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~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Department of Economics working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Allen, David E."
~person:"Florax, Raymond J. G. M."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Janssen, Maarten C. W."
~person:"Koopman, Siem Jan"
~person:"Poot, Jacques"
~person:"Scharth, Marcel"
~person:"Wijnbergen, Sweder van"
~source:"econis"
~subject:"Financial crisis"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Financial crisis
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Allen, David E.
Florax, Raymond J. G. M.
Gil-Alaña, Luis A.
Heckman, James J.
Janssen, Maarten C. W.
Koopman, Siem Jan
Poot, Jacques
Scharth, Marcel
Wijnbergen, Sweder van
Laeven, Luc
7
Lucas, André
7
Mendicino, Caterina
6
Schwaab, Bernd
6
Hałaj, Grzegorz
5
Ahnert, Toni
4
Barrell, Ray
4
Heider, Florian
4
Hoerova, Marie
4
Karim, Dilruba
4
Kok Sørensen, Christoffer
4
Kose, M. Ayhan
4
McAleer, Michael
4
Nikolov, Kalin
4
Perotti, Enrico C.
4
Peydró, José-Luis
4
Stracca, Livio
4
Supera, Dominik
4
Acharya, Viral V.
3
Bahaj, Saleem
3
Bindseil, Ulrich
3
Caballero, Ricardo J.
3
Caporale, Guglielmo Maria
3
Franses, Philip Hans
3
Fratzscher, Marcel
3
Goodhart, Charles A. E.
3
Gresnigt, Francine
3
Habib, Maurizio Michael
3
Kole, Erik
3
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3
Lang, Jan Hannes
3
Lodge, David
3
Martin, Alberto
3
Ohnsorge, Franziska
3
Rancière, Romain
3
Reis, Ricardo
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3
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Department of Economics working papers
Discussion paper / Tinbergen Institute
Discussion paper series / UCL Economics
Discussion papers / CEPR
Discussion papers of interdisciplinary research project 373
Economics and finance working paper series
HWWA discussion paper
Working paper series / European Central Bank
Discussion paper / Centre for Economic Policy Research
2
CESifo working papers
1
DNB working papers
1
Discussion paper series / IZA
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
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ECONIS (ZBW)
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1
Will Islamic banking make the
world
less risky? : an empirical analysis of capital structure, risk shifting and financial stability
Farooq, Moazzam
;
Wijnbergen, Sweder van
;
Zaheer, Sajjad
-
2015
We use a classic Merton credit risk framework to argue that Islamic Banking Institutions (IBIs) face less incentive to take on risks than Conventional Banking Institutions (CBI). IBIs have less incentive for risk shifting both in and outside of distress situations. We test and confirm this...
Persistent link: https://www.econbiz.de/10010532124
Saved in:
2
The information in systemic risk rankings
Nucera, Federico
;
Schwaab, Bernd
;
Koopman, Siem Jan
; …
-
2015
We propose to pool alternative systemic risk rankings for financial institutions using the method of principal components. The resulting overall ranking is less affected by estimation uncertainty and model risk. We apply our methodology to disentangle the common signal and the idiosyncratic...
Persistent link: https://www.econbiz.de/10010532581
Saved in:
3
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2011
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the
world
. Credit risk conditions …
Persistent link: https://www.econbiz.de/10009006653
Saved in:
4
Recessions after systemic banking crises : does it matter how governments intervene?
Wijnbergen, Sweder van
;
Homar, Timotej
-
2013
Persistent link: https://www.econbiz.de/10010191418
Saved in:
5
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
Persistent link: https://www.econbiz.de/10008771823
Saved in:
6
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009724821
Saved in:
7
Global and regional financial integration in emerging Asia : evidence from stock markets
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2017
Persistent link: https://www.econbiz.de/10011656662
Saved in:
8
Model-based business cycle and financial cycle decomposition for Europe and the U.S.
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
-
2016
We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...
Persistent link: https://www.econbiz.de/10011520505
Saved in:
9
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
-
2014
We introduce a new model for time-varying spatial dependence. The model extends the well-known static spatial lag model. All parameters can be estimated conveniently by maximum likelihood. We establish the theoretical properties of the model and show that the maximum likelihood estimator for the...
Persistent link: https://www.econbiz.de/10010391531
Saved in:
10
Systemic risk diagnostics
Schwaab, Bernd
;
Lucas, André
;
Koopman, Siem Jan
-
2010
, and the rest of the
world
. Controlling for global,region-specific, and industry effects, we construct coincident measures …
Persistent link: https://www.econbiz.de/10011382067
Saved in:
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