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Global systemic risk measures and their forecasting power for systemic events
Grundke, Peter; Tuchscherer, Michael - In: The European journal of finance 25 (2019) 3, pp. 205-233
Persistent link: https://www.econbiz.de/10012206970
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Predicting distress in European banks
Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - In: Journal of banking & finance 45 (2014), pp. 225-241
Persistent link: https://www.econbiz.de/10010466589
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Bank earnings forecasts, risk and the crisis
Anolli, Mario; Beccalli, Elena; Molyneux, Philip - In: Journal of international financial markets, … 29 (2014), pp. 309-335
Persistent link: https://www.econbiz.de/10010412121
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Predicting & Regulating the Systemic Risks of Financial Institutions
Greilsamer, Nicolas - 2016
simultaneous bank failure; (ii) assess the liability of individual financial institutions to the financial system; and, (iii … “Too-Big-to-Fail” is a legitimate trepidation from a macro-prudential perspective of bank regulation. In addition to …
Persistent link: https://www.econbiz.de/10013008919
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Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2015
Persistent link: https://www.econbiz.de/10011372826
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Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - 2016
In the dynamic stochastic general equilibrium (DSGE) literature there has been an increasing aware- ness on the role that the banking sector can play in macroeconomic activity. We present a DSGE model with financial intermediation as in Gertler and Karadi (2011). The estimation of shocks and of...
Persistent link: https://www.econbiz.de/10011518833
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Dealing with financial instability under a DSGE modeling approach with banking intermediation : a predictability analysis versus TVP-VARs
Bekiros, Stelios; Cardani, Roberta; Paccagnini, Alessia; … - In: Journal of financial stability 26 (2016), pp. 216-227
Persistent link: https://www.econbiz.de/10011705507
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Financial crises : uncovering self-organized patterns and predicting stock markets instability
Spelta, Alessandro; Flori, Andrea; Pecora, Nicolò; … - In: Journal of business research : JBR 129 (2021), pp. 736-756
Persistent link: https://www.econbiz.de/10012509734
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Predicting financial distress of Zimbabwean banks
Moyo, Isabel Linda; Gumbo, Victor; Chikodza, Eriyoti; … - In: International journal of financial engineering 7 (2020) 4, pp. 1-26
Persistent link: https://www.econbiz.de/10012603749
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Identifying indicators of systemic risk
Hartwig, Benny; Meinerding, Christoph; Schüler, Yves - In: Journal of international economics 132 (2021), pp. 1-27
Persistent link: https://www.econbiz.de/10013168502