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Forecasting the Euro exchange rate using vector error correction models

Aarle, Bas; Boss, Michael; Hlouskova, Jaroslava - In: Review of World Economics (Weltwirtschaftliches Archiv) 136 (2000) 2, pp. 232-258

Persistent link: https://www.econbiz.de/10005613543

An Empirical Analysis of the Network Structure of the Austrian Interbank Market

Boss, Michael; Elsinger, Helmut; Summer, Martin; … - In: Financial Stability Report (2004) 7, pp. 77-87

Persistent link: https://www.econbiz.de/10010818157

Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results

Boss, Michael; Fenz, Gerhard; Krenn, Gerald; Pann, Johannes - In: Financial Stability Report (2008) 15, pp. 68-92

This paper presents the methodology, scenarios and results of the stress tests conducted for the update of Austria’s Financial Sector Assessment Program (FSAP) in 2007. The focus of the paper lies in particular on the following two macroeconomic stress scenarios: (a) a regional shock in...

Persistent link: https://www.econbiz.de/10005627513

Systemically Important Accounts, Network Topology and Contagion in ARTIS

Boss, Michael; Krenn, Gerald; Metz, Valentina; Puhr, Claus - In: Financial Stability Report (2008) 15, pp. 93-111

This study investigates the relevance of network topology for the stability of payment systems in the face of operational shocks. The analysis is based on a large number of simulations of the Austrian large-value payment system ARTIS that quantify the contagion impact of operational shocks at...

Persistent link: https://www.econbiz.de/10005627520