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Anatomy of international banking crises at the onset of the Great Recession
Stolbov, Michail I. - In: International economics and economic policy : IEEP 12 (2015) 4, pp. 553-569
Persistent link: https://www.econbiz.de/10011376009
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Assessing systemic risk and its determinants for advanced and major emerging economies : the case of ΔCoVaR
Stolbov, Michail I. - In: International economics and economic policy : IEEP 14 (2017) 1, pp. 119-152
Persistent link: https://www.econbiz.de/10011877870
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I. - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function (CCF) approach used in the research distinguishes...
Persistent link: https://www.econbiz.de/10010247460
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I. - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function (CCF) approach that distinguishes between...
Persistent link: https://www.econbiz.de/10010370922
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Is a more financially open world riskier?
Stolbov, Michail I. - In: International economics : a journal published by CEPII … 157 (2019), pp. 99-116
Persistent link: https://www.econbiz.de/10012318693
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Financial stress in emerging markets : patterns, real effects, and cross-country spillovers
Stolbov, Michail I.; Shchepeleva, Maria - In: Review of development finance 6 (2016) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10011588080
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Gipoteza finansovoj nestabilʹnosti Chajmana Minski i ėkonomičeskij krizis v Rossii
Stolbov, Michail I. - In: Mirovaja ėkonomika i meždunarodnye otnošenija : MĖMO (2010) 3, pp. 56-64
Persistent link: https://www.econbiz.de/10003978686
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Credit risk linkages in the international banking network : 2000-2019
Stolbov, Michail I.; Parfenov, Daniil - In: Risk management : an international journal 25 (2023) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10014326594
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A Global Perspective on Macroprudential Policy Interaction With Systemic Risk, Real Economic Activity and Monetary Intervention
Stolbov, Mikhail; Shchepeleva, Maria; Karminsky, Alexander - 2020
The paper empirically assesses how macroprudential policy interacts with systemic risk, industrial production and monetary intervention on the worldwide level during January 2006-December 2016. We adopt the aggregate proxies of these variables, capturing their global effects, and use a novel...
Persistent link: https://www.econbiz.de/10014352028
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Оценка Взаимосвязи Финансовой Устойчивости и Системного Риска Крупнейших Российских Банков (Assessing the Link between Financial Soundness and Systemic Risk for Key Russian Banks)...
Karminsky, Alexander - 2017
В статье предложен подход к оценке взаимосвязи финансовой устойчивости и системного риска публичных кредитных организаций, основанный на каноническом...
Persistent link: https://www.econbiz.de/10012944531