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Measuring systemic risk with regime switching in tails
Liu, Xiaochun - In: Economic modelling 67 (2017), pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
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Expected default based score for identifying systemically important banks
Yao, Yanzhen; Li, Jianping; Zhu, Xiaoqian; Wei, Lu - In: Economic modelling 64 (2017), pp. 589-600
Persistent link: https://www.econbiz.de/10011761314
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Diversification and bank stability
Liang, Shuo; Moreira, Fernando; Lee, Joosung - In: Economics letters 193 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012509107
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Interconnectedness and extreme risk : evidence from dual banking systems
Addi, Abdelhamid; Bouoiyour, Jamal - In: Economic modelling 120 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014384177
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The effects of the EBA's stress testing framework on banks' lending
Ahmed, Kasim; Calice, Giovanni - In: Economic modelling 132 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014547950
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Bank lending procyclicality and credit quality during financial crises
Caporale, Guglielmo Maria; Di Colli, Stefano; Lopez, … - In: Economic modelling 43 (2014), pp. 142-157
Persistent link: https://www.econbiz.de/10010502192
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Credit and bank opaqueness : how to avoid financial crises?
Mendonça, Helder Ferreira de; Galvão, Délio José … - In: Economic modelling 33 (2013), pp. 605-612
Persistent link: https://www.econbiz.de/10010193282
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Bank loan supply shocks and leverage adjustment
Shikimi Tomiyama, Masayo - In: Economic modelling 87 (2020), pp. 447-460
Persistent link: https://www.econbiz.de/10012416783
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Relationship lending during a trust crisis on the interbank market : a friend in need is a friend indeed
Degryse, Hans; Karas, Alexei; Schoors, Koen - In: Economics letters 182 (2019), pp. 1-4
Persistent link: https://www.econbiz.de/10012122410
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Bank default risk and carry trade profit
Kim, Daehwan; Song, Chi-young - In: Economics letters 130 (2015), pp. 117-119
Persistent link: https://www.econbiz.de/10011422453