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Shmygel, Alona [Author]; Ongena, Steven [Author]

Cyclical systemic risk and banks' vulnerability

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Geneva: Swiss Finance Institute, [2024]

Published in: Swiss Finance Institute: Research paper series ; 2024,9
Shmygel, Alona [Author]

Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector

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https://repository.graduateinstitute.ch/record/301835/files/HEIDWP17-2023.pdf

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Geneva: Graduate Institute of International and Development Studies, International Economics Department, [2023]

Published in: Institut de hautes études internationales et du développement: Working paper ; 2023,17
Shmygel, Alona [Author]

Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector

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http://hdl.handle.net/10419/283388

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Geneva: Graduate Institute of International and Development Studies, 2023
Lang, Jan Hannes [Author]; Rusnák, Marek [Author]; Greiwe, Moritz [Author]

Medium-term growth-at-risk in the euro area

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https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2808~573fdb4019.en.pdf

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Frankfurt am Main, Germany: European Central Bank, [2023]

Published in: Europäische Zentralbank: Working paper series ; 2808
Lang, Jan Hannes [Author]; Rusnák, Marek [Author]; Greiwe, Moritz [Author]

Medium-Term Growth-at-Risk in the Euro Area

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https://ssrn.com/abstract=4424153

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[S.l.]: SSRN, [2023]

Published in: ECB Working Paper ; No. 2023/2808
Fernández-Gallardo, Álvaro [Author]; Lloyd, Simon [Author]; Manuel, Ed [Author]

The transmission of macroprudential policy in the tails : evidence from a narrative approach

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https://www.esrb.europa.eu/pub/pdf/wp/esrb.wp145.en.pdf

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Frankfurt am Main, Germany: European Systemic Risk Board, [2023]

Published in: Working paper series ; 145
Fernández-Gallardo, Álvaro [Author]; Lloyd, Simon [Author]; Manuel, Ed [Author]

The transmission of macroprudential policy in the tails: Evidence from a narrative approach

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http://hdl.handle.net/10419/283515

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Frankfurt a. M.: European Systemic Risk Board (ESRB), European System of Financial Supervision, 2023
Hauptmeier, Sebastian [Author]; Holm-Hadulla, Fédéric [Author]; Renault, Théodore [Author]

Risk sharing and monetary policy transmission

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https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2746~3b413f2921.en.pdf

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Frankfurt am Main, Germany: European Central Bank, [2022]

Published in: Europäische Zentralbank: Working paper series ; 2746
Hauptmeier, Sebastian [Author]; Holm-Hadulla, Fédéric [Author]; Renault, Théodore [Author]

Risk sharing and monetary policy transmission

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http://hdl.handle.net/10419/278221

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Frankfurt a. M.: European Central Bank (ECB), 2022
Lloyd, Simon [Author]; Manuel, Ed [Author]; Panchev, Konstantin [Author]

Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-risk - [revised 26 April 2022]

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https://www.repository.cam.ac.uk/bitstream/handle/1810/336557/cwpe2156.pdf?sequence=1&isAllowed=y

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Cambridge: University of Cambridge, Faculty of Economics, [2021]

Published in: Cambridge working papers in economics ; 2021,56
Hauptmeier, Sebastian [Author]; Holm-Hadulla, Fédéric [Author]; Nikalexi, Katerina [Author]

Monetary policy and regional inequality

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http://hdl.handle.net/10419/228999

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Frankfurt a. M.: European Central Bank (ECB), 2020
De Nicolò, Gianni [Author]; Lucchetta, Marcella [Author]

Forecasting Tail Risks

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http://hdl.handle.net/10419/110795

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Munich: Center for Economic Studies and ifo Institute (CESifo), 2015
Lang, Jan Hannes [Author]; Rusnák, Marek [Author]; Greiwe, Moritz [Author]

Medium-term growth-at-risk in the euro area

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Links

http://hdl.handle.net/10419/278484

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Frankfurt a. M.: European Central Bank (ECB), 2023
Lang, Jan Hannes [Author]; Forletta, Marco [Author]

Cyclical systemic risk and downside risks to bank profitability

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http://hdl.handle.net/10419/229019

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Frankfurt a. M.: European Central Bank (ECB), 2020
Lang, Jan Hannes [Author]; Izzo, Cosimo [Author]; Fahr, Stephan [Author]; Ruzicka, Josef [Author]

Anticipating the bust: A new cyclical systemic risk indicator to assess the likelihood and severity of financial crises

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http://hdl.handle.net/10419/207604

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Frankfurt a. M.: European Central Bank (ECB), 2019
Li, Dake [Author]; Plagborg-Møller, Mikkel [Author]; Wolf, Christian [Author] ; National Bureau of Economic Research

Local Projections vs. VARs : Lessons From Thousands of DGPs

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https://www.nber.org/papers/w30207

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Cambridge, Mass: National Bureau of Economic Research, July 2022

Published in: NBER working paper series ; no. w30207
Olea, José Luis Montiel [Author]; Plagborg-Møller, Mikkel [Author]; Qian, Eric [Author]; Wolf, Christian [Author] ; National Bureau of Economic Research

Double Robustness of Local Projections and Some Unpleasant VARithmetic

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Cambridge, Mass: National Bureau of Economic Research, May 2024

Published in: NBER working paper series ; no. w32495
Han, Heejoon [Author] ; Jung, Whayoung [Other]; Lee, Ji Hyung [Other]

Estimation and Inference of Quantile Impulse Response Functions by Local Projections : With Applications to VaR Dynamics

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https://ssrn.com/abstract=3466198

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[S.l.]: SSRN, [2019]
Paindaveine, Davy; Šiman, Miroslav

Computing multiple-output regression quantile regions from projection quantiles

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Springer Science and Business Media LLC, 2012

Published in: Computational Statistics, 27 (2012) 1, Seite 29-49
Zhou, Yan; Liang, Jiang; Hu, Yaohua; Lian, Heng

Random projections for quantile ridge regression

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Wiley, 2021

Published in: Stat, 10 (2021) 1

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