Financial Linkages Across Korean Banks
Download full text from publisher
References listed on IDEAS
- Dale F. Gray & Carlos J. García & Leonardo Luna & Jorge E. Restrepo, 2011.
"Incorporating Financial Sector Risk Into Monetary Policy Models: Application to Chile,"
Central Banking, Analysis, and Economic Policies Book Series,in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 6, pages 159-197
Central Bank of Chile.
- Dale Gray & Carlos García T. & Leonardo Luna B. & Jorge E. Restrepo L., 2009. "Incorporating Financial Sector Risk Into Monetary Policy Models: Application to Chile," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 11-33, August.
- Dale F. Gray & Carlos Garcia & Leonardo Luna & Jorge Restrepo, 2009. "Incorporation financial sector risk into monetary policy models: application to Chile," ILADES-UAH Working Papers inv229, Universidad Alberto Hurtado/School of Economics and Business.
- Dale Gray & Carlos García & Leonardo Luna & Jorge E. Restrepo, 2009. "Incorporating Financial Sector Risk into Monetary Policy Models: Application to Chile," Working Papers Central Bank of Chile 553, Central Bank of Chile.
- Leonardo Luna & Dale F Gray & Jorge Restrepo & Carlos Garcia, 2011. "Incorporating Financial Sector Risk Into Monetary Policy Models; Application to Chile," IMF Working Papers 11/228, International Monetary Fund.
- Tsomocos, Dimitrios P., 2003.
"Equilibrium analysis, banking and financial instability,"
Journal of Mathematical Economics,
Elsevier, vol. 39(5-6), pages 619-655, July.
- Dimitrios P. Tsomocos, 2003. "Equilibrium Analysis, Banking and Financial Instability," OFRC Working Papers Series 2003fe08, Oxford Financial Research Centre.
- Dale F Gray & James P Walsh, 2008. "Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System," IMF Working Papers 08/89, International Monetary Fund.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Helene Poirson Ward & Jochen M. Schmittmann, 2013. "Risk Exposures and Financial Spillovers in Tranquil and Crisis Times; Bank-Level Evidence," IMF Working Papers 13/142, International Monetary Fund.
- Ali Alichi & Cheol Hong & Sang Chul Ryoo, 2012. "Managing Non-Core Liabilities and Leverage of the Banking System; A Building Block for Macroprudential Policy Making in Korea," IMF Working Papers 12/27, International Monetary Fund.
- International Monetary Fund, 2012. "Qatar; Selected Issues," IMF Staff Country Reports 12/19, International Monetary Fund.
- Nicolas Arregui & Mohamed Norat & Antonio Pancorbo & Jodi G Scarlata & Eija Holttinen & Fabiana Melo & Jay Surti & Christopher Wilson & Rodolfo Wehrhahn & Mamoru Yanase, 2013. "Addressing Interconnectedness; Concepts and Prudential Tools," IMF Working Papers 13/199, International Monetary Fund.
More about this item
KeywordsFinancial stability; Korea; Republic of; network approach; covariance analysis; portfolio risk; banking; probability; banking system; equation; probabilities; Model Evaluation and Selection; Econometric Methods: - Single Equation Models;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:11/201. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi) The email address of this maintainer does not seem to be valid anymore. Please ask Hassan Zaidi to update the entry or send us the correct email address. General contact details of provider: http://edirc.repec.org/data/imfffus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.