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Measuring contagion risk in international banking

Avdjiev, Stefan; Giudici, Paolo; Spelta, Alessandro - 2019

Persistent link: https://www.econbiz.de/10012051367

Credit growth, monetary policy and economic activity in a three-regime TVAR model

Avdjiev, Stefan; Zeng, Zheng - In: Applied economics 46 (2014) 22/24, pp. 2936-2951

Persistent link: https://www.econbiz.de/10010417130

External debt composition and domestic credit cycles

Avdjiev, Stefan; Binder, Stephan; Sousa, Ricardo M. - 2017

Persistent link: https://www.econbiz.de/10011752690

The social value of policy signals

Avdjiev, Stefan; McGuire, Patrick M.; Tarashev, Nikola A. - 2012

Persistent link: https://www.econbiz.de/10009621952

News driven business cycles and data on asset prices in estimated DSGE models

Avdjiev, Stefan - 2011

Persistent link: https://www.econbiz.de/10009388079

Credit growth, monetary policy, and economic activity in a three-regime TVAR model

Avdjiev, Stefan; Zeng, Zheng - 2014

Persistent link: https://www.econbiz.de/10010364992

External Debt Composition and Domestic Credit Cycles

Avdjiev, Stefan - 2018

We assess the role of external debt in shaping the dynamics of domestic credit cycles. Using quarterly data for 40 countries between 1980 and 2015, we examine four dimensions of external debt composition: instrument, sector, currency and maturity. We show that the first two dimensions provide...

Persistent link: https://www.econbiz.de/10012924493

Bank opacity : patterns and implications

Avdjiev, Stefan; Jager, Maximilian - 2022

Persistent link: https://www.econbiz.de/10012814268

Bank opacity - patterns and implications

Avdjiev, Stefan; Jager, Maximilian - 2022

Persistent link: https://www.econbiz.de/10012799482

External Debt Composition and Domestic Credit Cycles

Avdjiev, Stefan - 2017

Persistent link: https://www.econbiz.de/10012958106