Mikhail Victor Oet
Personal Details
First Name: | Mikhail |
Middle Name: | Victor |
Last Name: | Oet |
Suffix: | |
RePEc Short-ID: | poe11 |
[This author has chosen not to make the email address public] | |
Affiliation
Weatherhead School of Management
Case Western Reserve University
Cleveland, Ohio (United States)http://weatherhead.case.edu/
RePEc:edi:wscwrus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Mikhail V. Oet & Stephen J. Ong, 2015.
"From Organization to Activity in the US Collateralized Interbank Market,"
Working Papers (Old Series)
1529, Federal Reserve Bank of Cleveland.
- Oet, Mikhail V. & Ong, Stephen J., 2019. "From organization to activity in the US collateralized interbank market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 472-485.
- 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) 1513, Federal Reserve Bank of Cleveland.
- Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2013. "Policy in adaptive financial markets—the use of systemic risk early warning tools," Working Papers (Old Series) 1309, Federal Reserve Bank of Cleveland.
- 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.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011.
"The financial stress index: identification of systemic risk conditions,"
Working Papers (Old Series)
1130, Federal Reserve Bank of Cleveland.
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011.
"SAFE: An early warning system for systemic banking risk,"
Working Papers (Old Series)
1129, Federal Reserve Bank of Cleveland.
- 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.
Articles
- Oet, Mikhail V. & Ong, Stephen J., 2019.
"From organization to activity in the US collateralized interbank market,"
Research in International Business and Finance, Elsevier, vol. 50(C), pages 472-485.
- Mikhail V. Oet & Stephen J. Ong, 2015. "From Organization to Activity in the US Collateralized Interbank Market," Working Papers (Old Series) 1529, Federal Reserve Bank of Cleveland.
- Dieter Gramlich & Mikhail V. Oet, 2018. "Systemic Financial Feedbacks – Conceptual Framework and Modelling Implications," Systems Research and Behavioral Science, Wiley Blackwell, vol. 35(1), pages 22-38, January.
- Capponi, Agostino & Dooley, John M. & Oet, Mikhail V. & Ong, Stephen J., 2017. "Capital and resolution policies: The US interbank market," Journal of Financial Stability, Elsevier, vol. 30(C), pages 229-239.
- Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2017. "The contributions to systemic stress of financial interactions between the US and Europe," The European Journal of Finance, Taylor & Francis Journals, vol. 23(12), pages 1176-1196, September.
- Mikhail V. Oet & Kalle Lyytinen, 2017. "Does Financial Stability Matter to the Fed in Setting US Monetary Policy?," Review of Finance, European Finance Association, vol. 21(1), pages 389-432.
- Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
- Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong, 2015. "Supervising System Stress in Multiple Markets," Risks, MDPI, vol. 3(3), pages 1-25, September.
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015.
"The Financial Stress Index: Identification of Systemic Risk Conditions,"
Risks, MDPI, vol. 3(3), pages 1-25, September.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series) 1130, Federal Reserve Bank of Cleveland.
- 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.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series) 1129, Federal Reserve Bank of Cleveland.
- Timothy Bianco & Mikhail V. Oet & Stephen J. Ong, 2012.
"The Cleveland financial stress index,"
Economic Commentary, Federal Reserve Bank of Cleveland, issue Mar.
RePEc:eme:jrfpps:v:12:y:2011:i:4:p:270-290 is not listed on IDEAS
Chapters
- Mikhail V. Oet, 2012. "Comment on "Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks"," NBER Chapters, in: Quantifying Systemic Risk, pages 61-71, National Bureau of Economic Research, Inc.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Mikhail V. Oet & Stephen J. Ong, 2015.
"From Organization to Activity in the US Collateralized Interbank Market,"
Working Papers (Old Series)
1529, Federal Reserve Bank of Cleveland.
- Oet, Mikhail V. & Ong, Stephen J., 2019. "From organization to activity in the US collateralized interbank market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 472-485.
Cited by:
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- 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)
1513, Federal Reserve Bank of Cleveland.
Cited by:
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015.
"The Financial Stress Index: Identification of Systemic Risk Conditions,"
Risks, MDPI, vol. 3(3), pages 1-25, September.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series) 1130, Federal Reserve Bank of Cleveland.
- Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong, 2015. "Supervising System Stress in Multiple Markets," Risks, MDPI, vol. 3(3), pages 1-25, September.
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015.
"The Financial Stress Index: Identification of Systemic Risk Conditions,"
Risks, MDPI, vol. 3(3), pages 1-25, September.
- 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.
Cited by:
- 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.
- Pedro Gomis-Porqueras & Romina Ruprecht & Xuan Zhou, 2023. "A Financial Stress Index for a Small Open Economy: The Australian Case," Finance and Economics Discussion Series 2023-029, Board of Governors of the Federal Reserve System (U.S.).
- Acheampong, Albert & Elshandidy, Tamer, 2021. "Does soft information determine credit risk? Text-based evidence from European banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011.
"The financial stress index: identification of systemic risk conditions,"
Working Papers (Old Series)
1130, Federal Reserve Bank of Cleveland.
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015. "The Financial Stress Index: Identification of Systemic Risk Conditions," Risks, MDPI, vol. 3(3), pages 1-25, September.
Cited by:
- Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1, May.
- Hertrich Markus, 2019.
"A Novel Housing Price Misalignment Indicator for Germany,"
German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
- Hertrich, Markus, 2019. "A novel housing price misalignment indicator for Germany," Discussion Papers 31/2019, Deutsche Bundesbank.
- Markus Hertrich, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 759-794, November.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020.
"Forecasting financial stress indices in Korea: a factor model approach,"
Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
- Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers 2015-30, Economic Research Institute, Bank of Korea.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-10, Department of Economics, Auburn University.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2019. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2019-02, Department of Economics, Auburn University.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2018-06, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," MPRA Paper 89768, University Library of Munich, Germany.
- Yao, Xiaoyang & Le, Wei & Sun, Xiaolei & Li, Jianping, 2020. "Financial stress dynamics in China: An interconnectedness perspective," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 217-238.
- Hyeongwoo Kim & Kyunghwan Ko, 2017.
"Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach,"
Auburn Economics Working Paper Series
auwp2017-03, Department of Economics, Auburn University.
- Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
- Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
- Thibaut Duprey, 2020.
"Canadian Financial Stress and Macroeconomic Condition,"
Canadian Public Policy, University of Toronto Press, vol. 46(S3), pages 236-260, October.
- Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Conditions," Discussion Papers 2020-4, Bank of Canada.
- Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99376, University Library of Munich, Germany.
- Sun, Lixin & Huang, Yuqin, 2013.
"Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System,"
MPRA Paper
68497, University Library of Munich, Germany, revised 2014.
- Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics Discussion Papers 2016-4, Kiel Institute for the World Economy (IfW Kiel).
- Sun, Lixin & Huang, Yuqin, 2016. "Measuring the instability of China's financial system: Indices construction and an early warning system," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-41.
- Kirstin Hubrich & Robert J. Tetlow, 2012.
"Financial stress and economic dynamics: the transmission of crises,"
Finance and Economics Discussion Series
2012-82, Board of Governors of the Federal Reserve System (U.S.).
- Hubrich, Kirstin & Tetlow, Robert J., 2015. "Financial stress and economic dynamics: The transmission of crises," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 100-115.
- Hubrich, Kirstin & Tetlow, Robert J., 2014. "Financial stress and economic dynamics: the transmission of crises," Working Paper Series 1728, European Central Bank.
- Robert Tetlow & Kirstin Hubrich, 2013. "Financial stress and economic dynamics: The transmission of crises," 2013 Meeting Papers 571, Society for Economic Dynamics.
- Layal MansourIshrakieh & Leila Dagher & Sadika El Hariri, 2020.
"A financial stress index for a highly dollarized developing country : The case of Lebanon,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 20(2), pages 43-52.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2019. "A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon," MPRA Paper 116083, University Library of Munich, Germany.
- Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
- Farruggio, Christian & Michalak, Tobias C. & Uhde, Andre, 2013.
"The light and dark side of TARP,"
Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2586-2604.
- Uhde, Andre & Farruggio, Christian & Michalak, Tobias C., 2013. "The light and dark side of TARP," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80004, Verein für Socialpolitik / German Economic Association.
- Marina Yu. Malkina & Rodion V. Balakin, 2023. "The Relation of Financial and Industrial Stresses to Monetary Policy Parameters in the Russian Economy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 104-121, June.
- Huang, Xiaoyong & Jia, Fei & Xu, Xiangyun & Yu shi,, 2019. "The threshold effect of market sentiment and inflation expectations on gold price," Resources Policy, Elsevier, vol. 62(C), pages 77-83.
- Gavin Ooft & Monique Thijn-Baank, 2024. "Measuring Financial Stability in Curaçao and Sint Maarten," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(4), pages 1-2.
- Hyeongwoo Kim & Wen Shi, 2015. "Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach," Auburn Economics Working Paper Series auwp2015-04, Department of Economics, Auburn University.
- Marcell Béli & Kata Váradi, 2017. "A possible methodology for determining the initial margin," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(2), pages 119-147.
- Tran, Thuy Nhung, 2022. "The Volatility of the Stock Market and Financial Cycle: GARCH Family Models," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(1), pages 151-168.
- Chavleishvili, Sulkhan & Kremer, Manfred, 2023. "Measuring systemic financial stress and its risks for growth," Working Paper Series 2842, European Central Bank.
- Kehinde Damilola Ilesanmi & Devi Datt Tewari, 2020. "Financial Stress Index and Economic Activity in South Africa: New Evidence," Economies, MDPI, vol. 8(4), pages 1-19, December.
- Zigraiova, Diana & Jakubik, Petr, 2015. "Systemic event prediction by an aggregate early warning system: An application to the Czech Republic," Economic Systems, Elsevier, vol. 39(4), pages 553-576.
- Liow, Kim Hiang & Liao, Wen-Chi & Huang, Yuting, 2018. "Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty," Economic Modelling, Elsevier, vol. 68(C), pages 96-116.
- Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, vol. 21(1), pages 1-72.
- Mansour-Ichrakieh, Layal & Zeaiter, Hussein, 2019. "The role of geopolitical risks on the Turkish economy opportunity or threat," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011.
"SAFE: An early warning system for systemic banking risk,"
Working Papers (Old Series)
1129, Federal Reserve Bank of Cleveland.
- 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.
- Peltonen, Tuomas A. & Klaus, Benjamin & Duprey, Thibaut, 2015.
"Dating systemic financial stress episodes in the EU countries,"
Working Paper Series
1873, European Central Bank.
- Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen, 2016. "Dating Systemic Financial Stress Episodes in the EU Countries," Staff Working Papers 16-11, Bank of Canada.
- Duprey, Thibaut & Klaus, Benjamin & Peltonen, Tuomas, 2017. "Dating systemic financial stress episodes in the EU countries," Journal of Financial Stability, Elsevier, vol. 32(C), pages 30-56.
- Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers 2017-14, Economic Research Institute, Bank of Korea.
- Long, Shaobo & Li, Zixuan, 2023. "Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Kevin L. Kliesen & Michael T. Owyang & E. Katarina Vermann, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
- Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022. "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, vol. 60(C).
- Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun, 2022. "Rigid payment breaking, default spread and yields of Chinese treasury bonds," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Yoldas, Emre & Senyuz, Zeynep, 2018. "Financial stress and equilibrium dynamics in term interbank funding markets," Journal of Financial Stability, Elsevier, vol. 34(C), pages 136-149.
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2020.
"Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index,"
Finance Research Letters, Elsevier, vol. 32(C).
- Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index," MPRA Paper 116086, University Library of Munich, Germany.
- Somnath Chatterjee & Ching‐Wai (Jeremy) Chiu & Thibaut Duprey & Sinem Hacıoğlu‐Hoke, 2022. "Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 380-400, April.
- MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.
- 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).
- Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2021. "TrAffic LIght system for systemic Stress: TALIS3," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
- Carpenter, Seth & Demiralp, Selva & Schlusche, Bernd & Senyuz, Zeynep, 2014. "Measuring stress in money markets: A dynamic factor approach," Economics Letters, Elsevier, vol. 125(1), pages 101-106.
- Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "Assessment of Financial Stability in the Banking Sector in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(4), pages 501-523, October.
- Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022. "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Liu, Renren & Chen, Jianzhong & Wen, Fenghua, 2021. "The nonlinear effect of oil price shocks on financial stress: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Chen, Ruoyu & Iqbal, Najaf & Irfan, Muhammad & Shahzad, Farrukh & Fareed, Zeeshan, 2022. "Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model," Resources Policy, Elsevier, vol. 77(C).
- Manamani SAHOO, 2017. "Financial conditions index (FCI), inflation and growth: Some evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(612), A), pages 147-172, Autumn.
- Polat, Onur & Ozkan, Ibrahim, 2019. "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 395-415.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011.
"SAFE: An early warning system for systemic banking risk,"
Working Papers (Old Series)
1129, Federal Reserve Bank of Cleveland.
- 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.
Cited by:
- David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015.
"Mapping Heat in the U.S. Financial System,"
Finance and Economics Discussion Series
2015-59, Board of Governors of the Federal Reserve System (U.S.).
- Aikman, David & Kiley, Michael & Lee, Seung Jung & Palumbo, Michael G. & Warusawitharana, Missaka, 2017. "Mapping heat in the U.S. financial system," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 36-64.
- António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2016.
"Forecasting banking crises with dynamic panel probit models,"
Working Papers
w201613, Banco de Portugal, Economics and Research Department.
- Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018. "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
- Irma Alonso & Luis Molina, 2021. "A GPS navigator to monitor risks in emerging economies: the vulnerability dashboard," Occasional Papers 2111, Banco de España.
- Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
- Mirjana Jemović & Srđan Marinković, 2021. "Determinants of financial crises—An early warning system based on panel logit regression," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 103-117, January.
- Kehinde Damilola Ilesanmi & Devi Datt Tewari, 2021. "An Early Warning Signal (EWS) Model for Predicting Financial Crisis in Emerging African Economies," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 101-110, January.
- Vdovychenko, Artem & Oros, Galyna, 2014. "Financial stress index: estimation and application in empirical researches in Ukraine," MPRA Paper 69337, University Library of Munich, Germany.
- Firano, Zakaria & Filali adib, Fatine, 2018. "Prevision des difficultes bancaires : un modele d'alerte precoce pour le cas du maroc [Prediction of banking difficulties: an early warning model for moroccan banking system]," MPRA Paper 95165, University Library of Munich, Germany.
- 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.
- Domenico Di Gangi & Fabrizio Lillo & Davide Pirino, 2015. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Papers 1509.00607, arXiv.org, revised Jul 2018.
- Peltonen, Tuomas A. & Sarlin, Peter & Piloiu, Andreea, 2015. "Network linkages to predict bank distress," Working Paper Series 1828, European Central Bank.
- Simone Varotto & Lei Zhao, 2014.
"Systemic Risk and Bank Size,"
ICMA Centre Discussion Papers in Finance
icma-dp2014-17, Henley Business School, University of Reading.
- Varotto, Simone & Zhao, Lei, 2018. "Systemic risk and bank size," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 45-70.
- Corsi, Fulvio & Lillo, Fabrizio & Pirino, Davide & Trapin, Luca, 2018. "Measuring the propagation of financial distress with Granger-causality tail risk networks," Journal of Financial Stability, Elsevier, vol. 38(C), pages 18-36.
- 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) 1513, Federal Reserve Bank of Cleveland.
- Huotari, Jarkko, 2015. "Measuring financial stress – A country specific stress index for Finland," Bank of Finland Research Discussion Papers 7/2015, Bank of Finland.
- Alonso-Alvarez, Irma & Molina, Luis, 2023. "How to foresee crises? A new synthetic index of vulnerabilities for emerging economies," Economic Modelling, Elsevier, vol. 125(C).
- Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
- Fu, Junhui & Zhou, Qingling & Liu, Yufang & Wu, Xiang, 2020. "Predicting stock market crises using daily stock market valuation and investor sentiment indicators," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Di Gangi, Domenico & Lillo, Fabrizio & Pirino, Davide, 2018. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Journal of Economic Dynamics and Control, Elsevier, vol. 94(C), pages 117-141.
- Yali Cao & Yue Shao & Hongxia Zhang, 2022. "Study on early warning of E-commerce enterprise financial risk based on deep learning algorithm," Electronic Commerce Research, Springer, vol. 22(1), pages 21-36, March.
- Wang, Jiaxin & Huang, Xiang & Gu, Qiankun & Song, Zilong & Sun, Ruiyi, 2023. "How does fintech affect bank risk? A perspective based on financialized transfer of government implicit debt risk," Economic Modelling, Elsevier, vol. 128(C).
- Jian Min & Jiaojiao Zhu & Jian-Bo Yang, 2020. "The Risk Monitoring of the Financial Ecological Environment in Chinese Outward Foreign Direct Investment Based on a Complex Network," Sustainability, MDPI, vol. 12(22), pages 1-26, November.
- Constantin, Andreea & Peltonen, Tuomas A. & Sarlin, Peter, 2018. "Network linkages to predict bank distress," Journal of Financial Stability, Elsevier, vol. 35(C), pages 226-241.
- Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
- Suss, Joel & Treitel, Henry, 2019. "Predicting bank distress in the UK with machine learning," Bank of England working papers 831, Bank of England.
- Irma Alonso & Luis Molina, 2019. "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers 1946, Banco de España.
Articles
- Oet, Mikhail V. & Ong, Stephen J., 2019.
"From organization to activity in the US collateralized interbank market,"
Research in International Business and Finance, Elsevier, vol. 50(C), pages 472-485.
See citations under working paper version above.
- Mikhail V. Oet & Stephen J. Ong, 2015. "From Organization to Activity in the US Collateralized Interbank Market," Working Papers (Old Series) 1529, Federal Reserve Bank of Cleveland.
- Dieter Gramlich & Mikhail V. Oet, 2018.
"Systemic Financial Feedbacks – Conceptual Framework and Modelling Implications,"
Systems Research and Behavioral Science, Wiley Blackwell, vol. 35(1), pages 22-38, January.
Cited by:
- Ben Van Vliet, 2019. "A Behavioural Approach To The Lean Startup/Minimum Viable Product Process: The Case Of Algorithmic Financial Systems," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 24(03), pages 1-30, May.
- Abdulrahman Alrabiah & Steve Drew, 2020. "Proactive Management of Regulatory Policy Ripple Effects via a Computational Hierarchical Change Management Structure," Risks, MDPI, vol. 8(2), pages 1-29, May.
- Capponi, Agostino & Dooley, John M. & Oet, Mikhail V. & Ong, Stephen J., 2017.
"Capital and resolution policies: The US interbank market,"
Journal of Financial Stability, Elsevier, vol. 30(C), pages 229-239.
Cited by:
- Małgorzata Iwanicz-Drozdowska & Krzysztof Jackowicz & Maciej Karczmarczyk, 2021. "“The Crooked Smile of TCR†: Banks’ Solvency and Restructuring Costs in the European Banking Industry," SAGE Open, , vol. 11(3), pages 21582440211, September.
- Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
- Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2017.
"The contributions to systemic stress of financial interactions between the US and Europe,"
The European Journal of Finance, Taylor & Francis Journals, vol. 23(12), pages 1176-1196, September.
Cited by:
- Apergis, Emmanuel & Apergis, Iraklis & Apergis, Nicholas, 2019. "A new macro stress testing approach for financial realignment in the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 52-80.
- Mikhail V. Oet & Kalle Lyytinen, 2017.
"Does Financial Stability Matter to the Fed in Setting US Monetary Policy?,"
Review of Finance, European Finance Association, vol. 21(1), pages 389-432.
Cited by:
- David Staines, 2023. "Stochastic Equilibrium the Lucas Critique and Keynesian Economics," Papers 2312.16214, arXiv.org, revised Jun 2024.
- Kazinnik, Sophia & Papell, David H., 2021. "Monetary policy rules in practice: The case of Israel," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 308-320.
- Christophe Blot & Paul Hubert & Fabien Labondance, 2020.
"The asymmetric effects of monetary policy on stock price bubbles,"
Documents de Travail de l'OFCE
2020-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," Working Papers hal-03403075, HAL.
- Blot, Christophe & Hubert, Paul & Labondance, Fabien, 2024. "The asymmetric effects of monetary policy on stock price bubbles," European Economic Review, Elsevier, vol. 168(C).
- Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," SciencePo Working papers Main hal-03403075, HAL.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019.
"Financial Stability and the Fed: Evidence fromCongressional Hearings,"
Working Paper Series
2019-05, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Wischnewsky, Arina & Jansen, David-Jan & Neuenkirch, Matthias, 2020. "Financial Stability and the Fed: Evidence from Congressional Hearings," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224527, Verein für Socialpolitik / German Economic Association.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial Stability and the Fed: Evidence from Congressional Hearings," Research Papers in Economics 2019-08, University of Trier, Department of Economics.
- Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019. "Financial stability and the Fed: evidence from congressional hearings," CESifo Working Paper Series 7657, CESifo.
- Arina Wischnewsky & David‐Jan Jansen & Matthias Neuenkirch, 2021. "Financial stability and the Fed: Evidence from congressional hearings," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1192-1214, July.
- Jaromir Baxa & Jan Zacek, 2022. "Monetary Policy and the Financial Cycle: International Evidence," Working Papers 2022/4, Czech National Bank.
- Zacek, Jan, 2020. "Should monetary policy lean against the wind? Simulations based on a DSGE model with an occasionally binding credit constraint," Economic Modelling, Elsevier, vol. 88(C), pages 293-311.
- Curi, Claudia & Murgia, Lucia Milena, 2023. "Forecast Targeting and Financial Stability: Evidence from the European Central Bank and Bank of England," Finance Research Letters, Elsevier, vol. 51(C).
- Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016.
"Evaluating measures of adverse financial conditions,"
Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
Cited by:
- Huang, Xiaoyong & Jia, Fei & Xu, Xiangyun & Yu shi,, 2019. "The threshold effect of market sentiment and inflation expectations on gold price," Resources Policy, Elsevier, vol. 62(C), pages 77-83.
- Fan He & Xuansen He, 2019. "A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 729-761, August.
- Hasan, Iftekhar & Meslier, Céline & Tarazi, Amine & Zhou, Mingming, 2018.
"Does it pay to get connected? An examination of bank alliance network and bond spread,"
Journal of Economics and Business, Elsevier, vol. 95(C), pages 141-163.
- Amine Tarazi & Céline Meslier & I Hasan, 2018. "Does It Pay To Get Connected ? An Examination Of Bank Alliance Network And Bond Spread," Post-Print hal-03560125, HAL.
- Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun, 2022. "Rigid payment breaking, default spread and yields of Chinese treasury bonds," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Mazboudi, Mohamad & Hasan, Iftekhar, 2017. "Secrecy, information shocks, and corporate investment: Evidence from European Union countries," Bank of Finland Research Discussion Papers 19/2017, Bank of Finland.
- Hasan, Iftekhar & Khurshed, Arif & Mohamed, Abdulkadir & Wang, Fan, 2018. "Do venture capital firms benefit from a presence on boards of directors of mature public companies?," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 125-140.
- Mikhail V. Oet & John M. Dooley & Amanda C. Janosko & Dieter Gramlich & Stephen J. Ong, 2015.
"Supervising System Stress in Multiple Markets,"
Risks, MDPI, vol. 3(3), pages 1-25, September.
Cited by:
- Oet, Mikhail V. & Gramlich, Dieter & Sarlin, Peter, 2016. "Evaluating measures of adverse financial conditions," Journal of Financial Stability, Elsevier, vol. 27(C), pages 234-249.
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015.
"The Financial Stress Index: Identification of Systemic Risk Conditions,"
Risks, MDPI, vol. 3(3), pages 1-25, September.
See citations under working paper version above.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series) 1130, Federal Reserve Bank of Cleveland.
- 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.
See citations under working paper version above.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011. "SAFE: An early warning system for systemic banking risk," Working Papers (Old Series) 1129, Federal Reserve Bank of Cleveland.
- Timothy Bianco & Mikhail V. Oet & Stephen J. Ong, 2012.
"The Cleveland financial stress index,"
Economic Commentary, Federal Reserve Bank of Cleveland, issue Mar.
Cited by:
- Office of Financial Research (ed.), 2012. "Office of Financial Research 2012 Annual Report," Reports, Office of Financial Research, US Department of the Treasury, number 12-1, May.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong & Jing Wang, 2011.
"SAFE: An early warning system for systemic banking risk,"
Working Papers (Old Series)
1129, Federal Reserve Bank of Cleveland.
- 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.
Chapters
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More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (4) 2011-11-14 2011-11-21 2013-01-19 2013-06-30
- NEP-CBA: Central Banking (3) 2011-11-14 2013-01-19 2013-06-30
- NEP-FMK: Financial Markets (3) 2011-11-21 2013-01-19 2016-01-03
- NEP-MAC: Macroeconomics (3) 2013-06-30 2015-08-25 2016-01-03
- NEP-RMG: Risk Management (3) 2011-11-14 2011-11-21 2013-06-30
- NEP-FOR: Forecasting (2) 2011-11-14 2015-08-25
- NEP-MON: Monetary Economics (1) 2016-01-03
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