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A financial systemic stress index for Greece
Louzis, Dimitrios P.; Vouldis, Angelos T. - Bank of Greece - 2013
The paper develops a financial systemic stress index (FSSI) for Greece. We present a methodology for constructing and evaluating a systemic stress index which: i) adopts the suggestion of Hollo et al. (2012) [Hollo, Kremer, and Duca (2012) “CISS – A ‘Composite Indicator of Systemic...
Persistent link: https://www.econbiz.de/10010696481
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Competition, innovation and financial crises : a perspective on the current financial market turmoil
Gibson, Heather D. - In: Open economies review 21 (2010) 1, pp. 151-157
Persistent link: https://www.econbiz.de/10003956422
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The Greek financial crisis : growing imbalances and sovereign spreads
Gibson, Heather D.; Hall, Stephan G.; Tavlas, George S. - 2011
Persistent link: https://www.econbiz.de/10009153016
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The Greek financial crisis : growing imbalances and sovereign spreads
Tavlas, George S.; Hall, Stephen G.; Gibson, Heather D. - 2011
Persistent link: https://www.econbiz.de/10009261037
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Financial conditions and economic activity: the potential impact of the targeted longer-term refinancing operations (TLTROs)
Balfoussia, Hiona; Gibson, Heather D. - 2015
Persistent link: https://www.econbiz.de/10011391694
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The effectiveness of the ECB’s asset purchase programs of 2009 to 2012
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2015
Persistent link: https://www.econbiz.de/10011391712
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Financial conditions and economic activity : the potential impact of the targeted long-term refinancing operations (TLTROs)
Balfoussia, Hiona; Gibson, Heather D. - In: Applied economics letters 23 (2016) 4/6, pp. 449-456
Persistent link: https://www.econbiz.de/10011430778
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Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 939-949
Persistent link: https://www.econbiz.de/10011303574
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Building a financial conditions index for the euro area and selected euro area countries : what does it tell us about the crisis?
Angelopoulou, Eleni; Balfoussia, Hiona; Gibson, Heather D. - 2013
Persistent link: https://www.econbiz.de/10009766440
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Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2013
Persistent link: https://www.econbiz.de/10010127246