Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area
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References listed on IDEAS
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- Upper, Christian & Worms, Andreas, 2002. "Estimating Bilateral Exposures in the German Interbank Market: Is there a Danger of Contagion?," Discussion Paper Series 1: Economic Studies 2002,09, Deutsche Bundesbank.
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More about this item
KeywordsBalance sheet contagion; contingent claims analysis; financial accounts; macro-prudential analysis.; network models; systemic risk;
All these keywords.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E01 - Macroeconomics and Monetary Economics - - General - - - Measurement and Data on National Income and Product Accounts and Wealth; Environmental Accounts
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2010-01-10 (Accounting & Auditing)
- NEP-BAN-2010-01-10 (Banking)
- NEP-BEC-2010-01-10 (Business Economics)
- NEP-CBA-2010-01-10 (Central Banking)
- NEP-EEC-2010-01-10 (European Economics)
- NEP-MAC-2010-01-10 (Macroeconomics)
- NEP-RMG-2010-01-10 (Risk Management)
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