Financial stress, economic policy uncertainty, and oil price uncertainty
The role of non-financial sector market fluctuations such as the role of oil price uncertainty
either on financial stability or on policy-related economic uncertainty has not been …
either on financial stability or on policy-related economic uncertainty has not been …
CISS-a composite indicator of systemic stress in the financial system
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 …
named Composite Indicator of Systemic Stress (CISS). Its specific statistical design is …
Assessing systemic risks and predicting systemic events
ML Duca, TA Peltonen - Journal of Banking & Finance, 2013 - Elsevier
The paper develops a framework for assessing systemic risks and for predicting systemic
events, ie periods of extreme financial instability with potential real costs. It contributes to the …
events, ie periods of extreme financial instability with potential real costs. It contributes to the …
Determinants of financial stress in emerging market economies
CY Park, RV Mercado Jr - Journal of Banking & Finance, 2014 - Elsevier
The global financial crisis of 2008–2009 illustrates how financial turmoil in advanced
economies could trigger severe financial stress in emerging markets. Previous studies …
economies could trigger severe financial stress in emerging markets. Previous studies …
Measuring financial stress in transition economies
This study constructs a financial stress index for Bulgaria, the Czech Republic, Hungary,
Poland, and Russia and examines the relationship between financial stress and economic …
Poland, and Russia and examines the relationship between financial stress and economic …
Macro-financial vulnerabilities and future financial stress-Assessing systemic risks and predicting systemic events
M Lo Duca, TA Peltonen - 2011 - papers.ssrn.com
This paper develops a framework for assessing systemic risks and for predicting (out-of-
sample) systemic events, ie periods of extreme financial instability with potential real costs …
sample) systemic events, ie periods of extreme financial instability with potential real costs …
[PDF][PDF] Capital regulation, monetary policy, and financial stability
RP Agenor, K Alper, LP da Silva - 32nd issue (September 2013) of the …, 2018 - ijcb.org
This paper examines the roles of bank capital regulation and monetary policy in mitigating
procyclicality and promoting macroeconomic and financial stability. The analysis is based on …
procyclicality and promoting macroeconomic and financial stability. The analysis is based on …
International transmission and business-cycle effects of financial stress
J Dovern, B van Roye - Journal of Financial Stability, 2014 - Elsevier
We analyze the international transmission of financial stress and its effects on global
economic activity. Our analysis is based on country-specific monthly financial stress indices …
economic activity. Our analysis is based on country-specific monthly financial stress indices …
Financial stress indices and financial crises
R Vermeulen, M Hoeberichts, B Vašíček… - Open Economies …, 2015 - Springer
This paper develops a Financial Stress Index (FSI) for 28 OECD countries and examines its
relationship to crises using a novel database for financial crises. A stress index measures …
relationship to crises using a novel database for financial crises. A stress index measures …
Payment choice of M&As: Financial crisis and social innovation
RP Kanungo - Industrial Marketing Management, 2021 - Elsevier
The payment choice of mergers and acquisitions (M&As) influences firm performance and
facilitates wealth transfer to shareholders and realises synergy through stakeholders' implicit …
facilitates wealth transfer to shareholders and realises synergy through stakeholders' implicit …