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1
Cyclical patterns of systemic risk metrics : cross-country analysis
Iossifov, Plamen
;
Schmidt, Tomas Dutra
-
2021
mispricing risk ones are procyclical, and they all lead the
credit
cycle
. Our results lend support to high-level accounts that … conflicting risk signals would depend on the phase of the
credit
cycle
…
Persistent link: https://www.econbiz.de/10012517945
Saved in:
2
A Markov-Chain measure of systemic banking crisis frequency
Tambakis, Demosthenes Nicholas
-
2020
Persistent link: https://www.econbiz.de/10013205995
Saved in:
3
Measuring credit procyclicality : a new database
Bouvatier, Vincent
;
Delatte, Anne-Laure
;
Rehault, …
- In:
Emerging markets review
52
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013419008
Saved in:
4
A Markov chain measure of systemic banking crisis frequency
Tambakis, Demosthenes Nicholas
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1351-1356
Persistent link: https://www.econbiz.de/10012609676
Saved in:
5
Provisioning over the business cycle : some insights from the microfinance industry
Hessou, Hélyoth T. S.
;
Lensink, Robert
;
Soumaré, Issouf
; …
- In:
International review of financial analysis
77
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012806311
Saved in:
6
Measuring credit procyclicality : a new database
Delatte, Anne-Laure
;
Bouvatier, Vincent
;
Rehault, …
-
2021
Persistent link: https://www.econbiz.de/10012613513
Saved in:
7
Foreign booms, domestic busts : the global dimension of banking crises
Cesa-Bianchi, Ambrogio
;
Martin, Fernando Eguren
; …
-
2017
Persistent link: https://www.econbiz.de/10011629862
Saved in:
8
Towards an understanding of credit cycles : do all credit booms cause crises?
Barrell, Ray
;
Karim, D.
;
Macchiarelli, C.
-
2017
Persistent link: https://www.econbiz.de/10011893090
Saved in:
9
The implications of global and domestic credit cycles for emerging market economies : measures of finance-adjusted output gaps
Grintzalis, Ioannis
;
Lodge, David
;
Manu, Ana-Simona
-
2017
We present estimates of finance-adjusted output gaps which incorporate the information on the domestic and global credit cycles for a sample of emerging market economies (EMEs). Following recent BIS research, we use a state-space representation of an HP filter augmented with a measure of the...
Persistent link: https://www.econbiz.de/10011637326
Saved in:
10
Are macroprudential policies effective tools to reduce credit growth in emerging markets?
Erdem, F. Pınar
;
Özen, Etkin
;
Ünalmış, İbrahim
-
2017
Persistent link: https://www.econbiz.de/10011657927
Saved in:
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