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Incorporating financial sector risk into monetary policy models : application to Chile

Gray, Dale; Jolly, Paul; Luna, Leonardo; Restrepo L., … - 2009

Persistent link: https://www.econbiz.de/10008810328

Riesgo financiero y política monetaria : una aplicación para chile

Gray, Dale; García T., Carlos; Luna B., Leonardo; … - In: Economía chilena 12 (2009) 2, pp. 11-33

Persistent link: https://www.econbiz.de/10003874590

Systemic contingent claim analysis : a model approach to systemic risk

Gray, Dale; Jobst, Andreas A. - In: Managing risk in the financial system, (pp. 93-110). 2011

Persistent link: https://www.econbiz.de/10009243278

Systemic contingent claims analysis : estimating market-implied systemic risk

Jobst, Andreas A.; Gray, Dale - 2013

Persistent link: https://www.econbiz.de/10009726539

Incorporating financial sector risk into monetary policy models : application to Chile

Gray, Dale; García, Carlos José; Bodie, Zvi; Restrepo … - In: Financial stability, monetary policy, and central …, (pp. 159-197). 2011

Persistent link: https://www.econbiz.de/10009537398

Modeling banking, sovereign, and macro risk in a CCA global VAR

Gray, Dale; Groß, Marco; Paredes, Joan; Sydow, Matthias - 2013

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 European countries and the United States. It is an integrated macroeconomic systemic...

Persistent link: https://www.econbiz.de/10012667482

Incorporating financial sector risk into monetary policy models : application to Chile

Gray, Dale; García, Carlos José; Luna, Leonardo; … - 2011

Persistent link: https://www.econbiz.de/10009422610

New directions in financial sector and sovereign risk management

Gray, Dale; Jobst, Andreas A. - In: Journal of investment management : JOIM 8 (2010) 1, pp. 23-38

Persistent link: https://www.econbiz.de/10003966806

Modelling systemic financial sector and sovereign risk

Gray, Dale; Jobst, Andreas A. - In: Sveriges Riksbank economic review (2011) 2, pp. 68-106

Persistent link: https://www.econbiz.de/10012168577