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Markets connectivity and financial contagion

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304

Persistent link: https://www.econbiz.de/10011378825

Shock propagations in granular networks

Fujii, Daisuke - 2016

Persistent link: https://www.econbiz.de/10012128791

Financial cycles in Europe : dynamics, synchronicity and implications for business cycles and macroeconomic imbalances

Adarov, Amat - 2019

Using dynamic factor models and state-space techniques we quantify financial cycles for twenty European countries over the period 1960Q1–2015Q4 capturing imbalances across credit, housing, bond and equity markets. The paper documents the existence of slow-moving and persistent financial cycles...

Persistent link: https://www.econbiz.de/10012153925

Sharing is caring : spillovers and synchronization of business cycles in the European Union

Arčabić, Vladimir; Škrinjarić, Tihana - In: Economic modelling 96 (2021), pp. 25-39

Persistent link: https://www.econbiz.de/10012745323

Shadow rates and spillovers across the Eurozone : a spatial dynamic panel model

Fiorelli, Cristiana; Cartone, Alfredo; Foglia, Matteo - In: Empirica : journal of european economics 48 (2021) 1, pp. 223-245

Persistent link: https://www.econbiz.de/10012487648

Financial cycles in Europe : dynamics, synchronicity and implications for business cycles and macroeconomic imbalances

Adarov, Amat - In: Empirica : journal of european economics 50 (2023) 2, pp. 551-583

Persistent link: https://www.econbiz.de/10014251829

Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations

Hadood, Abobaker Al. Al.; Gökmenoglu, Korhan K. - In: Panoeconomicus 70 (2023) 3, pp. 355-382

Persistent link: https://www.econbiz.de/10014318036

Spillover effects of banking systemic risk on firms in China : a financial cycle analysis

Jing, Zhongbo; Liu, Zhidong; Qi, Liyao; Zhang, Xuan - In: International review of financial analysis 82 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013426511

The countercyclical capital buffer and the composition of bank lending

Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - In: Journal of financial intermediation 52 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013552477

Macroprudential stress test of the euro area banking system

Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019

results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …

Persistent link: https://www.econbiz.de/10012033284

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