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Citations for "Assessing the risk of banking crises - revisited"

by Claudio Borio & Mathias Drehmann

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  1. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Working Papers 12-01, Office of Financial Research, US Department of the Treasury.
  2. Paolo Angelini & Stefano Neri & Fabio Panetta, 2011. "Monetary and macroprudential policies," Temi di discussione (Economic working papers) 801, Bank of Italy, Economic Research and International Relations Area.
  3. Gary Gorton & Guillermo Ordonez, 2011. "Collateral Crises," IMES Discussion Paper Series 11-E-25, Institute for Monetary and Economic Studies, Bank of Japan.
  4. Cecchetti, Stephen G & Kohler, Marion & Upper, Christian, 2009. "Financial Crises and Economic Activity," CEPR Discussion Papers 7495, C.E.P.R. Discussion Papers.
  5. Antonio Bassanetti & Martina Cecioni, & Andrea Nobili & Giordano Zevi, . "Le principali recessioni italiane: un confronto retrospettivo," Working Papers wp2010-9, Department of the Treasury, Ministry of the Economy and of Finance.
  6. Claudio Borio, 2013. "The Great Financial Crisis: setting priorities for new statistics," BIS Working Papers 408, Bank for International Settlements.
  7. Morten Bech & Leonardo Gambacorta, 2012. "Monetary policy in a downturn: Are financial crises special?," BIS Working Papers 388, Bank for International Settlements.
  8. Cukierman, Alex, 2011. "Reflections on the crisis and on its lessons for regulatory reform and for central bank policies," Journal of Financial Stability, Elsevier, vol. 7(1), pages 26-37, January.
  9. Oliver Röhn & Aida Caldera Sánchez & Mikkel Hermansen & Morten Rasmussen, 2015. "Economic resilience: A new set of vulnerability indicators for OECD countries," OECD Economics Department Working Papers 1249, OECD Publishing.
  10. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2014. "Understanding global liquidity," European Economic Review, Elsevier, vol. 68(C), pages 1-18.
  11. Arnold, Bruce & Borio, Claudio & Ellis, Luci & Moshirian, Fariborz, 2012. "Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3125-3132.
  12. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2009. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," NIESR Discussion Papers 330, National Institute of Economic and Social Research.
  13. Eva Zamrazilová, 2011. "Měnová politika: staré lekce, nové výzvy
    [Monetary Policy: Old Lessons and New Challenges]
    ," Politická ekonomie, University of Economics, Prague, vol. 2011(1), pages 3-21.
  14. Glocker, C. & Towbin, P., 2012. "Reserve Requirements for Price and Financial Stability - When Are They Effective?," Working papers 363, Banque de France.
  15. van Roye, Björn, 2011. "Financial stress and economic activity in Germany and the Euro Area," Kiel Working Papers 1743, Kiel Institute for the World Economy (IfW).
  16. Claudio Borio & Enisse Kharroubi & Christian Upper & Fabrizio Zampolli, 2016. "Labour reallocation and productivity dynamics: financial causes, real consequences," BIS Working Papers 534, Bank for International Settlements.
  17. Maria Kasselaki & Athanasios Tagkalakis, 2014. "Financial soundness indicators and financial crisis episodes," Annals of Finance, Springer, vol. 10(4), pages 623-669, November.
  18. Anders Vredin, 2015. "Inflation targeting and financial stability: providing policymakers with relevant information," BIS Working Papers 503, Bank for International Settlements.
  19. Vanini, Paolo, 2012. "Fiancial Innovation, Structuring and Risk Transfer," MPRA Paper 42536, University Library of Munich, Germany.
  20. Ian Christensen & Césaire Meh & Kevin Moran, 2011. "Bank Leverage Regulation and Macroeconomic Dynamics," Staff Working Papers 11-32, Bank of Canada.
  21. Andrew Filardo & Hans Genberg, 2010. "Monetary Policy Strategies in the Asia and Pacific Region: What Way Forward?," Working Papers id:3139, eSocialSciences.
  22. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "The Effects of Banking Crises on Potential Output in OECD Countries," NIESR Discussion Papers 358, National Institute of Economic and Social Research.
  23. Frédéric Boissay & Fabrice Collard & Frank Smets, 2016. "Booms and Banking Crises," Journal of Political Economy, University of Chicago Press, vol. 124(2), pages 000 - 000.
  24. Theo S. Eicher & Charis Christofides & Chris Papageorgiou, 2012. "Did Established Early Warning Signals Predict the 2008 Crises?," Working Papers UWEC-2012-05, University of Washington, Department of Economics.
  25. Zhiguo He & Wei Xiong, 2010. "Financing Speculative Booms," Levine's Working Paper Archive 661465000000000327, David K. Levine.
  26. Matthew S. Yiu & Alex Ho & Lu Jin, 2009. "Econometric Approach to Early Warnings of Vulnerability in the Banking System and Currency Markets for Hong Kong and Other EMEAP Economies," Working Papers 0908, Hong Kong Monetary Authority.
  27. Joshua Aizenman & Brian Pinto & Vladyslav Sushko, 2013. "Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute," BIS Working Papers 411, Bank for International Settlements.
  28. Pavel Gertler & Boris Hofmann, 2016. "Monetary facts revisited," BIS Working Papers 566, Bank for International Settlements.
  29. Kelly, Robert & McQuinn, Kieran & Stuart, Rebecca, 2011. "Exploring the Steady-State Relationship between Credit and GDP for a Small Open Economy - The Case of Ireland," Research Technical Papers 1/RT/11, Central Bank of Ireland.
  30. Gunther Tichy, 2015. "On transformations in financing structure in an affluent society," WWWforEurope Policy Paper series 20, WWWforEurope.
  31. Huh, Yesol, 2014. "Machines vs. Machines: High Frequency Trading and Hard Information," Finance and Economics Discussion Series 2014-33, Board of Governors of the Federal Reserve System (U.S.).
  32. Malherbe, Frederic, 2015. "Optimal capital requirements over the business and financial cycles," Working Paper Series 1830, European Central Bank.
  33. Borio, Claudio, 2014. "The financial cycle and macroeconomics: What have we learnt?," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
  34. Calice, Pietro, 2014. "Predicting bank insolvency in the Middle East and North Africa," Policy Research Working Paper Series 6969, The World Bank.
  35. Ian Christensen & Fuchun Li, 2014. "Predicting Financial Stress Events: A Signal Extraction Approach," Staff Working Papers 14-37, Bank of Canada.
  36. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
  37. Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung & Conseil d'Analyse Écon (ed.), 2010. "Wirtschaftsleistung, Lebensqualität und Nachhaltigkeit: Ein umfassendes Indikatorensystem. Expertise im Auftrag des Deutsch-Französischen Ministerrates," Occasional Reports / Expertisen, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 75370.
  38. Makram El-Shagi & Tobias Knedlik & Gregor von Schweinitz, 2012. "Predicting Financial Crises: The (Statistical) Significance of the Signals Approach," IWH Discussion Papers 3, Halle Institute for Economic Research.
  39. Alberto Montagnoli & Mirko Moro, 2014. "Everybody Hurts: Banking Crises and Individual Wellbeing," Working Papers 2014010, The University of Sheffield, Department of Economics.
  40. Stijn Ferrari & Mara Pirovano, 2016. "Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises," Working Paper Research 297, National Bank of Belgium.
  41. Bank for International Settlements, 2012. "Operationalising the selection and application of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 48, December.
  42. repec:epa:cepawp:2012-6 is not listed on IDEAS
  43. Yuichiro Ito & Tomiyuki Kitamura & Koji Nakamura & Takashi Nakazawa, 2014. "New Financial Activity Indexes: Early Warning System for Financial Imbalances in Japan," Bank of Japan Working Paper Series 14-E-7, Bank of Japan.
  44. Cukierman, Alex & Izhakian, Yehuda, 2011. "Bailout Uncertainty in a Microfounded General Equilibrium Model of the Financial System," CEPR Discussion Papers 8453, C.E.P.R. Discussion Papers.
  45. Gary Gorton & Guillermo Ordoñez, 2016. "Good Booms, Bad Booms," NBER Working Papers 22008, National Bureau of Economic Research, Inc.
  46. Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2009. "Asset price misalignments and the role of money and credit," Working Paper Series 1068, European Central Bank.
  47. di Iasio, Giovanni, 2013. "Incentives and financial crises: Microfounded macroprudential regulation," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 627-638.
  48. Marco Pagano, 2014. "Dealing with Financial Crises: How Much Help from Research?," CSEF Working Papers 361, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  49. Peña Sánchez de Rivera, Juan Ignacio & Rodríguez-Moreno, María, 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.
  50. Ricardo Schechtman & Wagner Piazza Gaglianone, 2011. "Macro Stress Testing of Credit Risk Focused on the Tails," Working Papers Series 241, Central Bank of Brazil, Research Department.
  51. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
  52. Karim, Dilruba & Liadze, Iana & Barrell, Ray & Davis, E. Philip, 2013. "Off-balance sheet exposures and banking crises in OECD countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 673-681.
  53. Mikael Juselius & Mathias Drehmann, 2015. "Leverage dynamics and the real burden of debt," BIS Working Papers 501, Bank for International Settlements.
  54. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "The impact of global imbalances: Does the current account balance help to predict banking crises in OECD countries?," NIESR Discussion Papers 351, National Institute of Economic and Social Research.
  55. Savas Papadopoulos & Pantelis Stavroulias & Thomas Sager, 2016. "Systemic early warning systems for EU15 based on the 2008 crisis," Working Papers 202, Bank of Greece.
  56. Felix Ward, 2014. "Spotting the Danger Zone - Forecasting Financial Crises with Classification Tree Ensembles and Many Predictors," Bonn Econ Discussion Papers bgse01_2014, University of Bonn, Germany.
  57. Alessi, Lucia & Detken, Carsten, 2014. "Identifying excessive credit growth and leverage," Working Paper Series 1723, European Central Bank.
  58. Seidler, Jakub & Gersl, Adam, 2012. "Excessive credit growth and countercyclical capital buffers in basel III: an empirical evidence from central and east european countries," MPRA Paper 42541, University Library of Munich, Germany.
  59. Andrew Filardo & Hans Genberg & Boris Hofmann, 2014. "Monetary analysis and the global financial cycle: an Asian central bank perspective," BIS Working Papers 463, Bank for International Settlements.
  60. Robert M. Heath, 2013. "Why are the G-20 Data Gaps Initiative and the SDDS Plus Relevant for Financial Stability Analysis?," IMF Working Papers 13/6, International Monetary Fund.
  61. Bengtsson, E., 2013. "Fund Management and Systemic Risk - Lessons from the Global Financial Crisis," CITYPERC Working Paper Series 2013-06, Department of International Politics, City University London.
  62. Cukierman, Alex, 2013. "Monetary policy and institutions before, during, and after the global financial crisis," Journal of Financial Stability, Elsevier, vol. 9(3), pages 373-384.
  63. Olaolu Richard Olayeni, 2016. "Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application," Computational Economics, Society for Computational Economics, vol. 47(3), pages 321-340, March.
  64. T. Duprey & M. Lé, 2014. "Bank Capital Adjustment Process and Aggregate Lending," Working papers 499, Banque de France.
  65. Dieter Gerdesmeier & Hans-Eggert Reimers & Barbara Roffia, 2011. "Early Warning Indicators for Asset Price Booms," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-19, June.
  66. Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung & Conseil d'Analyse Écon (ed.), 2010. "Evaluer la performance économique, le bien-être et la soutenabilité. Rapport du Conseil danalyse 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.
  67. Mathias Drehmann, 2013. "Total credit as an early warning indicator for systemic banking crises," BIS Quarterly Review, Bank for International Settlements, June.
  68. Schudel, Willem, 2015. "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series 1766, European Central Bank.
  69. Riccardo De Bonis & Andrea Silvestrini, 2013. "The Italian financial cycle: 1861-2011," Temi di discussione (Economic working papers) 936, Bank of Italy, Economic Research and International Relations Area.
  70. Ons Jedidi & Jean-Sébastien Pentecôte, 2015. "Prédire les crises bancaires : un système d’alerte robuste," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 189-225.
  71. Leonardo Gambacorta & Federico M Signoretti, 2013. "Should monetary policy lean against the wind? - an analysis based on a DSGE model with banking," BIS Working Papers 418, Bank for International Settlements.
  72. Mathias Drehmann & Kostas Tsatsaronis, 2014. "The credit-to-GDP gap and countercyclical capital buffers: questions and answers," BIS Quarterly Review, Bank for International Settlements, March.
  73. Krug, Sebastian, 2015. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macrofinancial stability?," Economics Working Papers 2015-08, Christian-Albrechts-University of Kiel, Department of Economics.
  74. Baselga-Pascual, Laura & Trujillo-Ponce, Antonio & Cardone-Riportella, Clara, 2015. "Factors influencing bank risk in Europe: Evidence from the financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 138-166.
  75. Gunther Tichy, 2014. "On Transformations in Financing Structure in an Affluent Society," WIFO Working Papers 488, WIFO.
  76. Mary Cussen, 2015. "Deciphering Ireland’s Macroeconomic Imbalance Indicators: Statistical Considerations," The Economic and Social Review, Economic and Social Studies, vol. 46(2), pages 293-313.
  77. Sommer, Kamila, 2014. "Fertility Choice in a Life Cycle Model with Idiosyncratic Uninsurable Earnings Risk," Finance and Economics Discussion Series 2014-32, Board of Governors of the Federal Reserve System (U.S.).
  78. Michael Woodford, 2012. "Inflation Targeting and Financial Stability," NBER Working Papers 17967, National Bureau of Economic Research, Inc.
  79. Sun, Lixin & Huang, Yuqin, 2013. "Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System," MPRA Paper 68497, University Library of Munich, Germany, revised 2014.
  80. Benoît Carmichael & Jean Armand Gnagne & Kevin Moran, 2015. "Securities Transactions Taxes and Financial Crises," CIRANO Working Papers 2015s-23, CIRANO.
  81. Rhys Bidder, 2013. "Frequency shifting," Working Paper Series 2013-29, Federal Reserve Bank of San Francisco.
  82. Stein, Jeremy C., 2014. "Incorporating Financial Stability Considerations into a Monetary Policy Framework : a speech at the International Research Forum on Monetary Policy, Washington, D.C., March 21, 2014," Speech 796, Board of Governors of the Federal Reserve System (U.S.).
  83. Jakubik, Petr & Moinescu, Bogdan, 2015. "Assessing optimal credit growth for an emerging banking system," Economic Systems, Elsevier, vol. 39(4), pages 577-591.
  84. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, Elsevier, vol. 24(C), pages 18-35.
  85. Rodríguez-Moreno, María & Peña, Juan Ignacio, 2013. "Systemic risk measures: The simpler the better?," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1817-1831.
  86. Eijffinger, S.C.W., 2010. "Defining and measuring systematic risk," Other publications TiSEM b05368eb-3a26-4fdd-a914-4, Tilburg University, School of Economics and Management.
  87. Jon Danielsson & Kevin R. James & Marcela Valenzuela & Ilknur Zer, 2014. "Model risk of risk models," LSE Research Online Documents on Economics 59296, London School of Economics and Political Science, LSE Library.
  88. Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2012. "How to Calculate Systemic Risk Surcharges," NBER Chapters, in: Quantifying Systemic Risk, pages 175-212 National Bureau of Economic Research, Inc.
  89. Mare, Davide Salvatore, 2015. "Contribution of macroeconomic factors to the prediction of small bank failures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 25-39.
  90. Jan Frait & Zlatuse Komarkova, 2011. "Financial Stability, Systemic Risk and Macroprudential Policy," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2010/2011, chapter 0, pages 96-111 Czech National Bank, Research Department.
  91. 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.
  92. Christophe André, 2016. "Household debt in OECD countries: Stylised facts and policy issues," OECD Economics Department Working Papers 1277, OECD Publishing.
  93. Marco Arena & Serpil Bouza & Era Dabla-Norris & Kerstin Gerling & Lamin Njie, 2015. "Credit Booms and Macroeconomic Dynamics; Stylized Facts and Lessons for Low-Income Countries," IMF Working Papers 15/11, International Monetary Fund.
  94. Claudio Borio, 2011. "Rediscovering the macroeconomic roots of financial stability policy: journey, challenges and a way forward," BIS Working Papers 354, Bank for International Settlements.
  95. Tomáš Munzi & Petr Hlaváč, 2011. "Vliv cílování inflace na povahu peněžní nabídky a finanční nerovnováhy
    [Inflation Targeting and Its Impact on the Nature of the Money Supply and the Financial Imbalances]
    ," Politická ekonomie, University of Economics, Prague, vol. 2011(4), pages 435-453.
  96. António R. Antunes & Diana Bonfim & Nuno Monteiro & Paulo M.M. Rodrigues, 2014. "Early Warning Indicators of Banking Crises: Exploring new Data and Tools," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  97. Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014. "Stress-testing macro stress testing: Does it live up to expectations?," Journal of Financial Stability, Elsevier, vol. 12(C), pages 3-15.
  98. Papa M'B. P. N'Diaye, 2009. "Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy," IMF Working Papers 09/257, International Monetary Fund.
  99. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
  100. Hansen, Niels-Jakob & Sulla, Olga, 2013. "El crecimiento del crédito en América Latina: ¿Desarrollo financiero o boom crediticio?," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 25, pages 51-80.
  101. Claudio Borio, 2011. "Central banking post-crisis: What compass for uncharted waters?," BIS Working Papers 353, Bank for International Settlements.
  102. Yunyong Thaicharoen & Rungporn Roengpitya & Jiranit Chaowalit & Songklod Rastapana, 2009. "Developing the Efficient and Resilient Financial System for Thailand: Lessons from the Crisis and Challenges Ahead," Working Papers 2009-04, Economic Research Department, Bank of Thailand.
  103. Lo Luca, Marco & Peltonen, Tuomas, 2011. "Macro-financial vulnerabilities and future financial stress : Assessing systemic risks and predicting systemic events," BOFIT Discussion Papers 2/2011, Bank of Finland, Institute for Economies in Transition.
  104. Soyoung Kim & Aaron Mehrotra, 2015. "Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?," BIS Working Papers 533, Bank for International Settlements.
  105. Michael D. Bordo & Christopher M. Meissner, 2016. "Fiscal and Financial Crises," NBER Working Papers 22059, National Bureau of Economic Research, Inc.
  106. Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Research Discussion Papers 14/2014, Bank of Finland.
  107. Filiz Unsal, 2011. "Capital Flows and Financial Stability; Monetary Policy and Macroprudential Responses," IMF Working Papers 11/189, International Monetary Fund.
  108. Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
  109. Caggiano, Giovanni & Calice, Pietro & Leonida, Leone, 2014. "Early warning systems and systemic banking crises in low income countries: A multinomial logit approach," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 258-269.
  110. Köhler, Matthias, 2012. "Which banks are more risky? The impact of loan growth and business model on bank risk-taking," Discussion Papers 33/2012, Deutsche Bundesbank, Research Centre.
  111. Boysen-Hogrefe, Jens & Jannsen, Nils & Plödt, Martin & Schwarzmüller, Tim, 2015. "An empirical evaluation of macroeconomic surveillance in the European Union," Kiel Working Papers 2014, Kiel Institute for the World Economy (IfW).
  112. Sudipto Bhattacharya & Charles Goodhart & Dimitrios Tsomocos & Alexandros Vardoulakis, 2011. "Minsky’s Financial Instability Hypothesis and the Leverage Cycle," FMG Special Papers sp202, Financial Markets Group.
  113. Hans-Eggert Reimers, 2012. "Early Warning Indicator Model of Financial Developments Using an Ordered Logit," Business and Economic Research, Macrothink Institute, vol. 2(2), pages 171-191, December.
  114. Mikkel Hermansen & Oliver Röhn, 2015. "Economic resilience: The usefulness of early warning indicators in OECD countries," OECD Economics Department Working Papers 1250, OECD Publishing.
  115. Schuetz, Sebastian Alexander, 2010. "Structured Finance Influence on Financial Market Stability – Evaluation of Current Regulatory Developments," MPRA Paper 23574, University Library of Munich, Germany.
  116. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW).
  117. Jan Frait & Luboš Komárek & Zlatuše Komárková, 2011. "Monetary Policy in a Small Economy after Tsunami: A New Consensus on the Horizon?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 5-33, January.
  118. Giovanni Caggiano & Pietro Calice & Leone Leonida, 2013. "Working Paper 190 - Early Warning Systems and Systemic Banking Crises in Low Income Countries: A Multinomial Logit Approach," Working Paper Series 993, African Development Bank.
  119. Bouvatier, Vincent & López-Villavicencio, Antonia & Mignon, Valérie, 2014. "Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality," Economic Modelling, Elsevier, vol. 37(C), pages 127-136.
  120. BOUKEF JLASSI, NABILA & Hamdi, Helmi, 2015. "The relationship between Financial liberalization, Financial Stability and Capital Control: Evidence from a multivariate framework for developing countries," MPRA Paper 64328, University Library of Munich, Germany.
  121. Jon Frost & Ruben van Tilburg, 2014. "Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises," DNB Working Papers 441, Netherlands Central Bank, Research Department.
  122. Gary Gorton & Guillermo Ordonez, 2014. "Crises and Productivity in Good Booms and in Bad Booms," PIER Working Paper Archive 14-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  123. Daniela Marchettini & Rodolfo Maino, 2015. "Systemic Risk Assessment in Low Income Countries; Balancing Financial Stability and Development," IMF Working Papers 15/190, International Monetary Fund.
  124. Claudio Borio, 2014. "Monetary policy and financial stability: what role in prevention and recovery?," BIS Working Papers 440, Bank for International Settlements.
  125. Adam Gersl & Jakub Seidler, 2011. "Excessive Credit Growth as an Indicator of Financial (In)Stability and its Use in Macroprudential Policy," Occasional Publications - Chapters in Edited Volumes, in: CNB Financial Stability Report 2010/2011, chapter 0, pages 112-122 Czech National Bank, Research Department.
  126. Oet, Mikhail V. & Bianco, Timothy & Gramlich, Dieter & Ong, Stephen J., 2013. "SAFE: An early warning system for systemic banking risk," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4510-4533.
  127. Merrouche, Ouarda & Nier, Erlend, 2014. "The Global Financial Crisis—What Drove The Build-Up?," CEPR Discussion Papers 10015, C.E.P.R. Discussion Papers.
  128. Moreno, Ramón, 2011. "La formulación de políticas desde una perspectiva macroprudencial en economías emergentes," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 21-40.
  129. Manuel Buchholz, 2015. "How effective is macroprudential policy during financial downturns? Evidence from caps on banks̕ leverage," Bank of Estonia Working Papers wp2015-7, Bank of Estonia, revised 30 Dec 2015.
  130. Drehmann, Mathias & Juselius, Mikael, 2014. "Evaluating early warning indicators of banking crises: Satisfying policy requirements," International Journal of Forecasting, Elsevier, vol. 30(3), pages 759-780.
  131. Kooths, Stefan & Plödt, Martin & van Roye, Björn & Scheide, Joachim, 2014. "Makroprudenzielle Finanzmarktpolitik: Nationale Handlungsoptionen im Euroraum," Kiel Discussion Papers 541/542, Kiel Institute for the World Economy (IfW).
  132. Ferrari, Stijn & Pirovano, Mara, 2015. "Early warning indicators for banking crises: a conditional moments approach," MPRA Paper 62406, University Library of Munich, Germany.
  133. Björn Roye, 2014. "Financial stress and economic activity in Germany," Empirica, Springer, vol. 41(1), pages 101-126, February.
  134. Claudio Borio, 2013. "On Time, Stocks and Flows: Understanding the Global Macroeconomic Challenges," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages R3-R13, August.
  135. Amador-Torres, Juan & Gómez González, Jose & Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Tenjo-Galarza, Fernando, 2015. "Mind the Gap: Computing Finance-Neutral Output Gaps in Latin-American Economies," MPRA Paper 66288, University Library of Munich, Germany.
  136. Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis, 2012. "A Survey of Systemic Risk Analytics," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 255-296, October.
  137. Drakos, Anastassios A. & Kouretas, Georgios P., 2015. "Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 127-140.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.