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Publications

by members of

RiskLab Finland

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2015

  1. Markus Holopainen & Peter Sarlin, 2015, "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers, arXiv.org, number 1501.04682, Jan, revised Apr 2016.
  2. Samuel Ronnqvist & Peter Sarlin, 2015, "Detect & Describe: Deep learning of bank stress in the news," Papers, arXiv.org, number 1507.07870, Jul.
  3. Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series, European Central Bank, number 1758, Feb.
  4. Sarlin, Peter & Ramsay, Bruce A., 2015, "Ending over-lending: assessing systemic risk with debt to cash flow," Working Paper Series, European Central Bank, number 1769, Mar.
  5. John Dooley & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Peter Sarlin, 2015, "Evaluating the Information Value for Measures of Systemic Conditions," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1513, Aug, DOI: 10.26509/frbc-wp-201513.

2014

  1. Peter Sarlin, 2014, "Macroprudential oversight, risk communication and visualization," Papers, arXiv.org, number 1404.4550, Apr, revised Jun 2014.
  2. Samuel Ronnqvist & Peter Sarlin, 2014, "Bank Networks from Text: Interrelations, Centrality and Determinants," Papers, arXiv.org, number 1406.7752, Jun, revised Jul 2015.
  3. Jozsef Mezei & Peter Sarlin, 2014, "Aggregation operators for the measurement of systemic risk," Papers, arXiv.org, number 1412.5452, Dec, revised Dec 2014.

2013

  1. Samuel Ronnqvist & Peter Sarlin, 2013, "From Text to Bank Interrelation Maps," Papers, arXiv.org, number 1306.3856, Jun.
  2. Peter Sarlin & Henrik J. Nyman, 2013, "The process of macroprudential oversight in Europe," Papers, arXiv.org, number 1312.7545, Dec, revised Sep 2014.
  3. Sarlin, Peter, 2013, "On policymakers' loss function and the evaluation of early warning systems," Working Paper Series, European Central Bank, number 1509, Feb.
  4. Betz, Frank & Oprica, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2013, "Predicting distress in European banks," Working Paper Series, European Central Bank, number 1597, Oct.

2011

  1. Peltonen, Tuomas A. & Sarlin, Peter, 2011, "Mapping the state of financial stability," Working Paper Series, European Central Bank, number 1382, Sep.

Journal articles

2015

  1. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015, "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, volume 24, issue C, pages 18-35, DOI: 10.1016/j.rfe.2014.12.002.
  2. Peter Sarlin & Shahrokh Nikou & József Mezei & Harry Bouwman, 2015, "Visual conjoint analysis (VCA): a topology of preferences in multi-attribute decision making," Quality & Quantity: International Journal of Methodology, Springer, volume 49, issue 1, pages 385-405, January, DOI: 10.1007/s11135-014-9992-z.

2014

  1. Betz, Frank & Oprică, Silviu & Peltonen, Tuomas A. & Sarlin, Peter, 2014, "Predicting distress in European banks," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 225-241, DOI: 10.1016/j.jbankfin.2013.11.041.

2013

  1. Sarlin, Peter, 2013, "On policymakers’ loss functions and the evaluation of early warning systems," Economics Letters, Elsevier, volume 119, issue 1, pages 1-7, DOI: 10.1016/j.econlet.2012.12.030.
  2. Sarlin, Peter & Peltonen, Tuomas A., 2013, "Mapping the state of financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 46-76, DOI: 10.1016/j.intfin.2013.05.002.

2012

  1. Peter Sarlin & Zhiyuan Yao & Tomas Eklund, 2012, "A Framework For State Transitions On The Self‐Organizing Map: Some Temporal Financial Applications," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 19, issue 3, pages 189-203, July, DOI: 10.1002/isaf.1328.

2011

  1. Peter Sarlin, 2011, "Evaluating a Self-Organizing Map for Clustering and Visualizing Optimum Currency Area Criteria," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1483-1495.
  2. Peter Sarlin, 2011, "Clustering the changing nature of currency crises in emerging markets: an exploration with self-organising maps," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 2, issue 1, pages 24-46.

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