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91
Numerical Fiscal Rules for Economic Unions : The Role of Sovereign Spreads
Hatchondo, Juan
;
Martinez, Leonardo
;
Roch, Francisco
-
2022
We study gains from introducing a common numerical fiscal rule in a “Union” of model economies facing sovereign default risk. We show that among economies in the Union, there is significant disagreement about the common debt limit the Union should implement: the limit preferred by some...
Persistent link: https://www.econbiz.de/10013306767
Saved in:
92
Bank Asset Quality in Emerging Markets : Determinants and Spillovers
De Bock, Reinout
-
2012
This paper assesses the vulnerability of emerging markets and their banks to aggregate shocks. We find significant links between banks' asset quality, credit and macroeconomic aggregates. Lower economic growth, an exchange rate depreciation, weaker terms of trade and a fall in debt-creating...
Persistent link: https://www.econbiz.de/10013108615
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93
Financial Crisis, US Unconventional Monetary Policy and International Spillovers
Chen, Qianying
-
2015
We study the impact of the US quantitative easing (QE) on both the emerging and advanced economies, estimating a global vector error-correction model (GVECM) and conducting counterfactual analyses. We focus on the effects of reductions in the US term and corporate spreads. First, US QE measures...
Persistent link: https://www.econbiz.de/10013022263
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94
Financial Market
Contagion
in the Asian Crisis
Goldfajn, Ilan
-
2021
This paper tests for evidence of
contagion
between the financial markets of Thailand, Malaysia, Indonesia, Korea, and …-country news and other fundamentals, the paper shows evidence of cross-border
contagion
in the currency and equity markets …
Persistent link: https://www.econbiz.de/10013212114
Saved in:
95
Real Sectoral Spillovers : A Dynamic Factor Analysis of the Great Recession
Li, Nan
-
2018
This paper studies changes in the transmission of common versus sectoral idiosyncraticshocks across different U.S. nonfarm business sectors during the Great Recession, andevaluates the cross-sectoral spillovers. Shocks are identified by dynamic factor methods. Wefind that the Great Recession is...
Persistent link: https://www.econbiz.de/10012913944
Saved in:
96
Macroprudential Stress Tests : A Reduced-Form Approach to Quantifying Systemic Risk Losses
Alla, Zineddine
-
2018
specific entities to systemic
contagion
. To illustrate the approach, we quantify SE losses due to Lehman Brothers' default …
Persistent link: https://www.econbiz.de/10012907939
Saved in:
97
The Riskiness of Credit Allocation and Financial Stability
Brandao-Marques, Luis
-
2019
We explore empirically how the time-varying allocation of credit across firms with heterogeneous credit quality matters for financial stability outcomes. Using firm-level data for 55 countries over 1991-2016, we show that the riskiness of credit allocation, captured by Greenwood and Hanson...
Persistent link: https://www.econbiz.de/10012859862
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98
Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Cont, Rama
-
2020
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency...
Persistent link: https://www.econbiz.de/10012828230
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99
From Stress to Costress : Stress Testing Interconnected Banking Systems
Maino, Rodolfo
-
2012
This paper presents an integrated framework for assessing systemic risk. The framework models banks' capital asset ratios as a function of future losses and credit growth using a generalized method of moments to calibrate shocks to credit quality and credit growth. The analysis is complemented...
Persistent link: https://www.econbiz.de/10013110087
Saved in:
100
Banks, Government Bonds, and Default : What Do the Data Say?
Gennaioli, Nicola
-
2014
We analyze holdings of public bonds by over 20,000 banks in 191 countries, and the role of these bonds in 20 sovereign defaults over 1998-2012. Banks hold many public bonds (on average 9% of their assets), particularly in less financially-developed countries. During sovereign defaults, banks...
Persistent link: https://www.econbiz.de/10013049802
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