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Systemic financial stress and macroeconomic amplifications in the United Kingdom
Chatterjee, Somnath; Chiu, Ching Wai Jeremy; Duprey, Thibaut - In: Oxford bulletin of economics and statistics 84 (2022) 2, pp. 380-400
Persistent link: https://www.econbiz.de/10013188559
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Measuring systemic risk in South African banks
Chatterjee, Somnath; Sing, Marea - 2021
Persistent link: https://www.econbiz.de/10012497161
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A financial stress index for the United Kingdom
Chatterjee, Somnath; Chiu, Ching Wai Jeremy; Duprey, Thibaut - 2017
Persistent link: https://www.econbiz.de/10011912983
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Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath; Jobst, Andreas A. - 2019
Persistent link: https://www.econbiz.de/10012202397