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Pierre Monnin

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Marta B. M. Areosa & Waldyr D. Areosa & Pierre Monnin, 2016. "How Would Monetary Policy Look Like if John Rawls Had Been Hired as a Chairman of the Fed?," Working Papers Series 447, Central Bank of Brazil, Research Department.

    Mentioned in:

    1. The trouble with experts
      by chris in Stumbling and Mumbling on 2017-02-13 20:13:28

Working papers

  1. Campiglio, Emanuele & Dafermos, Yannis & Monnin, Pierre & Ryan-Collins, Josh & Schotten, Guido & Tanaka, Misa, 2018. "Climate change challenges for central banks and financial regulators," LSE Research Online Documents on Economics 88364, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. William Oman & Romain Svartzman, 2021. "What Justifies Sustainable Finance Measures? Financial-Economic Interactions and Possible Implications for Policymakers," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 22(03), pages 03-11, May.
    2. Francesco Lamperti & Mariana Mazzucato & Andrea Roventini & Gregor Semieniuk, 2019. "The green transition: public policy, finance, and the role of the State," SciencePo Working papers Main hal-04114748, HAL.
    3. Francesco Lamperti & Valentina Bosetti & Andrea Roventini & Massimo Tavoni & Tania Treibich, 2021. "Three green financial policies to address climate risks," Post-Print hal-04103920, HAL.
    4. Victor Manuel Isidro Luna, 2019. "Development banking, state of confidence and sustainable growth," Working Papers PKWP1917, Post Keynesian Economics Society (PKES).
    5. Frank W. Geels & Jonatan Pinkse & Dimitri Zenghelis, 2021. "Productivity opportunities and risks in a transformative,low-carbon and digital age," Working Papers 009, The Productivity Institute.
    6. Mo, Jianlei & Cui, Lianbiao & Duan, Hongbo, 2021. "Quantifying the implied risk for newly-built coal plant to become stranded asset by carbon pricing," Energy Economics, Elsevier, vol. 99(C).
    7. Yannis Dafermos & Maria Nikolaidi, 2019. "Fiscal policy and ecological sustainability: A post-Keynesian perspective," Working Papers PKWP1912, Post Keynesian Economics Society (PKES).
    8. Jasmina Ćetković & Slobodan Lakić & Angelina Živković & Miloš Žarković & Radoje Vujadinović, 2021. "Economic Analysis of Measures for GHG Emission Reduction," Sustainability, MDPI, vol. 13(4), pages 1-25, February.
    9. Barbara Annicchiarico & Stefano Carattini & Carolyn Fischer & Garth Heutel, 2021. "Business Cycles and Environmental Policy: A Primer," NBER Chapters, in: Environmental and Energy Policy and the Economy, volume 3, pages 221-253, National Bureau of Economic Research, Inc.
    10. Mercy Berman DeMenno, 2023. "Environmental sustainability and financial stability: can macroprudential stress testing measure and mitigate climate-related systemic financial risk?," Journal of Banking Regulation, Palgrave Macmillan, vol. 24(4), pages 445-473, December.
    11. Wang, Jiqian & Li, Liang, 2023. "Climate risk and Chinese stock volatility forecasting: Evidence from ESG index," Finance Research Letters, Elsevier, vol. 55(PA).
    12. D'Orazio, Paola, 2022. "Mapping the emergence and diffusion of climate-related financial policies: Evidence from a cluster analysis on G20 countries," International Economics, Elsevier, vol. 169(C), pages 135-147.
    13. Jérôme Deyris & Moritz Baer & Emanuele Campiglio, 2021. "It takes two to dance: Institutional dynamics and climate-related financial policies," Post-Print hal-03331061, HAL.
    14. Miriam Breitenstein & Duc Khuong Nguyen & Thomas Walther, 2021. "Environmental Hazards And Risk Management In The Financial Sector: A Systematic Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 512-538, April.
    15. Diluiso, Francesca & Annicchiarico, Barbara & Kalkuhl, Matthias & Minx, Jan C., 2021. "Climate actions and macro-financial stability: The role of central banks," Journal of Environmental Economics and Management, Elsevier, vol. 110(C).
    16. Shouwei Li & Xin Wu, 2023. "How does climate risk affect bank loan supply? Empirical evidence from China," Economic Change and Restructuring, Springer, vol. 56(4), pages 2169-2204, August.
    17. Mariana Reis Maria & Rosangela Ballini & Roney Fraga Souza, 2023. "Evolution of Green Finance: A Bibliometric Analysis through Complex Networks and Machine Learning," Sustainability, MDPI, vol. 15(2), pages 1-23, January.
    18. Degryse, Hans & Goncharenko, Roman & Theunisz, Carola & Vadasz, Tamas, 2023. "When green meets green," Journal of Corporate Finance, Elsevier, vol. 78(C).
    19. Andreas Breitenfellner & Wolfgang Pointner & Helene Schuberth, 2019. "The Potential Contribution of Central Banks to Green Finance," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 88(2), pages 55-71.
    20. Xu, Yong & Li, Shanshan & Zhou, Xiaoxiao & Shahzad, Umer & Zhao, Xin, 2022. "How environmental regulations affect the development of green finance: Recent evidence from polluting firms in China," Renewable Energy, Elsevier, vol. 189(C), pages 917-926.
    21. Federica Viganò, 2023. "The Climate Financialization Trap: Claiming for Public Action," Sustainability, MDPI, vol. 15(6), pages 1-7, March.
    22. Xu, Baochang & Li, Sihui & Afzal, Ayesha & Mirza, Nawazish & Zhang, Meng, 2022. "The impact of financial development on environmental sustainability: A European perspective," Resources Policy, Elsevier, vol. 78(C).
    23. Xu, Xin & Huang, Shupei & Lucey, Brian M. & An, Haizhong, 2023. "The impacts of climate policy uncertainty on stock markets: Comparison between China and the US," International Review of Financial Analysis, Elsevier, vol. 88(C).
    24. Signe Krogstrup & William Oman, 2019. "Macroeconomic and Financial Policies for Climate Change Mitigation: A Review of the Literature," IMF Working Papers 2019/185, International Monetary Fund.
    25. Yannis Dafermos, 2021. "Climate change, central banking and financial supervision: beyond the risk exposure approach," Working Papers 243, Department of Economics, SOAS University of London, UK.
    26. Francesco Lamperti & Valentina Bosetti & Andrea Roventini & Massimo Tavoni, 2019. "The public costs of climate-induced financial instability," SciencePo Working papers Main hal-04096135, HAL.
    27. Christian L. E. Franzke & Marcin Czupryna, 2020. "Probabilistic assessment and projections of US weather and climate risks and economic damages," Climatic Change, Springer, vol. 158(3), pages 503-515, February.
    28. Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Valentina Michelangeli, 2021. "A micro-founded climate stress test on the financial vulnerability of Italian households and firms," Questioni di Economia e Finanza (Occasional Papers) 639, Bank of Italy, Economic Research and International Relations Area.
    29. Svartzman, Romain & Dron, Dominique & Espagne, Etienne, 2019. "From ecological macroeconomics to a theory of endogenous money for a finite planet," Ecological Economics, Elsevier, vol. 162(C), pages 108-120.
    30. Gong, Xu & Fu, Chengbo & Huang, Qiping & Lin, Meimei, 2022. "International political uncertainty and climate risk in the stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    31. Gambacorta, Leonardo & Polizzi, Salvatore & Reghezza, Alessio & Scannella, Enzo, 2023. "Do banks practice what they preach? Brown lending and environmental disclosure in the euro area," Working Paper Series 2872, European Central Bank.
    32. Dafermos, Yannis & Nikolaidi, Maria, 2022. "Assessing climate policies: an ecological stock–flow consistent perspective," Greenwich Papers in Political Economy 38039, University of Greenwich, Greenwich Political Economy Research Centre.
    33. Anastasios Xepapadeas, 2021. "Climate change and the financial system: a note," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(1), pages 5-13, March.
    34. Kai Tang & Qianbo Chen & Weijie Tan & Yi Jun Wu Feng, 2022. "The Impact of Financial Deepening on Carbon Reductions in China: Evidence from City- and Enterprise-Level Data," IJERPH, MDPI, vol. 19(18), pages 1-15, September.
    35. Gregor Semieniuk & Emanuele Campiglio & Jean-Francois Mercure & Ulrich Volz & Neil R. Edwards, 2020. "Low-carbon transition risks for finance," Working Papers 233, Department of Economics, SOAS University of London, UK.
    36. Christos Karydas & Anastasios Xepapadeas, 2019. "Climate change risks: pricing and portfolio allocation," CER-ETH Economics working paper series 19/327, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    37. Reinders, Henk Jan & Schoenmaker, Dirk & van Dijk, Mathijs, 2023. "A finance approach to climate stress testing," Journal of International Money and Finance, Elsevier, vol. 131(C).
    38. Yusifzada, Tural, 2022. "Response of Inflation to the Climate Stress: Evidence from Azerbaijan," MPRA Paper 116522, University Library of Munich, Germany, revised 20 Sep 2022.
    39. Nguyen, Quyen & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda & McCarten, Matthew & Tan, Eric K.M., 2023. "Climate transition risk in U.S. loan portfolios: Are all banks the same?," International Review of Financial Analysis, Elsevier, vol. 85(C).
    40. Stefano Carattini & Suphi Sen, 2019. "Carbon Taxes and Stranded Assets: Evidence from Washington State," CESifo Working Paper Series 7785, CESifo.
    41. Paola D’Orazio & Lilit Popoyan, 2022. "Realising Central Banks’ Climate Ambitions Through Financial Stability Mandates," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(2), pages 103-111, March.
    42. Yannis Dafermos & Maria Nikolaidi, 2019. "Fiscal policy and ecological sustainability," FMM Working Paper 52-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    43. Yannis Dafermos & Maria Nikolaidi, 2021. "How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis," Working Papers PKWP2105, Post Keynesian Economics Society (PKES).
    44. D’Orazio, Paola & Popoyan, Lilit, 2023. "Do monetary policy mandates and financial stability governance structures matter for the adoption of climate-related financial policies?," International Economics, Elsevier, vol. 173(C), pages 284-295.
    45. Fatema Khairunnessa & Diego A. Vazquez-Brust & Natalia Yakovleva, 2021. "A Review of the Recent Developments of Green Banking in Bangladesh," Sustainability, MDPI, vol. 13(4), pages 1-21, February.
    46. Camille Macaire & Alain Naef, 2023. "Greening monetary policy: evidence from the People’s Bank of China," Climate Policy, Taylor & Francis Journals, vol. 23(1), pages 138-149, January.
    47. Simon Dikau & Ulrich Volz, 2019. "Central Bank Mandates, Sustainability Objectives and the Promotion of Green Finance," Working Papers 222, Department of Economics, SOAS University of London, UK.
    48. David Rodziewicz & Christopher J. Amante & Jacob Dice & Eugene Wahl, 2022. "Housing market impairment from future sea-level rise inundation," Environment Systems and Decisions, Springer, vol. 42(4), pages 637-656, December.
    49. Paola D'Orazio & Lilit Popoyan, 2020. "Taking up the climate change challenge: a new perspective on central banking," LEM Papers Series 2020/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    50. Radu Șimandan & Cristian Valeriu Păun & Bogdan Glăvan, 2023. "Post-Pandemic Greenness? How Central Banks Use Narratives to Become Green," Sustainability, MDPI, vol. 15(2), pages 1-28, January.
    51. Irene Monasterolo & Nepomuk Dunz & Andrea Mazzocchetti & Régis Gourdel, 2022. "Derisking the low-carbon transition: investors’ reaction to climate policies, decarbonization and distributive effects," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 31-71, April.
    52. Agliardi, Elettra & Agliardi, Rossella, 2021. "Pricing climate-related risks in the bond market," Journal of Financial Stability, Elsevier, vol. 54(C).
    53. MBASSI, Christophe Martial & HYOBA, Suzanne Edwige Clarisse & SHAHBAZ, Muhammad, 2023. "Does monetary policy really matter for environmental protection? The case of inflation targeting," Research in Economics, Elsevier, vol. 77(3), pages 427-452.
    54. Chen, Ning & Li, Shaofang & Lu, Shuai, 2023. "The extreme risk connectedness of the global financial system: G7 and BRICS evidence," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
    55. Rainer Kattel & Mariana Mazzucato & Keno Haverkamp & Josh Ryan-Collins, 2020. "Industriestrategie der nächsten Generation für Deutschland," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 100(10), pages 757-762, October.
    56. Sheng Hu & Pan Zhang & Taoyuan Wei, 2022. "Financial Measures to Reduce Carbon Emissions in Britain, Japan and the United States: A SWOT Analysis," IJERPH, MDPI, vol. 19(17), pages 1-18, August.
    57. Florian Bourgey & Emmanuel Gobet & Ying Jiao, 2022. "Bridging socioeconomic pathways of CO2 emission and credit risk," Working Papers hal-03458299, HAL.
    58. D’Orazio, Paola & Popoyan, Lilit, 2019. "Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?," Ecological Economics, Elsevier, vol. 160(C), pages 25-37.
    59. Eftichios S. Sartzetakis, 2019. "Green Bonds as an instrument to finance low carbon transition," Working Papers 258, Bank of Greece.
    60. Donato Masciandaro & Riccardo Russo, 2022. "Central Banks and Climate Policy: Unpleasant Trade–Offs? A Principal–Agent Approach," BAFFI CAREFIN Working Papers 22181, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    61. Dominika Ehrenbergerova & Simona Malovana & Caterina Mendicino, 2023. "How Do Climate Policies Affect Holdings of Green and Brown Firms' Securities?," Working Papers 2023/11, Czech National Bank.
    62. Eric Dehay, 2022. "Talking about growth, the discourse of the European Central Bank, 1997-2021," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 11(1), pages 61-82.
    63. Eszter Baranyai & Adam Banai, 2022. "Feeling the Heat: Mortgage Lending and Central Bank Options," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 21(1), pages 5-31.
    64. Wangfangyu Wan, 2023. "Green Financial Supervision Information System Based on Genetic Algorithm Optimization under Carbon Peaking and Carbon Neutrality Goals," Sustainability, MDPI, vol. 15(22), pages 1-16, November.
    65. Brown, Donal & Brisbois, Marie-Claire & Lacey-Barnacle, Max & Foxon, Tim & Copeland, Claire & Mininni, Giulia, 2023. "The Green New Deal: Historical insights and local prospects in the United Kingdom (UK)," Ecological Economics, Elsevier, vol. 205(C).
    66. Lei, Ni & Miao, Qin & Yao, Xin, 2023. "Does the implementation of green credit policy improve the ESG performance of enterprises? Evidence from a quasi-natural experiment in China," Economic Modelling, Elsevier, vol. 127(C).
    67. Donia Aloui & Brahim Gaies & Rafla Hchaichi, 2023. "Exploring environmental degradation spillovers in Sub-Saharan Africa: the energy–financial instability nexus," Economic Change and Restructuring, Springer, vol. 56(3), pages 1699-1724, June.
    68. Florian Böser & Chiara Colesanti Senni, 2020. "Emission-based Interest Rates and the Transition to a Low-carbon Economy," CER-ETH Economics working paper series 20/337, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    69. Chenet, Hugues & Ryan-Collins, Josh & van Lerven, Frank, 2021. "Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy," Ecological Economics, Elsevier, vol. 183(C).
    70. Yannis Dafermos & Maria Nikolaidi & Giorgos Galanis, 2017. "Climate change, financial stability and monetary policy," Working Papers PKWP1712, Post Keynesian Economics Society (PKES).
    71. Monasterolo,Irene & Mandel,Antoine & Battiston,Stefano & Mazzocchetti,Andrea & Oppermann,Klaus & Coony,Jonathan D'Entremont & Stretton,Stephen John & Stewart,Fiona Elizabeth & Dunz,Nepomuk Max Ferdina, 2022. "The Role of Green Financial Sector Initiatives in the Low-Carbon Transition : A Theoryof Change," Policy Research Working Paper Series 10181, The World Bank.
    72. Torinelli, Viviane Helena & Silva Júnior, Antônio Francisco de Almeida da, 2021. "Environmental risk analysis (ERA) in the strategic asset allocation (SAA) of the international reserves (IRs) managed by central banks (CBs)," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
    73. Antoine GODIN & Louison CAHEN-FOUROT & Emanuele CAMPIGLIO & Eric KEMP-BENEDICT & Stefan TRSEK, 2021. "Capital stranding cascades: The impact of decarbonisation on productive asset utilisation," Working Paper 4094e3ee-0cf8-4a0e-861f-a, Agence française de développement.
    74. Monasterolo, Irene & Roventini, Andrea & Foxon, Tim J., 2019. "Uncertainty of climate policies and implications for economics and finance: An evolutionary economics approach," Ecological Economics, Elsevier, vol. 163(C), pages 177-182.
    75. Ozili, Peterson K, 2021. "Managing Climate Change Risk: The Policy Options for Central Banks," MPRA Paper 111217, University Library of Munich, Germany.
    76. Christian Gourieroux & Alain Monfort & Jean-Paul Renne, 2022. "Required Capital for Long-Run Risks," Post-Print hal-03865173, HAL.
    77. Josep Ferret Mas & Alexander Mihailov, 2021. "Green Quantitative Easing as Intergenerational Climate Justice: On Political Theory and Pareto Efficiency in Reversing Now Human-Caused Environmental Damage," Economics Discussion Papers em-dp2021-16, Department of Economics, University of Reading.
    78. Taylor, David D.J. & Layurova, Mariya & Vogel, David S. & Slocum, Alexander H., 2019. "Black into green: A BIG opportunity for North Dakota’s oil and gas producers," Applied Energy, Elsevier, vol. 242(C), pages 1189-1197.
    79. Carolin Schellhorn, 2020. "Financial System Stability, the Timing of Climate Change Action and the Federal Reserve," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(3), pages 45-59.
    80. Daniela Kletzan-Slamanig & Angela Köppl, 2021. "The Evolution of the Green Finance Agenda – Institutional Anchoring and a Survey-based Assessment for Austria," WIFO Working Papers 640, WIFO.
    81. Konstantinos Bletsas & Georgios Oikonomou & Minas Panagiotidis & Eleftherios Spyromitros, 2022. "Carbon Dioxide and Greenhouse Gas Emissions: The Role of Monetary Policy, Fiscal Policy, and Institutional Quality," Energies, MDPI, vol. 15(13), pages 1-24, June.
    82. Pina Murè & Marco Spallone & Fabiomassimo Mango & Stefano Marzioni & Lucilla Bittucci, 2021. "ESG and reputation: The case of sanctioned Italian banks," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(1), pages 265-277, January.
    83. Francesca Diluiso & Barbara Annicchiarico & Matthias Kalkuhl & Jan C. Minx, 2020. "Climate Actions and Stranded Assets: The Role of Financial Regulation and Monetary Policy," CEIS Research Paper 501, Tor Vergata University, CEIS, revised 22 Jul 2020.
    84. Shingirai Mugambiwa & Motshidisi Kwakwa, 2022. "Multilateral climate change financing in the developing world: challenges and opportunities for Africa," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(9), pages 306-312, December.
    85. Ewa Dziwok & Johannes Jäger, 2021. "A Classification of Different Approaches to Green Finance and Green Monetary Policy," Sustainability, MDPI, vol. 13(21), pages 1-15, October.
    86. Seyed Vahid Vakili & Fabio Ballini & Dimitrios Dalaklis & Aykut I. Ölçer, 2022. "A Conceptual Transdisciplinary Framework to Overcome Energy Efficiency Barriers in Ship Operation Cycles to Meet IMO’s Initial Green House Gas Strategy Goals: Case Study for an Iranian Shipping Compan," Energies, MDPI, vol. 15(6), pages 1-25, March.
    87. Zhang, Xingmin & Zhang, Shuai & Lu, Liping, 2022. "The banking instability and climate change: Evidence from China," Energy Economics, Elsevier, vol. 106(C).
    88. Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2020. "How Does Climate Change Interact with the Financial System? A Survey," Bank of Japan Working Paper Series 20-E-8, Bank of Japan.
    89. Bell, Jennifer & Battisti, Giuliana & Guin, Benjamin, 2023. "The greening of lending: Evidence from banks’ pricing of energy efficiency before climate-related regulation," Economics Letters, Elsevier, vol. 230(C).
    90. Gambacorta, Leonardo & Pancotto, Livia & Reghezza, Alessio & Spaggiari, Martina, 2022. "Gender diversity in bank boardrooms and green lending: evidence from euro area credit register data," Working Paper Series 2741, European Central Bank.
    91. Rolandas Drejeris & Martynas Rusteika, 2022. "New Approach to the Public Authorities’ Activities Development in the Crop Insurance System: Lithuanian Case," Agriculture, MDPI, vol. 12(8), pages 1-15, August.
    92. Ozili, Peterson K, 2020. "Effect of climate change on financial institutions and the financial system," MPRA Paper 103317, University Library of Munich, Germany.
    93. Tao, Hu & Zhuang, Shan & Xue, Rui & Cao, Wei & Tian, Jinfang & Shan, Yuli, 2022. "Environmental Finance: An Interdisciplinary Review," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
    94. Ivan Faiella & Luciano Lavecchia, 2020. "The carbon footprint of Italian loans," Questioni di Economia e Finanza (Occasional Papers) 557, Bank of Italy, Economic Research and International Relations Area.
    95. Altenburg, Tilman & Bauer, Steffen & Brandi, Clara & Brüntrup, Michael & Malerba, Daniele & Never, Babette & Pegels, Anna & Stamm, Andreas & To, Jenny & Volz, Ulrich, 2022. "Ökologische Strukturpolitik: Ein starker Profilbaustein für die deutsche Entwicklungszusammenarbeit," IDOS Discussion Papers 8/2022, German Institute of Development and Sustainability (IDOS).
    96. Nadia Ameli & Paul Drummond & Alexander Bisaro & Michael Grubb & Hugues Chenet, 2020. "Climate finance and disclosure for institutional investors: why transparency is not enough," Climatic Change, Springer, vol. 160(4), pages 565-589, June.
    97. Lucia Piazza DOBARGANES, 2021. "Climate-Related and Environmental Risks in EU Banking Supervision," International Investment Law Journal, Societatea de Stiinte Juridice si Administrative (Society of Juridical and Administrative Sciences), vol. 1(2), pages 102-114, July.
    98. Waidelich, Paul & Krug, Joscha & Steffen, Bjarne, 2023. "Mobilizing credit for clean energy: De-risking and public loan provision under learning spillovers," ZEW Discussion Papers 23-040, ZEW - Leibniz Centre for European Economic Research.
    99. Dunz, Nepomuk & Naqvi, Asjad & Monasterolo, Irene, 2019. "Climate Transition Risk, Climate Sentiments, and Financial Stability in a Stock-Flow Consistent approach," Ecological Economic Papers 23, WU Vienna University of Economics and Business.
    100. Hao Zhao & Chuanqing Wu & Yang Wen, 2023. "Determinants of Corporate Fossil Energy Assets Impairment and Measurement of Stranded Assets Risk," Energies, MDPI, vol. 16(17), pages 1-14, August.
    101. Ye, Liping, 2022. "The effect of climate news risk on uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 178(C).
    102. Roy Kouwenberg & Chenglong Zheng, 2023. "A Review of the Global Climate Finance Literature," Sustainability, MDPI, vol. 15(2), pages 1-32, January.
    103. Fiordelisi, Franco & Ricci, Ornella & Santilli, Gianluca, 2023. "Environmental engagement and stock price crash risk: Evidence from the European banking industry," International Review of Financial Analysis, Elsevier, vol. 88(C).
    104. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
    105. Lukas Benz & Andrea Jacob & Stefan Paulus & Marco Wilkens, 2020. "Herds on green meadows: the decarbonization of institutional portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 21(1), pages 13-31, February.
    106. Karl Naumann-Woleske, 2023. "Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus," Papers 2301.08135, arXiv.org, revised Jan 2023.
    107. Pal Peter Kolozsi & Sandor Ladanyi & Andras Straubinger, 2022. "Measuring the Climate Risk Exposure of Financial Assets - Methodological Challenges and Central Bank Practices," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 21(1), pages 113-140.
    108. Enrico Bernardini & Ivan Faiella & Luciano Lavecchia & Alessandro Mistretta & Filippo Natoli, 2021. "Central banks, climate risks and sustainable finance," Questioni di Economia e Finanza (Occasional Papers) 608, Bank of Italy, Economic Research and International Relations Area.
    109. Catalano,Michele & Forni,Lorenzo, 2022. "Fiscal Policies for a Sustainable Recovery and a Green Transformation," Policy Research Working Paper Series 9799, The World Bank.
    110. Michele Catalano & Lorenzo Forni & Emilia Pezzolla, 2020. "Fiscal tools to reduce transition costs of climate change mitigation," "Marco Fanno" Working Papers 0265, Dipartimento di Scienze Economiche "Marco Fanno".
    111. D'Orazio, Paola & Hertel, Tobias & Kasbrink, Fynn, 2022. "No need to worry? Estimating the exposure of the German banking sector to climate-related transition risks," Ruhr Economic Papers 946, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    112. Neil Gunningham, 2020. "A Quiet Revolution: Central Banks, Financial Regulators, and Climate Finance," Sustainability, MDPI, vol. 12(22), pages 1-22, November.
    113. Craig, Michael T. & Cohen, Stuart & Macknick, Jordan & Draxl, Caroline & Guerra, Omar J. & Sengupta, Manajit & Haupt, Sue Ellen & Hodge, Bri-Mathias & Brancucci, Carlo, 2018. "A review of the potential impacts of climate change on bulk power system planning and operations in the United States," Renewable and Sustainable Energy Reviews, Elsevier, vol. 98(C), pages 255-267.
    114. Liebich, Lena & Nöh, Lukas & Rutkowski, Felix & Schwarz, Milena, 2020. "Current developments in green finance," Working Papers 05/2020, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    115. Lei, Lei & Zhang, Dayong & Ji, Qiang & Guo, Kun & Wu, Fei, 2023. "A text-based managerial climate attention index of listed firms in China," Finance Research Letters, Elsevier, vol. 55(PA).
    116. Xiang-li Lim & Vatcharin Sirimaneetham, 2021. "Securing green development: Can Asia-Pacific central banks and financial supervisory authorities do more?," MPDD Working Paper Series WP/21/10, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP).
    117. Boneva, Lena & Ferrucci, Gianluigi & Mongelli, Francesco Paolo, 2021. "To be or not to be “green”: how can monetary policy react to climate change?," Occasional Paper Series 285, European Central Bank.
    118. Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021. "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin 1938, DIW Berlin, German Institute for Economic Research.
    119. Toma, Pierluigi & Stefanelli, Valeria, 2022. "What are the banks doing in managing climate risk? Empirical evidence from a position map," Ecological Economics, Elsevier, vol. 200(C).
    120. Kristóf, Tamás & Márton, András & Fiáth, Attila, 2023. "Állami energiavállalatok pénzügyi teljesítménye Magyarországon a koronavírus-járvány előtt és alatt [Financial performance of publicly owned energy companies in Hungary before and during the COVID ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(10), pages 1057-1076.
    121. Julia Anna Bingler & Chiara Colesanti Senni, 2020. "Taming the Green Swan: How to improve climate-related financial risk assessments," CER-ETH Economics working paper series 20/340, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
    122. David M. Arseneau & Mitsuhiro Osada, 2023. "Central Bank Mandates and Communication about Climate Change: Evidence from A Large Dataset of Central Bank Speeches," Bank of Japan Working Paper Series 23-E-14, Bank of Japan.
    123. Siddhartha Pradeep, 2022. "Role of monetary policy on CO2 emissions in India," SN Business & Economics, Springer, vol. 2(1), pages 1-33, January.
    124. Aldina Lopes Santos & Lúcia Lima Rodrigues, 2021. "Banks and Climate-Related Information: The Case of Portugal," Sustainability, MDPI, vol. 13(21), pages 1-20, November.
    125. Sarah Hafner & Olivia James & Aled Jones, 2019. "A Scoping Review of Barriers to Investment in Climate Change Solutions," Sustainability, MDPI, vol. 11(11), pages 1-19, June.
    126. Dunz, Nepomuk & Naqvi, Asjad & Monasterolo, Irene, 2021. "Climate sentiments, transition risk, and financial stability in a stock-flow consistent model," Journal of Financial Stability, Elsevier, vol. 54(C).
    127. Anderson, Jeffrey J. & Rode, David & Zhai, Haibo & Fischbeck, Paul, 2021. "Transitioning to a carbon-constrained world: Reductions in coal-fired power plant emissions through unit-specific, least-cost mitigation frontiers," Applied Energy, Elsevier, vol. 288(C).
    128. Khaled El Sakty & Mohamed Abdelraouf & Samira Allam, 2023. "How Logistics Performance Reshapes The Movement Of Stocks In The Context Of Climate Change?," Business Logistics in Modern Management, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 23, pages 43-62.
    129. Yevheniia Antoniuk & Thomas Leirvik, 2021. "Climate Transition Risk and the Impact on Green Bonds," JRFM, MDPI, vol. 14(12), pages 1-19, December.
    130. Venturini, Alessio, 2022. "Climate change, risk factors and stock returns: A review of the literature," International Review of Financial Analysis, Elsevier, vol. 79(C).
    131. Ignacio Losada Carreño & Michael T. Craig & Michael Rossol & Moetasim Ashfaq & Fulden Batibeniz & Sue Ellen Haupt & Caroline Draxl & Bri-Mathias Hodge & Carlo Brancucci, 2020. "Potential impacts of climate change on wind and solar electricity generation in Texas," Climatic Change, Springer, vol. 163(2), pages 745-766, November.
    132. Seol A. Kwon, 2022. "Where Does an Individual’s Willingness to Act on Alleviating the Climate Crisis in Korea Arise from?," Sustainability, MDPI, vol. 14(11), pages 1-17, May.
    133. Monk, Alexander & Perkins, Richard, 2020. "What explains the emergence and diffusion of green bonds?," Energy Policy, Elsevier, vol. 145(C).
    134. Ferentinos, Konstantinos & Gibberd, Alex & Guin, Benjamin, 2023. "Stranded houses? The price effect of a minimum energy efficiency standard," Energy Economics, Elsevier, vol. 120(C).
    135. Peng, Wei & Xiong, Langyu, 2022. "Managing financing costs and fostering green transition: The role of green financial policy in China," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 820-836.
    136. Bell, Jennifer & Battisti, Giuliana & Guin, Benjamin, 2023. "The greening of lending: mortgage pricing of energy transition risk," Bank of England working papers 1016, Bank of England.
    137. Hyoungkun Park & Jong Dae Kim, 2020. "Transition towards green banking: role of financial regulators and financial institutions," Asian Journal of Sustainability and Social Responsibility, Springer, vol. 5(1), pages 1-25, December.
    138. Jakob Vestergaard & Daniela Gabor, 2021. "Central Banks Caught Between Market Liquidity and Fiscal Disciplining: A Money View Perspective on Collateral Policy," Working Papers Series inetwp170, Institute for New Economic Thinking.
    139. Shouzhen Zeng & Junfang Hu & Fengjuan Gu & Llopis- Albert Carlos, 2023. "Financial information, green certification, government subsidies and green bond credit spreads–evidence from China," International Entrepreneurship and Management Journal, Springer, vol. 19(1), pages 321-341, March.
    140. Mazzarano, Matteo, 2022. "Material governance and circularity policies: How waste policies and innovation affect household appliances' accumulation," Ecological Economics, Elsevier, vol. 200(C).
    141. Kofi Twum Antwi & Beatrice Darko Obiri & Elizabeth Asantewaa Obeng & Simon Abugre, 2020. "Assessment of Environmental Sources of Financial Risks on Commercial Banks in Ghana," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 9(3), pages 86-98, July.
    142. Achim Hagen & Karen Pittel, 2021. "Chancen und Risiken klimapolitischer Langfriststrategien am Beispiel des deutschen Klimaschutzgesetzes," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 101(5), pages 334-338, May.

  2. Pierre Monnin, 2017. "Monetary Policy, Macroprudential Regulation and Inequality," Discussion Notes 1702, Council on Economic Policies.

    Cited by:

    1. Bunn, Philip & Pugh, Alice & Yeates, Chris, 2018. "The distributional impact of monetary policy easing in the UK between 2008 and 2014," Bank of England working papers 720, Bank of England.
    2. Armand Fouejieu & Ratna Sahay & Martin Cihak & Shiyuan Chen, 2020. "Financial inclusion and inequality: A cross-country analysis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 29(8), pages 1018-1048, November.
    3. Ayako Saiki & Jon Frost, 2018. "Japan's Unconventional Monetary Policy and Income Distribution: Revisited," Working Papers e126, Tokyo Center for Economic Research.
    4. Panagiotis Konstantinou & Anastasios Rizos & Artemis Stratopoulou, 2023. "The dynamic effect of macroprudential policies on income inequality: some evidence," Economics and Business Letters, Oviedo University Press, vol. 12(3), pages 248-265.
    5. Zhai, Kun & Zhao, Guoqing & Li, Ding, 2023. "Macroprudential policy and household wealth inequality: Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
    6. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
    7. Metzger, Martina & Young, Brigitte, 2020. "No gender please, we're central bankers: Distributional impacts of quantitative easing," IPE Working Papers 136/2020, Berlin School of Economics and Law, Institute for International Political Economy (IPE).

  3. Pierre Monnin, 2015. "The Impact of Interest Rates on Electricity Production Costs," Discussion Notes 1503, Council on Economic Policies.

    Cited by:

    1. Paolo Trucillo & Alessandro Erto, 2023. "Sustainability Indicators for Materials and Processes," Sustainability, MDPI, vol. 15(8), pages 1-16, April.
    2. Roggenburg, Michael & Warsinger, David M. & Bocanegra Evans, Humberto & Castillo, Luciano, 2021. "Combatting water scarcity and economic distress along the US-Mexico border using renewable powered desalination," Applied Energy, Elsevier, vol. 291(C).
    3. Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Inagaki, Yugo & Morgan, Peter J., 2021. "Analyzing the factors influencing the demand and supply of solar modules in Japan – Does financing matter," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 1-12.

  4. Pierre Monnin & Alexander Barkawi, 2015. "Monetary Policy and Sustainability. The Case of Bangladesh," Discussion Notes 1501, Council on Economic Policies.

    Cited by:

    1. Simon Dikau & Nick Robins & Matthias Täger, 2019. "Building a sustainable financial system: the state of practice and future priorities," Financial Stability Review, Banco de España, issue NOV.
    2. Volz, Ulrich, 2018. "Fostering Green Finance for Sustainable Development in Asia," ADBI Working Papers 814, Asian Development Bank Institute.
    3. Etienne Espagne, 2016. "Climate Finance at COP21 and After: Lessons Learnt," CEPII Policy Brief 2016-09, CEPII research center.
    4. Agliardi, Elettra & Agliardi, Rossella, 2021. "Pricing climate-related risks in the bond market," Journal of Financial Stability, Elsevier, vol. 54(C).
    5. Yannis Dafermos & Maria Nikolaidi & Giorgos Galanis, 2017. "Climate change, financial stability and monetary policy," Working Papers PKWP1712, Post Keynesian Economics Society (PKES).
    6. Simon Dikau & Nick Robins & Matthias Täger, 2019. "Building a sustainable financial system: the state of practice and future priorities," Revista de Estabilidad Financiera, Banco de España, issue NOV.
    7. Jackson, Emerson Abraham, 2021. "Financing Sustainable Development: Alleviating livelihoods in the forest sector with Sierra Leone as a case study," MPRA Paper 107685, University Library of Munich, Germany, revised 19 Apr 2021.
    8. Donato Masciandaro & Romano Vincenzo Tarsia, 2021. "Society, Politicians, Climate Change and Central Banks: An Index of Green Activism," BAFFI CAREFIN Working Papers 21167, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.

  5. Pierre Monnin, 2014. "Inflation and Income Inequality in Developed Economies," Working Papers 1401, Council on Economic Policies.

    Cited by:

    1. Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
    2. Christian P Pinshi, 2022. "Ciblage des prévisions d'inflation : Un nouveau cadre pour la politique monétaire ?," Working Papers hal-03548273, HAL.
    3. Bruno Emmanuel Ongo Nkoa & Jacques Simon Song, 2022. "Does Institutional Quality increase inequalities in Africa?," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(3), pages 1896-1927, September.
    4. Zheng, Zhijie, 2020. "Inflation and income inequality in a Schumpeterian economy with menu costs," Economics Letters, Elsevier, vol. 186(C).
    5. Francisco J. Oliver-Márquez & Almudena Guarnido-Rueda & Ignacio Amate-Fortes & Diego Martínez-Navarro, 2022. "Is Income Inequality Influenced by Financial Knowledge? A Macroeconomic and Longitudinal Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(4), pages 3050-3075, December.
    6. Adriana AnaMaria Davidescu & Tamara Maria Nae & Margareta-Stela Florescu, 2022. "Exploring the Moderation and Mediation Effects in Addressing the Main Determinants of Income Inequalities in Supporting Quality of Life: Insights from CEE Countries," IJERPH, MDPI, vol. 19(14), pages 1-28, July.
    7. T. Y. Ivakhnenko & A. V. Polbin, 2022. "Income Inequality and Propensity to Consume in Russia’s Regions," Regional Research of Russia, Springer, vol. 12(3), pages 378-385, September.
    8. Mehdi El Herradi & Jakob Haan & Aurélien Leroy, 2023. "Inflation and the Income Share of the Rich: Evidence for 14 OECD Countries," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 69(1), pages 170-194, March.
    9. Czeczeli, Vivien, 2021. "A monetáris politika hatása a jövedelmi egyenlőtlenségekre [Monetary-policy effects on income inequalities]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 282-299.
    10. Nolan, Brian & Richiardi, Matteo & Valenzuela, Luis, 2018. "The Drivers of Inequality in Rich Countries," MPRA Paper 89806, University Library of Munich, Germany.
    11. Eric Olson & Andrew T. Young, 2015. "Discretionary monetary policy, quantitative easing and the decline in US labor share," Economics and Business Letters, Oviedo University Press, vol. 4(2), pages 63-78.
    12. Mehdi el Herradi & Jakob de Haan & Aurélien Leroy, 2020. "Inflation and the Income Share of the Rich: Evidence for 12 OECD Countries," CESifo Working Paper Series 8203, CESifo.
    13. Bojanic, Antonio N., 2018. "The impact of fiscal decentralization on growth, inflation and inequality in the Americas," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
    14. Anson Au, 2023. "Reassessing the econometric measurement of inequality and poverty: toward a cost-of-living approach," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
    15. Peter Dietsch, 2021. "Money creation, debt, and justice," Politics, Philosophy & Economics, , vol. 20(2), pages 151-179, May.
    16. Ha,Jongrim & Ivanova,Anna & Ohnsorge,Franziska Lieselotte & Unsal Portillo Ocando,Derya Filiz, 2019. "Inflation : Concepts, Evolution, and Correlates," Policy Research Working Paper Series 8738, The World Bank.
    17. Pierre Monnin & Alexander Barkawi, 2015. "Monetary Policy and Sustainability. The Case of Bangladesh," Discussion Notes 1501, Council on Economic Policies.
    18. Raymond Kofi Adjei & Veronika Kajurová, 2021. "What Affects Income in Sub-Saharan Africa?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(2), pages 223-237.
    19. Klachkova, O. & Solonina, D., 2022. "The impact of financial development on income inequality in the Russian regions," Journal of the New Economic Association, New Economic Association, vol. 54(2), pages 94-110.
    20. Biruk Birhanu Ashenafi & Yan Dong, 2024. "Decomposing the impact of financial openness on finance and income inequality: principle vs. outcome-based approaches from Africa," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-32, April.
    21. Bucevska Vesna, 2019. "Determinants of Income Inequality in EU Candidate Countries: A Panel Analysis," Economic Themes, Sciendo, vol. 57(4), pages 397-413, December.
    22. Voinea, L. & Lovin, H. & Cojocaru, A., 2018. "The impact of inequality on the transmission of monetary policy," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 236-250.
    23. N'Yilimon Nantob, 2015. "Income Inequality and Inflation in Developing Countries: An Empirical Investigation," Economics Bulletin, AccessEcon, vol. 35(4), pages 2888-2902.
    24. Arkadiusz Sieron, 2017. "Inflation and Income Inequality," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(6), pages 633-645.
    25. Zhandos Ybrayev, 2022. "Distributional Consequences of Monetary Policy in Emerging Economies: Dollarization, Domestic Inflation, and Income Divergence," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 64(2), pages 186-210, June.
    26. John C. Anyanwu, 2016. "Empirical Analysis of the Main Drivers of Income Inequality in Southern Africa," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 337-364, November.
    27. Luca Agnello & Giorgio Fazio & Ricardo M. Sousa, 2016. "National fiscal consolidations and regional inequality in Europe," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 9(1), pages 59-80.
    28. PINSHI, Christian P., 2022. "Inflation-Forecast Targeting: A New Framework for Monetary Policy?," MPRA Paper 111709, University Library of Munich, Germany.

  6. Pierre Monnin & Dr. Terhi Jokipii, 2010. "The Impact of Banking Sector Stability on the Real Economy," Working Papers 2010-05, Swiss National Bank.

    Cited by:

    1. Kabir Md. Nurul & Andrew C. Worthington, 2015. "The â competitionâ stability/fragilityâ nexus: A comparative analysis of Islamic and conventional banks," Discussion Papers in Finance finance:201513, Griffith University, Department of Accounting, Finance and Economics.
    2. Mittnik, Stefan & Semmler, Willi, 2013. "The real consequences of financial stress," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1479-1499.
    3. Boulanouar, Zakaria & Alqahtani, Faisal & Hamdi, Besma, 2021. "Bank ownership, institutional quality and financial stability: evidence from the GCC region," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
    4. Ozili, Peterson K, 2019. "Determinants of Banking Stability in Nigeria," MPRA Paper 94092, University Library of Munich, Germany.
    5. Seyed Alireza Athari & Farid Irani, 2022. "Does the country’s political and economic risks trigger risk-taking behavior in the banking sector: a new insight from regional study," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 11(1), pages 1-10, December.
    6. Mittnik, Stefan & Semmler, Willi, 2018. "Overleveraging, Financial Fragility, And The Banking–Macro Link: Theory And Empirical Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 22(1), pages 4-32, January.
    7. Pedro Albuquerque & Wassim Rajhi, 2019. "Banking stability, natural disasters, and state fragility: Panel VAR evidence from developing countries," Post-Print hal-02270791, HAL.
    8. Nahid Ferdousi & Tuli Chakma & Md. Raseduzzaman, 2014. "An Empirical Analysis between Banking Sector Development and Growth Rate of GDP in Bangladesh," International Journal of Financial Economics, Research Academy of Social Sciences, vol. 2(3), pages 94-113.
    9. Mihai, Marius M. & Mansur, Iqbal, 2022. "Forecasting crash risk in U.S. bank returns—The role of credit booms," Journal of Corporate Finance, Elsevier, vol. 76(C).
    10. Guarda, Paolo & Rouabah, Abdelaziz & Theal, John, 2012. "An MVAR framework to capture extreme events in macro-prudential stress tests," Working Paper Series 1464, European Central Bank.
    11. Wan-Chien Chiu & Juan Ignacio Pe~na & Chih-Wei Wang, 2022. "Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects," Papers 2202.02276, arXiv.org.
    12. Robert Stewart & Murshed Chowdhury & Vaalmikki Arjoon, 2021. "Bank stability and economic growth: trade-offs or opportunities?," Empirical Economics, Springer, vol. 61(2), pages 827-853, August.
    13. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
    14. Ashraf, Dawood & Rizwan, Muhammad Suhail & L’Huillier, Barbara, 2016. "A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation," Journal of Financial Stability, Elsevier, vol. 25(C), pages 47-57.
    15. R. Rupeika-Apoga & S.H. Zaidi & Y.E. Thalassinos & E.I. Thalassinos, 2018. "Bank Stability: The Case of Nordic and Non-Nordic Banks in Latvia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 39-55.
    16. Ma, Yu & Zhang, Yang & Ji, Qiang, 2021. "Do oil shocks affect Chinese bank risk?," Energy Economics, Elsevier, vol. 96(C).
    17. Vasile Dedu & Dan-Costin Nițescu & Maria-Alexandra Cristea, 2021. "The Impact of Macroeconomic, Social and Governance Factors on the Sustainability and Well-Being of the Economic Environment and the Robustness of the Banking System," Sustainability, MDPI, vol. 13(10), pages 1-13, May.
    18. Rizvi, Syed Aun R. & Narayan, Paresh Kumar & Sakti, Ali & Syarifuddin, Ferry, 2020. "Role of Islamic banks in Indonesian banking industry: an empirical exploration," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    19. José Alejandro Fernández Fernández & Virginia Bejarano Vázquez & Juan Antonio Vicente Virseda, 2021. "New Approach to Financial and Economic Stability in the United States from a Banking Perspective," Economic Papers, The Economic Society of Australia, vol. 40(1), pages 54-72, March.
    20. Taiwo Akinlo, 2019. "The causal relationship between financial development and real sector in sub-Saharan Africa (1986–2015)," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(1), pages 116-142, June.
    21. Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
    22. Ozili, Peterson K, 2018. "Banking Stability Determinants in Africa," MPRA Paper 101825, University Library of Munich, Germany.
    23. Trofimov, Ivan D. & Md. Aris, Nazaria & Ying Ying, Jovena Kho, 2018. "Determinants of Commercial Banks' Profitability in Malaysia," MPRA Paper 85598, University Library of Munich, Germany.
    24. Brewer, Elijah & Deshmukh, Sanjay & Opiela, Timothy P., 2014. "Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies," Journal of Financial Stability, Elsevier, vol. 15(C), pages 230-240.
    25. Yılmaz Bayar & Murat Gündüz & Funda H. Sezgin, 2019. "Banking Sector Instability and Economic Growth: Evidence from Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 7(2), pages 263-274, December.
    26. Stephen Oluwafemi Adeusi & Olufemi Adewale Aluko, 2015. "Relevance of Financial Sector Development on Real Sector Productivity: 21st Century Evidence from Nigerian Industrial Sector," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(6), pages 118-132, June.
    27. Seyed Alireza Athari, 2022. "Financial Inclusion, Political Risk, and Banking Sector Stability: Evidence from Different Geographical Regions," Economics Bulletin, AccessEcon, vol. 42(1), pages 99-108.
    28. Kabir, Md Nurul & Miah, Mohammad Dulal & Ali, Searat & Sharma, Parmendra, 2020. "Institutional and foreign ownership vis-à-vis default risk: Evidence from Japanese firms," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 469-493.
    29. Al-Shboul, Mohammad & Maghyereh, Aktham & Hassan, Abul & Molyneux, Phillip, 2020. "Political risk and bank stability in the Middle East and North Africa region," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    30. Mr. Ananthakrishnan Prasad & Heba Abdel Monem & Pilar Garcia Martinez, 2016. "Macroprudential Policy and Financial Stability in the Arab Region," IMF Working Papers 2016/098, International Monetary Fund.
    31. Sardar Shaker Ibrahim & Odunayo Magret Olarewaju, 2019. "Higher Institution Students and the Un-banked Rate in Duhok City, Iraq? Evidence from a Survey Analysis," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 8(3), pages 13-20, July.
    32. Nafis Alam & Ganesh Sivarajah & Muhammad Ishaq Bhatti, 2021. "Do Deposit Insurance Systems Promote Banking Stability?," IJFS, MDPI, vol. 9(3), pages 1-22, September.
    33. Ekkehard Ernst, 2019. "Finance and Jobs: How Financial Markets and Prudential Regulation Shape Unemployment Dynamics," JRFM, MDPI, vol. 12(1), pages 1-30, January.
    34. Muhammad Suhail Rizwan & Muhammad Moinuddin & Barbara L’Huillier & Dawood Ashraf, 2018. "Does a one-size-fits-all approach to financial regulations alleviate default risk? The case of dual banking systems," Journal of Regulatory Economics, Springer, vol. 53(1), pages 37-74, February.
    35. Yilmaz Bayar & Djula Borozan & Marius Dan Gavriletea, 2021. "Banking sector stability and economic growth in post‐transition European Union countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 949-961, January.
    36. Khan, Mohammad Azeem & Ahmad, Wasim, 2022. "Fresh evidence on the relationship between market power and default risk of Indian banks," Finance Research Letters, Elsevier, vol. 46(PA).
    37. Cristian Barra & Nazzareno Ruggiero, 2021. "The role of nonlinearity on the financial development–economic performance nexus: an econometric application to Italian banks," Empirical Economics, Springer, vol. 60(5), pages 2293-2322, May.
    38. Wan†Chien Chiu & Juan Ignacio Peña & Chih†Wei Wang, 2015. "Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects," European Financial Management, European Financial Management Association, vol. 21(5), pages 833-866, November.
    39. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
    40. Willi Semmler & Stefan Mittnik, 2012. "Estimating a Banking-Macro Model for Europe Using a Multi-Regime VAR," EcoMod2012 4122, EcoMod.
    41. Abildgren, Kim, 2012. "Business cycles, monetary transmission and shocks to financial stability: empirical evidence from a new set of Danish quarterly national accounts 1948-2010," Working Paper Series 1458, European Central Bank.
    42. Angeloni, Ignazio & Kasinger, Johannes & Chantawit Tantasith, 2021. "The geography of banks in the United States (1990-2020)," SAFE Working Paper Series 321, Leibniz Institute for Financial Research SAFE.
    43. Alawin, M. & Al-Muhaissen, T. & Merza, E., 2013. "The Relationship between Real and Banking Sectors in Jordan," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 13(2), pages 129-134.
    44. Marwa Elnahass & Mohamed Marie & Mohammed Elgammal, 2022. "Terrorist attacks and bank financial stability: evidence from MENA economies," Review of Quantitative Finance and Accounting, Springer, vol. 59(1), pages 383-427, July.
    45. Frank Antwi & Mercy Kwakye, 2022. "Modelling the effect of bank performance on financial stability: Fresh evidence from africa," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 11(7), pages 143-151, October.
    46. Wassim Rajhi, 2015. "Islamic Banks and Financial Stability: A Quantile Estimation," Economics Bulletin, AccessEcon, vol. 35(4), pages 2846-2852.
    47. 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).
    48. Zabavnik, Darja & Verbič, Miroslav, 2021. "Relationship between the financial and the real economy: A bibliometric analysis," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 55-75.
    49. Jayakumar, Manju & Pradhan, Rudra P. & Dash, Saurav & Maradana, Rana P. & Gaurav, Kunal, 2018. "Banking competition, banking stability, and economic growth: Are feedback effects at work?," Journal of Economics and Business, Elsevier, vol. 96(C), pages 15-41.
    50. Kaodui Li & Yusheng Kong & Sampson Agyapong Atuahene & Geoffrey Bentum-Micah & Michael Kwakye Agyapong, 2020. "Corporate Governance and Banking Stability: The Case of Universal Banks in Ghana," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(Special 1), pages 325-352.

  7. Pierre Monnin, "undated". "Are stock markets really like beauty contests? Empirical evidence of higher order belief's impact on asset prices," IEW - Working Papers 202, Institute for Empirical Research in Economics - University of Zurich.

    Cited by:

    1. Fehr, Ernst & Fischbacher, Urs & Kosfeld, Michael, 2005. "Neuroeconomic Foundation of Trust and Social Preferences," CEPR Discussion Papers 5127, C.E.P.R. Discussion Papers.
    2. Bruno S. Frey & Simon Luechinger & Alois Stutzer, 2004. "Calculating Tragedy: Assessing the Costs of Terrorism," CESifo Working Paper Series 1341, CESifo.
    3. Falk, Armin & Fehr, Ernst & Zehnder, Christian, 2005. "The Behavioral Effects of Minimum Wages," IZA Discussion Papers 1625, Institute of Labor Economics (IZA).
    4. Tania Singer & Ernst Fehr, 2005. "The Neuroeconomics of Mind Reading and Empathy," American Economic Review, American Economic Association, vol. 95(2), pages 340-345, May.
    5. Sara Negrelli, 2018. "Bubbles and Persuasion with Second Order Uncertainty," BAFFI CAREFIN Working Papers 1876, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    6. Negrelli, Sara, 2020. "Bubbles and persuasion with uncertainty over market sentiment," Games and Economic Behavior, Elsevier, vol. 120(C), pages 67-85.

Articles

  1. Bingler, Julia Anna & Colesanti Senni, Chiara & Monnin, Pierre, 2022. "Understand what you measure: Where climate transition risk metrics converge and why they diverge," Finance Research Letters, Elsevier, vol. 50(C).

    Cited by:

    1. Zhang, Qiyu & Ding, Rong & Chen, Ding & Zhang, Xiaoxiang, 2023. "The effects of mandatory ESG disclosure on price discovery efficiency around the world," International Review of Financial Analysis, Elsevier, vol. 89(C).
    2. Ricardo Crisostomo, 2022. "Measuring Transition Risk in Investment Funds," Papers 2210.15329, arXiv.org, revised Dec 2022.

  2. Emanuele Campiglio & Yannis Dafermos & Pierre Monnin & Josh Ryan-Collins & Guido Schotten & Misa Tanaka, 2018. "Climate change challenges for central banks and financial regulators," Nature Climate Change, Nature, vol. 8(6), pages 462-468, June.
    See citations under working paper version above.
  3. Jokipii, Terhi & Monnin, Pierre, 2013. "The impact of banking sector stability on the real economy," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1-16.
    See citations under working paper version above.
  4. Awudu Abdulai & Pierre Monnin & Jacques Gerber, 2008. "Joint estimation of information acquisition and adoption of new technologies under uncertainty," Journal of International Development, John Wiley & Sons, Ltd., vol. 20(4), pages 437-451.

    Cited by:

    1. Mary Thuo & Alexandra Bell & Boris Bravo-Ureta & Michée Lachaud & David Okello & Evelyn Okoko & Nelson Kidula & Carl Deom & Naveen Puppala, 2014. "Effects of social network factors on information acquisition and adoption of improved groundnut varieties: the case of Uganda and Kenya," Agriculture and Human Values, Springer;The Agriculture, Food, & Human Values Society (AFHVS), vol. 31(3), pages 339-353, September.
    2. Sauer, Johannes & Zilberman, David, 2009. "Innovation behaviour at farm level: Selection and identification," 49th Annual Conference, Kiel, Germany, September 30-October 2, 2009 53276, German Association of Agricultural Economists (GEWISOLA).
    3. Sauer, J. & Zilbermann, D., 2010. "Innovation Behaviour At Farm Level – Selection And Identification," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 45, March.
    4. Ullah, Ayat & Arshad, Muhammad & Kächele, Harald & Zeb, Alam & Mahmood, Nasir & Müller, Klaus, 2020. "Socio-economic analysis of farmers facing asymmetric information in inputs markets: evidence from the rainfed zone of Pakistan," Technology in Society, Elsevier, vol. 63(C).
    5. Tessema, Yohannis Mulu & Asafu-Adjaye, John & Kassie, Menale & Mallawaarachchi, Thilak, 2016. "Do neighbours matter in technology adoption? The case of conservation tillage in northwest Ethiopia," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 11(3).
    6. Mariano, Marc Jim & Villano, Renato & Fleming, Euan, 2012. "Factors influencing farmers’ adoption of modern rice technologies and good management practices in the Philippines," Agricultural Systems, Elsevier, vol. 110(C), pages 41-53.
    7. Adams, Abdulai & Jumpah, Emmanuel Tetteh & Caesar, Livingstone Divine, 2021. "The nexuses between technology adoption and socioeconomic changes among farmers in Ghana," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
    8. Jose Funes & Laixiang Sun & Fernando Sedano & Giovanni Baiocchi & Todd Benson, 2022. "Social interaction and geographic diffusion of iron‐biofortified beans in Rwanda," Agricultural Economics, International Association of Agricultural Economists, vol. 53(4), pages 503-528, July.
    9. Sauer, Johannes & Zilberman, David D., 2009. "Innovation behaviour at micro level - selection and identification," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6t49r0fh, Department of Agricultural & Resource Economics, UC Berkeley.
    10. Owusu, Victor & Adjei-Addo, Emmanuel & Sundberg, Cecilia, 2013. "Do economic incentives affect attitudes to solid waste source separation? Evidence from Ghana," Resources, Conservation & Recycling, Elsevier, vol. 78(C), pages 115-123.
    11. Weyori, Alirah Emmanuel, 2021. "Are integrated livestock disease-management practices complements or substitutes? The case of AAT control in rural Ethiopia," African Journal of Agricultural and Resource Economics, African Association of Agricultural Economists, vol. 16(3), September.
    12. Tesfamicheal Wossen & Thomas Berger & Salvatore Di Falco, 2015. "Social capital, risk preference and adoption of improved farm land management practices in Ethiopia," Agricultural Economics, International Association of Agricultural Economists, vol. 46(1), pages 81-97, January.
    13. Sadick Mohammed & Awudu Abdulai, 2022. "Heterogeneity in returns to agricultural technologies with incomplete diffusion: Evidence from Ghana," Review of Development Economics, Wiley Blackwell, vol. 26(1), pages 323-353, February.
    14. Owusu, Victor & Abdulai, Awudu, 2009. "Joint Adoption of Safer Irrigation Technologies under Uncertainty: Evidence from Ghana," MPRA Paper 43822, University Library of Munich, Germany.

  5. Christian Hott & Pierre Monnin, 2008. "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 427-450, May.

    Cited by:

    1. Christian Hott & Dr. Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
    2. Hertrich Markus, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
    3. Ling Zhang & Wenlong Bian & Hao Zhang, 2019. "Dissecting the myth of the house price in Chinese metropolises: allowing for behavioral heterogeneity among investors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 721-740, December.
    4. Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman, 2016. "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 419-449, November.
    5. Mimi Liu & Jeremy Clark, 2017. "The effect of the price or rental cost of housing on family size: a theoretical analysis with reference to New Zealand," New Zealand Economic Papers, Taylor & Francis Journals, vol. 51(3), pages 281-301, September.
    6. Hott, C., 2011. "Lending behavior and real estate prices," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2429-2442, September.
    7. Brent W. Ambrose & Piet Eichholtz & Thies Lindenthal, 2013. "House Prices and Fundamentals: 355 Years of Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 477-491, March.
    8. Chang, Kuang-Liang & Chen, Nan-Kuang & Leung, Charles Ka Yui, 2009. "Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock," MPRA Paper 23514, University Library of Munich, Germany.
    9. Laurin Frederic, 2011. "The Real Estate Conundrum in the CEE Office Markets: Thinking Too Big?," EERC Working Paper Series 11/07e, EERC Research Network, Russia and CIS.
    10. Hott, Christian, 2013. "A model of mortgage losses and its applications for macroprudential instruments," Discussion Papers 34/2013, Deutsche Bundesbank.
    11. Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2011. "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," CeNDEF Working Papers 11-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    12. Monica Azqueta-Gavaldon & Gonzalo Azqueta-Gavaldon & Inigo Azqueta-Gavaldon & Andres Azqueta-Gavaldon, 2020. "Developing a real estate yield investment deviceusing granular data and machine learning," Papers 2008.02629, arXiv.org.
    13. Kouwenberg, Roy & Zwinkels, Remco, 2014. "Forecasting the US housing market," International Journal of Forecasting, Elsevier, vol. 30(3), pages 415-425.
    14. Dirk Drechsel & Anne Kathrin Funk, 2017. "Time-Varying and Regional Dynamics in Swiss Housing Markets," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 153(1), pages 37-72, January.
    15. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 435-492.
    16. Kyungwon Kim & Jae Wook Song, 2018. "Managing Bubbles in the Korean Real Estate Market: A Real Options Framework," Sustainability, MDPI, vol. 10(8), pages 1-25, August.
    17. Dirk Drechsel, 2015. "Housing Cycles in Switzerland - A Time-Varying Approach," KOF Working papers 15-381, KOF Swiss Economic Institute, ETH Zurich.
    18. John Fry & McMillan David, 2015. "Stochastic modelling for financial bubbles and policy," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1002152-100, December.
    19. Christian Hott, 2007. "Explaining house price fluctuations," Proceedings 1055, Federal Reserve Bank of Chicago.
    20. Ansgar Belke & Jonas Keil, 2018. "Fundamental Determinants of Real Estate Prices: A Panel Study of German Regions," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(1), pages 25-45, February.
    21. Fengyun Liu & Deqiang Liu & Reza Malekian & Zhixiong Li & Deqing Wang, 2017. "A measurement model for real estate bubble size based on the panel data analysis: An empirical case study," PLOS ONE, Public Library of Science, vol. 12(3), pages 1-26, March.
    22. Sofia F. Franco & W. Bowman Cutter, 2016. "The determinants of non-residential real estate values with special reference to local environmental goods," Nova SBE Working Paper Series wp603, Universidade Nova de Lisboa, Nova School of Business and Economics.
    23. Christian Hott, 2009. "Banks and Real Estate Prices," Working Papers 2009-08, Swiss National Bank.
    24. Bell, Adrian R. & Brooks, Chris & Killick, Helen, 2022. "The first real estate bubble? Land prices and rents in medieval England c. 1300–1500," Research in International Business and Finance, Elsevier, vol. 62(C).
    25. Figurska Marta & Wisniewski Radoslaw, 2016. "Fundamental Analysis – Possiblity of Application on the Real Estate Market," Real Estate Management and Valuation, Sciendo, vol. 24(4), pages 35-46, December.
    26. Wai-Mun Chia & Mengling Li & Huanhuan Zheng, 2017. "Behavioral heterogeneity in the Australian housing market," Applied Economics, Taylor & Francis Journals, vol. 49(9), pages 872-885, February.
    27. Chang, Yuk Ying & Anderson, Hamish & Shi, Song, 2018. "China and international housing price growth," China Economic Review, Elsevier, vol. 50(C), pages 294-312.
    28. Brzezicka, Justyna & Wisniewski, Radoslaw & Figurska, Marta, 2018. "Disequilibrium in the real estate market: Evidence from Poland," Land Use Policy, Elsevier, vol. 78(C), pages 515-531.
    29. Yuen-Meng Wong, 2016. "Malaysia REITs: First Decade Development and Returns Characteristics," International Real Estate Review, Global Social Science Institute, vol. 19(3), pages 371-409.
    30. Juan Huang & Geoffrey Qiping Shen, 2017. "Residential housing bubbles in Hong Kong: identification and explanation based on GSADF test and dynamic probit model," Journal of Property Research, Taylor & Francis Journals, vol. 34(2), pages 108-128, April.
    31. Bergman, U. Michael & Sørensen, Peter Birch, 2021. "The interaction of actual and fundamental house prices: A general model with an application to Sweden," Journal of Housing Economics, Elsevier, vol. 54(C).
    32. John Fry & Andrew Brint, 2017. "Bubbles, Blind-Spots and Brexit," Risks, MDPI, vol. 5(3), pages 1-15, July.
    33. Frederic Laurin & John-John D'Argensio & Thea Goginashvili, 2010. "The Real Estate Conundrum in the CEE Office Markets: Thinking Too Big?," Working Papers 10-001, International School of Economics at TSU, Tbilisi, Republic of Georgia.

Chapters

  1. Nicole Allenspach & Pierre Monnin, 2009. "International Integration, Common Exposure and Systemic Risk in the Banking Sector," World Scientific Book Chapters, in: Douglas D Evanoff & David S Hoelscher & George G Kaufman (ed.), Globalization And Systemic Risk, chapter 16, pages 233-249, World Scientific Publishing Co. Pte. Ltd..

    Cited by:

    1. Xin Huang & Hao Zhou & Haibin Zhu, 2009. "A Framework for Assessing the Systemic Risk of Major Financial Institutions," BIS Working Papers 281, Bank for International Settlements.
    2. Patro, Dilip K. & Qi, Min & Sun, Xian, 2013. "A simple indicator of systemic risk," Journal of Financial Stability, Elsevier, vol. 9(1), pages 105-116.
    3. Fuad Aleskerov & Natalia Meshcheryakova & Alisa Nikitina & Sergey Shvydun, 2016. "Key Borrowers Detection by Long-Range Interactions," HSE Working papers WP BRP 56/FE/2016, National Research University Higher School of Economics.
    4. Yang, Hsin-Feng & Liu, Chih-Liang & Yeutien Chou, Ray, 2020. "Bank diversification and systemic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 311-326.
    5. Rodríguez-Moreno, María & Peña, Juan Ignacio, 2010. "Systemic risk measures: the simpler the better," DEE - Working Papers. Business Economics. WB 9291, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    6. Toni Gravelle & Fuchun Li, 2011. "Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach," Staff Working Papers 11-19, Bank of Canada.

  2. Elke Hanschel & Pierre Monnin, 2005. "Measuring and forecasting stress in the banking sector: evidence from Switzerland," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 431-49, Bank for International Settlements.

    Cited by:

    1. 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.
    2. Hertrich Markus, 2019. "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, vol. 20(4), pages 759-794, December.
    3. 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.
    4. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar, 2015. "Financial Soundness Index for the Private Corporate Sector in Colombia," Borradores de Economia 13415, Banco de la Republica.
    5. Olga Miroshnichenko & Elena Iakovleva & Natalia Voronova, 2022. "Banking Sector Profitability: Does Household Income Matter?," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
    6. 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.
    7. Matteo Foglia & Eliana Angelini, 2019. "An explorative analysis of Italy banking financial stability," Economics Bulletin, AccessEcon, vol. 39(2), pages 1294-1308.
    8. Samia Nasreen & Sofia Anwar, 2020. "Financial Stability And The Role Of Economic And Financial Integration In South Asia: Evidence From Time-Series Data," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 303-333, March.
    9. Marco Sorge, 2004. "Stress-testing financial systems: an overview of current methodologies," BIS Working Papers 165, Bank for International Settlements.
    10. Albert, Jose Ramon G. & Schou-Zibell, Lotte & Song, Lei Lei, 2012. "A Macroprudential Framework for Monitoring and Examining Financial Soundness," Discussion Papers DP 2012-22, Philippine Institute for Development Studies.
    11. Vîntu, Denis & Negotei, Ioana-Alina, 2018. "Analysis of Financial Stability: The Construction of a New Composite Financial Stability Index for Euro Area," MPRA Paper 107625, University Library of Munich, Germany, revised 15 Apr 2018.
    12. Ini S Udom & Sani Ibrahim Doguwa, 2015. "Generating a composite index to support monetary and financial stability analysis in Nigeria," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
    13. Emmanuel C. Mamatzakis & Mike G. Tsionas, 2021. "A Bayesian panel stochastic volatility measure of financial stability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5363-5384, October.
    14. Hussin Abdullah & Jauhari Dahalan & Khaw Lee Hwei & Mohammed Umar & Md Mohan Uddin, 2017. "Malaysian Financial Stress Index and Assessing its Impacts on the Economy," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 227-235.
    15. Lepers, Etienne & Sánchez Serrano, Antonio, 2017. "Decomposing financial (in)stability in emerging economies," ESRB Working Paper Series 39, European Systemic Risk Board.
    16. Jahn, Nadya & Kick, Thomas, 2012. "Early warning indicators for the German banking system: A macroprudential analysis," Discussion Papers 27/2012, Deutsche Bundesbank.
    17. Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika, 2018. "The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon," MPRA Paper 116054, University Library of Munich, Germany.
    18. Abdelaziz Rouabah & John Theal, 2010. "Stress testing: The impact of shocks on the capital needs of the Luxembourg banking sector," BCL working papers 47, Central Bank of Luxembourg.
    19. 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.
    20. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
    21. Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
    22. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
    23. Claudio Borio & Mathias Drehmann, 2009. "Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences," Working Papers Central Bank of Chile 544, Central Bank of Chile.
    24. Azamat Abdymomunov, 2013. "Regime-switching measure of systemic financial stress," Annals of Finance, Springer, vol. 9(3), pages 455-470, August.
    25. 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.).
    26. Amira Dridi & Mohamed El Ghourabi & Mohamed Limam, 2012. "On monitoring financial stress index with extreme value theory," Quantitative Finance, Taylor & Francis Journals, vol. 12(3), pages 329-339, March.
    27. Diamandis, Panayiotis F. & Drakos, Anastassios A. & Kouretas, Georgios P. & Zarangas, Leonidas, 2011. "Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 165-176, June.
    28. Urs W. Birchler & Matteo Facchinetti, 2007. "Can Bank Supervisors Rely on Market Data? A Critical Assessment from a Swiss Perspective," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(II), pages 95-132, June.
    29. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar, 2015. "Financial Soundness Index for the Private Corporate Sector in Colombia," Temas de Estabilidad Financiera 82, Banco de la Republica de Colombia.
    30. Evgenidis, Anastasios & Tsagkanos, Athanasios, 2017. "Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 69-81.
    31. 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.
    32. Markus Behn & Carsten Detken & Tuomas Peltonen & Willem Schudel, 2017. "Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 147-189, December.
    33. 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.
    34. Katarzyna Kubiszewska, 2018. "Interdependence of Ratios in Banking Stability Pentagon (Wspolzaleznosc wskaznikow w Pieciokacie Stabilnosci Bankowej)," Research Reports, University of Warsaw, Faculty of Management, vol. 2(28), pages 65-79.
    35. Illing, Mark & Liu, Ying, 2006. "Measuring financial stress in a developed country: An application to Canada," Journal of Financial Stability, Elsevier, vol. 2(3), pages 243-265, October.
    36. Jaimes Caruana, 2013. "Measuring Systemic Risk," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 9, Edward Elgar Publishing.
    37. Miroslav Misina & Greg Tkacz, 2009. "Credit, Asset Prices, and Financial Stress," International Journal of Central Banking, International Journal of Central Banking, vol. 5(4), pages 95-122, December.
    38. Zulkhibri, Muhamed & Ismail, Abdul Ghafar, 2017. "Stress Testing Frameworks and Practices in Dual Banking System: A Preliminary Assessment," Policy Papers 2017-6, The Islamic Research and Teaching Institute (IRTI).
    39. Gunther Tichy, 2020. "Zur Prognostizierbarkeit von Krisen," WIFO Monatsberichte (monthly reports), WIFO, vol. 93(3), pages 193-206, March.
    40. Nadri , Kamran & Ebrahimi , Sajad & Fadaie , Abbas, 2018. "An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(2), pages 125-151, April.
    41. Kamila Tomczak, 2023. "Transmission of the 2007–2008 financial crisis in advanced countries of the European Union," Bulletin of Economic Research, Wiley Blackwell, vol. 75(1), pages 40-64, January.
    42. Cevik, Emrah Ismail & Dibooglu, Sel & Kenc, Turalay, 2013. "Measuring financial stress in Turkey," Journal of Policy Modeling, Elsevier, vol. 35(2), pages 370-383.
    43. Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung & Conseil d'Analyse Écon (ed.), 2010. "Monitoring economic performance, quality of life and sustainability. Joint report as requested by the Franco-German Ministerial Council," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75366, April.
    44. Conseil d'Analyse Économique & Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwi (ed.), 2010. "Evaluer la performance économique, le bien-être et la soutenabilité. Rapport du Conseil d'analyse économique et du Conseil allemand des experts en économie," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75369, April.
    45. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.
    46. 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).
    47. 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.
    48. Albulescu, Claudiu Tiberiu, 2010. "Forecasting The Romanian Financial System Stability Using A Stochastic Simulation Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 81-98, March.
    49. Efthymios G. Tsionas, 2014. "On modeling banking risk," Working Papers 183, Bank of Greece.
    50. Park, Cyn-Young & Mercado, Jr., Rogelio V., 2013. "Determinants of Financial Stress in Emerging Market Economies," ADB Economics Working Paper Series 356, Asian Development Bank.
    51. Dairo Estrada & Miguel Ángel Morales Mosquera, 2009. "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
    52. Indranarain Ramlall, 2015. "Mauritius Financial System Stress Index: Estimating the Costs of the Subprime Crisis," Journal of African Business, Taylor & Francis Journals, vol. 16(3), pages 235-271, September.
    53. Huotari, Jarkko, 2015. "Measuring financial stress – A country specific stress index for Finland," Bank of Finland Research Discussion Papers 7/2015, Bank of Finland.
    54. George Apostolakis & Athanasios P. Papadopoulos, 2019. "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, vol. 30(1), pages 157-178, February.
    55. Miroslav Misina & Greg Tkacz, 2008. "Credit, Asset Prices, and Financial Stress in Canada," Staff Working Papers 08-10, Bank of Canada.
    56. Sorge, Marco & Virolainen, Kimmo, 2006. "A comparative analysis of macro stress-testing methodologies with application to Finland," Journal of Financial Stability, Elsevier, vol. 2(2), pages 113-151, June.
    57. 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.
    58. Hayet Abbad & Mohamed Achouche & Yamina Tadjeddine, 2015. "Evaluation du système financier Algérien : Construction d’un indice agrégé de stabilité bancaire," Working Papers hal-04141394, HAL.
    59. Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
    60. Apostolakis, George & Papadopoulos, Athanasios P., 2015. "Financial stress spillovers across the banking, securities and foreign exchange markets," Journal of Financial Stability, Elsevier, vol. 19(C), pages 1-21.
    61. Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2013. "Measuring financial stress in transition economies," Journal of Financial Stability, Elsevier, vol. 9(4), pages 597-611.
    62. Sadia Babar & Rashid Latief & Sumaira Ashraf & Sania Nawaz, 2019. "Financial Stability Index for the Financial Sector of Pakistan," Economies, MDPI, vol. 7(3), pages 1-24, August.
    63. Apostolakis, George & Papadopoulos, Athanasios P., 2014. "Financial stress spillovers in advanced economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 128-149.
    64. 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.
    65. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
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