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Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework

In: Financial Stability, Monetary Policy, and Central Banking

  • Dale F. Gray

    (International Monetary Fund)

  • Robert C. Merton

    (Harvard University)

  • Zvi Bodie

    (Boston University)

No abstract is available for this item.

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File URL: http://www.bcentral.cl/estudios/banca-central/pdf/v15/Vol15_125-157.pdf
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This chapter was published in: Rodrigo Alfaro (ed.) Financial Stability, Monetary Policy, and Central Banking, , chapter 05, pages 125-157, 2011.
This item is provided by Central Bank of Chile in its series Central Banking, Analysis, and Economic Policies Book Series with number v15c05pp000-000.
Handle: RePEc:chb:bcchsb:v15c05pp000-000
Contact details of provider: Postal: Casilla No967, Santiago
Phone: (562) 670 2000
Fax: (562) 698 4847
Web page: http://www.bcentral.cl/
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  1. Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005. "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England.
  2. Longstaff, Francis A & Schwartz, Eduardo S, 1995. " A Simple Approach to Valuing Risky Fixed and Floating Rate Debt," Journal of Finance, American Finance Association, vol. 50(3), pages 789-819, July.
  3. Dale F. Gray & Elena Loukoianova & Samuel W. Malone & Cheng Hoon Lim, 2008. "A Risk-Based Debt Sustainability Framework; Incorporating Balance Sheets and Uncertainty," IMF Working Papers 08/40, International Monetary Fund.
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