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Christian E. Castro

Personal Details

First Name:Christian
Middle Name:E.
Last Name:Castro
Suffix:
RePEc Short-ID:pca1236
[This author has chosen not to make the email address public]

Affiliation

Banco de España

Madrid, Spain
http://www.bde.es/

:


RePEc:edi:bdegves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España;Working Papers Homepage.
  2. Kurt A. Desender & Sergio A. Escamilla de Leon & Christian E. Castro, 2006. "Earnings Management and Culture Values," Working Papers 0801, Departament Empresa, Universitat Autònoma de Barcelona, revised Nov 2007.
  3. Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.

Articles

  1. Julia Giese & Henrik Andersen & Oliver Bush & Christian Castro & Marc Farag & Sujit Kapadia, 2014. "The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 25-47, January.

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

  1. Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España;Working Papers Homepage.

    Cited by:

    1. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, July.
    2. Jorge E. Galán & Javier Mencía, 2018. "Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe," Working Papers 1825, Banco de España;Working Papers Homepage.
    3. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
    4. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España;Occasional Papers Homepage.
    5. Juan Francisco Martínez & Daniel Oda, 2018. "Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies," Working Papers Central Bank of Chile 823, Central Bank of Chile.
    6. Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
    7. 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.
    8. Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
    9. Lukas Pfeifer & Martin Hodula, 2018. "A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example," Working Papers 2018/5, Czech National Bank.
    10. Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
    11. Irma Alonso & Luis Molina, 2019. "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers 1946, Banco de España;Working Papers Homepage.

  2. Kurt A. Desender & Sergio A. Escamilla de Leon & Christian E. Castro, 2006. "Earnings Management and Culture Values," Working Papers 0801, Departament Empresa, Universitat Autònoma de Barcelona, revised Nov 2007.

    Cited by:

    1. Claudia Nadler & Wolfgang Breuer, 2019. "Cultural Finance as a research field: an evaluative survey," Journal of Business Economics, Springer, vol. 89(2), pages 191-220, March.
    2. Houqe, Muhammad Nurul & Monem, Reza M. & Tareq, Mohammad & van Zijl, Tony, 2016. "Secrecy and the impact of mandatory IFRS adoption on earnings quality in Europe," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 476-490.
    3. Huong Dieu Dang, 2018. "National Culture and Corporate Rating Migrations," Risks, MDPI, Open Access Journal, vol. 6(4), pages 1-27, November.
    4. Costel Istrate & Bogdan Robu Ioan, 2014. "L'Analyse De L'Influence Des Composants Des Etats Financiers Sur La Capitalisation Boursière Des Entreprises Roumaines, Dans Les Conditions De La Crise," Post-Print hal-01899159, HAL.
    5. Rabeb RIAHI, 2017. "Pratique de gestion des résultats et culture nationale. Quel lien ?," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 8(2), December.
    6. Lewellyn, Krista B. & Bao, Shuji 'Rosey', 2017. "The role of national culture and corruption on managing earnings around the world," Journal of World Business, Elsevier, vol. 52(6), pages 798-808.
    7. Holderness, Clifford G., 2017. "Culture and the ownership concentration of public corporations around the world," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 469-486.
    8. Ugrin, Joseph C. & Mason, Terry W. & Emley, Anna, 2017. "Culture's consequence: The relationship between income-increasing earnings management and IAS/IFRS adoption across cultures," Advances in accounting, Elsevier, vol. 37(C), pages 140-151.
    9. Huong Dang, 2014. "How dimensions of national culture and institutional characteristics influence sovereign rating migration dynamics," ZenTra Working Papers in Transnational Studies 42 / 2014, ZenTra - Center for Transnational Studies.
    10. Jiandong Ren & Kristina Sendova & Ričardas Zitikis, 2019. "Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”," Risks, MDPI, Open Access Journal, vol. 7(3), pages 1-7, September.
    11. Wijayana, Singgih & Gray, Sidney J., 2018. "Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 134-147.

  3. Verónica Balzarotti & Christian Castro & Andrew Powell, 2004. "Reforming Capital Requirements in Emerging Countries: Calibrating Basel II using Historical Argentine Credit Bureau Data and CreditRisk+," Business School Working Papers capitalreqemerging, Universidad Torcuato Di Tella.

    Cited by:

    1. Powell, Andrew & Mylenko, Nataliya & Miller, Margaret & Majnoni, Giovanni, 2004. "Improving credit information, bank regulation, and supervision : on the role and design of public credit registries," Policy Research Working Paper Series 3443, The World Bank.
    2. Kiguel, Miguel A. & Levy Yeyati, Eduardo & Galindo, Arturo & Panizza, Ugo & Miller, Margaret & Rojas-Suárez, Liliana & Bebczuk, Ricardo N. & López-de-Silanes, Florencio & Bernal, Olver & Auerbach, Pau, 2012. "Unlocking Credit: The Quest for Deep and Stable Bank Lending," IDB Publications (Books), Inter-American Development Bank, number 416.
    3. Majnoni, Giovanni & Miller, Margaret & Powell, Andrew, 2004. "Bank capital and loan loss reserves under Basel II - implications for emerging countries," Policy Research Working Paper Series 3437, The World Bank.
    4. Cristina Betancour & José De Gregorio & Alejandro Jara, 2006. "Improving the banking system: the Chilean experience," BIS Papers chapters, in: Bank for International Settlements (ed.), The banking system in emerging economies: how much progress has been made?, volume 28, pages 163-80, Bank for International Settlements.
    5. Verónica Balzarotti & Fernando Castelpoggi, 2009. "Credit Scoring Models: Missing Information and the Use of Data from a Credit Register," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(56), pages 95-156, October -.

Articles

  1. Julia Giese & Henrik Andersen & Oliver Bush & Christian Castro & Marc Farag & Sujit Kapadia, 2014. "The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 25-47, January.

    Cited by:

    1. Dragos Alexandru DIAMESCU, 2015. "Bank Capital Management – The Countercyclical Reserve," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 414-424, November.
    2. Leroi RAPUTSOANE, 2015. "Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa," Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
    3. Bank for International Settlements, 2016. "Experiences with the ex ante appraisal of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 56, July.
    4. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
    5. Maja Ivanovic & Marijana Mitrovic-Mijatovic & Milena Vucinic, 2017. "The Towards identification of gaps in data availability for maintaining financial stability – the case of Montenegro," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
    6. José Alves & Rita Pereira, 2017. "The Portuguese Households' Indebtedness," Working Papers Department of Economics 2017/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    7. Scott A. Brave & Jose A. Lopez, 2019. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 15(1), pages 1-59, March.
    8. Farrell, Greg, 2014. "Countercyclical capital buffers and real-time credit-to-GDP gap estimates: A South African perspective," MPRA Paper 55368, University Library of Munich, Germany.
    9. John Muellbauer, 2016. "Macroeconomics and Consumption," Economics Series Working Papers Paper 811, University of Oxford, Department of Economics.
    10. Miroslav Plasil & Tomas Konecny & Jakub Seidler & Petr Hlavac, 2015. "In the Quest of Measuring the Financial Cycle," Working Papers 2015/05, Czech National Bank.
    11. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
    12. Leroi Raputsoane, 2014. "Disaggregated Credit Extension and Financial Distress in South Africa," Working Papers 435, Economic Research Southern Africa.
    13. Meller, Barbara & Metiu, Norbert, 2017. "The synchronization of credit cycles," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 98-111.
    14. Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España;Occasional Papers Homepage.
    15. Gregory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2017. "Central banks preferences and banking sector vulnerability," Bank of Estonia Working Papers wp2017-3, Bank of Estonia, revised 25 May 2017.
    16. Eero Tölö & Helinä Laakkonen & Simo Kalatie, 2018. "Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 51-112, March.
    17. Fendel Ralf & Stremmel Hanno, 2016. "Characteristics of Banking Crises: A Comparative Study with Geographical Contagion," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(3), pages 349-388, May.
    18. Rünstler, Gerhard & Vlekke, Marente, 2016. "Business, housing and credit cycles," Working Paper Series 1915, European Central Bank.
    19. Aikman, David & Bridges, Jonathan & Burgess, Stephen & Galletly, Richard & Levina, Iren & O'Neill, Cian & Varadi, Alexandra, 2018. "Measuring risks to UK financial stability," Bank of England working papers 738, Bank of England.
    20. Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
    21. Ionut Mircea, 2015. "Macroprudential policies on banking system," Manager Journal, Faculty of Business and Administration, University of Bucharest, vol. 21(1), pages 86-105, May.
    22. Christian Castro & Ángel Estrada & Jorge Martínez, 2016. "The countercyclical capital buffer in spain: an analysis of key guiding indicators," Working Papers 1601, Banco de España;Working Papers Homepage.
    23. Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017. "Macroprudential policy: A review," Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
    24. Bridges, Jonathan & Jackson, Christopher & McGregor, Daisy, 2017. "Down in the slumps: the role of credit in five decades of recessions," Bank of England working papers 659, Bank of England.
    25. Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.
    26. Miroslav Plasil & Jakub Seidler & Petr Hlavac & Tomas Konecny, 2014. "An Indicator of the Financial Cycle in the Czech Economy," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2013/2014, chapter 0, pages 118-127, Czech National Bank.
    27. Geršl, Adam & Jašová, Martina, 2018. "Credit-based early warning indicators of banking crises in emerging markets," Economic Systems, Elsevier, vol. 42(1), pages 18-31.
    28. R. Barrell & D. Karim & Corrado Macchiarelli, 2017. "Towards an understanding of credit cycles: do all credit booms cause crises?," Working Paper series 17-28, Rimini Centre for Economic Analysis.
    29. Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.

More information

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Statistics

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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 1 paper 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.
  1. NEP-BAN: Banking (1) 2016-02-04
  2. NEP-CBA: Central Banking (1) 2016-02-04
  3. NEP-CFN: Corporate Finance (1) 2016-02-04
  4. NEP-EEC: European Economics (1) 2016-02-04
  5. NEP-MAC: Macroeconomics (1) 2016-02-04
  6. NEP-RMG: Risk Management (1) 2016-02-04

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