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Series handle: RePEc:eee:finsta
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Content
2015, Volume 16, Issue C
- 154-163 Trade intensity and output synchronisation: On the endogeneity properties of EMU
by Caporale, Guglielmo Maria & De Santis, Roberta & Girardi, Alessandro
- 164-172 Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis
by Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M.
- 173-182 Modelling and measuring business risk and the resiliency of retail banks
by Chaffai, Mohamed & Dietsch, Michel
- 183-194 A model of mortgage losses and its applications for macroprudential instruments
by Hott, Christian
- 195-212 Which banks are more risky? The impact of business models on bank stability
by Köhler, Matthias
- 213-231 Catharsis—The real effects of bank insolvency and resolution
by Korte, Josef
- 232-247 The common drivers of default risk
by Memmel, Christoph & Gündüz, Yalin & Raupach, Peter
2014, Volume 15, Issue C
- 1-17 Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators
by Babecký, Jan & Havránek, Tomáš & Matějů, Jakub & Rusnák, Marek & Šmídková, Kateřina & Vašíček, Bořek
- 18-31 The effects of resolution methods and industry stress on the loss on assets from bank failures
by Bennett, Rosalind L. & Unal, Haluk
- 32-42 Banking crises and government intervention
by García-Palacios, Jaime H. & Hasman, Augusto & Samartín, Margarita
- 43-52 Quantifying the impact of leveraging and diversification on systemic risk
by Tasca, Paolo & Mavrodiev, Pavlin & Schweitzer, Frank
- 53-62 Impact of short selling activity on market dynamics: Evidence from an emerging market
by Sobaci, Cihat & Sensoy, Ahmet & Erturk, Mutahhar
- 63-75 Dating banking crises using incidence and size of bank failures: Four crises reconsidered
by Chaudron, Raymond & de Haan, Jakob
- 76-90 Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth
by Goswami, Gautam & Tan, Sinan & Waisman, Maya
- 91-111 The information content of Basel III liquidity risk measures
by Hong, Han & Huang, Jing-Zhi & Wu, Deming
- 112-126 Transmission of financial shocks in loan and deposit markets: Role of interbank borrowing and market monitoring
by Allen, Franklin & Hryckiewicz, Aneta & Kowalewski, Oskar & Tümer-Alkan, Günseli
- 127-148 The impact of the French Tobin tax
by Becchetti, L. & Ferrari, M. & Trenta, U.
- 149-160 Sequential decisions in the Diamond–Dybvig banking model
by Kinateder, Markus & Kiss, Hubert János
- 161-171 Institutions, moral hazard and expected government support of banks
by Antzoulatos, Angelos A. & Tsoumas, Chris
- 172-181 Geographic diversification in banking
by Fang, Yiwei & van Lelyveld, Iman
- 182-194 Partial credit guarantees and SMEs financing
by Boschi, Melisso & Girardi, Alessandro & Ventura, Marco
- 195-209 Tail dependence and indicators of systemic risk for large US depositories
by Balla, Eliana & Ergen, Ibrahim & Migueis, Marco
- 210-229 The cost of deviating from the optimal monetary policy: A panel VAR analysis
by Guerello, Chiara
- 230-240 Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies
by Brewer, Elijah & Deshmukh, Sanjay & Opiela, Timothy P.
- 241-256 Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture
by León, Carlos & Berndsen, Ron J.
- 257-263 Anatomy of a bail-in
by Conlon, Thomas & Cotter, John
- 264-281 Wishful thinking or effective threat? Tightening bank resolution regimes and bank risk-taking
by Ignatowski, Magdalena & Korte, Josef
2014, Volume 14, Issue C
- 3-22 The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis
by Papanikolaou, Nikolaos I. & Wolff, Christian C.P.
- 23-34 Collateral composition, diversification risk, and systemically important merchant banks
by Derviz, Alexis
- 35-53 Are all forms of financial integration equally risky? Asset price contagion during the global financial crisis
by Ahrend, Rudiger & Goujard, Antoine
- 54-65 Predicting financial stress events: A signal extraction approach
by Christensen, Ian & Li, Fuchun
- 66-80 The (un)informative value of credit rating announcements in small markets
by Afik, Zvika & Feinstein, Itai & Galil, Koresh
- 81-101 Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach
by Jin, Xisong & Nadal De Simone, Francisco de A.
2014, Volume 13, Issue C
- 1-17 International transmission and business-cycle effects of financial stress
by Dovern, Jonas & van Roye, Björn
- 18-29 Asymmetric effects of households’ financial participation on banking diversification
by Chen, Pei-Fen & Zeng, Jhih-Hong
- 30-43 International diversification and risk of multinational banks: Evidence from the pre-crisis period
by Gulamhussen, M.A. & Pinheiro, Carlos & Pozzolo, Alberto Franco
- 44-63 Macroprudential regulation and the monetary transmission mechanism
by Agénor, Pierre-Richard & Pereira da Silva, Luiz A.
- 64-74 Risk shifting in the US banking system: An empirical analysis
by Duran, Miguel A. & Lozano-Vivas, Ana
- 75-94 Systemic risk in an interconnected banking system with endogenous asset markets
by Bluhm, Marcel & Krahnen, Jan Pieter
- 95-117 Why do some insurers become systemically relevant?
by Weiß, Gregor N.F. & Mühlnickel, Janina
- 118-133 The network structure of the CDS market and its determinants
by Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume
- 134-150 A cross-country analysis of bank bankruptcy regimes
by Marinč, Matej & Rant, Vasja
- 151-166 Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis
by Bessler, Wolfgang & Kurmann, Philipp
- 167-179 Do banks’ internal Basel risk estimates reflect risk?
by Barakova, Irina & Palvia, Ajay
- 180-192 Financial fragility and natural disasters: An empirical analysis
by Klomp, Jeroen
- 193-201 Financial crises: Lessons from the Nordic experience
by Honkapohja, Seppo
- 202-213 Has the global banking system become more fragile over time?
by Anginer, Deniz & Demirguc-Kunt, Asli
- 214-223 Too big to fail in banking: What does it mean?
by Kaufman, George G.
2014, Volume 12, Issue C
- 3-15 Stress-testing macro stress testing: Does it live up to expectations?
by Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas
- 16-25 Measuring the costs of short-termism
by Davies, Richard & Haldane, Andrew G. & Nielsen, Mette & Pezzini, Silvia
- 26-36 Distance to default and the financial crisis
by Milne, Alistair
- 37-46 The restoration of the gold standard after the US Civil War: A volatility analysis
by Meulemann, Max & Uebele, Martin & Wilfling, Bernd
- 47-58 U.S. monetary policy in disarray
by Tatom, John A.
2014, Volume 11, Issue C
- 1-12 Ring fencing and consolidated banks’ stress tests
by Cerutti, Eugenio & Schmieder, Christian
- 13-31 Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency
by Salvador, Carlos & Pastor, Jose Manuel & Fernández de Guevara, Juan
- 32-48 Financial liberalization and bank risk-taking: International evidence
by Cubillas, Elena & González, Francisco
- 49-61 The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis
by Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella
- 62-81 Large capital infusions, investor reactions, and the return and risk-performance of financial institutions over the business cycle
by Elyasiani, Elyas & Mester, Loretta J. & Pagano, Michael S.
- 82-91 Financial imbalances and household welfare: Empirical evidence from the EU
by Stracca, Livio
- 92-103 Pension funds and stock market volatility: An empirical analysis of OECD countries
by Thomas, Ashok & Spataro, Luca & Mathew, Nanditha
2014, Volume 10, Issue C
- 7-19 Credit protection and lending relationships
by Arping, Stefan
- 20-31 Rethinking the regulatory treatment of securitization
by Cerasi, Vittoria & Rochet, Jean-Charles
- 32-49 A shot at regulating securitization
by Kiff, John & Kisser, Michael
- 50-64 Is more finance better? Disentangling intermediation and size effects of financial systems
by Beck, Thorsten & Degryse, Hans & Kneer, Christiane
- 65-75 Financial integration, globalization, and real activity
by De Nicolò, Gianni & Juvenal, Luciana
- 76-86 Risk-bearing by the state: When is it good public policy?
by Anginer, Deniz & de la Torre, Augusto & Ize, Alain
2013, Volume 9, Issue 4
- 451-459 Bank exposure to market fear
by Chira, Inga & Madura, Jeff & Viale, Ariel M.
- 460-474 Default matrices: A complete measurement of banks’ consumer credit delinquency
by Schechtman, Ricardo
- 475-486 Connected lending and concentrated control
by Dheera-aumpon, Siwapong
- 487-497 Minimum capital requirements, bank supervision and special resolution schemes. Consequences for bank risk-taking
by Vollmer, Uwe & Wiese, Harald
- 498-517 Systemic risk analysis using forward-looking Distance-to-Default series
by Saldías, Martín
- 518-529 Expectation-driven cycles in the housing market: Evidence from survey data
by Lambertini, Luisa & Mendicino, Caterina & Punzi, Maria Teresa
- 530-544 A positive analysis of deposit insurance provision: Regulatory competition among European Union countries
by Engineer, Merwan H. & Schure, Paul & Gillis, Mark
- 545-555 Do investors care about credit ratings? An analysis through the cycle
by Iannotta, Giuliano & Nocera, Giacomo & Resti, Andrea
- 556-564 The influence of government intervention on the trajectory of bank performance during the global financial crisis: A comparative study among Asian economies
by Ding, Cherng G. & Wu, Chiu-Hui & Chang, Pao-Long
- 565-577 Financial derivatives, opacity, and crash risk: Evidence from large US banks
by Dewally, Michaël & Shao, Yingying
- 578-596 The economic crisis: Did supervision architecture and governance matter?
by Masciandaro, Donato & Pansini, Rosaria Vega & Quintyn, Marc
- 597-611 Measuring financial stress in transition economies
by Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M.
- 612-627 A theory of failed bank resolution: Technological change and political economics
by DeYoung, Robert & Kowalik, Michal & Reidhill, Jack
- 628-640 Public debt, sovereign default risk and shadow economy
by Elgin, Ceyhun & Uras, Burak R.
- 641-653 Government interventions and default risk: Does one size fit all?
by Klomp, Jeroen
- 654-661 Financial crises and monetary policy: Evidence from the UK
by Martin, Christopher & Milas, Costas
- 662-672 Role of financial regulation and innovation in the financial crisis
by Kim, Teakdong & Koo, Bonwoo & Park, Minsoo
- 673-681 Off-balance sheet exposures and banking crises in OECD countries
by Karim, Dilruba & Liadze, Iana & Barrell, Ray & Davis, E. Philip
- 682-694 Financial crisis and a transmission mechanism of external shocks: The signaling role of the Korean Monetary Stabilization Bond
by Kim, Jinyong & Kim, Yong-Cheol
- 695-704 IT use, productivity, and market power in banking
by Koetter, Michael & Noth, Felix
- 705-719 Do subordinated debt holders discipline bank risk-taking? Evidence from risk management decisions
by Belkhir, Mohamed
- 720-730 Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises
by Zhang, Gaiyan & Zhang, Sanjian
- 733-746 Bank regulation and supervision in the context of the global crisis
by Cihak, Martin & Demirgüç-Kunt, Asli & Martinez Peria, Maria Soledad & Mohseni-Cheraghlou, Amin
- 747-758 Did the commercial paper funding facility prevent a Great Depression style money market meltdown?
by Duca, John V.
- 759-777 The influence of political factors on commercial banks in Central European countries
by Jackowicz, Krzysztof & Kowalewski, Oskar & Kozłowski, Łukasz
- 778-789 Risk-shifting and the regulation of bank CEOs’ compensation
by Chaigneau, Pierre
- 790-803 The effect of TARP on bank risk-taking
by Black, Lamont K. & Hazelwood, Lieu N.
- 804-819 Political connections and depositor discipline
by Disli, Mustafa & Schoors, Koen & Meir, Jos
- 820-830 Public bank lending in times of crisis
by Brei, Michael & Schclarek, Alfredo
2013, Volume 9, Issue 3
- 251-258 Monetary policy rules, asset prices and adaptive learning
by Machado, Vicente da Gama
- 259-268 Multiple bank regulators and risk taking
by Agur, Itai
- 269-286 Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers
by Dumontaux, Nicolas & Pop, Adrian
- 287-299 Good for one, bad for all: Determinants of individual versus systemic risk
by López-Espinosa, Germán & Rubia, Antonio & Valderrama, Laura & Antón, Miguel
- 300-319 How to deal with real estate booms: Lessons from country experiences
by Crowe, Christopher & Dell’Ariccia, Giovanni & Igan, Deniz & Rabanal, Pau
- 320-329 The impact of imposing capital requirements on systemic risk
by Zhou, Chen
- 330-336 Sovereign default risk, overconfident investors and diverse beliefs: Theory and evidence from a new dataset on outstanding credit default swaps
by Janus, Thorsten & Jinjarak, Yothin & Uruyos, Manachaya
- 337-346 Are short sellers positive feedback traders? Evidence from the global financial crisis
by Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L.
- 347-370 Macroprudential stress testing of credit risk: A practical approach for policy makers
by Buncic, Daniel & Melecky, Martin
- 373-384 Monetary policy and institutions before, during, and after the global financial crisis
by Cukierman, Alex
- 385-398 Dynamic central bank independence indices and inflation rate: A new empirical exploration
by Arnone, Marco & Romelli, Davide
- 399-414 Central bank financial strength and inflation: Is there a robust link?
by Perera, Anil & Ralston, Deborah & Wickramanayake, Jayasinghe
- 415-427 The central banker as prudential supervisor: Does independence matter?
by Dalla Pellegrina, L. & Masciandaro, D. & Pansini, R.V.
- 428-444 Institutional structures of financial sector supervision, their drivers and historical benchmarks
by Melecky, Martin & Podpiera, Anca Maria
- 445-450 Ratio controls need reconsideration
by Goodhart, Charles
2013, Volume 9, Issue 2
- 151-167 Are lending relationships beneficial or harmful for public credit guarantees? Evidence from Japan's Emergency Credit Guarantee Program
by Ono, Arito & Uesugi, Iichiro & Yasuda, Yukihiro
- 168-184 A network analysis of global banking: 1978–2010
by Minoiu, Camelia & Reyes, Javier A.
- 185-195 How does competition affect bank risk-taking?
by Jiménez, Gabriel & Lopez, Jose A. & Saurina, Jesús
- 196-209 Resolution of financial distress: A theory of the choice between Chapter 11 and workouts
by John, Kose & Mateti, Ravi S. & Vasudevan, Gopala
- 210-218 Bank Resolution Plans as a catalyst for global financial reform
by Avgouleas, Emilios & Goodhart, Charles & Schoenmaker, Dirk
- 219-229 Knowledge and opinions about banking supervision: Evidence from a survey of Dutch households
by van der Cruijsen, Carin & de Haan, Jakob & Jansen, David-Jan & Mosch, Robert
- 230-241 Contingent capital with a dual price trigger
by McDonald, Robert L.
- 242-249 New theories to underpin financial reform
by Allen, Franklin & Carletti, Elena
2013, Volume 9, Issue 1
- 1-12 Systemic liquidity shortages and interbank network structures
by Lee, Seung Hwan
- 26-37 The impact of wealth on financial mistakes: Evidence from credit card non-payment
by Scholnick, Barry & Massoud, Nadia & Saunders, Anthony
- 38-45 Wholesale bank funding, capital requirements and credit rationing
by Agur, Itai
- 46-54 Contagion in the interbank market and its determinants
by Memmel, Christoph & Sachs, Angelika
- 55-68 Executive compensation, risk taking and the state of the economy
by Raviv, Alon & Sisli-Ciamarra, Elif
- 69-89 The fading stock market response to announcements of bank bailouts
by Fratianni, Michele & Marchionne, Francesco
- 90-104 Bank–firm relations and the role of Mutual Guarantee Institutions at the peak of the crisis
by Bartoli, Francesca & Ferri, Giovanni & Murro, Pierluigi & Rotondi, Zeno
- 105-116 A simple indicator of systemic risk
by Patro, Dilip K. & Qi, Min & Sun, Xian
- 117-138 Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?
by Baxa, Jaromír & Horváth, Roman & Vašíček, Bořek
- 139-149 Cyclical default and recovery in stress testing loan losses
by Jokivuolle, Esa & Virén, Matti
2012, Volume 8, Issue 4
- 219-235 Macroeconomic fluctuations and corporate financial fragility
by Bruneau, C. & de Bandt, O. & El Amri, W.
- 236-251 Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?
by Borio, Claudio & Zhu, Haibin
- 252-262 Can capital requirements induce private monitoring that is socially optimal?
by Kopecky, Kenneth J. & VanHoose, David
- 263-276 Efficiency and market power in Latin American banking
by Williams, Jonathan
- 277-291 Liquidity creation without a central bank: Clearing house loan certificates in the banking panic of 1907
by Tallman, Ellis W. & Moen, Jon R.
- 292-302 Bank supervision, regulation, and efficiency: Evidence from the European Union
by Chortareas, Georgios E. & Girardone, Claudia & Ventouri, Alexia
- 303-319 Value-at-Risk models and Basel capital charges
by Rossignolo, Adrian F. & Fethi, Meryem Duygun & Shaban, Mohamed
2012, Volume 8, Issue 3
- 138-149 Default cascades: When does risk diversification increase stability?
by Battiston, Stefano & Gatti, Domenico Delli & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E.
- 150-160 Financial liberalization, financial fragility and economic growth in Sub-Saharan Africa
by Misati, Roseline Nyakerario & Nyamongo, Esman Morekwa
- 161-173 Household behavior and boom/bust cycles
by Nofsinger, John R.
- 174-192 Macro stress testing of credit risk focused on the tails
by Schechtman, Ricardo & Gaglianone, Wagner Piazza
- 193-205 Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
by Huang, Xin & Zhou, Hao & Zhu, Haibin
- 206-217 Regulatory capture and banking supervision reform
by Boyer, Pierre C. & Ponce, Jorge
2012, Volume 8, Issue 2
- 57-68 Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
by Delis, Manthos D. & Tran, Kien C. & Tsionas, Efthymios G.
- 69-83 A macro stress test model of credit risk for the Brazilian banking sector
by Vazquez, Francisco & Tabak, Benjamin M. & Souto, Marcos
- 84-95 Blanket guarantee, deposit insurance and restructuring decisions for multinational banks
by Mälkönen, Ville & Niinimäki, J.-P.
- 96-106 The determinants of interest margins and their effect on bank diversification: Evidence from Asian banks
by Lin, Jane-Raung & Chung, Huimin & Hsieh, Ming-Hsiang & Wu, Soushan
- 107-120 When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour
by van den End, Jan Willem & Tabbae, Mostafa
- 121-133 Regulating Wall Street: The Dodd–Frank Act and the New Architecture of Global Finance, a review
by Krainer, Robert E.
2012, Volume 8, Issue 1
- 1-14 Hidden loan losses, moral hazard and financial crises
by Niinimaki, J.-P.
- 15-24 Mutual loan-guarantee societies in monopolistic credit markets with adverse selection
by Busetta, Giovanni & Zazzaro, Alberto
- 25-31 Provisioning rules and bank lending: A theoretical model
by Bouvatier, Vincent & Lepetit, Laetitia
- 32-42 Escaping TARP
by Wilson, Linus & Wu, Yan Wendy
- 43-56 Cyclical effects of bank capital requirements with imperfect credit markets
by Agénor, Pierre-Richard & Pereira da Silva, Luiz A.
December 2011, Volume 7, Issue 4
- 179-190 Basel Core Principles and bank soundness: Does compliance matter?
by Demirgüç-Kunt, Asli & Detragiache, Enrica
- 191-203 An empirical assessment of reinsurance risk
by van Lelyveld, Iman & Liedorp, Franka & Kampman, Manuel
- 204-214 Exploring governance of the new European Banking AuthorityâA case for harmonization?
by Masciandaro, Donato & Nieto, Maria J. & Quintyn, Marc
- 215-227 Securities class actions in the US banking sector: Between investor protection and bank stability
by Dalla Pellegrina, Lucia & Saraceno, Margherita
- 228-246 Can central banks' monetary policy be described by a linear (augmented) Taylor rule or by a nonlinear rule?
by Vítor, Castro
August 2011, Volume 7, Issue 3
June 2011, Volume 7, Issue 2
- 49-59 The cost of being late? The case of credit card penalty fees
by Massoud, Nadia & Saunders, Anthony & Scholnick, Barry
- 60-69 Decentralized screening: Coordination failure, multiple equilibria and cycles
by Gehrig, Thomas & Stenbacka, Rune
- 70-77 The optimal monetary instrument for prudential purposes
by Goodhart, C.A.E. & Sunirand, P. & Tsomocos, D.P.
- 78-97 Financial stress and economic contractions
by Cardarelli, Roberto & Elekdag, Selim & Lall, Subir
- 98-110 Banks' regulatory capital buffer and the business cycle: Evidence for Germany
by Stolz, Stéphanie & Wedow, Michael
January 2011, Volume 7, Issue 1
- 1-9 Financial stability, interest-rate smoothing and equilibrium determinacy
by Di Giorgio, Giorgio & Rotondi, Zeno
- 10-18 Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite
by Eisenberg, Larry
- 19-25 Did the introduction of fixed-rate federal deposit insurance increase long-term bank risk-taking?
by DeLong, Gayle & Saunders, Anthony
- 26-37 Reflections on the crisis and on its lessons for regulatory reform and for central bank policies
by Cukierman, Alex
- 38-48 Regulations, competition and bank risk-taking in transition countries
by Agoraki, Maria-Eleni K. & Delis, Manthos D. & Pasiouras, Fotios
December 2010, Volume 6, Issue 4
- 187-188 Special issue: Housing markets--a shelter from the storm or cause of the storm?
by Jokivuolle, Esa
- 189-202 Why do (or did?) banks securitize their loans? Evidence from Italy
by Affinito, Massimiliano & Tagliaferri, Edoardo
- 203-217 Housing markets and the financial crisis of 2007-2009: Lessons for the future
by Duca, John V. & Muellbauer, John & Murphy, Anthony
- 218-229 The role of house prices in the monetary policy transmission mechanism in small open economies
by Bjørnland, Hilde C. & Jacobsen, Dag Henning
- 230-242 The role of liquidity constraints in the response of monetary policy to house prices
by Kajuth, Florian
- 243-254 The housing price boom of the late 1990s: Did inflation targeting matter?
by Frappa, Sébastien & Mésonnier, Jean-Stéphane
September 2010, Volume 6, Issue 3
- 121-129 Bank risk and monetary policy
by Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David
- 130-144 How well do aggregate prudential ratios identify banking system problems?
by Cihák, Martin & Schaeck, Klaus
- 145-155 Inflation targeting, asset prices, and financial imbalances: Contextualizing the debate
by Disyatat, Piti
- 156-168 Banks without parachutes: Competitive effects of government bail-out policies
by Hakenes, Hendrik & Schnabel, Isabel
- 169-179 Predicting banking distress in the EMEAP economies
by Wong, Jim & Wong, Tak-Chuen & Leung, Phyllis
- 180-186 Measuring potential market risk
by Bask, Mikael
June 2010, Volume 6, Issue 2
- 55-63 Debt, hedging and human capital
by Smith, Stephen D. & Wall, Larry D.
- 64-78 Stress-testing euro area corporate default probabilities using a global macroeconomic model
by Castrén, Olli & Dées, Stéphane & Zaher, Fadi
- 79-84 The misconception of the option value of deposit insurance and the efficacy of non-risk-based capital requirements in the literature on bank capital regulation
by Fegatelli, Paolo
- 85-102 Using the balance sheet approach in financial stability surveillance: Analyzing the Israeli economy's resilience to exchange rate risk
by Haim, Yair & Levy, Roee
- 103-117 Using synthetic data to evaluate the impact of RTGS on systemic risk in the Australian payments system
by Docherty, Peter & Wang, Gehong
April 2010, Volume 6, Issue 1
- 1-9 Partial credit guarantees: Principles and practice
by Honohan, Patrick
- 10-25 The typology of partial credit guarantee funds around the world
by Beck, Thorsten & Klapper, Leora F. & Mendoza, Juan Carlos
- 26-35 Public initiatives to support entrepreneurs: Credit guarantees versus co-funding
by Arping, Stefan & Lóránth, Gyöngyi & Morrison, Alan D.
- 36-44 The role of loan guarantee schemes in alleviating credit rationing in the UK
by Cowling, Marc
- 45-54 Mutual guarantee institutions and small business finance
by Columba, Francesco & Gambacorta, Leonardo & Mistrulli, Paolo Emilio
December 2009, Volume 5, Issue 4
- 321-338 Central bank independence and financial instability
by Klomp, Jeroen & de Haan, Jakob
- 339-352 Flights and contagion--An empirical analysis of stock-bond correlations
by Baur, Dirk G. & Lucey, Brian M.
- 353-373 Shocks at large banks and banking sector distress: The Banking Granular Residual
by Blank, Sven & Buch, Claudia M. & Neugebauer, Katja
- 374-392 Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology
by Puzanova, Natalia & Siddiqui, Sikandar & Trede, Mark
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