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Cross-border spillover effects of macroprudential policies : a conceptual framework
Kok Sørensen, Christoffer; Reinhardt, Dennis - Europäische Zentralbank / Task Force on Cross-Border … - 2020
Due to the international dimension of the financial sector within the EU and beyond, domestically oriented macroprudential policies have the potential to create material cross-border spillover effects. This occasional paper provides a detailed overview of the academic and empirical literature on...
Persistent link: https://www.econbiz.de/10012254361
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CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
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Systemic risk spillovers across the Euro area
Skouralis, Alexandros - 2021
Persistent link: https://www.econbiz.de/10012584364
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The role of systemic risk spillovers in the transmission of Euro area monetary policy
Skouralis, Alexandros - 2021
model. We find that a union aggregate systemic risk shock results in a sharp decline in output, with two thirds of the …
Persistent link: https://www.econbiz.de/10012704731
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The role of systemic risk spillovers in the transmission of Euro Area monetary policy
Skouralis, Alexandros - In: Open economies review 34 (2023) 5, pp. 1079-1106
Persistent link: https://www.econbiz.de/10014443848
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Systemic risk and contagion beyond the banking sector : empirical studies on insurers and real sector firms
Klein, Christian Uwe - 2019
Persistent link: https://www.econbiz.de/10012173733
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Macro-prudential instruments for containing systemic risk : the ESRB view
Mazzaferro, Francesco - In: The ESRB at 1, (pp. 131-134). 2012
Persistent link: https://www.econbiz.de/10009714732
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Did the Basel process of capital regulation enhance the resiliency of European banks?
Gehrig, Thomas P.; Iannino, Maria Chiara - In: Journal of financial stability 55 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013362228
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Mapping exposures of EU banks to the global shadow banking system
Abad, Jorge; D'Errico, Marco; Killeen, Neill; Luz, Vera; … - In: Journal of banking & finance 134 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013400171