Narrow search
Showing 1 - 10 of 15,683
Cover Image
Banking crises and recessions: what can leading indicators tell us?
Corder, Matthew; Weale, Martin - Monetary Policy Committee (MPC), Bank of England - 2011
is evidence for interdependency between recessions and banking crises using both non-parametric tests and unconditional …It is widely suggested that there is some relationship between banking crises and recessions. We assess whether there … predict banking crises and recessions and if these variables can explain the previously obvserved interdependence. Inclusion …
Persistent link: https://www.econbiz.de/10009318978
Cover Image
The great mortgaging: housing finance, crises, and business cycles
Jorda, Oscar; Schularick, Moritz; Taylor, Alan M. - Federal Reserve Bank of San Francisco - 2014
which are typically followed by deeper recessions and slower recoveries. Housing finance has come to play a central role in …
Persistent link: https://www.econbiz.de/10011026939
Cover Image
The Great Mortgaging: Housing Finance, Crises, and Business Cycles
Jorda, Oscar; Schularick, Moritz; Taylor, Alan M. - Hong Kong Institute for Monetary Research (HKIMR), … - 2014
which are typically followed by deeper recessions and slower recoveries. Housing finance has come to play a central role in …
Persistent link: https://www.econbiz.de/10010929639
Cover Image
The Great Mortgaging: Housing Finance, Crises, and Business Cycles
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - CESifo - 2014
which are typically followed by deeper recessions and slower recoveries. Housing finance has come to play a central role in …
Persistent link: https://www.econbiz.de/10010948836
Cover Image
The Great Mortgaging: Housing Finance, Crises, and Business Cycles
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - C.E.P.R. Discussion Papers - 2014
which are typically followed by deeper recessions and slower recoveries. Housing finance has come to play a central role in …
Persistent link: https://www.econbiz.de/10011083232
Cover Image
Betting the House
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - C.E.P.R. Discussion Papers - 2014
, materially heighten the risk of financial crises. Both effects have become stronger in the postwar era. …
Persistent link: https://www.econbiz.de/10011145419
Cover Image
Modeling risk in a dynamically changing world: from association to causation
Sokolov, Yuri - Volkswirtschaftliche Fakultät, … - 2012
The current crisis causes numerous economic uncertainties, such as a break-up of the European currency union, and a Greek exit from the euro area to boost the competitiveness by means of devaluation of national currency. When a factor such as exchange rate is expected to have a significant...
Persistent link: https://www.econbiz.de/10011259234
Cover Image
Real Interest Rate Risk in the Argentine Banking System. A Measuring Model
Balzarotti, Verónica - In: Ensayos Económicos 1 (2007) 46, pp. 7-61
The exposure of the argentine banking system to real interest rate changes is material and discourages long term credit. Quantification of this risk would help to manage it and may promote new credit, although it is not an easy job, especially in emerging markets. This paper proposes a Value at...
Persistent link: https://www.econbiz.de/10010849647
Cover Image
Linking Macroeconomic Dynamics to Georgian Credit Portfolio Risk
Zviad, Zedginidze - EERC Research Network, Russia and CIS - 2012
The following study develops a dynamic credit risk model for the Georgian banking portfolio and investigates the effects that macroeconomic (systemic) factors have on credit risk. A SUR model is estimated for the Non-Performing Loan ratio in seven sectors as a function of a lagged dependent...
Persistent link: https://www.econbiz.de/10011094981
Cover Image
Betting the House
Jorda, Oscar; Schularick, Moritz; Taylor, Alan M. - Hong Kong Institute for Monetary Research (HKIMR), … - 2014
, materially heighten the risk of financial crises. Both effects have become stronger in the postwar era. …
Persistent link: https://www.econbiz.de/10011144022