dynamic network connectedness using rolling-window estimation. Statically, we find that global bank equity connectedness has a … the world's top 150 banks, 2003-2014. We characterize static network connectedness using full-sample estimation and … Debt Crisis, and with movements coming mostly from changes in cross-country as opposed to within-country bank linkages …

policies. From the estimation exercise, we find that a more extensive implementation of macroprudential policies would lead PHs …

) can be affected by the movements in the center economies - the U.S., Japan, the Eurozone, and China. We apply a two …

regularization penalties, and we use them in a substantive exploration of Eurozone inflation and real interest rate density forecasts …

Bank Survey of Professional Forecasters, our procedures outperform simple average and median forecasts - indeed they …