R., 1972. "Treasury Advanced Refundings: An Empirical Investigation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(05), pages 2139-2150, December.
- Kenneth D. Garbade & John C. Partlan & Paul J. Santoro, 2004. "Recent innovations in Treasury cash management," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 10(Nov).
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015.
"The Financial Stress Index: Identification of Systemic Risk Conditions,"
MDPI, Open Access Journal, vol. 3(3), pages 1-25, September.
- Mikhail V. Oet & Ryan Eiben & Timothy Bianco & Dieter Gramlich & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Paper 1130, Federal Reserve Bank of Cleveland.
- repec:ers:journl:v:xx:y:2017:i:3a:p:905-919 is not listed on IDEAS
- Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013.
"SAFE: An early warning system for systemic banking risk,"
Journal of Banking & Finance,
Elsevier, vol. 37(11), pages 4510-4533.
- Mikhail V. Oet & Ryan Eiben & Timothy Bianco & Dieter Gramlich & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Paper 1129, Federal Reserve Bank of Cleveland.
- Diana Zigraiova & Petr Jakubik, 2014. "Systemic Event Prediction by Early Warning System," Working Papers IES 2014/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2014.
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KeywordsFinancial risk management ; Financial markets ; Financial stability ; Financial crises;
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