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Predicting Downside Risks to House Prices and Macro-Financial Stability
Deghi, Andrea - 2020
This paper predicts downside risks to future real house price growth (house-prices-at-risk or HaR) in 32 advanced and emerging market economies. Through a macro-model and predictive quantile regressions, we show that current house price overvaluation, excessive credit growth, and tighter...
Persistent link: https://www.econbiz.de/10012831613
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WTO financial services commitments : determinants and impact on financial stability
Valckx, Nico - In: International review of financial analysis 13 (2004) 4, pp. 517-541
Persistent link: https://www.econbiz.de/10002224933
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The decomposition of US and euro area stock and bond returns and their sensitivity to economic state variables
Valckx, Nico - In: The European journal of finance 10 (2004) 2, pp. 149-173
Persistent link: https://www.econbiz.de/10001982951
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Het voorspellen van recessies : een survey
Valckx, Nico - In: Economisch en sociaal tijdschrift : een driemaandelijke … 54/55 (2000/01) 1, pp. 45-66
Persistent link: https://www.econbiz.de/10001498860
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Factors affecting asset price expectations : fundamentals and policy variables
Valckx, Nico - 2001
Persistent link: https://www.econbiz.de/10001600320
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Modeling asset premiums and the riskfree rate in general equilibrium CCAPM
Valckx, Nico - In: Review of quantitative finance and accounting 17 (2001) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10001748142
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Price dividend models, expectations formation, and monetary policy
Valckx, Nico - 2003
Persistent link: https://www.econbiz.de/10013430520
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Cross-border macro stress-testing : progress and future challenges for the EU
Castrén, Olli; Fell, John P. C.; Valckx, Nico - In: Stress-testing the banking system : methodologies and …, (pp. 278-296). 2009
Persistent link: https://www.econbiz.de/10003906147
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Euro Area Policies : 2012 Article IV consultation ; selected issues paper
Berger, Helge; Bornhorst, Fabian; Pérez Ruiz, Esther; … - 2012
Persistent link: https://www.econbiz.de/10009625902
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Possible subordination effects of eurosystem bond purchases
Valckx, Nico; Ueda, Kenichi; Kumar, Manmohan S. - In: Mechanics of a strong EURO area : IMF policy analysis, (pp. 95-105). 2015
Persistent link: https://www.econbiz.de/10011474959