Narrow search
Showing 1 - 10 of 15,209
Cover Image
Banking crises and crisis dating : theory and evidence
Boyd, John H.; De Nicolò, Gianni; Loukoianova, Elena - 2009
Persistent link: https://www.econbiz.de/10003883760
Cover Image
Forecasting multiple-term structures from interbank rates
Lafuente, Juan Angel; Petit, Nuria; Serrano, Pedro - In: International review of financial analysis 57 (2018), pp. 40-56
Persistent link: https://www.econbiz.de/10012006308
Cover Image
Answering the Queen : machine learning and financial crises
Fouliard, Jeremy; Howell, Michael J.; Rey, Hélène - 2020
Persistent link: https://www.econbiz.de/10012424257
Cover Image
Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System
Kömm, Holger - 2016 - 1st ed. 2016
information embedded in unexpected, but public observable text data in shock and nonshock information. The monitor is trained …
Persistent link: https://www.econbiz.de/10014018810
Cover Image
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger - 2016 - 1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
Cover Image
Banking crises and crisis dating : theory and evidence
Boyd, John H.; De Nicolò, Gianni; Loukoianova, Elena - 2010
We formulate a simple theoretical model of a banking industry that we use to identify and construct theory … systemic bank shock (SBS). We argue that disentangling the effects of systemic bank shocks and policy responses is crucial in …
Persistent link: https://www.econbiz.de/10003994497
Cover Image
Banking Crises and Crisis Dating : Theory and Evidence
Boyd, John H. - 2009
different from that on the likelihood of a systemic bank shock.Disentangling the effects of systemic bank shocks and government …
Persistent link: https://www.econbiz.de/10013157568
Cover Image
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin; Liu, Yanzhen; Zhang, Yu - In: International review of economics & finance : IREF 75 (2021), pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Cover Image
Can systemic risk measures predict economic shocks? : evidence from China
Chen, Guojin; Liu, Yanzhen; Zhang, Yu - In: China economic review : an international journal 64 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012654806
Cover Image
Banking Crises and Crisis Dating : Theory and Evidence
Boyd, John H.; De Nicolo, Gianni; Loukoianova, Elena - 2021
We formulate a simple theoretical model of a banking industry that we use to identify and construct theory … systemic bank shock (SBS). We argue that disentangling the effects of systemic bank shocks and policy responses is crucial in …
Persistent link: https://www.econbiz.de/10013316186