Narrow search
Showing 1 - 10 of 3,099
Cover Image
CISS - a composite indicator of systemic stress in the financial system
Holló, Dániel; Kremer, Manfred; Duca, Marco Lo - European Central Bank - 2012
This paper introduces a new indicator of contemporaneous stress in the financial system named Composite Indicator of Systemic Stress (CISS). Its specific statistical design is shaped according to standard definitions of systemic risk. The main methodological innovation of the CISS is the...
Persistent link: https://www.econbiz.de/10010538811
Cover Image
CISS : a composite indicator of systemic stress in the financial system
Holló, Dániel; Kremer, Manfred; Lo Duca, Marco - 2012
Persistent link: https://www.econbiz.de/10009765227
Cover Image
CISS - a composite indicator of systemic stress in the financial system
Holló, Dániel; Kremer, Manfred; Lo Duca, Marco - 2012
This paper introduces a new indicator of contemporaneous stress in the financial system named Composite Indicator of Systemic Stress (CISS). Its specific statistical design is shaped according to standard definitions of systemic risk. The main methodological innovation of the CISS is the...
Persistent link: https://www.econbiz.de/10011605471
Cover Image
CISS — A Portfolio-Theoretic Framework for the Construction of Composite Financial Stress Indices
Kremer, Manfred - 2012
This paper introduces a new indicator of current stress in the financial system as a whole named Composite Indicator of Systemic Stress (CISS). Its specific statistical design is shaped in accordance with standard definitions of systemic risk. The main innovative feature of the CISS is the...
Persistent link: https://www.econbiz.de/10013102670
Cover Image
CISS - A Composite Indicator of Systemic Stress in the Financial System
Hollo, Daniel - 2015
This paper introduces a new indicator of contemporaneous stress in the financial system named Composite Indicator of Systemic Stress (CISS). Its specific statistical design is shaped according to standard definitions of systemic risk. The main methodological innovation of the CISS is the...
Persistent link: https://www.econbiz.de/10013038816
Cover Image
CISS - A Composite Indicator of Systemic Stress in the Financial System
Hollo, Daniel - 2012
This paper introduces a new indicator of contemporaneous stress in the financial system named Composite Indicator of Systemic Stress (CISS). Its specific statistical design is shaped according to standard definitions of systemic risk. The main methodological innovation of the CISS is the...
Persistent link: https://www.econbiz.de/10013109492
Cover Image
The role of financial markets and innovation in productivity and growth in Europe
Hartmann, Philipp; Heider, Florian; Papaioannou, Elias; … - 2007
Persistent link: https://www.econbiz.de/10013439606
Cover Image
Benchmarking the Lisbon Strategy
Ioannou, Demosthenes; Ferdinandusse, Marien; Lo Duca, Marco - 2008
Persistent link: https://www.econbiz.de/10013439640
Cover Image
Public debt and long-term interest rates: the case of Germany, Italy and the USA
Paesani, Paolo; Strauch, Rolf; Kremer, Manfred - European Central Bank - 2006
The debate on the sustainability of public finances is closely related to the analysis of the financial and macroeconomic consequences of government debt accumulation. Focusing on the USA, Germany and Italy over the 1983-2003 period, the central issue addressed in this paper is how the...
Persistent link: https://www.econbiz.de/10005530972
Cover Image
Global corporate bond issuance: what role for US quantitative easing?
Lo Duca, Marco; Nicoletti, Giulio; Vidal Martinez, Ariadna - European Central Bank - 2014
The paper investigates the impact of US quantitative easing (QE) on global non-financial corporate bond issuance. It distinguishes between two QE instruments, MBS/GSE debt and Treasury bonds, and disentangles between two channels of transmission of QE to global bond markets, namely flow effects...
Persistent link: https://www.econbiz.de/10010753743