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Accountability of the ECB and a government's incentives to rebel against the common monetary policy in EMU
Castrén, Olli - 1999
Persistent link: https://www.econbiz.de/10001354343
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Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area
Kavonius, Ilja Kristian; Castrén, Olli - 2009
The financial crisis has highlighted the need for models that can identify counterparty risk exposures and shock transmission processes at the systemic level. We use the euro area financial accounts (flow of funds) data to construct a sector-level network of bilateral balance sheet exposures and...
Persistent link: https://www.econbiz.de/10011605170
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Macro-networks : an application to the euro area financial accounts
Castrén, Olli; Rancan, Michela - 2013
Persistent link: https://www.econbiz.de/10009765553
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Stress-testing euro area corporate default probabilities using a global macroeconomic model
Castrén, Olli; Dées, Stéphane; Zaher, Fadi - In: Journal of financial stability 6 (2010) 2, pp. 64-78
Persistent link: https://www.econbiz.de/10009271817
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Macro-Networks : an application to euro area financial accounts
Castrén, Olli; Rancan, Michela - In: Journal of banking & finance 46 (2014), pp. 43-58
Persistent link: https://www.econbiz.de/10010467861
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Balance sheet interlinkages and macro-financial risk analysis in the Euro area
Kavonius, Ilja Kristian; Castrén, Olli - 2009
The financial crisis has highlighted the need for models that can identify counterparty risk exposures and shock transmission processes at the systemic level. We use the euro area financial accounts (flow of funds) data to construct a sector-level network of bilateral balance sheet exposures and...
Persistent link: https://www.econbiz.de/10003969268