Papers & Reviews

  • 11 Septiembre 2017
Identifying contagion in a banking network

Keywords: Contagion, counterparty risk, credit default swaps, networks.

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  • 08 Septiembre 2017
Systemic risk in financial systems: a feedback approach

Keywords: systemic risk, feedback, financial accelerator, financial network, transmission channel, contagion.

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  • 06 Septiembre 2017
The effect of bank supervision on risk taking: Evidence from a natural experiment

Keywords: bank supervision, risk taking, crisis, lending, resolution costs.

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  • 04 Septiembre 2017
The risk-taking channel of monetary policy in the US: Evidence from corporate loan data

Keywords: Bank risk; monetary policy; US commercial banks; Total loans; New loans.

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  • 01 Septiembre 2017
How to Predict Financial Stress? An Assessment of Markov Switching Models

Bank topics: Business fluctuations and cycles; Central bank research; Econometric and statistical methods; Financial markets; Financial stability; Financial system regulation and policies; Monetary and financial indicators.

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