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International banking and liquidity risk transmission : lessons from the United Kingdom
Hills, Robert
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Hooley, John
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Korniyenko, Yevgeniya
; …
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2015
Persistent link: https://www.econbiz.de/10011402814
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Extreme risk interdependence
Polanski, Arnold
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Stoja, Evarist
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2015
Persistent link: https://www.econbiz.de/10011402815
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3
Specialisation in mortgage risk under Basel II
Benetton, Matteo
;
Eckley, Peter
;
Garbarino, Nicola
; …
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2017
Persistent link: https://www.econbiz.de/10011629829
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4
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
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2016
Persistent link: https://www.econbiz.de/10011581609
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5
Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies
Karimalis, Emmanouil
;
Kosmidis, Ioannis
;
Peters, Gareth
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2017
Persistent link: https://www.econbiz.de/10011669383
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The decline of solvency contagion risk
Bardoscia, Marco
;
Barucca, Paolo
;
Brinley Codd, Adam
; …
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2017
Persistent link: https://www.econbiz.de/10011669480
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7
Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
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2019
Persistent link: https://www.econbiz.de/10012202260
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Hidden exposure : measuring US supply chain reliance
Baldwin, Richard E.
;
Freeman, Rebecca
; …
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2023
Persistent link: https://www.econbiz.de/10014478684
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The market for sharing interest rate risk: quantities behind prices
Khetan, Umang
;
Neamțu, Ioana
;
Sen, Ishita
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2023
Persistent link: https://www.econbiz.de/10014373715
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10
Bank expectations and prudential outcomes
Suss, Joel
;
Hughes, Adam
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2023
Persistent link: https://www.econbiz.de/10014373729
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