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Systemic risk, economic policy uncertainty and firm bankruptcies : evidence from multivariate causal inference

Stolbov, Michail I.; Shchepeleva, Maria - In: Research in international business and finance 52 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012548349

Discussion of "The impact of macroprudential policies on industrial growth" (presentation)

Stolbov, Mikhail - 2021

The presentation discusses the paper "The impact of macroprudential policies on industrial growth" by Carlos Madeira from the Central Bank of Chile, highlighting its merits and areas for further research

Persistent link: https://www.econbiz.de/10013224739

Does economic policy uncertainty lead systemic risk? : a comparative analysis of selected european countries

Stolbov, Michail I.; Karminsky, Alexander; Shchepeleva, … - In: Comparative economic studies 60 (2018) 3, pp. 332-360

Persistent link: https://www.econbiz.de/10012172348

Systemic Risk, Economic Policy Uncertainty and Firm Bankruptcies : Evidence from Multivariate Causal Inference

Stolbov, Mikhail - 2020

The paper investigates causal relationships between systemic risk, economic policy uncertainty and firm bankruptcies, conditional on global volatility proxied by the VIX index, in a sample of 15 advanced and major emerging market economies during January 2008-June 2018. We test for Granger...

Persistent link: https://www.econbiz.de/10012846182