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Detecting shift-contagion in currency and bond markets

Gravelle, Toni; Kichian, Maral; Morley, James C. - In: Journal of international economics 68 (2006) 2, pp. 409-423

Persistent link: https://www.econbiz.de/10003300543

What matters in determining capital surcharges for systemically important financial institutions?

Gauthier, Céline; Gravelle, Toni; Liu, Xuezhi; … - 2011

One way of internalizing the externalities that each individual bank imposes on the rest of the financial system is to impose capital surcharges on them in line with their systemic importance. Given the complexity of the financial system and the resulting difficulties in measuring systemic...

Persistent link: https://www.econbiz.de/10009380165

Detecting shift contagion in currency and bond markets

Gravelle, Toni; Kichian, Maral; Morley, James C. - In: Financial market structure and dynamics : proceedings …, (pp. 85-89). 2002

Persistent link: https://www.econbiz.de/10001787204

Shift contagion in asset markets

Gravelle, Toni; Kichian, Maral; Morley, James C. - 2003

Persistent link: https://www.econbiz.de/10001738816

Central bank asset purchases in response to the Covid-19 crisis

Delgado, Margarita (contributor); Gravelle, Toni (contributor) - Bank für Internationalen Zahlungsausgleich / Committee … - 2023

Persistent link: https://www.econbiz.de/10014313327