My bibliography
Save this item
Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nyman, Rickard & Kapadia, Sujit & Tuckett, David, 2021.
"News and narratives in financial systems: Exploiting big data for systemic risk assessment,"
Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
- Nyman, Rickard & Kapadia, Sujit & Tuckett, David & Gregory, David & Ormerod, Paul & Smith, Robert, 2018. "News and narratives in financial systems: exploiting big data for systemic risk assessment," Bank of England working papers 704, Bank of England.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017.
"Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 55-89, September.
- Juselius, Mikael & Borio, Claudio & Disyatat, Piti & Drehmann, Mathias, 2016. "Monetary policy, the financial cycle and ultralow interest rates," Bank of Finland Research Discussion Papers 24/2016, Bank of Finland.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017. "Monetary Policy, the Financial Cycle and Ultra-low Interest Rates," PIER Discussion Papers 55, Puey Ungphakorn Institute for Economic Research.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2016. "Monetary policy, the financial cycle and ultra-low interest rates," BIS Working Papers 569, Bank for International Settlements.
- Nikolay Hristov & Markus Roth, 2019.
"Uncertainty Shocks and Financial Crisis Indicators,"
CESifo Working Paper Series
7839, CESifo.
- Hristov, Nikolay & Roth, Markus, 2019. "Uncertainty shocks and financial crisis indicators," Discussion Papers 36/2019, Deutsche Bundesbank.
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Bank of Finland Research Discussion Papers 8/2015, Bank of Finland.
- Daniela Marchettini & Mr. Rodolfo Maino, 2015. "Systemic Risk Assessment in Low Income Countries: Balancing Financial Stability and Development," IMF Working Papers 2015/190, International Monetary Fund.
- 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.
- Mathias Drehmann, 2013. "Evaluating early warning indicators of banking crises: Satisfying policy requirements," BIS Working Papers 421, Bank for International Settlements.
- Sarlin, Peter, 2013.
"On policymakers’ loss functions and the evaluation of early warning systems,"
Economics Letters, Elsevier, vol. 119(1), pages 1-7.
- Sarlin, Peter, 2013. "On policymakers' loss function and the evaluation of early warning systems," Working Paper Series 1509, European Central Bank.
- Ferrari, Stijn & Pirovano, Mara, 2015. "Early warning indicators for banking crises: a conditional moments approach," MPRA Paper 62406, University Library of Munich, Germany.
- Andreas Dombret, 2013. "Criteria for Financial Stability - -The European View," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 2, Edward Elgar Publishing.
- Hiona Balfoussia & Heather D. Gibson, 2019.
"Firm investment and financial conditions in the euro area: evidence from firm-level data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(2), pages 104-110, January.
- Hiona Balfoussia & Heather D. Gibson, 2016. "Firm investment and financial conditions in the euro area: evidence from firm-level data," Working Papers 208, Bank of Greece.
- Helmut K. Anheier & Robert Falkner & Alanna Krolikowski, 2017. "Brittle China? Economic and Political Fragility with Global Implications," Global Policy, London School of Economics and Political Science, vol. 8, pages 42-53, June.
- Jacopo Cimadomo & Sebastian Hauptmeier & Tom Zimmermann, 2012.
"Fiscal Consolidations and Banking Stability,"
Working Papers
2012-32, CEPII research center.
- Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2012. "Fiscal consolidations and banking stability," MPRA Paper 42229, University Library of Munich, Germany.
- Claudio BorioBy & Piti Disyatat & Mikael Juselius, 2017.
"Rethinking potential output: embedding information about the financial cycle,"
Oxford Economic Papers, Oxford University Press, vol. 69(3), pages 655-677.
- Claudio Borio & Frank Piti Disyatat & Mikael Juselius, 2013. "Rethinking potential output: Embedding information about the financial cycle," BIS Working Papers 404, Bank for International Settlements.
- Claudio Borio & Piti Disyatat & Mikael Juselius, 2015. "Rethinking Potential Output: Embedding Information about the Financial Cycle," PIER Discussion Papers 5, Puey Ungphakorn Institute for Economic Research.
- 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.
- Raputsoane, Leroi, 2015. "Alternative measures of credit extension for countercyclical buffer decisions in South Africa," MPRA Paper 67453, University Library of Munich, Germany.
- Claudio Borio & Harold James & Hyun Song Shin, 2014.
"The international monetary and financial system: a capital account historical perspective,"
BIS Working Papers
457, Bank for International Settlements.
- Claudio Borio & Harold James & Hyun Song Shin, 2014. "The international monetary and financial system: a capital account historical perspective," Globalization Institute Working Papers 204, Federal Reserve Bank of Dallas.
- Schupp, Fabian & Silbermann, Leonid, 2017.
"The role of structural funding for stability in the German banking sector,"
Discussion Papers
03/2017, Deutsche Bundesbank.
- Fabian Schupp & Leonid Silbermann, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," MAGKS Papers on Economics 201717, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Schupp, Fabian & Silbermann, Leonid, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168166, Verein für Socialpolitik / German Economic Association.
- Mathias Drehmann & Mikael Juselius & Anton Korinek, 2018.
"Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms,"
NBER Working Papers
24549, National Bureau of Economic Research, Inc.
- Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2018. "Going with the flows : New borrowing, debt service and the transmission of credit booms," Research Discussion Papers 10/2018, Bank of Finland.
- 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.
- Wayne Passmore & Alexander H. von Hafften, 2017.
"Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?,"
FEDS Notes
2017-02-27-1, Board of Governors of the Federal Reserve System (U.S.).
- Wayne Passmore & Alexander H. von Hafften, 2017. "Are Basel's Capital Surcharges for Global Systemically Important Banks Too Small?," Finance and Economics Discussion Series 2017-021, Board of Governors of the Federal Reserve System (U.S.).
- Bouvatier, Vincent & El Ouardi, Sofiane, 2023.
"Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries,"
Emerging Markets Review, Elsevier, vol. 54(C).
- Vincent Bouvatier & Sofiane El Ouardi, 2021. "Credit gaps as banking crisis predictors: a different tune for middle- and low-income countries," Erudite Working Paper 2021-15, Erudite.
- Vincent Bouvatier & Sofiane El Ouardi, 2023. "Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries," Post-Print hal-04286360, HAL.
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2018.
"Islamic banking, credit, and economic growth: Some empirical evidence,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 23(4), pages 456-477, October.
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016. "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," Discussion Papers of DIW Berlin 1541, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016. "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," CESifo Working Paper Series 5716, CESifo.
- Ludovic Gauvin & Cyril C. Rebillard, 2018.
"Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels,"
The World Economy, Wiley Blackwell, vol. 41(12), pages 3379-3415, December.
- Ludovic Gauvin & Cyril Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," EconomiX Working Papers 2015-21, University of Paris Nanterre, EconomiX.
- Ludovic Gauvin & Cyril Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working Papers hal-04141401, HAL.
- L. Gauvin & C. Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working papers 562, Banque de France.
- Aldasoro, Iñaki & Borio, Claudio & Drehmann, Mathias, 2018.
"Early warning indicators of banking crises: expanding the family,"
Journal of Financial Transformation, Capco Institute, vol. 48, pages 142-155.
- Iñaki Aldasoro & Claudio Borio & Mathias Drehmann, 2018. "Early warning indicators of banking crises: expanding the family," BIS Quarterly Review, Bank for International Settlements, March.
- Taylor, Alan M., 2012.
"External Imbalances and Financial Crises,"
CEPR Discussion Papers
9255, C.E.P.R. Discussion Papers.
- Alan M. Taylor, 2012. "External Imbalances and Financial Crises," NBER Working Papers 18606, National Bureau of Economic Research, Inc.
- Alan Taylor, 2013. "External Imbalances and Financial Crises," IMF Working Papers 2013/260, International Monetary Fund.
- Torsten Ehlers & Agustín Villar, 2015. "The role of banks," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 82, pages 9-40, Bank for International Settlements.
- Ihejirika, Peters. O, 2020. "Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?," International Journal of Social and Administrative Sciences, Asian Economic and Social Society, vol. 5(2), pages 109-126, June.
- Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2020.
"Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector,"
Journal of Banking & Finance, Elsevier, vol. 112(C).
- Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2017. "Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector," Working Paper Series 2096, European Central Bank.
- Jakubik, Petr & Moinescu, Bogdan, 2015. "Assessing optimal credit growth for an emerging banking system," Economic Systems, Elsevier, vol. 39(4), pages 577-591.
- Diana Bonfim & Sónia Costa, . "Spillovers of prudential policy across borders: evidence for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- 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.
- Cimadomo, Jacopo & Hauptmeier, Sebastian & Zimmermann, Tom, 2014.
"Fiscal consolidations and bank balance sheets,"
Journal of International Money and Finance, Elsevier, vol. 45(C), pages 74-90.
- Hauptmeier, Sebastian & Cimadomo, Jacopo & Zimmermann, Tom, 2013. "Fiscal consolidations and bank balance sheets," Working Paper Series 1511, European Central Bank.
- David Aikman & Julia Giese & Sujit Kapadia & Michael McLeay, 2023.
"Targeting Financial Stability: Macroprudential or Monetary Policy?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 159-242, March.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2018. "Targeting financial stability: macroprudential or monetary policy?," Bank of England working papers 734, Bank of England.
- Aikman, David & Giese, Julia & Kapadia, Sujit & McLeay, Michael, 2019. "Targeting financial stability: macroprudential or monetary policy?," Working Paper Series 2278, European Central Bank.
- Claudio Oliveira De Moraes & José Americo Pereira Antunes & Adriano Rodrigues, 2019. "Financial intermediation analysis from financial flows," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(3), pages 727-747, August.
- 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.
- Scott A. Brave & Jose A. Lopez, 2018. "Calibrating Macroprudential Policy to Forecasts of Financial Stability," Working Paper Series 2017-17, Federal Reserve Bank of San Francisco.
- David Orsmond & Fiona Price, 2016. "Macroprudential Policy Frameworks and Tools," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 75-86, December.
- Mathias Drehmann & James Yetman, 2021.
"Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(70), pages 1-31, October.
- Mathias Drehmann & James Yetman, 2020. "Which credit gap is better at predicting financial crises? A comparison of univariate filters," BIS Working Papers 878, Bank for International Settlements.
- Chris Reimann, 2024. "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, vol. 5(1), pages 51-83, June.
- Hatem Salah & Marwa Souissi, 2016. "Financial Stability and Macro Prudential Regulation: Policy Implication of Systemic Expected Shortfall Measure," Working Papers 985, Economic Research Forum, revised Apr 2016.
- Mathonnat, Clément & Minea, Alexandru, 2018.
"Financial development and the occurrence of banking crises,"
Journal of Banking & Finance, Elsevier, vol. 96(C), pages 344-354.
- Clément Mathonnat & Alexandru Minea, 2018. "Financial development and the occurrence of banking crises," Post-Print hal-02072363, HAL.
- Clément Mathonnat & Alexandru Minea, 2018. "Financial development and the occurrence of banking crises," Post-Print hal-03557831, HAL.
- Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), 2014. "Financial Cycles and the Real Economy," Books, Edward Elgar Publishing, number 15914.
- Anatolii Hlazunov & Olesia Verchenko, 2020. "Predicting Bank Defaults in Ukraine: A Macro-Micro Perspective," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 250, pages 33-44.
- Hans Genberg & Michael Zamorski, 2015. "Implementing Macroprudential Policies: Challenges, Pitfalls and Way Forward," Working Papers wp09, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
- Bruno Albuquerque, 2019.
"One Size Fits All? Monetary Policy and Asymmetric Household Debt Cycles in U.S. States,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1309-1353, August.
- Bruno Albuquerque, 2017. "One Size Fits All? Monetary Policy And Asymmetric Household Debt Cycles In Us States," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/937, Ghent University, Faculty of Economics and Business Administration.
- Xing Zhang & Fengchao Li & Zhen Li & Yingying Xu, 2018. "Macroprudential Policy, Credit Cycle, and Bank Risk-Taking," Sustainability, MDPI, vol. 10(10), pages 1-18, October.
- Callum Jones & Mr. Pau Rabanal, 2021. "Credit Cycles, Fiscal Policy, and Global Imbalances," IMF Working Papers 2021/043, International Monetary Fund.
- Diana Bonfim & Nuno Monteiro, 2013. "The implementation of the countercyclical capital buffer: rules versus discretion," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Kimundi, Gillian, 2022. "COVID-19, policy interventions, credit vulnerabilities and financial (in)stability," KBA Centre for Research on Financial Markets and Policy Working Paper Series 62, Kenya Bankers Association (KBA).
- 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.
- Fraccaroli, Nicolò & Giovannini, Alessandro & Jamet, Jean-François & Persson, Eric, 2022. "Ideology and monetary policy. The role of political parties’ stances in the European Central Bank’s parliamentary hearings," European Journal of Political Economy, Elsevier, vol. 74(C).
- 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.
- Christian Dembiermont, 2015. "The construction of long time series on credit to the private and public sector," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Indicators to support monetary and financial stability analysis: data sources and statistical methodologies, volume 39, Bank for International Settlements.
- Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022. "The riskiness of credit allocation and financial stability," Journal of Financial Intermediation, Elsevier, vol. 51(C).
- Jana Ohls & Marcus Pramor & Lena Tonzer, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from Germany,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 129-162, March.
- Ohls, Jana & Pramor, Marcus & Tonzer, Lena, 2016. "International banking and cross-border effects of regulation: Lessons from Germany," Discussion Papers 27/2016, Deutsche Bundesbank.
- Daniel Covitz & Nellie Liang & Tobias Adrian, 2015.
"Financial Stability Monitoring,"
Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 357-395, December.
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series 2013-21, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2014. "Financial Stability Monitoring," FEDS Notes 2014-08-04, Board of Governors of the Federal Reserve System (U.S.).
- Tobias Adrian & Daniel M. Covitz & J. Nellie Liang, 2013. "Financial stability monitoring," Staff Reports 601, Federal Reserve Bank of New York.
- Gauvin, Ludovic & Rebillard, Cyril, 2013.
"Towards Recoupling? Assessing the Impact of a Chinese Hard Landing on Commodity Exporters: Results from Conditional Forecast in a GVAR Model,"
MPRA Paper
65457, University Library of Munich, Germany.
- L. Gauvin & C. Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," Working papers 562, Banque de France.
- Ludovic Gauvin & Cyril Rebillard, 2015. "Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels," EconomiX Working Papers 2015-21, University of Paris Nanterre, EconomiX.
- 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.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
- Ажгалиева Д. // Azhgaliyeva D. & Капсалямова З. // Kapsalyamova Z., 2024. "Государственная поддержка в продвижении зеленых облигаций в Азии: эмпирические данные // Policy support in promoting green bonds in Asia: empirical evidence," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 63-64.
- Tobias Adrian & Nellie Liang, 2018.
"Monetary Policy, Financial Conditions, and Financial Stability,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
- Tobias Adrian & Nellie Liang, 2014. "Monetary Policy, Financial Conditions, and Financial Stability," IMES Discussion Paper Series 14-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Adrian, Tobias & Liang, Nellie, 2016. "Monetary Policy, Financial Conditions, and Financial Stability," CEPR Discussion Papers 11394, C.E.P.R. Discussion Papers.
- Tobias Adrian & J. Nellie Liang, 2014. "Monetary policy, financial conditions, and financial stability," Staff Reports 690, Federal Reserve Bank of New York.
- Panagiotis Papadeas & Alina Barbara Hyz, & Evaggelia Kossieri, 2017.
"IASBasel: The contribution of losses to the banks' capital adequacy,"
International Journal of Business and Social Research, LAR Center Press, vol. 7(2), pages 1-12, February.
- Panagiotis Papadeas & Alina Barbara Hyz, & Evaggelia Kossieri, 2017. "IASBasel: The contribution of losses to the banks' capital adequacy," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 7(2), pages 1-12, February.
- Jean-Charles Bricongne & Leonor Coutinho & Alessandro Turrini & Stefan Zeugner, 2020.
"Is Private Debt Excessive?,"
Open Economies Review, Springer, vol. 31(2), pages 471-512, April.
- Jean-Charles Bricongne & Leonor Coutinho & Alessandro Turrini & Stefan Zeugner, 2020. "Is Private Debt Excessive?," Post-Print hal-03529890, HAL.
- Kalatie, Simo & Laakkonen, Helinä & Tölö, Eero, 2015. "Indicators used in setting the countercyclical capital buffer," Research Discussion Papers 8/2015, Bank of Finland.
- Lepers, Etienne & Sánchez Serrano, Antonio, 2020.
"Decomposing financial (in)stability in emerging economies,"
Research in International Business and Finance, Elsevier, vol. 51(C).
- Lepers, Etienne & Sánchez Serrano, Antonio, 2017. "Decomposing financial (in)stability in emerging economies," ESRB Working Paper Series 39, European Systemic Risk Board.
- Claudia M Buch & Linda S Goldberg, 2017.
"Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 505-558, March.
- Claudia M. Buch & Linda Goldberg, 2016. "Cross-Border Prudential Policy Spillovers: How Much? How Important? Evidence from the International Banking Research Network," NBER Working Papers 22874, National Bureau of Economic Research, Inc.
- Claudia M. Buch & Linda S. Goldberg, 2016. "Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network," Staff Reports 801, Federal Reserve Bank of New York.
- Buch, Claudia M. & Goldberg, Linda, 2017. "Cross-border prudential policy spillovers: How much? How important? Evidence from the international banking research network," Discussion Papers 02/2017, Deutsche Bundesbank.
- Fendoğlu, Salih, 2017.
"Credit cycles and capital flows: Effectiveness of the macroprudential policy framework in emerging market economies,"
Journal of Banking & Finance, Elsevier, vol. 79(C), pages 110-128.
- Salih Fendoglu, 2017. "Credit Cycles and Capital Flows : Effectiveness of the Macroprudential Policy Framework in Emerging Market Economies," Working Papers 1713, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Leroi RAPUTSOANE, 2016.
"Disaggregated Credit Extension and Financial Distress in South Africa,"
Journal of Economics Library, KSP Journals, vol. 3(2), pages 226-240, June.
- Leroi Raputsoane, 2014. "Disaggregated Credit Extension and Financial Distress in South Africa," Working Papers 435, Economic Research Southern Africa.
- Bouvatier, Vincent & Delatte, Anne-Laure & Rehault, Pierre-Nicolas, 2022.
"Measuring credit procyclicality: A new database,"
Emerging Markets Review, Elsevier, vol. 52(C).
- Delatte, Anne-Laure & Bouvatier, Vincent & Rehault, Pierre-Nicolas, 2021. "Measuring credit procyclicality: a new database," CEPR Discussion Papers 16519, C.E.P.R. Discussion Papers.
- Vincent Bouvatier & Anne-Laure Delatte & Pierre-Nicolas Rehault, 2022. "Measuring credit procyclicality: A new database," Post-Print hal-04286376, HAL.
- Jokivuolle, Esa & Pesola, Jarmo & Viren, Matti, 2015. "Why is credit-to-GDP a good measure for setting countercyclical capital buffers?," Journal of Financial Stability, Elsevier, vol. 18(C), pages 117-126.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Research Discussion Papers 27/2016, Bank of Finland.
- de Moraes, Claudio Oliveira & de Mendonça, Helder Ferreira, 2019. "Bank’s risk measures and monetary policy: Evidence from a large emerging economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 121-132.
- André, J. & Roero, C. & Fegar, G. & Mosquera Yon, T., 2017. "La création monétaire au sein de la zone euro limitée par les ventes de titres de dette par des non-résidents," Bulletin de la Banque de France, Banque de France, issue 211, pages 47-60.
- Яндиев М. // Yandiyev М., 2024. "Феномен недооценки при первичном размещении акций объясняется алчностью финансовых спекулянтов // The Phenomenon of Underpricing during Initial Public Offering is Explained by the Greed of Financial S," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 65-85.
- 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.
- Pagano, Marco, 2014. "Dealing with financial crises: How much help from research?," CFS Working Paper Series 481, Center for Financial Studies (CFS).
- repec:zbw:bofrdp:2015_008 is not listed on IDEAS
- Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem & Behn, Markus, 2013. "Setting countercyclical capital buffers based on early warning models: would it work?," Working Paper Series 1604, European Central Bank.
- Carlos Montoro & Liliana Rojas-Suarez, 2012. "Credit in times of stress: lessons from Latin America," BIS Quarterly Review, Bank for International Settlements, September.
- Lang, Jan Hannes, 2018. "Cross-country linkages and spill-overs in early warning models for financial crises," Working Paper Series 2160, European Central Bank.
- Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017. "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes 17-25, Bank of Canada.
- David Archer & Andrew T Levin, 2018. "Robust Design Principles for Monetary Policy Committees," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
- Claire Giordano, 2021.
"How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 365-404, July.
- Claire Giordano, 2019. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Questioni di Economia e Finanza (Occasional Papers) 522, Bank of Italy, Economic Research and International Relations Area.
- Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2021. "Ambiguity attitudes and the leverage cycle," Journal of International Economics, Elsevier, vol. 129(C).
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Aikman, David & Haldane, Andrew & Hinterschweiger, Marc & Kapadia, Sujit, 2018. "Rethinking financial stability," Bank of England working papers 712, Bank of England.
- Ponomarenko, Alexey & Tatarintsev, Stas, 2023.
"Incorporating financial development indicators into early warning systems,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Alexey Ponomarenko & Stas Tatarintsev, 2020. "Incorporating financial development indicators into early warning systems," Bank of Russia Working Paper Series wps58, Bank of Russia.
- Eleana Lici & Irena Boboli, 2015. "Concentration and Competition in the Albanian Banking Sector," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 1, ejes_v1_i.
- Mikhail Stolbov, 2014.
"International Credit Cycles: A Regional Perspective,"
Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 21-47.
- Stolbov, Mikhail, 2012. "International credit cycles: a regional perspective," MPRA Paper 37773, University Library of Munich, Germany.
- Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017.
"A new database for financial crises in European countries,"
ESRB Occasional Paper Series
13, European Systemic Risk Board.
- Lo Duca, Marco & Koban, Anne & Basten, Marisa & Bengtsson, Elias & Klaus, Benjamin & Kusmierczyk, Piotr & Lang, Jan Hannes & Detken, Carsten & Peltonen, Tuomas, 2017. "A new database for financial crises in European countries," Occasional Paper Series 194, European Central Bank.
- repec:bla:glopol:v:8:y:2017:i:s4:p:42-53 is not listed on IDEAS
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017. "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series 45, European Systemic Risk Board.
- Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2017.
"Necessity as the mother of invention: monetary policy after the crisis,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 32(92), pages 707-755.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2016. "Necessity as the Mother of Invention: Monetary Policy after the Crisis," NBER Working Papers 22735, National Bureau of Economic Research, Inc.
- Blinder, Alan S. & Ehrmann, Michael & de Haan, Jakob & Jansen, David-Jan, 2017. "Necessity as the mother of invention: monetary policy after the crisis," Working Paper Series 2047, European Central Bank.
- Martínez, Juan Francisco & Oda, Daniel, 2021.
"Characterization of the Chilean financial cycle, early warning indicators and implications for macro-prudential policies,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
- 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.
- Gross, Marco & Henry, Jerome & Semmler, Willi, 2018.
"Destabilizing Effects Of Bank Overleveraging On Real Activity—An Analysis Based On A Threshold Mcs-Gvar,"
Macroeconomic Dynamics, Cambridge University Press, vol. 22(7), pages 1750-1768, October.
- Gross, Marco & Henry, Jérôme & Semmler, Willi, 2017. "Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR," Working Paper Series 2081, European Central Bank.
- Aikman, David & Bridges, Jonathan & Hacioglu Hoke, Sinem & O’Neill, Cian & Raja, Akash, 2019.
"Credit, capital and crises: a GDP-at-Risk approach,"
Bank of England working papers
824, Bank of England, revised 18 Oct 2019.
- Hacıoğlu Hoke, Sinem & Aikman, David & Bridges, Jonathan & O'Neill, Cian & Raja, Akash, 2021. "Credit, capital and crises: a GDP-at-Risk approach," CEPR Discussion Papers 15864, C.E.P.R. Discussion Papers.
- International Monetary Fund, 2014. "Denmark: Financial Sector Assessment Program, Macroprudential Policies: Technical Note," IMF Staff Country Reports 2014/347, International Monetary Fund.
- Jose M Berrospide & Ricardo Correa & Linda S Goldberg & Friederike Niepmann, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from the United States,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 435-476, March.
- Jose Berrospide & Ricardo Correa & Linda Goldberg & Friederike Niepmann, 2016. "International Banking and Cross-border Effects of Regulation: Lessons from the United States," NBER Working Papers 22645, National Bureau of Economic Research, Inc.
- Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann, 2016. "International banking and cross-border effects of regulation: lessons from the United States," Staff Reports 793, Federal Reserve Bank of New York.
- Jose M. Berrospide & Ricardo Correa & Linda S. Goldberg & Friederike Niepmann, 2016. "International Banking and Cross-Border Effects of Regulation : Lessons from the United States," International Finance Discussion Papers 1180, Board of Governors of the Federal Reserve System (U.S.).
- Battiati, Claudio, 2019.
"R&D, growth, and macroprudential policy in an economy undergoing boom-bust cycles,"
Journal of Macroeconomics, Elsevier, vol. 59(C), pages 299-324.
- Claudio Battiati, 2017. "R&D, growth, and macroprudential policy in an economy undergoing boom-bust cycles," Bank of Lithuania Working Paper Series 48, Bank of Lithuania.
- Claudio Borio, 2014. "Monetary policy and financial stability: what role in prevention and recovery?," BIS Working Papers 440, Bank for International Settlements.
- repec:zbw:bofrdp:2018_010 is not listed on IDEAS
- Peter J. Morgan & Victor Pontines, 2014.
"Financial Stability and Financial Inclusion,"
Finance Working Papers
24278, East Asian Bureau of Economic Research.
- Morgan, Peter & Pontines, Victor, 2014. "Financial Stability and Financial Inclusion," ADBI Working Papers 488, Asian Development Bank Institute.
- Peter J. Morgan & Victor Pontines, 2014. "Financial Stability and Financial Inclusion," Microeconomics Working Papers 24278, East Asian Bureau of Economic Research.
- Emmanuel Carré & Guillaume L’œillet, 2018.
"The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 161-180, March.
- Emmanuel Carré & Guillaume L’œillet, 2018. "The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review," Post-Print hal-03865193, HAL.
- Emmanuel Carré & Guillaume L'Oeillet, 2018. "The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review," Post-Print halshs-01746069, HAL.
- Mathias Drehmann & Mikael Juselius & Anton Korinek, 2017.
"Accounting for debt service: the painful legacy of credit booms,"
BIS Working Papers
645, Bank for International Settlements.
- Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2017. "Accounting for debt service: The painful legacy of credit booms," Bank of Finland Research Discussion Papers 12/2017, Bank of Finland.
- Mr. Niels-Jakob H Hansen & Ms. Olga Sulla, 2013. "Credit Growth in Latin America: Financial Development or Credit Boom?," IMF Working Papers 2013/106, International Monetary Fund.
- Huynh, Tran & Uebelmesser, Silke, 2024.
"Early warning models for systemic banking crises: Can political indicators improve prediction?,"
European Journal of Political Economy, Elsevier, vol. 81(C).
- Tran Huynh & Silke Uebelmesser, 2022. "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers 2022-007, Friedrich-Schiller-University Jena.
- 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.
- Behn, Markus & Detken, Carsten & Peltonen, Tuomas A. & Schudel, Willem, 2016. "Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors," ESRB Working Paper Series 29, European Systemic Risk Board.
- Lang, Jan Hannes & Welz, Peter, 2018. "Semi-structural credit gap estimation," Working Paper Series 2194, European Central Bank.
- Kolari, James W. & López-Iturriaga, Félix J. & Sanz, Ivan Pastor, 2019. "Predicting European bank stress tests: Survival of the fittest," Global Finance Journal, Elsevier, vol. 39(C), pages 44-57.
- Maria Kasselaki & Athanasios Tagkalakis, 2014.
"Financial soundness indicators and financial crisis episodes,"
Annals of Finance, Springer, vol. 10(4), pages 623-669, November.
- Maria Th. Kasselaki & Athanasios O. Tagkalakis, 2013. "Financial soundness indicators and financial crisis episodes," Working Papers 158, Bank of Greece.
- Johannes Hermanus Kemp, 2015.
"Measuring Potential Output for the South African Economy: Embedding Information About the Financial Cycle,"
South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 549-568, December.
- Harri Kemp, 2014. "Measuring potential output for the South African economy: Embedding information about the financial cycle," Working Papers 03/2014, Stellenbosch University, Department of Economics.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017.
"Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(3), pages 55-89, September.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2016. "Monetary policy, the financial cycle and ultra-low interest rates," BIS Working Papers 569, Bank for International Settlements.
- Mikael Juselius & Claudio Borio & Piti Disyatat & Mathias Drehmann, 2017. "Monetary Policy, the Financial Cycle and Ultra-low Interest Rates," PIER Discussion Papers 55, Puey Ungphakorn Institute for Economic Research.
- Juselius, Mikael & Borio, Claudio & Disyatat, Piti & Drehmann, Mathias, 2016. "Monetary policy, the financial cycle and ultralow interest rates," Research Discussion Papers 24/2016, Bank of Finland.
- Klein, Mathias & Winkler, Roland, 2019.
"Austerity, inequality, and private debt overhang,"
European Journal of Political Economy, Elsevier, vol. 57(C), pages 89-106.
- Mathias Klein & Roland Winkler, 2017. "Austerity, Inequality, and Private Debt Overhang," Discussion Papers of DIW Berlin 1633, DIW Berlin, German Institute for Economic Research.
- Klein, Mathias & Winkler, Roland, 2017. "Austerity, Inequality, and Private Debt Overhang," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168076, Verein für Socialpolitik / German Economic Association.
- repec:zbw:bofrdp:2016_024 is not listed on IDEAS
- Theshne Kisten, 2019.
"A financial stress index for South Africa: A time-varying correlation approach,"
Working Papers
805, Economic Research Southern Africa.
- Theshne Kisten, 2020. "A Financial Stress Index for South Africa: A Time-Varying Correlation Approach," Working Papers 202011, University of Pretoria, Department of Economics.
- Fraccaroli, Nicolò & Giovannini, Alessandro & Jamet, Jean-Francois & Persson, Eric, 2022. "Ideology and monetary policy: the role of political parties’ stances in the ECB’s parliamentary hearings," Working Paper Series 2655, European Central Bank.
- Kanngiesser Derrick & Martin Reiner & Maurin Laurent & Moccero Diego, 2020. "The macroeconomic impact of shocks to bank capital buffers in the Euro Area," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(1), pages 1-17, January.
- Herradi, Mehdi El & Leroy, Aurélien, 2022.
"The rich, poor, and middle class: Banking crises and income distribution,"
Journal of International Money and Finance, Elsevier, vol. 127(C).
- Mehdi El Herradi & Aurélien Leroy, 2021. "The rich, the poor, and the middle class: banking crises and income distribution," Working Papers halshs-03269859, HAL.
- Mehdi El Herradi & Aurélien Leroy, 2022. "The rich, poor, and middle class: Banking crises and income distribution," Post-Print hal-03770620, HAL.
- Mehdi El Herradi & Aurélien Leroy, 2021. "The rich, the poor, and the middle class: banking crises and income distribution," AMSE Working Papers 2136, Aix-Marseille School of Economics, France.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2018.
"Macroprudential policy in a DSGE model: anchoring the countercyclical capital buffer,"
Economics Bulletin, AccessEcon, vol. 38(4), pages 2345-2352.
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers, Department of Economics 2015_45, University of São Paulo (FEA-USP).
- Leonardo Nogueira Ferreira & Márcio Issao Nakane, 2015. "Macroprudential Policy in a DSGE Model: anchoring the countercyclical capital buffer," Working Papers Series 407, Central Bank of Brazil, Research Department.
- Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank.
- Stefan Avdjiev & Cathérine Koch & Patrick McGuire & Goetz von Peter, 2017.
"International Prudential Policy Spillovers: A Global Perspective,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 5-33, March.
- Stefan Avdjiev & Catherine Koch & Patrick McGuire & Goetz von Peter, 2016. "International prudential policy spillovers: a global perspective," BIS Working Papers 589, Bank for International Settlements.
- Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023.
"Negative rates, monetary policy transmission and cross-border lending via international financial centres,"
Working Paper Series
2775, European Central Bank.
- Andreeva, Desislava & Coman, Andra & Everett, Mary & Froemel, Maren & Ho, Kelvin & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Wong, Andrew & Wong, Eric & Żochowski, Dawi, 2023. "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Bank of England working papers 1010, Bank of England.
- Borio, Claudio, 2014.
"The financial cycle and macroeconomics: What have we learnt?,"
Journal of Banking & Finance, Elsevier, vol. 45(C), pages 182-198.
- Claudio Borio, 2012. "The financial cycle and macroeconomics: What have we learnt?," BIS Working Papers 395, Bank for International Settlements.
- Adam Geršl & Thomas Mitterling, 2021. "Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(4), pages 323-351, December.
- Jon Frost & Patty Duijm & Clemens Bonner & Leo Haan & Jakob Haan, 2019. "International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country," Open Economies Review, Springer, vol. 30(3), pages 445-456, July.
- Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2015. "Selecting Early Warning Indicator To Identify Corporate Sector Distress: Efforts To Strengthen Crisis Prevention," Working Papers WP/7/2015, Bank Indonesia.
- Andrew Lee-Poy, 2018. "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes 2018-34, Bank of Canada.
- Ben-Haim, Yakov & Demertzis, Maria & Van den End, Jan Willem, 2018. "Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach," Economic Modelling, Elsevier, vol. 73(C), pages 55-70.
- Kanga, Désiré & Murinde, Victor & Soumaré, Issouf, 2020. "Capital, risk and profitability of WAEMU banks: Does bank ownership matter?," Journal of Banking & Finance, Elsevier, vol. 114(C).
- G. Farrell, 2016.
"Countercyclical Capital Buffers and Real-Time Credit-To-GDP Gap Estimates: A South African Perspective,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 40(1), pages 1-20, April.
- 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.
- Bryan Hardy & Elod Takats, 2020. "International banking amidst Covid-19: resilience and drivers," BIS Quarterly Review, Bank for International Settlements, December.
- Mr. Kasper Lund-Jensen, 2012. "Monitoring Systemic Risk Basedon Dynamic Thresholds," IMF Working Papers 2012/159, International Monetary Fund.
- Filardo, Andrew & Genberg, Hans & Hofmann, Boris, 2016.
"Monetary analysis and the global financial cycle: An Asian central bank perspective,"
Journal of Asian Economics, Elsevier, vol. 46(C), pages 1-16.
- 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.
- Matthew Greenwood-Nimmo & Artur Tarassow, 2013. "A Macroeconometric Assessment of Minsky’s Financial Instability Hypothesis," Macroeconomics and Finance Series 201306, University of Hamburg, Department of Socioeconomics.
- Dimitri O. Ledenyov & Viktor O. Ledenyov, 2013. "On the accurate characterization of business cycles in nonlinear dynamic financial and economic systems," Papers 1304.4807, arXiv.org.
- Alessandro Del Ponte & Paolo Canofari & Audrey De Dominicis, 2021. "Financial and trade relationships between the Eurozone and China in the age of resilience," Asia Europe Journal, Springer, vol. 19(4), pages 489-506, December.
- Rodrigo Lara Pinto & Gilneu Francisco Astolfi Vivan, 2013. "Converting the NPL Ratio into a Comparable Long Term Metric," Working Papers Series 309, Central Bank of Brazil, Research Department.
- Thibaut Duprey & Tom Roberts, 2017. "A Barometer of Canadian Financial System Vulnerabilities," Staff Analytical Notes 17-24, Bank of Canada.
- Ozgur, Gokcer, 2023. "The cross-border interconnectedness of shadow banking," Economic Modelling, Elsevier, vol. 126(C).
- Jousselin, E. & Lequien, M. & Malgouyres, C. & Marx, M., 2017. "La stagnation séculaire et la mesure de la croissance - Compte rendu de la conférence du 16 janvier 2017 organisée à Paris par la Banque de France et le Collège de France," Bulletin de la Banque de France, Banque de France, issue 211, pages 25-34.
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "Does machine learning help us predict banking crises?," Journal of Financial Stability, Elsevier, vol. 45(C).
- Alan M. Taylor, 2013.
"The Great Leveraging,"
World Scientific Book Chapters, in: Viral V Acharya & Thorsten Beck & Douglas D Evanoff & George G Kaufman & Richard Portes (ed.), The Social Value of the Financial Sector Too Big to Fail or Just Too Big?, chapter 4, pages 33-65,
World Scientific Publishing Co. Pte. Ltd..
- Alan M. Taylor, 2012. "The Great Leveraging," NBER Working Papers 18290, National Bureau of Economic Research, Inc.
- Taylor, Alan M., 2012. "The Great Leveraging," CEPR Discussion Papers 9082, C.E.P.R. Discussion Papers.
- Alan M. Taylor, 2012. "The great leveraging," BIS Working Papers 398, Bank for International Settlements.
- Li, Boyao, 2017. "The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach," Economics Discussion Papers 2017-2, Kiel Institute for the World Economy (IfW Kiel).
- Alessi, Lucia & Detken, Carsten, 2018.
"Identifying excessive credit growth and leverage,"
Journal of Financial Stability, Elsevier, vol. 35(C), pages 215-225.
- Alessi, Lucia, 2014. "Identifying Excessive Credit Growth and Leverage," Financial Stability Review, European Central Bank, vol. 1.
- Detken, Carsten & Alessi, Lucia, 2014. "Identifying excessive credit growth and leverage," Working Paper Series 1723, European Central Bank.
- Ebrahimi Kahou, Mahdi & Lehar, Alfred, 2017.
"Macroprudential policy: A review,"
Journal of Financial Stability, Elsevier, vol. 29(C), pages 92-105.
- Mahdi Ebrahimi Kahou & Alfred Lehar, 2015. "Macroprudential Policy: A Review," SPP Research Papers, The School of Public Policy, University of Calgary, vol. 8(34), October.
- Claudio Borio, 2014.
"The international monetary and financial system: its Achilles heel and what to do about it,"
BIS Working Papers
456, Bank for International Settlements.
- Claudio Borio, 2014. "The international monetary and financial system: its Achilles heel and what to do about it," Globalization Institute Working Papers 203, Federal Reserve Bank of Dallas.
- Juan Francisco Martinez & Daniel Oda, 2019. "Índice de sincronía bancaria y ciclos financieros," Working Papers Central Bank of Chile 841, Central Bank of Chile.
- Mr. Luis Brandão-Marques & Qianying Chen & Claudio Raddatz & Mr. Jerome Vandenbussche & Peichu Xie, 2019. "The Riskiness of Credit Allocation and Financial Stability," IMF Working Papers 2019/207, International Monetary Fund.
- Montes, Gabriel Caldas & Valladares, Matheus & de Moraes, Claudio Oliveira, 2021. "Impacts of the sovereign risk perception on financial stability: Evidence from Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 358-369.
- 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.
- André K. Anundsen & Karsten Gerdrup & Frank Hansen & Kasper Kragh‐Sørensen, 2016.
"Bubbles and Crises: The Role of House Prices and Credit,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1291-1311, November.
- André K. Anundsen & Frank Hansen & Karsten Gerdrup & Kasper Kragh-Sørensen, 2014. "Bubbles and crises: The role of house prices and credit," Working Paper 2014/14, Norges Bank.
- Clancy, Daragh & Merola, Rossana, 2017.
"Countercyclical capital rules for small open economies,"
Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 332-351.
- Daragh Clancy & Rossana Merola, 2016. "Countercyclical capital rules for small open economies," Working Papers 10, European Stability Mechanism.
- Michael S. Barr, 2022. "Why Bank Capital Matters: At the American Enterprise Institute, Washington, D.C. (virtual) December 1st 2022," Speech 95822, Board of Governors of the Federal Reserve System (U.S.).
- 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.
- 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.
- Sarlin, Peter & Laina, Patrizio & Nyholm, Juho, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Working Paper Series 1758, European Central Bank.
- Christian Friedrich & Kristina Hess & Rose Cunningham, 2019.
"Monetary Policy and Financial Stability: Cross‐Country Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 403-453, March.
- Christian Friedrich & Kristina Hess & Rose Cunningham, 2015. "Monetary Policy and Financial Stability: Cross-Country Evidence," Staff Working Papers 15-41, Bank of Canada.
- Mathias Drehmann, 2013. "Total credit as an early warning indicator for systemic banking crises," BIS Quarterly Review, Bank for International Settlements, June.
- Paolo Canofari & Alessandro Ponte, 2018. "Chinese and European Financial Systems: Instability Drivers and Contagion Channels," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(4), pages 311-324, November.
- Markus Holopainen & Peter Sarlin, 2015. "Toward robust early-warning models: A horse race, ensembles and model uncertainty," Papers 1501.04682, arXiv.org, revised Apr 2016.
- de Mendonça, Helder Ferreira & de Moraes, Claudio Oliveira, 2018. "Central bank disclosure as a macroprudential tool for financial stability," Economic Systems, Elsevier, vol. 42(4), pages 625-636.
- Isabel Cairo & Jae Sim, 2017.
"Income Inequality, Financial Crises and Monetary Policy,"
2017 Meeting Papers
1433, Society for Economic Dynamics.
- Isabel Cairó & Jae W. Sim, 2018. "Income Inequality, Financial Crises, and Monetary Policy," Finance and Economics Discussion Series 2018-048, Board of Governors of the Federal Reserve System (U.S.).
- Argimon, Isabel & Bonner, Clemens & Correa, Ricardo & Duijm, Patty & Frost, Jon & de Haan, Jakob & de Haan, Leo & Stebunovs, Viktors, 2019.
"Financial institutions’ business models and the global transmission of monetary policy,"
Journal of International Money and Finance, Elsevier, vol. 90(C), pages 99-117.
- Isabel Argimon & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs, 2018. "Financial Institutions’ Business Models and the Global Transmission of Monetary Policy," International Finance Discussion Papers 1228, Board of Governors of the Federal Reserve System (U.S.).
- Isabel Argimón & Clemens Bonner & Ricardo Correa & Patty Duijm & Jon Frost & Jakob de Haan & Leo de Haan & Viktors Stebunovs, 2018. "Financial institutions' business models and the global transmission of monetary policy," Working Papers 1815, Banco de España.
- Truong, Chi & Sheen, Jeffrey & Trück, Stefan & Villafuerte, James, 2022. "Early warning systems using dynamic factor models: An application to Asian economies," Journal of Financial Stability, Elsevier, vol. 58(C).
- repec:zbw:bofrdp:2016_027 is not listed on IDEAS
- Basten, Christhoph & Koch, Cathérine, 2015.
"Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Countercyclical Capital Buffer (CCB),"
HIT-REFINED Working Paper Series
26, Institute of Economic Research, Hitotsubashi University.
- Christoph Basten & Catherine Koch, 2015. "Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB)," BIS Working Papers 511, Bank for International Settlements.
- Christoph Basten, 2020.
"Higher Bank Capital Requirements and Mortgage Pricing: Evidence from the Counter-Cyclical Capital Buffer,"
Review of Finance, European Finance Association, vol. 24(2), pages 453-495.
- Christoph Basten & Catherine Koch, 2014. "Higher bank capital requirements and mortgage pricing: evidence from the Counter-Cyclical Capital Buffer," ECON - Working Papers 169, Department of Economics - University of Zurich.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023.
"Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach,"
Journal of International Economics, Elsevier, vol. 145(C).
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kang, Miao & Kapadia, Sujit & Simsek, Özgür, 2020. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers 848, Bank of England.
- Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2021. "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Working Paper Series 2614, European Central Bank.
- repec:zbw:bofrdp:2017_012 is not listed on IDEAS
- Torsten Wezel, 2019. "Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer," IMF Working Papers 2019/086, International Monetary Fund.
- Yusuf Yıldırım & Anirban Sanyal, 2022.
"Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data,"
Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(4), pages 557-597, December.
- Yildirim, Yusuf & Sanyal, Anirban, 2022. "Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data," MPRA Paper 112079, University Library of Munich, Germany.
- Yildirim, Yusuf & Sanyal, Anirban, 2022. "Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data," EconStor Preprints 251726, ZBW - Leibniz Information Centre for Economics.
- Baker, Andrew, 2015. "The bankers’ paradox: the political economy of macroprudential regulation," LSE Research Online Documents on Economics 61998, London School of Economics and Political Science, LSE Library.
- Mathias Drehmann & James Yetman, 2018. "Why you should use the Hodrick-Prescott filter - at least to generate credit gaps," BIS Working Papers 744, Bank for International Settlements.
- Isabel Argimón, 2018. "The relevance of currency-denomination for the cross-border effects of monetary policy," Working Papers 1827, Banco de España.
- Bank for International Settlements, 2018. "Structural changes in banking after the crisis," CGFS Papers, Bank for International Settlements, number 60.
- Kauko, Karlo, 2012. "Triggers for countercyclical capital buffers," MPRA Paper 85692, University Library of Munich, Germany.
- Xiaoyu Liu & Xiaoli Chen, 2021. "Can “Concerted” Macroprudential Policies Mitigate Cross‐border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(3), pages 26-54, May.
- Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter, 2014. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Bank of Finland Research Discussion Papers 14/2014, Bank of Finland.
- Kang, Jong Ku, 2017. "The Relationship Between Monetary and Macroprudential Policies," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 39(1), pages 19-40.
- Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho, 2015. "Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth," Working Papers Series 384, Central Bank of Brazil, Research Department.
- Mr. Divya Kirti, 2018.
"Lending Standards and Output Growth,"
IMF Working Papers
2018/023, International Monetary Fund.
- Kirti, Divya, 2018. "Lending standards and output growth," ESRB Working Paper Series 79, European Systemic Risk Board.
- Divya Kirti, 2018. "Lending standards and output growth," 2018 Meeting Papers 203, Society for Economic Dynamics.
- Klein, Mathias & Polattimur, Hamza & Winkler, Roland, 2022.
"Fiscal spending multipliers over the household leverage cycle,"
European Economic Review, Elsevier, vol. 141(C).
- KLEIN, Mathias & POLATTIMUR, Hamza & WINKLER, Roland, 2020. "Fiscal spending multipliers over the household leverage cycle," Working Papers 2020007, University of Antwerp, Faculty of Business and Economics.
- Hessou, Hélyoth T.S. & Lensink, Robert & Soumaré, Issouf & Tchakoute Tchuigoua, Hubert, 2021. "Provisioning over the business cycle: Some insights from the microfinance industry," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2018.
"An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?,"
Discussion Papers
48/2018, Deutsche Bundesbank.
- Beutel, Johannes & List, Sophia & von Schweinitz, Gregor, 2019. "An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?," IWH Discussion Papers 2/2019, Halle Institute for Economic Research (IWH).
- Łukasz Kurowski & Paweł Smaga, 2018. "Monetary Policy and Cyclical Systemic Risk - Friends or Foes?," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(5), pages 522-540.
- Bors ISAC, 2015. "VAR Methodology in Assessment of the Financial Stability," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 93-98.
- Peter J. Morgan & Victor Pontines, 2018. "Financial Stability And Financial Inclusion: The Case Of Sme Lending," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(01), pages 111-124, March.
- Balboa, Marina & López-Espinosa, Germán & Rubia, Antonio, 2013. "Nonlinear dynamics in discretionary accruals: An analysis of bank loan-loss provisions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5186-5207.
- Vincent Bouvatier & Michael Brei & Xi Yang, 2014.
"Bank Failures and the Source of Strength Doctrine,"
EconomiX Working Papers
2014-15, University of Paris Nanterre, EconomiX.
- Vincent Bouvatier & Michael Brei & Xi Yang, 2014. "Bank Failures and the Source of Strength Doctrine," Working Papers hal-04141351, HAL.
- Jordà, Òscar, 2014.
"Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce,"
International Journal of Forecasting, Elsevier, vol. 30(3), pages 729-740.
- Òscar Jordà, 2013. "Assessing the Historical Role of Credit: Business Cycles, Financial Crises, and the Legacy of Charles S. Peirce," Working Paper Series 2013-19, Federal Reserve Bank of San Francisco.
- Kok, Christoffer & Gross, Marco & Żochowski, Dawid, 2016. "The impact of bank capital on economic activity - evidence from a mixed-cross-section GVAR model," Working Paper Series 1888, European Central Bank.
- Kanngiesser, Derrick & Martin, Reiner & Maurin, Laurent & Moccero, Diego, 2017. "Estimating the impact of shocks to bank capital in the euro area," Working Paper Series 2077, European Central Bank.
- Mr. Seung M Choi & Ms. Laura E. Kodres & Jing Lu, 2018. "Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and “Coordinated” Macroprudential Policies," IMF Working Papers 2018/009, International Monetary Fund.
- Robert J. Powell & Duc H. Vo, 2020. "A Comprehensive Stability Indicator for Banks," Risks, MDPI, vol. 8(1), pages 1-15, February.
- Mikhail Mamonov & Vera Pankova & Renat Akhmetov & Anna Pestova, 2020. "Financial Shocks and Credit Cycles," Russian Journal of Money and Finance, Bank of Russia, vol. 79(4), pages 45-74, December.
- Krainer, Robert E., 2017. "Economic stability under alternative banking systems: Theory and policy," Journal of Financial Stability, Elsevier, vol. 31(C), pages 107-118.
- Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2017.
"Necessity as the mother of invention: monetary policy after the crisis,"
Economic Policy, CEPR;CES;MSH, vol. 32(92), pages 707-755.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2016. "Necessity as the Mother of Invention: Monetary Policy after the Crisis," NBER Working Papers 22735, National Bureau of Economic Research, Inc.
- Blinder, Alan S. & Ehrmann, Michael & de Haan, Jakob & Jansen, David-Jan, 2017. "Necessity as the mother of invention: monetary policy after the crisis," Working Paper Series 2047, European Central Bank.
- Alan Blindera & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2016. "Necessity as the mother of invention monetary policy after the crisis," DNB Working Papers 525, Netherlands Central Bank, Research Department.
- Mathias Drehmann & Claudio Borio & Kostas Tsatsaronis, 2012. "Characterising the financial cycle: don't lose sight of the medium term!," BIS Working Papers 380, Bank for International Settlements.
- Bank for International Settlements, 2012. "Operationalising the selection and application of macroprudential instruments," CGFS Papers, Bank for International Settlements, number 48.
- International Monetary Fund, 2016. "Slovak Republic: Selected Issues," IMF Staff Country Reports 2016/014, International Monetary Fund.
- 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.
- Kelvin Ho & Eric Wong & Edward Tan, 2017. "International Banking and Cross-Border Effects of Regulation: Lessons from Hong Kong," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 195-221, March.
- Behn, Markus & Forletta, Marco & Reghezza, Alessio, 2024. "Buying insurance at low economic cost – the effects of bank capital buffer increases since the pandemic," Working Paper Series 2951, European Central Bank.
- Rey, Hélène, 2015.
"Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence,"
CEPR Discussion Papers
10591, C.E.P.R. Discussion Papers.
- Hélène Rey, 2015. "Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence," NBER Working Papers 21162, National Bureau of Economic Research, Inc.
- H. Evren Damar & Adi Mordel, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from Canada,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 35-64, March.
- H. Evren Damar & Adi Mordel, 2016. "International Banking and Cross-Border Effects of Regulation: Lessons from Canada," Staff Working Papers 16-34, Bank of Canada.
- Lopez, Claude & Markwardt, Donald & Savard, Keith, 2015. "Macroprudential Policy: A Silver Bullet or Refighting the Last War?," MPRA Paper 64499, University Library of Munich, Germany.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2016. "Use of unit root methods in early warning of financial crises," Bank of Finland Research Discussion Papers 27/2016, Bank of Finland.
- ., 2017. "Coût des carences de coordination des politiques économiques dans la zone euro," Bulletin de la Banque de France, Banque de France, issue 211, pages 35-46.
- Bruno De Backer & Hans Dewachter & Stijn Ferrari & Mara Pirovano & Christophe Van Nieuwenhuyze, 2016. "Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy," Financial Stability Review, National Bank of Belgium, vol. 14(1), pages 153-170, June.
- Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2020.
"Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries,"
Journal of Financial Stability, Elsevier, vol. 49(C).
- Yacoub Sleibi & Fabrizio Casalin & Giorgio Fazio, 2020. "Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries," Post-Print hal-03133033, HAL.
- Diana Bonfim & Sónia Costa, 2017.
"International Banking and Cross-Border Effects of Regulation: Lessons from Portugal,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 341-377, March.
- Diana Bonfim & Sónia Costa, 2017. "International Banking and Cross-border Effects of Regulation: Lessons from Portugal," Working Papers w201705, Banco de Portugal, Economics and Research Department.
- de Haan, Leo & van den End, Jan Willem, 2018.
"The signalling content of asset prices for inflation: Implications for quantitative easing,"
Economic Systems, Elsevier, vol. 42(1), pages 45-63.
- Leo de Haan & Jan Willem van den End, 2016. "The signalling content of asset prices for inflation: Implications for Quantitative Easing," DNB Working Papers 516, Netherlands Central Bank, Research Department.
- 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.
- Gonzalez, Rodrigo Barbone & Marinho, Leonardo Sousa Gomes & Lima, Joaquim Ignacio Alves de Vasconcellos e, 2017. "Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1007-1024.
- Hessou, Helyoth & Lai, Van Son, 2018.
"Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle,"
International Review of Financial Analysis, Elsevier, vol. 57(C), pages 23-39.
- Helyoth Hessou & Van Son Lai, 2017. "Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle," Working Papers 2017-009, Department of Research, Ipag Business School.
- Jon Frost & Patty Duijm & Clemens Bonner & Leo Haan & Jakob Haan, 2019.
"International Lending of Dutch Insurers and Pension Funds: the Impact of ECB Monetary Policy and Prudential Policies in the Host Country,"
Open Economies Review, Springer, vol. 30(3), pages 445-456, July.
- Jon Frost & Patty Duijm & Clemens Bonner & Leo de Haan & Jakob de Haan, 2018. "Spillovers of monetary policy across borders: International lending of Dutch banks, insurers and pension funds," DNB Working Papers 609, Netherlands Central Bank, Research Department.
- Kim, Jihae & Kim, Soyoung & Mehrotra, Aaron, 2019. "Macroprudential policy in Asia," Journal of Asian Economics, Elsevier, vol. 65(C).
- Tihana Škrinjarić, 2023. "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 582-614, September.
- Mr. Luis M. Cubeddu & Signe Krogstrup & Gustavo Adler & Mr. Pau Rabanal & Mai Dao & Mrs. Swarnali A Hannan & Luciana Juvenal & Ms. Carolina Osorio-Buitron & Cyril Rebillard & Mr. Daniel Garcia-Macia &, 2019. "The External Balance Assessment Methodology: 2018 Update," IMF Working Papers 2019/065, International Monetary Fund.
- Stracca, Livio, 2014.
"Financial imbalances and household welfare: Empirical evidence from the EU,"
Journal of Financial Stability, Elsevier, vol. 11(C), pages 82-91.
- Stracca, Livio, 2013. "Financial imbalances and household welfare: empirical evidence from the EU," Working Paper Series 1543, European Central Bank.
- Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018.
"Learning from History: Volatility and Financial Crises,"
The Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 91136, London School of Economics and Political Science, LSE Library.
- Jón Daníelsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series 2016-093, Board of Governors of the Federal Reserve System (U.S.).
- Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 118942, London School of Economics and Political Science, LSE Library.
- Stijn Ferrari & Mara Pirovano, 2014. "Evaluating early warning indicators for real estate related risks," Financial Stability Review, National Bank of Belgium, vol. 12(1), pages 123-140, June.
- Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.
- Salih Fendoglu, 2016. "Credit cycles and macroprudential policy framework in emerging countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 17-25, Bank for International Settlements.
- Hristov, Nikolay & Roth, Markus, 2022. "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Lojschova, Adriana & Wagner, Karin & Schmidt, Alexander & Akantziliotou, Calliope & Dujardin, Marine & Kennedy, Gerard & Pontuch, Peter, 2015. "Report on residential real estate and financial stability in the EU, Section 1. on Structural features of residential real estate markets," MPRA Paper 79723, University Library of Munich, Germany.
- Абилов Н. // Abilov N., 2024. "Риск действительно имеет значение: шоки неопределенности в условиях малой экономики страны – экспортера нефти // Risk indeed matters: uncertainty shocks in a small oil-exporting economy," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 7-23.
- Schudel, Willem, 2015. "Shifting horizons: assessing macro trends before, during, and following systemic banking crises," Working Paper Series 1766, European Central Bank.
- Saurabh Ghosh, 2015. "Building on the Countercyclical Consensus: An Empirical Test," Working Papers wp08, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Caggiano, Giovanni & Calice, Pietro & Leonida, Leone & Kapetanios, George, 2016. "Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 104-116.
- Siti Nurazira Mohd Daud & Abd Halim Ahmad & Jan M Podivinsky, 2017. "Credit and the housing boom in Malaysa: a come back?," Economics and Business Letters, Oviedo University Press, vol. 6(4), pages 110-115.
- Valentina Flamini & Pierluigi Bologna & Fabio Di Vittorio & Rasool Zandvakil, 2019. "Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic," IMF Working Papers 2019/039, International Monetary Fund.
- Tihana Skrinjaric & Maja Bukovsak, 2022. "Improving The Calibration Of Countercyclical Capital Buffer: New Indicators Of Credit Gap In Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 31(2), pages 541-568, december.
- Bajram Ibraj, 2016. "Money Laundering in Albania for the Years 2008-2015," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 2, ejes_v2_i.
- Jorge E. Galán, 2019. "Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited," Occasional Papers 1906, Banco de España.
- Masyita Crystallin & Levan Efremidze & Sungsoo Kim & Wahyu Nugroho & Ozan Sula & Thomas Willett, 2015. "How Common are Capital Flows Surges? How They are Measured Matters -a Lot," Open Economies Review, Springer, vol. 26(4), pages 663-682, September.
- Stijn Ferrari & Mara Pirovano & Wanda Cornacchia, 2015. "Identifying early warning indicators for real estate-related banking crises," ESRB Occasional Paper Series 08, European Systemic Risk Board.
- Duprey, Thibaut & Klaus, Benjamin, 2022. "Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Tae Soo Kang & Hyunduk Suh, 2017. "Asset-based Reserve Requirements in a Dynamic Stochastic General Equilibrium Model," Asian Economic Papers, MIT Press, vol. 16(2), pages 216-242, Summer.
- Vazquez, Francisco, 2020.
"Credit Reversals,"
MPRA Paper
104869, University Library of Munich, Germany.
- Mr. Francisco F. Vazquez, 2021. "Credit Reversals," IMF Working Papers 2021/103, International Monetary Fund.
- Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018. "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers 490, National Institute of Economic and Social Research.
- Andrea Teglio & Marco Raberto & Silvano Cincotti, 2012.
"The Impact Of Banks' Capital Adequacy Regulation On The Economic System: An Agent-Based Approach,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 15(supp0), pages 1-27.
- Andrea Teglio & Marco Raberto & Silvano Cincotti, 2011. "The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach," Working Papers 2011/01, Economics Department, Universitat Jaume I, Castellón (Spain).
- Рысбаева Ә. Б. // Rysbayeva A.B. & Ханет А. Б. // Khanet А. B., 2024. "Фискальные мультипликаторы в Казахстане // Fiscal Multipliers in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 24-44.
- M. Albert & C. Jude & C. Rebillard, 2015. "The Long Landing Scenario: Rebalancing from Overinvestment and Excessive Credit Growth. Implications for Potential Growth in China," Working papers 572, Banque de France.
- Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019.
"Taming financial development to reduce crises,"
Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Sami Ben Naceur & Bertrand Candelon & Quentin Lajaunie, 2019. "Taming Financial Development to Reduce Crises," IMF Working Papers 2019/094, International Monetary Fund.
- Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019. "Taming financial development to reduce crises," LIDAM Reprints LFIN 2019005, Université catholique de Louvain, Louvain Finance (LFIN).
- Gabriel Caldas Montes & José Américo Pereira Antunes & Alexei Ferreira Araújo, 2021. "Effects of monetary policy and credibility on financial intermediation: evidence from the Brazilian banking sector," Empirical Economics, Springer, vol. 60(3), pages 1191-1219, March.
- Kelvin Ho & Eric Wong & Edward Tan, 2016. "Pricing Corporate Bonds With Interest Rates Following Double Square-root Process," Working Papers 122016, Hong Kong Institute for Monetary Research.
- Maarten R.C. Van Oordt, 2023.
"Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(2-3), pages 465-501, March.
- Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
- 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.
- Алдашев А. // Aldashev А. & Баткеев Б. // Batkeyev В., 2024. "Задолженность домохозяйств, гетерогенность и финансовая стабильность на примере Казахстана // Household debt, heterogeneity and financial stability: Evidence from Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 90-91.
- Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
- Татибеков Б. // Tatibekov B. & Абдразакова А. // Abdrazakova А., 2024. "Особенности взаимосвязи рынка труда и инфляционных процессов в экономике Казахстана в период 2001-2021 гг.: теория и практика реализации // Specifics of Relationship between the Labor Market and Infla," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 60-61.
- Jan Willem Van den End, 2016.
"A macroprudential approach to address liquidity risk with the loan-to-deposit ratio,"
The European Journal of Finance, Taylor & Francis Journals, vol. 22(3), pages 237-253, February.
- Jan Willem van den End, 2013. "A macroprudential approach to address liquidity risk with the Loan-to-Deposit ratio," DNB Working Papers 372, Netherlands Central Bank, Research Department.
- DEHMEJ , Salim & MIKOU, Mohammed, 2020. "Indice agrégé de stabilité financière au Maroc," Document de travail 2020-2, Bank Al-Maghrib, Département de la Recherche.
- Zoë Venter, 2020.
"The Interaction Between Conventional Monetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(3), pages 521-554, September.
- Zoe Venter, 2019. "The Interaction Between ConventionalMonetary Policy and Financial Stability: Chile, Colombia, Japan, Portugal and the UK," Working Papers REM 2019/96, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- repec:prg:jnlpep:v:preprint:id:667:p:1-19 is not listed on IDEAS
- Helene Olsen & Harald Wieslander, 2020. "The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway," Working Papers No 02/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Claudio Borio & Marc Farag & Fabrizio Zampolli, 2023. "Tackling the fiscal policy-financial stability nexus," BIS Working Papers 1090, Bank for International Settlements.
- 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.
- Mathias Drehmann & Mikael Juselius & Anton Korinek, 2018.
"Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms,"
NBER Working Papers
24549, National Bureau of Economic Research, Inc.
- Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2018. "Going with the flows: New borrowing, debt service and the transmission of credit booms," Bank of Finland Research Discussion Papers 10/2018, Bank of Finland.
- Daniel O. Beltran & Mohammad R. Jahan-Parvar & Fiona A. Paine, 2021. "Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs," International Finance Discussion Papers 1307, Board of Governors of the Federal Reserve System (U.S.).
- Ыбраев Ж. // Ybrayev Zh., 2024. "Макроэкономическая активность и контр-циклический буфер капитала в Казахстане // Macroeconomic Activity and Countercyclical Capital Buffer in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 92-100.
- Zia Abbas & Syed Faizan Iftikhar & Shaista Alam, 2019. "Does bank capital affect the monetary policy transmission mechanism? A case study of Emerging Market Economies (EMEs)," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(02), pages 1-20, June.
- Wang, Hao & Xu, Ning & Yin, Haiyan & Ji, Hao, 2022. "The dynamic impact of monetary policy on financial stability in China after crises," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Terhi Jokipii & Reto Nyffeler & Stéphane Riederer, 2021.
"Exploring BIS credit-to-GDP gap critiques: the Swiss case,"
Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 157(1), pages 1-19, December.
- Dr. Terhi Jokipii & Dr. Reto Nyffeler & Stéphane Riederer, 2020. "Exploring BIS credit-to-GDP gap critiques: the Swiss case," Working Papers 2020-19, Swiss National Bank.
- Bas B. Bakker & Giovanni Dell'Ariccia & Luc Laeven & Jérôme Vandenbussche & Deniz O Igan & Hui Tong, 2012. "Policies for Macrofinancial Stability; How to Deal with Credit Booms," IMF Staff Discussion Notes 12/06, International Monetary Fund.
- Jan Willem van den End, 2014. "Financial cycles and macroprudential policy," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 17, pages 293-302, Edward Elgar Publishing.
- 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.
- Claudio Borio, 2014. "The financial cycle and macroeconomics: what have we learned and what are the policy implications?," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 2, pages 10-35, Edward Elgar Publishing.
- James Morley, 2016. "Macro-Finance Linkages," Journal of Economic Surveys, Wiley Blackwell, vol. 30(4), pages 698-711, September.
- Saurabh Ghosh & Snehal Herwadkar & Radheshyam Verma & Pawan Gopalakrishnan, 2023. "Disentangling demand and supply side determinants of post-GFC credit slowdown: an Indian perspective," Indian Economic Review, Springer, vol. 58(2), pages 399-421, September.
- Patty Duijm, 2019. "Foreign funded credit: funding the credit cycle?," DNB Working Papers 658, Netherlands Central Bank, Research Department.
- policy, Work stream on macroprudential & Policy, Monetary & Stability, Financial & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas , 2023. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Адилханова З. // Adilkhanova Z., 2024. "Влияние жесткости заработных плат на инфляцию в рамках трансмиссионного механизма монетарной политики // Impact of Wage Rigidity on Inflation within the Framework of Monetary Policy Transmission Mecha," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 45-59.
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2018.
"The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies,"
Canadian Public Policy, University of Toronto Press, vol. 44(2), pages 81-99, June.
- Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima, 2016. "The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies," Staff Working Papers 16-38, Bank of Canada.
- Claudio Borio & Magdalena Erdem & Andrew Filardo & Boris Hofmann, 2015. "The costs of deflations: a historical perspective," BIS Quarterly Review, Bank for International Settlements, March.
- Andreea Maria Muraru, 2020. "The Impact of Global Tensions on the Economic and Financial Cycle in Romania," Postmodern Openings, Editura Lumen, Department of Economics, vol. 11(3), pages 115-128, October.
- Bergeaud, B. & Cette, G. & Lecat, R., 2017.
"Le PIB par habitant et la productivité dans les économies avancées : regard sur le XXe siècle et perspectives pour le XXIe,"
Bulletin de la Banque de France, Banque de France, issue 211, pages 13-24.
- Antonin Bergeaud & Gilbert Cette & Rémy Lecat, 2017. "Le PIB par habitant et la productivité dans les économies avancées : regard sur le XXe siècle et perspectives pour le XXIe," Post-Print hal-01724595, HAL.
- Mirjalili, Seyed Hossein & Nafiseh Keshtgar & Mosayeb Pahlavani, 2021. "Macro-prudential policies and financial cycle in Iran," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 13(1), pages 95-114.
- Tony Wolken, 2013. "Measuring systemic risk: the role of macro-prudential indicators," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 76, pages 13-30, December.
- O'Brien, Martin & Velasco, Sofia, 2020. "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers 09/RT/20, Central Bank of Ireland.
- Moisă ALTĂR & Matei KUBINSCHI & Dinu BARNEA, 2017. "Measuring Financial Cycle Length and Assessing Synchronization using Wavelets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 18-36, September.
- Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
- de Moraes, Claudio Oliveira & Costa, Ágata, 2023. "Credit behavior and financial stability in an emerging economy," Economic Systems, Elsevier, vol. 47(2).
- Raputsoane, Leroi, 2018. "Temporal homogeneity between financial stress and the economic cycle," MPRA Paper 91119, University Library of Munich, Germany.
- Falter, Alexander, 2019. "Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit," Discussion Papers 25/2019, Deutsche Bundesbank.
- Gabriele Galati & Irma Hindrayanto & Siem Jan Koopman & Marente Vlekke, 2016. "Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area," DNB Working Papers 495, Netherlands Central Bank, Research Department.
- Carlos Montoro & Liliana Rojas-Suarez, 2015. "Credit in Times of Stress: Lessons from Latin America during the Global Financial Crisis," Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 309-327, May.
- 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.
- Deschard, F. & Lecat, R. & Sandoz-Dit-Bragard, C., 2017. "Productivité : une énigme française ? - Synthèse de la conférence organisée par la Banque de France et France Stratégie le 1er février 2017," Bulletin de la Banque de France, Banque de France, issue 211, pages 5-12.
- 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.
- Yakov Ben-Haim & Maria Demertzis & Jan Willem van den End, 2017.
"Fundamental uncertainty and unconventional monetary policy- an info-gap approach,"
Working Papers
19317, Bruegel.
- Yakov Ben-Haim & Maria Demertzis & Jan Willem Van den End, 2017. "Fundamental uncertainty and unconventional monetary policy: an info-gap approach," DNB Working Papers 544, Netherlands Central Bank, Research Department.
- Soumaré, Issouf & Tchakoute Tchuigoua, Hubert & Hessou, Hélyoth T.S., 2020. "Are microfinance institutions resilient to economic slowdown? Evidence from their capital ratio adjustment over the business cycle," Economic Modelling, Elsevier, vol. 92(C), pages 1-22.
- Capponi, Agostino & Dooley, John M. & Oet, Mikhail V. & Ong, Stephen J., 2017. "Capital and resolution policies: The US interbank market," Journal of Financial Stability, Elsevier, vol. 30(C), pages 229-239.
- Caruana, J. & Avdjiev, S., 2012. "Sovereign creditworthiness and financial stability:an international perspective," Financial Stability Review, Banque de France, issue 16, pages 71-85, April.
- Xianglong Liu, 2023. "Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?," The Economic Record, The Economic Society of Australia, vol. 99(325), pages 288-312, June.
- policy, Work stream on macroprudential & Albertazzi, Ugo & Martin, Alberto & Assouan, Emmanuelle & Tristani, Oreste & Galati, Gabriele & Vlassopoulos, Thomas, 2021. "The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area," Occasional Paper Series 272, European Central Bank.
- Nicu Sprincean, 2019. "Early Warning Indicators For Macrofinancial Activity In Romania," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 23, pages 137-162, June.
- Liliana Rojas-Suarez, Arturo J. Galindo, and Marielle del Valle, 2012. "Capital Requirements under Basel III in Latin America: The Cases of Bolivia, Colombia, Ecuador and Peru - Working Paper 296," Working Papers 296, Center for Global Development.
- Rodrigo Barbone Gonzalez & Joaquim Lima & Leonardo Marinho, 2015. "Business and Financial Cycles: an estimation of cycles’ length focusing on Macroprudential Policy," Working Papers Series 385, Central Bank of Brazil, Research Department.
- Claudio Borio, 2017. "Secular stagnation or financial cycle drag?," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 52(2), pages 87-98, April.
- Еселева-Пионка М. // Yesseleva-Pionka М. & Кенжегаранова М. // Kenzhegaranova М. & Азимбекова А. // Azimbekova А. & Кусниева А. // Kusniyeva А. & Байбекова А. // Baibekova А., 2024. "Противодействие финансовым мошенничествам, в частности пирамидам, интернет и телефонным мошенничествам // Combating Fnancial Fraud, in Particular Pyramid, Internet and Telephone Fraud," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 86-89.
- Sohn, Bumjean & Park, Heungju, 2016. "Early warning indicators of banking crisis and bank related stock returns," Finance Research Letters, Elsevier, vol. 18(C), pages 193-198.
- Arlyana Abubakar & Rieska Indah Astuti & Rini Oktapiani, 2018. "Selection Of Early Warning Indicator To Identify Distress In The Corporate Sector: Crisis Prevention Strengthening Efforts," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 20(3), pages 343-374, January.
- 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.
- repec:zbw:bofrdp:2014_014 is not listed on IDEAS
- Patrizio Lainà & Juho Nyholm & Peter Sarlin, 2015. "Leading indicators of systemic banking crises: Finland in a panel of EU countries," Review of Financial Economics, John Wiley & Sons, vol. 24(1), pages 18-35, January.
- Jong Ku Kang, 2016. "The Relation Between Monetary and Macroprudential Policy," Working Papers 2016-8, Economic Research Institute, Bank of Korea.
- Nelson, Benjamin & Pinter, Gabor, 2018. "Macroprudential capital regulation in general equilibrium," Bank of England working papers 770, Bank of England.
- Chitan Gheorghe, 2013. "Is Adequate The Method Of Loan Loss Provisioning? - Evidence From Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 1062-1069, July.
- 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.
- Couaillier, C. & Idier, J., 2017. "Mesurer l’excès de crédit avec le « gap bâlois » : pertinence et limites pour la fixation du coussin de fonds propres bancaires contracyclique," Bulletin de la Banque de France, Banque de France, issue 211, pages 61-74.
- Knot, K., 2014. "Governance of macroprudential policy," Financial Stability Review, Banque de France, issue 18, pages 25-32, April.
- José Ricardo Borges Alves & Rita Maria Henriques Pereira, 2020. "The indebtedness of households up until the economic adjustment programme for Portugal: an empirical assessment," Public Sector Economics, Institute of Public Finance, vol. 44(4), pages 529-550.
- 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.
- Allen, D.E. & Powell, R.J. & Singh, A.K., 2016. "Take it to the limit: Innovative CVaR applications to extreme credit risk measurement," European Journal of Operational Research, Elsevier, vol. 249(2), pages 465-475.
- Diana Bonfim & Sónia Costa, 2017. "Spillovers of prudential policy across borders: evidence for Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
- Jorge E. Galán & Javier Mencía, 2021. "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, vol. 61(6), pages 3179-3211, December.
- Torsten Ehlers & Patrick McGuire, 2017. "Foreign banks and credit conditions in EMEs," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial systems and the real economy, volume 91, pages 101-123, Bank for International Settlements.
- Mathias Drehmann & Mikael Juselius & Anton Korinek, 2017.
"Accounting for debt service: the painful legacy of credit booms,"
BIS Working Papers
645, Bank for International Settlements.
- Drehmann, Mathias & Juselius, Mikael & Korinek, Anton, 2017. "Accounting for debt service : The painful legacy of credit booms," Research Discussion Papers 12/2017, Bank of Finland.
- Bianchi, Benedetta, 2018. "Structural credit ratios," ESRB Working Paper Series 85, European Systemic Risk Board.
- R. Brian Langrin & Lavern McFarlane, 2014. "Policy Implications for the Application of Countercyclical Capital Buffers When the Government Borrowing Crowds Out Private Sector Credit: The Case of Jamaica," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 285-312, July-Dece.
- Hamdaoui, Mekki, 2016. "Are systemic banking crises in developed and developing countries predictable?," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 114-138.
- 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.