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The role of systemic risk spillovers in the transmission of Euro Area monetary policy
Skouralis, Alexandros - In: Open economies review 34 (2023) 5, pp. 1079-1106
Persistent link: https://www.econbiz.de/10014443848
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - 2015
: First, the probability of default (PD) of those banks directly affected by some shock increases. This increases the expected … questions. For that purpose, we propose to measure the potential cost of contagion of a given shock scenario by the aggregated …
Persistent link: https://www.econbiz.de/10011381702
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Cross-border spillover effects of macroprudential policies : a conceptual framework
Kok Sørensen, Christoffer; Reinhardt, Dennis - Europäische Zentralbank / Task Force on Cross-Border … - 2020
Due to the international dimension of the financial sector within the EU and beyond, domestically oriented macroprudential policies have the potential to create material cross-border spillover effects. This occasional paper provides a detailed overview of the academic and empirical literature on...
Persistent link: https://www.econbiz.de/10012254361
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Phases of global liquidity, fundamentals news, and the design of macroprudential policy
Bianchi, Javier; Mendoza, Enrique G. - 2015
Persistent link: https://www.econbiz.de/10011300764
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The transmission of external shocks in Asia : country characteristics and policy responses
Deb, Pragyan; Nadeem, Sanaa; Peiris, Shanaka Jayanath - 2021
Persistent link: https://www.econbiz.de/10012487199
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International financial stress spillovers during times of unconventional monetary policy interventions
Apostolakis, George N.; Giannellis, Nikolaos - In: Journal of financial stability 72 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014565254
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Riding Global Financial Waves : The Economic Impact of Global Financial Shocks on Emerging Market Economies
Adler, Gustavo - 2012
integration with the rest of the world, arguably turning these economies more vulnerable to global financial shocks; and an …
Persistent link: https://www.econbiz.de/10014395685
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The credit quality channel : modeling contagion in the interbank market
Fink, Kilian; Krüger, Ulrich; Meller, Barbara; Wong, … - In: Journal of financial stability 25 (2016), pp. 83-97
Persistent link: https://www.econbiz.de/10011704790
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Aktuelle Themen: Lehren aus der Finanzkrise
In: Wirtschaftsprognose : Konjunktur und Kapitalmärkte, … (2009), pp. 8-15
Persistent link: https://www.econbiz.de/10008779519
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Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
Zhu, Bo; Lin, Renda; Deng, Yuanyue; Chen, Pingshe; … - In: Economic modelling 105 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013367151