Bank systemic risk and the business cycle: Canadian and U.S. evidence
Year of publication: |
2012-04-27
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Authors: | Calmès, Christian ; Théoret, Raymond |
Institutions: | Départment des sciences administratives, Université du Québec en Outaouais (UQO) |
Subject: | Banking stability | Macroprudential policy | Herding | Macroeconomic uncertainty | Markov switching regime | EGARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number UQO-DSA-wp022012 47 pages |
Classification: | C32 - Time-Series Models ; G20 - Financial Institutions and Services. General ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
-
Bank systemic risk and the business cycle: An empirical investigation using Canadian data
Calmès, Christian, (2011)
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The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter
Calmès, Christian, (2012)
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Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence
Calmès, Christian, (2014)
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The Non-Convexity Issues in a Limited-Commitment Economy
Calmès, Christian, (2009)
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Bank systemic risk and the business cycle: An empirical investigation using Canadian data
Calmès, Christian, (2011)
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The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter
Calmès, Christian, (2012)
- More ...