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Inter-Sector Relations in the Portuguese Economy: an Application of Contingent

  • Nuno Silva

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Article provided by Banco de Portugal, Economics and Research Department in its journal Financial Stability Report Article.

Volume (Year): (2010)
Issue (Month): ()

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Handle: RePEc:ptu:bdpart:r201004
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  1. Fátima Cardoso & Luisa Farinha & Rita Lameira, 2008. "Household Wealth in Portugal: Revised Series," Working Papers o200801, Banco de Portugal, Economics and Research Department.
  2. Simon Wells, 2004. "Financial interlinkages in the United Kingdom's interbank market and the risk of contagion," Bank of England working papers 230, Bank of England.
  3. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2007. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability," NBER Working Papers 13607, National Bureau of Economic Research, Inc.
  4. Christian Keller & Peter Kunzel & Marcos Souto, 2007. "Measuring Sovereign Risk in Turkey: An Application of the Contingent Claims Approach," IMF Working Papers 07/233, International Monetary Fund.
  5. Michael L. Lahr & Louis De Mesnard, 2004. "Biproportional Techniques in Input-Output Analysis: Table Updating and Structural Analysis," Post-Print halshs-00068608, HAL.
  6. Upper, Christian & Worms, Andreas, 2004. "Estimating bilateral exposures in the German interbank market: Is there a danger of contagion?," European Economic Review, Elsevier, vol. 48(4), pages 827-849, August.
  7. Dale F. Gray & James P Walsh, 2008. "Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System," IMF Working Papers 08/89, International Monetary Fund.
  8. Mauro Gallegati & Bruce Greenwald & Matteo Richiardi & Joseph Stiglitz, 2007. "The Asymmetric Effect of Diffusion Processes: Risk Sharing and Contagion," LABORatorio R. Revelli Working Papers Series 71, LABORatorio R. Revelli, Centre for Employment Studies.
  9. Kavonius, Ilja Kristian & Castrén, Olli, 2009. "Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area," Working Paper Series 1124, European Central Bank.
  10. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
  11. Nobuhiro Kiyotaki & John Moore, 2002. "Balance-Sheet Contagion," American Economic Review, American Economic Association, vol. 92(2), pages 46-50, May.
  12. Brad Setser & Nouriel Roubini & Christian Keller & Mark Allen & Christoph B. Rosenberg, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 02/210, International Monetary Fund.
  13. Boissay, Frédéric, 2006. "Credit chains and the propagation of financial distress," Working Paper Series 0573, European Central Bank.
  14. Yingbin Xiao & Dale F. Gray & Cheng Hoon Lim & Michael T. Gapen, 2004. "The Contingent Claims Approach to Corporate Vulnerability Analysis: Estimating Default Risk and Economy-Wide Risk Transfer," IMF Working Papers 04/121, International Monetary Fund.
  15. George Sheldon & Martin Maurer, 1998. "Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(IV), pages 685-704, December.
  16. Dale F. Gray & Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework: Incorporating Balance Sheets and Uncertainty," IMF Working Papers 08/40, International Monetary Fund.
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