1. Is the government always greener?. (2024). Zaghini, Andrea ; Vigne, Samuel ; Perdichizzi, Salvatore ; di Tommaso, Caterina.
   In: CFS Working Paper Series.
   RePEc:zbw:cfswop:285366.

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2. Eurozone Economic Integration: Historical Developments and New Challenges Ahead. (2024). Bagliano, Fabio ; Claudio, Morana ; Fabio, Bagliano.
   In: Working papers.
   RePEc:tur:wpapnw:096.

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3. Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

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4. Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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5. Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Vangelista, Elisabetta ; Hudecz, Gergely ; Blotevogel, Robert.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791.

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6. Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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7. Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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8. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I.
   In: Energy Economics.
   RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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9. Labour at risk. (2024). Foroni, Claudia ; Botelho, Vasco ; Renzetti, Andrea.
   In: European Economic Review.
   RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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10. A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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11. Talking fragmentation away – Decoding the ’whatever it takes’ effect. (2024). Zahner, Johannes ; Baumgartner, Martin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005104.

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12. Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system. (2024). Zhang, Wenyu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004718.

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13. Unconventional green. (2024). Zaghini, Andrea.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:85:y:2024:i:c:s092911992400018x.

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14. Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav.
    In: Staff Working Papers.
    RePEc:bca:bocawp:24-6.

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15. Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin.
    In: ESRB Occasional Paper Series.
    RePEc:srk:srkops:202324.

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16. The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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17. Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471.

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18. Forecasting Stock Market Crashes via Machine Learning. (2023). Otto, Tizian ; Drobetz, Wolfgang ; Dichtl, Hubert.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:65:y:2023:i:c:s1572308922001206.

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19. Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762.

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20. On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521.

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21. Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

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22. Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611.

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23. Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x.

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24. Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution. (2023). Varga, Katalin ; Szendrei, Tibor.
    In: Economics Letters.
    RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000150.

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25. Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232870.

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26. Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232842.

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27. Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232840.

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28. Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach. (2023). Lund-Thomsen, Frederik ; Kremer, Manfred ; Chavleishvili, Sulkhan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232833.

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29. Medium-term growth-at-risk in the euro area. (2023). Greiwe, Moritz ; Rusnak, Marek ; Lang, Jan Hannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232808.

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30. Evaluating the impact of dividend restrictions on euro area bank market values. (2023). Schneider, Julius ; Bochmann, Paul ; Andreeva, Desislava.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232787.

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31. A novel high?frequency indicator of financial integration for monitoring the impact of COVID-19. (2023). Zito, Alessandro ; Mongelli, Francesco Paolo ; Kochanska, Urszula ; Borgioli, Stefano.
    In: Statistics Paper Series.
    RePEc:ecb:ecbsps:202343.

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32. Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process. (2023). Saadaoui, Jamel ; Roderweis, Philipp ; Serranito, Francisco.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2023-17.

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40. Stress-ridden finance and growth losses: Does financial development break the link?. (2022). Ossandon Busch, Matias ; Sanchez-Martinez, Manuel ; Rodriguez-Martinez, Anahi ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel ; Montaez-Enriquez, Ricardo ; Martinez-Jaramillo, Serafin.
    In: IWH Discussion Papers.
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41. Addressing systemic risk in Europe during Covid-19: The role of regulation and the policy mix. (2022). Dotta, Vitor.
    In: IPE Working Papers.
    RePEc:zbw:ipewps:1812022.

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42. Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:249769.

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43. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:249340.

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44. A model for predicting Finnish household loan stocks. (2022). Silvo, Aino ; Nyholm, Juho .
    In: BoF Economics Review.
    RePEc:zbw:bofecr:42022.

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45. Structural Volatility Impulse Response Analysis. (2022). Polivka, Jeannine ; Fengler, Matthias .
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2022:11.

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46. Spillovers in the Presence of Financial Stress – An Application to Romania. (2022). Horobet, Alexandra ; Copaciu, Anca Mihaela.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2022:i:2:p:29-43.

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47. Cycle financier, cycle réel et transmission de la politique monétaire au Maroc. (2022). Achour, Aya ; Chafik, Omar.
    In: Document de travail.
    RePEc:ris:bkamdt:2022_002.

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48. Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio.
    In: Working Paper series.
    RePEc:rim:rimwps:22-14.

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49. Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir.
    In: Working Paper series.
    RePEc:rim:rimwps:22-04.

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50. Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir.
    In: MPRA Paper.
    RePEc:pra:mprapa:112008.

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51. Measuring Financial Conditions using Equal Weights Combination. (2022). Arrigoni, Simone ; Venditti, Fabrizio ; Bobasu, Alina.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00170-y.

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52. THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan.
    In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series.
    RePEc:mtk:febawb:139.

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53. Treasury Supply Shocks and the Term Structure of Interest Rates in the UK. (2022). Lengyel, Andras.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2022/6.

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54. MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta. (2022). Gatt, William.
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0522.

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55. The spillover of euro area shocks to the Maltese economy. (2022). Ruisi, Germano ; Gatt, William .
    In: CBM Working Papers.
    RePEc:mlt:wpaper:0322.

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56. Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities. (2022). Zlobins, Andrejs.
    In: Working Papers.
    RePEc:ltv:wpaper:202205.

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57. Meeting investor outflows in Czech bond and equity funds: horizontal or vertical?. (2022). Szabo, Milan.
    In: Empirica.
    RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09553-w.

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58. Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

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59. Financial Stability and Economic Activity in China: Based on Mixed-Frequency Spillover Method. (2022). Lv, Xuan ; Li, Menggang ; Zhang, Yingjie.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:19:p:12926-:d:937982.

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60. Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers. (2022). Moramarco, Graziano.
    In: Econometrics.
    RePEc:gam:jecnmx:v:11:y:2022:i:1:p:2-:d:1017952.

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61. Growth at risk: Methodology and applications in an open-source platform. (2022). Martinez-Jaramillo, Serafin ; Montaez-Enriquez, Ricardo ; Rodriguez-Martinez, Anahi ; Busch, Matias Ossandon ; Sanchez-Martinez, Jose Manuel.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:3:y:2022:i:3:s2666143822000229.

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62. It’s not time to make a change: Sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001061.

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63. Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552.

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64. Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909.

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65. High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595.

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66. When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640.

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67. Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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68. The contribution of (shadow) banks and real estate to systemic risk in China. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000420.

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69. Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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70. Economists in the 2008 financial crisis: Slow to see, fast to act. (2022). Raviv, Alon ; Mayer, Tamir ; Levy, Daniel.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000158.

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71. Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

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72. International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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73. Fund trading divergence and performance contribution. (2022). Sarto, Jose Luis ; Andreu, Laura ; Gimeno, Ruth.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s105752192200182x.

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74. Early warning system for risk of external liquidity shock in BRICS countries. (2022). Yu, Xiao ; Cottrell, Simon ; Delpachitra, Sarath ; Wang, Hao.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000868.

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75. Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane.
    In: European Economic Review.
    RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101.

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76. Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219.

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77. Credit market concentration and systemic risk in Europe. (2022). Paulus, Alari ; Kukk, Merike ; Reigl, Nicolas.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2022-4.

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78. It’s not time to make a change: sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222740.

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79. Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222667.

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80. Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20222640.

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81. A tale of three crises: synergies between ECB tasks. (2022). Hobelsberger, Karin ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2022305.

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82. Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model. (2022). Boucherie, Louis ; Panos, Jiri ; Budnik, Katarzyna.
    In: Occasional Paper Series.
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83. Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?. (2022). Szabo, Milan.
    In: Working Papers.
    RePEc:cnb:wpaper:2022/6.

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84. Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir.
    In: Working Papers.
    RePEc:cnb:wpaper:2022/4.

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85. Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
    In: Working Papers.
    RePEc:bol:bodewp:wp1174.

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86. Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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87. Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota.
    In: Kyklos.
    RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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88. COVID-19 in Uruguay: A survey of policy responses and their impact. (2022). Mello Costa, Miguel ; Ponce, Jorge ; Carballo, Patricia ; Bucacos, Elizabeth.
    In: Documentos de trabajo.
    RePEc:bku:doctra:2022002.

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89. Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union. (2022). Dobronravova, Elizaveta ; Kolesnik, Sofya.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:81:y:2022:i:1:p:3-22.

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90. Economists in the 2008 Financial Crisis: Slow to See, Fast to Act. (2022). Levy, Daniel ; Raviv, Alon ; Mayer, Tamir.
    In: Working Papers.
    RePEc:biu:wpaper:2022-01.

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91. Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane.
    In: Working papers.
    RePEc:bfr:banfra:863.

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99. The simpler, the better: Measuring financial conditions for monetary policy and financial stability. (2021). Venditti, Fabrizio ; Bobasu, Alina ; Arrigoni, Simone.
    In: EIB Working Papers.
    RePEc:zbw:eibwps:202110.

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100. The Bank Lending Channel of Conventional and Unconventional Monetary Policy. (2021). Signoretti, Federico ; Nobili, Andrea ; Albertazzi, Ugo.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:53:y:2021:i:2-3:p:261-299.

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101. Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail.
     In: International Journal of Finance & Economics.
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102. A Bayesian panel stochastic volatility measure of financial stability. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C.
     In: International Journal of Finance & Economics.
     RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5363-5384.

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103. Constructing a financial conditions index for the United Kingdom: A comparative analysis. (2021). Zhu, Sheng ; O'Sullivan, Niall ; Kavanagh, Ella .
     In: International Journal of Finance & Economics.
     RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2976-2989.

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104. The role of financial stress in the economic activity: Fresh evidence from a Granger?causality in quantiles analysis for the UK and Germany. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh.
     In: International Journal of Finance & Economics.
     RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1670-1680.

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105. How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area. (2021). Zerobin, Manuel ; Wolfmayr, Anna ; Hubel, Teresa ; Leitner, Georg.
     In: Department of Economics Working Papers.
     RePEc:wiw:wiwwuw:wuwp312.

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106. Ex-post-Analyse der Wirkungen des COVID-19-Maßnahmenpaketes auf die Unternehmensliquidität. (2021). Pekanov, Atanas ; Kaniovski, Serguei ; Url, Thomas.
     In: WIFO Studies.
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107. The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:2021129.

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108. Procyclical asset management and bond risk premia. (2021). Moench, Emanuel ; Fricke, Christoph ; Barbu, Alexandru.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:2021116.

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109. What Does Really Drive Consumer Confidence?. (2021). Malovana, Simona ; Hodula, Martin ; Frait, Jan.
     In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
     RePEc:spr:soinre:v:155:y:2021:i:3:d:10.1007_s11205-021-02626-6.

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110. Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR. (2021). Mikaliunaite, Ieva ; Cipollini, Andrea.
     In: Empirical Economics.
     RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2.

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111. Uncertainty and the Pandemic Shocks. (2021). Di Bartolomeo, Giovanni ; Messori, Marcello ; Canofari, Paolo ; Benigno, Pierpaolo.
     In: Working Papers.
     RePEc:sap:wpaper:wp202.

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112. Liquidity Crises, Liquidity Lines and Sovereign Risk. (2021). Onder, Yasin Kursat.
     In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
     RePEc:rug:rugwps:21/1029.

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113. The Impacts of Oil Price Volatility on Financial Stress: Is the COVID-19 Period Different?. (2021). GUPTA, RANGAN ; Kim, Won Joong ; Sheng, Xin.
     In: Working Papers.
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114. Impacto del Stress Sistémico en el Crecimiento Económico: Caso Guatemala. (2021). Valdivia Coria, Joab.
     In: MPRA Paper.
     RePEc:pra:mprapa:110669.

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115. Financial Stress and Effect on Real Economy: The Turkish Experience. (2021). Sanyal, Anirban ; Yildirim, Yusuf.
     In: MPRA Paper.
     RePEc:pra:mprapa:109845.

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116. Dynamic linkages among financial stability, house prices and residential investment in Greece. (2021). Anastasiou, Dimitrios ; Kapopoulos, Panayotis.
     In: MPRA Paper.
     RePEc:pra:mprapa:107833.

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117. A data-driven approach to measuring financial soundness throughout the world. (2021). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro.
     In: DEM Working Papers Series.
     RePEc:pav:demwpp:demwp0199.

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118. A newmacro-financial condition index for the euro area. (2021). Morana, Claudio.
     In: Working Papers.
     RePEc:mib:wpaper:467.

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119. Whatever it takes to understand a central banker - Embedding their words using neural networks.. (2021). Baumgärtner, Martin ; Zahner, Johannes.
     In: MAGKS Papers on Economics.
     RePEc:mar:magkse:202130.

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120. Systemic Risk Spillovers Across the EURO Area. (2021). Skouralis, Alexandros.
     In: Working Papers.
     RePEc:lan:wpaper:326919507.

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121. Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis. (2021). Piazza, Matteo ; Affinito, Massimiliano.
     In: International Journal of Central Banking.
     RePEc:ijc:ijcjou:y:2021:q:1:a:7.

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122. Digital Bank Runs: A Deep Neural Network Approach. (2021). Puyol-Anton, Esther ; Sanchez-Roger, Marc.
     In: Sustainability.
     RePEc:gam:jsusta:v:13:y:2021:i:3:p:1513-:d:491102.

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123. Stress Spillovers among Financial Markets: Evidence from Spain. (2021). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
     In: JRFM.
     RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:527-:d:673040.

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124. Measuring Corporate Bond Market Dislocations. (2021). Shachar, Or ; Kovner, Anna ; Crump, Richard ; Boyarchenko, Nina.
     In: Staff Reports.
     RePEc:fip:fednsr:89473.

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125. Real estate risk measurement and early warning based on PSO-SVM. (2021). Song, Xiaobo ; Yang, Zaoli ; Chen, Mengyao ; Zhou, Wenwen.
     In: Socio-Economic Planning Sciences.
     RePEc:eee:soceps:v:77:y:2021:i:c:s0038012120308387.

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126. Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.

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127. A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul.
     In: Latin American Journal of Central Banking (previously Monetaria).
     RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168.

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128. What is on the ECB’s mind? Monetary policy before and after the global financial crisis. (2021). Zahner, Johannes ; Gross, Jonas.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000057.

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129. Does debt market integration amplify the international transmission of business cycles during financial crises?. (2021). Kim, Kyunghun ; An, Jiyoun ; Pyun, Ju Hyun.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000450.

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130. Digitalization, retail trade and monetary policy. (2021). Glocker, Christian ; Piribauer, Philipp.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302965.

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131. Did the Basel Process of capital regulation enhance the resiliency of European banks?. (2021). Gehrig, Thomas ; Iannino, Maria Chiara.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000644.

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132. Trading off accuracy for speed: Hedge funds decision-making under uncertainty. (2021). Dragomirescu-Gaina, Catalin ; Tsionas, Mike G ; Philippas, Dionisis.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000715.

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133. Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos.
     In: Energy Economics.
     RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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134. Heterogeneity in corporate debt structures and the transmission of monetary policy. (2021). Thurwachter, Claire ; Holm-Hadulla, Federic.
     In: European Economic Review.
     RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121000969.

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135. Unconventional monetary policy and corporate bond issuance. (2021). Zaghini, Andrea ; de Santis, Roberto A.
     In: European Economic Review.
     RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000805.

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136. A profit-to-provisioning approach to setting the countercyclical capital buffer. (2021). Pfeifer, Lukáš ; Hodula, Martin.
     In: Economic Systems.
     RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362521000017.

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137. The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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138. Resurrecting the Phillips Curve in Low-Inflation Times. (2021). Conti, Antonio.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:96:y:2021:i:c:p:172-195.

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139. News and narratives in financial systems: Exploiting big data for systemic risk assessment. (2021). Tuckett, David ; Kapadia, Sujit ; Nyman, Rickard.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000543.

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140. The ECBs tracker: nowcasting the press conferences of the ECB. (2021). Marozzi, Armando.
     In: Working Paper Series.
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141. Tracking growth in the euro area subject to a dimensionality problem. (2021). Comunale, Mariarosaria ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20212591.

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142. The risk management approach to macro-prudential policy. (2021). Kremer, Manfred ; Engle, Robert ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan.
     In: Working Paper Series.
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143. Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo.
     In: Working Paper Series.
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144. The Covid pandemic in the market: infected, immune and cured bonds. (2021). Zaghini, Andrea.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20212563.

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145. What drives euro area financial market developments? The role of US spillovers and global risk. (2021). Schroder, Maximilian ; Guilhem, Arthur Saint ; Brandt, Lennart ; van Robays, Ine.
     In: Working Paper Series.
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146. A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20212556.

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147. A novel risk management perspective for macroprudential policy. (2021). Kremer, Manfred ; Schwaab, Bernd ; Manganelli, Simone ; Fahr, Stephan ; Chavleishvili, Sulkhan.
     In: Research Bulletin.
     RePEc:ecb:ecbrbu:2021:87.1:.

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148. Interaction of Cyclical and Structural Systemic Risks: Insights from Around and After the Global Financial Crisis. (2021). Hodula, Martin ; Pfeifer, Lukas ; Janku, Jan.
     In: Research and Policy Notes.
     RePEc:cnb:rpnrpn:2021/03.

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149. How do secured funding markets behave under stress? Evidence from the gilt repo market. (2021). Veraart, Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0910.

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150. A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina.
     In: Working Papers.
     RePEc:bdm:wpaper:2021-04.

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151. From SMP to PEPP: a further look at the risk endogeneity of the Central Bank. (2021). Scalia, Antonio ; Palazzo, Gerardo ; Gariano, Giulio ; Fruzzetti, Marco.
     In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems).
     RePEc:bdi:wpmisp:mip_011_21.

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152. Inside the black box: tools for understanding cash circulation. (2021). Valentini, Massimo ; Sene, Gabriele ; Rocco, Giorgia ; Nobili, Andrea ; Maddaloni, Gianluca ; lo Russo, Michelina ; Brandi, Marco ; Bonifacio, Elisa ; Baldo, Luca.
     In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems).
     RePEc:bdi:wpmisp:mip_007_21.

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153. Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele.
     In: Papers.
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154. Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis.
     In: EconStor Preprints.
     RePEc:zbw:esprep:226219.

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155. Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers. (2020). Raviv, Alon ; Levy, Daniel ; Mayer, Tamir.
     In: EconStor Preprints.
     RePEc:zbw:esprep:214194.

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156. Procyclical asset management and bond risk premia. (2020). Moench, Emanuel ; Monch, Emanuel ; Fricke, Christoph ; Barbu, Alexandru.
     In: Discussion Papers.
     RePEc:zbw:bubdps:382020.

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157. Estimating the effects of the Eurosystems asset purchase programme at the country level. (2020). Mandler, Martin ; Scharnagl, Michael.
     In: Discussion Papers.
     RePEc:zbw:bubdps:292020.

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158. Flow Effects of Central Bank Asset Purchases on Sovereign Bond Prices: Evidence from a Natural Experiment. (2020). Holm-Hadulla, Fédéric ; Holmhadulla, Federic ; de Santis, Roberto A.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1467-1491.

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159. A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility. (2020). Ai, Chunrong ; Shi, Yanlong ; Ying, Tingting.
     In: Journal of Forecasting.
     RePEc:wly:jforec:v:39:y:2020:i:7:p:1025-1034.

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160. A FINANCIAL SYSTEMIC STRESS INDEX FOR ROMANIA. (2020). Stefoni, Sorina Emanuela ; Draghia, Andreea.
     In: Studii Financiare (Financial Studies).
     RePEc:vls:finstu:v:24:y:2020:i:3:p:41-50.

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161. Risk mitigating versus risk shifting: evidence from banks security trading in crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis.
     In: Economics Working Papers.
     RePEc:upf:upfgen:1753.

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162. Identifying the Financial Cycle in Slovakia. (2020). Suster, Martin ; Kupkovic, Patrik.
     In: Working and Discussion Papers.
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163. Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo.
     In: Journal of Economic Interaction and Coordination.
     RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

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164. Bounding robustness in complex networks under topological changes through majorization techniques. (2020). Cornaro, Alessandra ; Clemente, Gian Paolo.
     In: The European Physical Journal B: Condensed Matter and Complex Systems.
     RePEc:spr:eurphb:v:93:y:2020:i:6:d:10.1140_epjb_e2020-100563-2.

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165. Forecasting financial stress indices in Korea: a factor model approach. (2020). Kim, Hyeongwoo ; Shi, Wen.
     In: Empirical Economics.
     RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01744-y.

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166. The role of ECB monetary policy and financial stress on Eurozone sovereign yields. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
     In: Empirical Economics.
     RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01717-1.

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167. Indice agrégé de stabilité financière au Maroc. (2020). Dehmej, Salim ; Mikou, Mohammed .
     In: Document de travail.
     RePEc:ris:bkamdt:2020_002.

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168. Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers. (2020). Raviv, Alon ; Levy, Daniel ; Mayer, Tamir.
     In: Working Paper series.
     RePEc:rim:rimwps:20-05.

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169. Review Paper on Composite Leading Index Creation for Forecasting the Bangladeshi Financial Sector. (2020). Afreen, Maria.
     In: International Journal of Finance & Banking Studies.
     RePEc:rbs:ijfbss:v:9:y:2020:i:4:p:23-32.

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170. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes. (2020). Kisten, Theshne ; GUPTA, RANGAN ; Balcilar, Mehmet.
     In: Working Papers.
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171. A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne.
     In: Working Papers.
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172. Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers. (2020). Raviv, Alon ; Levy, Daniel ; Mayer, Tamir.
     In: MPRA Paper.
     RePEc:pra:mprapa:98785.

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173. Flight to Safety in Business cycles. (2020). Yadav, Jayant.
     In: MPRA Paper.
     RePEc:pra:mprapa:104093.

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174. Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?. (2020). Kostrzewa, Konrad ; Borsuk, Marcin.
     In: Bank i Kredyt.
     RePEc:nbp:nbpbik:v:51:y:2020:i:3:p:211-238.

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175. Whats on the ECBs mind? - Monetary policy before and after the global financial crisis. (2020). Zahner, Johannes ; Gross, Jonas.
     In: MAGKS Papers on Economics.
     RePEc:mar:magkse:202008.

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176. The amplifier/divider mechanism of the financial cycle. (2020). CHAFIK, Omar.
     In: International Economics and Economic Policy.
     RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00448-z.

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177. Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach. (2020). Vašíček, Bořek ; Vaiek, Boek ; Balta, Narcissa .
     In: Empirica.
     RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-019-09432-x.

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178. Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers. (2020). Raviv, Alon ; Levy, Daniel ; Mayer, Tamir.
     In: Working Papers.
     RePEc:hal:wpaper:hal-02488796.

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179. A New Financial Stress Index for Ukraine. (2020). Filatov, Vladyslav.
     In: IHEID Working Papers.
     RePEc:gii:giihei:heidwp15-2020.

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180. Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco.
     In: JRFM.
     RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:40-:d:326016.

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181. A Comprehensive Approach for Calculating Banking Sector Risks. (2020). Kyriakopoulos, Constantinos ; Grassi, Alberto ; Salleo, Carmelo.
     In: IJFS.
     RePEc:gam:jijfss:v:8:y:2020:i:4:p:69-:d:442485.

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182. Financial Stress Index and Economic Activity in South Africa: New Evidence. (2020). Tewari, Devi Datt ; Ilesanmi, Kehinde Damilola.
     In: Economies.
     RePEc:gam:jecomi:v:8:y:2020:i:4:p:110-:d:460239.

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183. Macroeconomic and macro-financial factors as leading indicators of non-performing loans: Evidence from the EU countries. (2020). Uusküla, Lenno ; Staehr, Karsten ; Uuskula, Lenno.
     In: Journal of Economic Studies.
     RePEc:eme:jespps:jes-03-2019-0107.

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184. Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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185. Are there monetary clusters in the Eurozone? The impact of ECB policy. (2020). Hierro, Luis Angel ; Dominguez-Torres, Helena.
     In: Journal of Policy Modeling.
     RePEc:eee:jpolmo:v:42:y:2020:i:1:p:56-76.

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186. Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

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187. An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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188. Bank-based versus market-based financing: Implications for systemic risk. (2020). Houben, Aerdt ; Bats, Joost.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300443.

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189. International effects of a compression of euro area yield curves. (2020). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas.
     In: Journal of Banking & Finance.
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190. Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong.
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191. Oil shocks and financial systemic stress: International evidence. (2020). Qin, Xiao.
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192. Financial integration in Europe through the lens of composite indicators. (2020). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
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193. Vulnerable growth in the euro area: Measuring the financial conditions. (2020). Jarociński, Marek ; Figueres, Juan ; Jarociski, Marek.
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194. Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal .
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195. Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A.
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196. Vulnerable growth in the Euro Area: Measuring the financial conditions. (2020). Jarociski, Marek ; Figueres, Juan Manuel.
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197. The simpler the better: measuring financial conditions for monetary policy and financial stability. (2020). Arrigoni, Simone ; Venditti, Fabrizio ; Bobasu, Alina.
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198. Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions. (2020). van der Veken, Wouter ; de Santis, Roberto A.
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199. ECB-BASIR: a primer on the macroeconomic implications of the Covid-19 pandemic. (2020). DARRACQ PARIES, Matthieu ; Damjanovi, Milan ; Zimic, Sreko ; Angelini, Elena.
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200. Who’s afraid of euro area monetary tightening? CESEE shouldn’t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre.
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201. Heterogeneity in corporate debt structures and the transmission of monetary policy. (2020). Holm-Hadulla, Fédéric ; Thurwachter, Claire .
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202. Monetary policy and bank stability: the analytical toolbox reviewed. (2020). Popov, Alexander ; Marques-Ibanez, David ; Albertazzi, Ugo ; Barbiero, Francesca ; Marques-Ibaez, David ; Dacri, Costanza Rodriguez ; Vlassopoulos, Thomas .
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203. Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis.
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204. Multimodality in Macro-Financial Dynamics. (2020). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias.
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205. Non-alternative collective investment schemes, connectedness and systemic risk. (2020). Laborda, Ricardo ; Losada, Ramiro.
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206. La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro.
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207. Vulnerable growth: Bayesian GDP-at-Risk. (2020). Casta, Martin ; Komarkova, Zlatuse ; Szabo, Milan.
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208. Doubts on the Role of Disturbance Variance in New Keynesian Models and Suggested Refinements. (2020). , Paul.
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209. Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel.
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210. FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor .
     In: Russian Journal of Money and Finance.
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211. Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers. (2020). Raviv, Alon ; Levy, Daniel ; Mayer, Tamir.
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212. Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Peydro, Jose-Luis ; Polo, Andrea.
     In: Working Papers.
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213. XVA Valuation under Market Illiquidity. (2020). Sturm, Stephan ; Pang, Weijie .
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214. High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro.
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215. Have Sovereign Bond Market Relationships Changed in the Euro Area? Evidence from Italy. (2019). Dunne, Peter ; Cronin, David.
     In: Intereconomics: Review of European Economic Policy.
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216. The intertwining of credit and banking fragility. (2019). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
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217. Do SVARs with Sign Restrictions Not Identify Unconventional Monetary Policy Shocks?. (2019). Peersman, Gert ; Hofmann, Boris ; Galesi, Alessandro ; Dossche, Maarten ; Boeckx, Jef .
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218. FLIGHTS TO SAFETY. (2019). Wei, Min ; Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
     In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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219. International effects of a compression of euro area yield curves. (2019). Huber, Florian ; Feldkircher, Martin ; Florian, Huber ; Thomas, Gruber.
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220. A Financial Stress Index for a Highly Dollarized Developing Country: The Case of Lebanon. (2019). Dagher, Leila ; el Hariri, Sadika ; Ishrakieh, Layal Mansour.
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221. Sentiment versus liquidity pricing effects in the cross-section of UK stock returns. (2019). Zhu, Sheng ; Foran, Jason ; Osullivan, Niall.
     In: Journal of Asset Management.
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222. Examining the trade-off between price and financial stability in India.. (2019). Pandey, Radhika ; Patnaik, Ila ; Mittal, Shalini.
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223. The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision. (2019). Mongelli, Francesco Paolo ; Paolomongelli, Francesco ; Kok, Christoffer ; Cassola, Nuno.
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224. Who did it? A European Detective Story. Was it Real, Financial, Monetary and/or Institutional: Tracking Growth in the Euro Area with an Atheoretical Tool. (2019). Mongelli, Francesco ; Comunale, Mariarosaria ; Paolomongelli, Francesco.
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225. Euro Area Growth and European Institutional Reforms. (2019). Comunale, Mariarosaria ; Paolomongelli, Francesco.
     In: Bank of Lithuania Occasional Paper Series.
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226. Financial Stability, Monetary Stability and Growth: a PVAR Analysis. (2019). Papadopoulos, Athanasios ; Apostolakis, George.
     In: Open Economies Review.
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227. The Real-Time Information Content of Financial Stress and Bank Lending on European Business Cycles. (2019). Theobald, Thomas ; Ruzicka, Josef ; Fiedler, Jakob.
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228. The intertwining of credit and banking fragility. (2019). Labondance, Fabien ; Creel, Jerome ; Hubert, Paul.
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229. The OFR Financial Stress Index. (2019). Monin, Phillip J.
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230. Financial Stability Index for the Financial Sector of Pakistan. (2019). Latief, Rashid ; Babar, Sadia ; Nawaz, Sania ; Ashraf, Sumaira.
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231. Have Irish sovereign bonds decoupled from the euro area periphery, and why?. (2019). McQuinn, Kieran ; Dunne, Peter ; Cronin, David.
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232. Have Irish Sovereign Bonds Decoupled from the Euro Area Periphery, and Why?. (2019). McQuinn, Kieran ; Cronin, David ; Dunne, Peter.
     In: The Economic and Social Review.
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233. Banking system resilience: an empirical appraisal. (2019). Paredes-Gazquez, Juandiego ; de la Cuesta-Gonzalez, Marta ; Ruza, Cristina.
     In: Journal of Economic Studies.
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234. Global liquidity, market sentiment, and financial stability indices. (2019). Osina, Nataliia.
     In: Journal of Multinational Financial Management.
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235. Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim .
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236. Macro-financial linkages: The role of the institutional framework. (2019). Leroy, Aurélien ; Pop, Adrian.
     In: Journal of International Money and Finance.
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237. Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. (2019). Dufour, Alfonso ; Sangiorgi, Ivan ; Marra, Miriam .
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238. The financial market effects of the ECBs asset purchase programs. (2019). Roth, Markus ; Lewis, Vivien.
     In: Journal of Financial Stability.
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239. Measuring financial systemic stress for Turkey: A search for the best composite indicator. (2019). Ozturk, Huseyin ; Chadwick, Meltem Gulenay.
     In: Economic Systems.
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240. Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios.
     In: Economics Letters.
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241. Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N.
     In: The North American Journal of Economics and Finance.
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242. The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal.
     In: The North American Journal of Economics and Finance.
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243. The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea.
     In: Journal of Corporate Finance.
     RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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244. Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim.
     In: International Journal of Energy Economics and Policy.
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245. Forecasting and stress testing with quantile vector autoregression. (2019). Manganelli, Simone ; Chavleishvili, Sulkhan.
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246. Unconventional monetary policy and corporate bond issuance. (2019). Zaghini, Andrea ; De Santis, Roberto A.
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247. Financial integration in Europe through the lens of composite indicators. (2019). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
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248. Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines.
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249. Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Lang, Jan Hannes ; Ruzicka, Josef ; Fahr, Stephan ; Izzo, Cosimo.
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250. Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?. (2019). Ji, Kan ; Elbourne, Adam.
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251. Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?. (2019). Ji, Kan ; Elbourne, Adam.
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252. Introducing a New Index of Households Macroeconomic Conditions. (2019). Malovana, Simona ; Hodula, Martin ; Frait, Jan.
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253. Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound. (2019). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter.
     In: Bulletin of Economic Research.
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254. Do SVARs with sign restrictions not identify unconventional monetary policy shocks?. (2019). Peersman, Gert ; Galesi, Alessandro ; Dossche, Maarten ; Hofmann, Boris ; Boeckx, Jef .
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255. Financial Conditions and Growth at Risk in Italy. (2019). Miglietta, Arianna ; del Vecchio, Leonardo ; Alessandri, Piergiorgio.
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256. Wages and prices in the euro area: exploring the nexus. (2019). Nobili, Andrea ; Conti, Antonio.
     In: Questioni di Economia e Finanza (Occasional Papers).
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257. An indicator of macro-financial stress for Italy. (2019). Venditti, Fabrizio ; Miglietta, Arianna.
     In: Questioni di Economia e Finanza (Occasional Papers).
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258. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2019). Kim, Hyeongwoo ; Shi, Wen.
     In: Auburn Economics Working Paper Series.
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259. Financial bridges and network communities. (2018). Yenerdag, Erdem ; Costola, Michele ; Casarin, Roberto.
     In: SAFE Working Paper Series.
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260. Identification of Financial and Macroeconomic Shocks in a Var Model of the Polish Economy. A Stability Analysis. (2018). Ulrichs, Magdalena ; Magdalena, Ulrichs.
     In: Economics and Business Review.
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261. Unsecured and Secured Funding. (2018). Ranaldo, Angelo ; Wrampelmeyer, Jan ; di Filippo, Mario .
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262. Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; De Grauwe, Paul ; Canale, Rosaria Rita.
     In: Review of World Economics (Weltwirtschaftliches Archiv).
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263. Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2018). Bucacos, Elizabeth.
     In: MIC 2018: Managing Global Diversities; Proceedings of the Joint International Conference, Bled, Slovenia, 30 May–2 June 2018.
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264. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen.
     In: MPRA Paper.
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265. Financial cycle and conduct of monetary policy: The amplifier/divider theory. (2018). CHAFIK, Omar.
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266. Financial cycle and conduct of monetary policy: theory and empirical evidence. (2018). Chafik, Omar.
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267. The Institute of Financial Economics Financial Stress Index (IFEFSI) for Lebanon. (2018). Dagher, Leila ; el Hariri, Sadika ; Ishrakieh, Layal Mansour.
     In: MPRA Paper.
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268. Does the Deregulation of the Labour Market Reduce Employment Hysteresis? An Analysis in a Low Interest Rate Environment. (2018). Vasconcelos, Paulo B ; Mota, Paulo R.
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269. In search of a measure of banking sector distress: empirical study of CESEE banking sectors. (2018). Witkowski, Bartosz ; Smaga, Pawe ; Iwanicz-Drozdowska, Magorzata ; Bongini, Paola.
     In: Risk Management.
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270. Explaining the impact of the global financial crisis on European transition countries: a GVAR approach. (2018). Hoxha, Artha.
     In: Focus on European Economic Integration.
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271. Constructing a Financial Condition Index for a Small-Open Economy: The Case of Malta. (2018). Brian, Micallef.
     In: Research in Applied Economics.
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272. Assessment of Financial Stability in the Banking Sector in Iran. (2018). Fadaie, Abbas ; Ebrahimi, Sajad ; Nadri, Kamran.
     In: Journal of Money and Economy.
     RePEc:mbr:jmonec:v:13:y:2018:i:4:p:501-523.

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273. An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis. (2018). Fadaie, Abbas ; Ebrahimi, Sajad ; Nadri, Kamran.
     In: Journal of Money and Economy.
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274. Credit Spread, Financial Market and Real Activities under Financial Instability: Empirical Evidence with MS-SBVAR. (2018). Matsubayashi, Yoichi ; Tezuka, Satoshi.
     In: Discussion Papers.
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275. What determines the share of non-resident public debt ownership? Evidence from Euro Area countries. (2018). Jalles, Joao.
     In: Annals of Finance.
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276. Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria.
     In: Annals of Finance.
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277. Can Countries Manage Their Financial Conditions Amid Globalization?. (2018). Lafarguette, Romain ; Gelos, R. Gaston ; Seneviratne, Dulani ; Elekdag, Selim ; Arregui, Nicolas.
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278. The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data. (2018). Polat, Onur.
     In: Fiscaoeconomia.
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279. Bank Holdings and Systemic Risk. (2018). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso.
     In: Finance and Economics Discussion Series.
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280. Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; de Grauwe, Paul ; DeGrauwe, Paul.
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281. Is there a trade-off between free capital mobility, financial stability and fiscal policy flexibility in the EMU?. (2018). Napolitano, Oreste ; Foresti, Pasquale ; Canale, Rosaria Rita ; de Grauwe, Paul ; DeGrauwe, Paul.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:86629.

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282. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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283. Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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284. Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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285. Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

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286. Do all oil price shocks have the same impact? Evidence from the euro area. (2018). Evgenidis, Anastasios.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:26:y:2018:i:c:p:150-155.

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287. Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries. (2018). Galesi, Alessandro ; Burriel, Pablo.
     In: European Economic Review.
     RePEc:eee:eecrev:v:101:y:2018:i:c:p:210-229.

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288. Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2018). Giri, Federico.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:75:y:2018:i:c:p:10-22.

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289. A macro-financial analysis of the corporate bond market. (2018). Lyrio, Marco ; Lemke, Wolfgang ; Dewachter, Hans ; Iania, Leonardo.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20182214.

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290. Beyond spreads: measuring sovereign market stress in the euro area. (2018). Kremer, Manfred ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20182185.

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291. Business investment in EU countries. (2018). Maria, José ; Lozej, Matija ; Júlio, Paulo ; Giordano, Claire ; de Winter, Jasper ; Buss, Ginters ; Banbura, Marta ; Gavura, Miroslav ; Pool, Sebastian ; Papageorgiou, Dimitris ; Bursian, Dirk ; Michail, Nektarios ; Ambrocio, Gene ; Meinen, Philipp ; Albani, Maria ; Carrascal, Carmen Martinez ; Babura, Marta ; Zevi, Giordano ; Malthe-Thagaard, Sune ; Toth, Mate ; le Roux, Julien ; san Juan, Lucio ; Julio, Paulo ; Sanjuan, Lucio ; Ravnik, Rafael.
     In: Occasional Paper Series.
     RePEc:ecb:ecbops:2018215.

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     In: CPB Discussion Paper.
     RePEc:cpb:discus:371.rdf.

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292. The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam .
     In: CPB Discussion Paper.
     RePEc:cpb:discus:371.

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293. Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara .
     In: Research Discussion Papers.
     RePEc:bof:bofrdp:2018_016.

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294. News and narratives in financial systems: exploiting big data for systemic risk assessment. (2018). ormerod, paul ; Kapadia, Sujit ; Smith, Robert ; Gregory, David ; Tuckett, David ; Nyman, Rickard.
     In: Bank of England working papers.
     RePEc:boe:boeewp:0704.

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295. On the Costs of Deflation: A Consumption-Based Approach. (2018). Garcia-Verdu, Santiago ; Manuel, Ramos Francia.
     In: Working Papers.
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296. Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo .
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_1181_18.

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297. A Survey of Systemic Risk Indicators. (2018). Rogantini Picco, Anna ; Di Cesare, Antonio.
     In: Questioni di Economia e Finanza (Occasional Papers).
     RePEc:bdi:opques:qef_458_18.

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298. How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong.
     In: BCL working papers.
     RePEc:bcl:bclwop:bclwp118.

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299. Heterogeneous Effects of Unconventional Monetary Policy on Loan Demand and Supply. Insights from the Bank Lending Survey. (2018). Guth, Martin.
     In: Papers.
     RePEc:arx:papers:1807.04161.

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300. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2018). Kim, Hyeongwoo ; Shi, Wen.
     In: Auburn Economics Working Paper Series.
     RePEc:abn:wpaper:auwp2018-06.

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301. A financially stressed euro area. (2017). Schleer, Frauke ; Kappler, Marcus.
     In: Economics - The Open-Access, Open-Assessment E-Journal.
     RePEc:zbw:ifweej:20176.

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302. The financial market effects of the ECBs asset purchase programs. (2017). Roth, Markus ; Lewis, Vivien.
     In: Discussion Papers.
     RePEc:zbw:bubdps:232017.

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303. CENTRAL BANKS AND FINANCIAL MARKETS. ADJUSTMENTS TO A NEW REALITY. (2017). Lupu, Iulia.
     In: Journal of Financial and Monetary Economics.
     RePEc:vls:rojfme:v:4:y:2017:i:1:p:211-216.

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304. Explaining the Failure of the Expectations Hypothesis with Short-Term Rates. (2017). Ranaldo, Angelo ; Rupprecht, Matthias .
     In: Working Papers on Finance.
     RePEc:usg:sfwpfi:2016:19.

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305. A Financial Connectedness Analysis for Turkey. (2017). Camlica, Ferhat ; Ozen, Etkin ; Gunes, Didem .
     In: Working Papers.
     RePEc:tcb:wpaper:1719.

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306. Market Reading of Central Bankers Words. A High-Frequency Evidence.. (2017). Horvath, Roman ; Gertler, Pavel.
     In: Working and Discussion Papers.
     RePEc:svk:wpaper:1043.

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307. Coherent financial cycles for G-7 countries: Why extending credit can be an asset. (2017). Schüler, Yves ; Peltonen, Tuomas ; Hiebert, Paul P ; Schuler, Yves S.
     In: ESRB Working Paper Series.
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308. A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco.
     In: ESRB Occasional Paper Series.
     RePEc:srk:srkops:201713.

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309. The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten.
     In: Empirical Economics.
     RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1175-4.

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310. Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/8vns9so6b9pnqfo7eebjgfann.

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311. International Effects of Euro Area versus US Policy Uncertainty: A FAVAR Approach. (2017). Belke, Ansgar ; Osowski, Thomas.
     In: ROME Working Papers.
     RePEc:rmn:wpaper:201703.

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312. Does Credit Market Integration Amplify the Transmission of Real Business Cycle During Financial Crisis?. (2017). Pyun, Ju Hyun ; An, Jiyoun ; Hyun, JU ; Kim, Kyunghun.
     In: 2017 Meeting Papers.
     RePEc:red:sed017:1236.

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313. Impact of uncertainty measures on the Portuguese economy. (2017). Serra, Sara ; Manteu, Cristina .
     In: Working Papers.
     RePEc:ptu:wpaper:w201709.

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314. Impact of uncertainty measures on the Portuguese economy. (2017). Manteu, Cristina ; Serra, Sara.
     In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
     RePEc:ptu:bdpart:e201706.

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315. Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Beyer, Andreas ; Mendicino, Caterina ; Coeure, Benoit.
     In: Économie et Statistique.
     RePEc:prs:ecstat:estat_0336-1454_2017_num_494_1_10781.

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316. Financial Stress in the Czech Republic: Measurement and Effects on the Real Economy. (2017). Horvath, Roman ; Malega, Jan .
     In: Prague Economic Papers.
     RePEc:prg:jnlpep:v:2017:y:2017:i:3:id:608:p:257-268.

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317. Regime-Dependent Sovereign Risk Pricing During the Euro Crisis. (2017). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
     In: Review of Finance.
     RePEc:oup:revfin:v:21:y:2017:i:1:p:363-385..

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318. The OFR Financial Stress Index. (2017). Monin, Phillip.
     In: Working Papers.
     RePEc:ofr:wpaper:17-04.

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319. Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Mendicino, Caterina ; Beyer, Andreas ; Coeure, Benoit.
     In: Economie et Statistique / Economics and Statistics.
     RePEc:nse:ecosta:ecostat_2017_494-495-496_4.

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320. The EAGLE model for Hungary - a global perspective. (2017). Kaszab, Lorant ; Szentmihalyi, Szabolcs ; Bekesi, Laszlo .
     In: MNB Working Papers.
     RePEc:mnb:wpaper:2017/7.

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321. A possible methodology for determining the initial margin. (2017). Váradi, Kata ; Beli, Marcell .
     In: Financial and Economic Review.
     RePEc:mnb:finrev:v:16:y:2017:i:2:p:119-147.

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322. Effectiveness and Transmission of the ECBs Balance Sheet Policies. (2017). Peersman, Gert ; Dossche, Maarten ; Boeckx, Jef.
     In: International Journal of Central Banking.
     RePEc:ijc:ijcjou:y:2017:q:0:a:8.

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323. Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2017). Bucacos, Elizabeth .
     In: IDB Publications (Working Papers).
     RePEc:idb:brikps:8275.

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324. Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe.
     In: Working Papers.
     RePEc:hal:wpaper:hal-03458554.

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325. Financial stress and economic dynamics: An application to France. (2017). van Roye, Björn ; Aboura, Sofiane.
     In: Working Papers.
     RePEc:hal:wpaper:hal-01526393.

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326. Multivariate Reflection Symmetry of Copula Functions. (2017). Guegan, Dominique ; Frattarolo, Lorenzo ; Billio, Monica.
     In: Post-Print.
     RePEc:hal:journl:halshs-01592147.

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327. Multivariate Reflection Symmetry of Copula Functions. (2017). Billio, Monica ; Guegan, Dominique ; Frattarolo, Lorenzo.
     In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
     RePEc:hal:cesptp:halshs-01592147.

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328. Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
     In: Documents de Travail de l'OFCE.
     RePEc:fce:doctra:1718.

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329. Role of Foreign Capital in Stability of Banking Sectors in CESEE Countries. (2017). Witkowski, Bartosz ; Iwanicz-Drozdowska, Małgorzata ; Smaga, Pawel.
     In: Czech Journal of Economics and Finance (Finance a uver).
     RePEc:fau:fauart:v:67:y:2017:i:6:p:492-511.

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330. Financial stability, energy consumption and environmental quality: Evidence from South Asian economies. (2017). Ozturk, Ilhan ; Anwar, Sofia ; Nasreen, Samia.
     In: Renewable and Sustainable Energy Reviews.
     RePEc:eee:rensus:v:67:y:2017:i:c:p:1105-1122.

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331. Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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332. Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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333. An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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334. Leading indicators of financial stress: New evidence. (2017). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek .
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:28:y:2017:i:c:p:240-257.

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335. Negative interest rates as systemic risk event. (2017). Kurowski, Ukasz Kamil ; Rogowicz, Karol.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:22:y:2017:i:c:p:153-157.

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336. Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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337. A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

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338. Beyond spreads: Measuring sovereign market stress in the euro area. (2017). Kremer, Manfred ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos.
     In: Economics Letters.
     RePEc:eee:ecolet:v:159:y:2017:i:c:p:153-156.

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339. On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20172107.

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340. Spillovers from the ECBs non-standard monetary policy measures on south-eastern Europe. (2017). Moder, Isabella.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20172095.

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341. The macroeconomic impact of the ECBs expanded asset purchase programme (APP). (2017). Musso, Alberto ; Gambetti, Luca.
     In: Working Paper Series.
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342. How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20172057.

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343. The Eurosystem’s asset purchase programme and TARGET balances. (2017). Schmitz, Martin ; Eisenschmidt, Jens ; Papsdorf, Patrick ; Adalid, Ramon ; Kedan, Danielle.
     In: Occasional Paper Series.
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344. A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco.
     In: Occasional Paper Series.
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345. Bank-based versus market-based financing: implications for systemic risk. (2017). Houben, Aerdt ; Bats, Joost.
     In: DNB Working Papers.
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346. Dissecting interbank risk. (2017). Lafuente, Juan Angel ; Petit, Nuria ; Aguilar, Pedro Serrano .
     In: DEE - Working Papers. Business Economics. WB.
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347. Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?. (2017). Gehrig, Thomas ; Iannino, Maria Chiara .
     In: CEPR Discussion Papers.
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348. Measuring liquidity of Spanish debt. (2017). Redondo, Jesus Gonzalez ; Cano, Jose Luis ; Cambon, Maria Isabel.
     In: CNMV Working Papers.
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349. What Drives Systemic Bank Risk in Europe: the balance sheet effect. (2017). Wosser, Michael.
     In: Research Technical Papers.
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350. Neuere Finanzmarktaspekte von Bankenkrise, QE-Politik und EU-Bankenaufsicht. (2017). Kadiric, Samir.
     In: EIIW Discussion paper.
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351. Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, Julien ; Piquard, T.
     In: Working papers.
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352. The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea.
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_1157_17.

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353. A Financial Conditions Index for the CEE economies. (2017). Auer, Simone.
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_1145_17.

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354. A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea.
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_1104_17.

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355. Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria .
     In: Working Papers.
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356. Measuring the instability of Chinas financial system: Indices construction and an early warning system. (2016). Sun, Lixin ; huang, yuqin.
     In: Economics - The Open-Access, Open-Assessment E-Journal.
     RePEc:zbw:ifweej:201619.

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357. Measuring the instability of Chinas financial system: Indices construction and an early warning system. (2016). Sun, Lixin ; huang, yuqin.
     In: Economics Discussion Papers.
     RePEc:zbw:ifwedp:20164.

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358. A financially stressed Euro area. (2016). Schleer, Frauke ; Kappler, Marcus.
     In: Economics Discussion Papers.
     RePEc:zbw:ifwedp:201622.

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359. The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR. (2016). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra ; Abbate, Angela.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:48:y:2016:i:4:p:573-601.

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360. MEASURING FINANCIAL SYSTEMIC STRESS IN ROMANIA: A COMPOSITE INDICATOR APPROACH. (2016). Nagy, Agnes ; Szekely, Imre ; Dezsi-Benyovszki, Annamaria .
     In: Studii Financiare (Financial Studies).
     RePEc:vls:finstu:v:20:y:2016:i:3:p:28-38.

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361. Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo.
     In: Working Papers on Finance.
     RePEc:usg:sfwpfi:2016:1.

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362. Financial Stress and Economic Activity : A Threshold VAR Analysis for Turkey. (2016). Camlica, Ferhat ; Gunes, Didem .
     In: CBT Research Notes in Economics.
     RePEc:tcb:econot:1628.

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363. Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Delatte, Anne-Laure ; Fouquau, Julien.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:20169.

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364. (Pro?)-cyclicality of collateral haircuts and systemic illiquidity. (2016). Panz, Sven ; Glaser, Florian .
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:201627.

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365. Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
     In: ESRB Working Paper Series.
     RePEc:srk:srkwps:201609.

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366. Systemic Risk Impact on Economic Growth - The Case of the CEE Countries. (2016). Barnea, Dinu ; Kubinschi, Matei.
     In: Journal for Economic Forecasting.
     RePEc:rjr:romjef:v::y:2016:i:4:p:79-94.

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367. The Impact of the US and Euro Area Financial Systemic Stress to the Romanian Economy. (2016). Saman, Corina.
     In: Journal for Economic Forecasting.
     RePEc:rjr:romjef:v::y:2016:i:4:p:170-183.

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368. A New Measure of the Financial Cycle: Application to the Czech Republic. (2016). Seidler, Jakub ; Plašil, Miroslav ; Hlaváč, Petr ; Hlava, Petr ; Plail, Miroslav.
     In: Eastern European Economics.
     RePEc:mes:eaeuec:v:54:y:2016:i:4:p:296-318.

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369. Measuring Systemic Stress in European Banking Systems*. (2016). Tavlas, George ; Hall, Stephen ; Gibson, Heather.
     In: Discussion Papers in Economics.
     RePEc:lec:leecon:16/19.

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370. A tőzsdei elszámolóházak vesztesége. (2016). Váradi, Kata ; Dömötör, Barbara ; Berlinger, Edina ; Illes, Ferenc ; Domotor, Barbara.
     In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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371. Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area. (2016). Kremer, Manfred.
     In: International Economics and Economic Policy.
     RePEc:kap:iecepo:v:13:y:2016:i:1:d:10.1007_s10368-015-0325-z.

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372. Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu.
     In: Computational Economics.
     RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

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373. Determinants of lending activity in the Euro area. (2016). Behrendt, Stefan.
     In: Jena Economic Research Papers.
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374. Determinants of non-resident government debt ownership. (2016). Silva, Jorge ; Afonso, Antonio.
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375. Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela.
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376. Time Varying Quantile Lasso. (2016). Härdle, Wolfgang ; Wang, Weining ; Hardle, Wolfgang Karl ; Zbonakova, Lenka .
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377. Financial stress and economic activity in some emerging Asian economies. (2016). Çevik, Emrah ; Kenc, Turalay ; Dibooglu, Sel ; Cevik, Emrah I.
     In: Research in International Business and Finance.
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378. What do asset prices have to say about risk appetite and uncertainty?. (2016). Hoerova, Marie ; Bekaert, Geert.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:67:y:2016:i:c:p:103-118.

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379. Evaluating measures of adverse financial conditions. (2016). Oet, Mikhail V ; Sarlin, Peter ; Gramlich, Dieter.
     In: Journal of Financial Stability.
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380. Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea.
     In: Journal of Financial Stability.
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381. The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia.
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382. Stressed interbank markets: evidence from the European financial and sovereign debt crisis. (2016). Heider, Florian ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos ; Frutos, Juan Carlos ; Papsdorf, Patrick .
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383. Labour market modelling in the light of the financial crisis. (2016). Vanhala, Juuso ; Papageorgiou, Dimitris ; Micallef, Brian ; Maria, José ; Lozej, Matija ; Katay, Gabor ; Gerali, Andrea ; Buss, Ginters ; Bruha, Jan ; Hkanson, Christina ; Haavio, Markus ; Corbo, Vesna ; Bursian, Dirk ; Brha, Jan ; Lafourcade, Pierre ; Zeleznik, Marin ; Kulikov, Dmitry ; Hledik, Tibor.
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384. Time Varying Quantile Lasso. (2016). Härdle, Wolfgang ; Wang, W ; Hardle, W K ; Zbonakova, L.
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385. Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide.
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386. Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America. (2016). Restrepo, Laura Pareja .
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387. On the costs of deflation: a consumption-based approach. (2016). Garcia-Verdu, Santiago ; Ramos-Francia, Manuel ; Ramos -Francia, Manuel .
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388. The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M.
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389. Uncovering the heterogeneous effects of ecb unconventional monetary policies across euro area countries. (2016). Galesi, Alessandro ; Burriel, Pablo.
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390. Measuring market liquidity in us fixed income markets: a new synthetic indicator. (2016). Lamas, Matías ; Broto, Carmen.
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391. Dating Systemic Financial Stress Episodes in the EU Countries. (2016). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
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392. Escape routes from sovereign default risk in the euro area. (2015). Semmler, Willi ; Proao, Christian R..
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393. Characterising the financial cycle: A multivariate and time-varying approach. (2015). Schüler, Yves ; Peltonen, Tuomas ; Schuler, Yves Stephan ; Hiebert, Paul P.
     In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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394. Financial shocks and the real economy in a nonlinear world: From theory to estimation. (2015). Zaghini, Andrea ; Silvestrini, Andrea.
     In: CFS Working Paper Series.
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395. Monitoring financial stability in developing and emerging economies : practical guidance for conducting macroprudential analysis. (2015). Dijkman, Miquel .
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396. The Euro Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano .
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397. Mauritius Financial System Stress Index: Estimating the Costs of the Subprime Crisis. (2015). Ramlall, Indranarain.
     In: Journal of African Business.
     RePEc:taf:wjabxx:v:16:y:2015:i:3:p:235-271.

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398. Estimating the probability of multiple EU sovereign defaults using CDS and bond data. (2015). Giacometti, R. ; Pianeti, R..
     In: Quantitative Finance.
     RePEc:taf:quantf:v:15:y:2015:i:1:p:61-78.

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399. Financial stress, economic activity and monetary policy in the ASEAN-5 economies. (2015). , Tng ; Ng, T.
     In: Applied Economics.
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400. Financial stability and economic performance in Europe. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
     In: Sciences Po publications.
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401. A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier.
     In: Sciences Po publications.
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402. The Intertwining of financialisation and financial instability. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/4aoteiu16h99cpn1k5mh5eioj0.

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403. FINANCIAL SHOCKS AND THE REAL ECONOMY IN A NONLINEAR WORLD: FROM THEORY TO ESTIMATION. (2015). Zaghini, Andrea ; Silvestrini, Andrea.
     In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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404. Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues. (2015). Papanagiotou, Evangelia ; Monokroussos, George ; Langedijk, Sven.
     In: MPRA Paper.
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405. Financial Stress Indices and Financial Crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Vaiek, Boek ; Midkova, Kateina.
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406. Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads. (2015). Vilmunen, Jouko ; Laakkonen, Helinä ; Kilponen, Juha.
     In: International Journal of Central Banking.
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407. Does Lack of Financial Stability Impair the Transmission of Monetary Policy?. (2015). Steffen, Sascha ; Teichmann, Daniel ; Acharya, Viral V. ; Imbierowicz, Bjorn .
     In: HIT-REFINED Working Paper Series.
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408. The Intertwining of financialisation and financial instability. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
     In: Working Papers.
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409. A diverging Europe on the edge. The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier.
     In: Post-Print.
     RePEc:hal:journl:hal-03620048.

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410. Financial stability and economic performance in Europe. (2015). Labondance, Fabien ; Creel, Jerome ; Hubert, Paul.
     In: Post-Print.
     RePEc:hal:journl:hal-03459729.

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411. The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M.
     In: Risks.
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412. Supervising System Stress in Multiple Markets. (2015). Oet, Mikhail ; Janosko, Amanda C ; Dooley, John M ; Ong, Stephen J ; Gramlich, Dieter.
     In: Risks.
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413. Financial sector and output dynamics in the euro area: Non-linearities reconsidered. (2015). Semmler, Willi ; Schleer, Frauke.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:46:y:2015:i:c:p:235-263.

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414. Assessing the link between price and financial stability. (2015). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:16:y:2015:i:c:p:71-88.

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415. Systemic event prediction by an aggregate early warning system: An application to the Czech Republic. (2015). Zigraiova, Diana ; Jakubík, Petr ; Jakubik, Petr .
     In: Economic Systems.
     RePEc:eee:ecosys:v:39:y:2015:i:4:p:553-576.

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416. An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries. (2015). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald.
     In: Economic Modelling.
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417. Financial stability and economic performance. (2015). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
     In: Economic Modelling.
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418. Characterising the financial cycle: a multivariate and time-varying approach. (2015). Schüler, Yves ; Peltonen, Tuomas ; HIEBERT, Paul ; Schuler, Yves S.
     In: Working Paper Series.
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419. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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420. Leading indicators of financial stress: New evidence. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob.
     In: DNB Working Papers.
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421. Financial stress indices and financial crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob.
     In: DNB Working Papers.
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422. VAR Methodology in Assessment of the Financial Stability. (2015). ISAC, Bors .
     In: Economics and Applied Informatics.
     RePEc:ddj:fseeai:y:2015:i:1:p:93-98.

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423. A Spanish Financial Market Stress Indicator (FMSI). (2015). Cambon, Maria Isabel ; Cerqueira, Leticia Estevez.
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424. In the Quest of Measuring the Financial Cycle. (2015). Seidler, Jakub ; Plašil, Miroslav ; Konecny, Tomas ; Hlaváč, Petr ; Hlavac, Petr ; Plasil, Miroslav .
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425. La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Labonne, Claire ; Heam, Jean-Cyprien .
     In: Revue économique.
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426. Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2015). Kim, Hyeongwoo ; Shi, Wen.
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427. Measuring financial stress – A country specific stress index for Finland. (2015). Huotari, Jarkko .
     In: Research Discussion Papers.
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428. Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach. (2015). Shi, Wen ; Kim, Hyeongwoo.
     In: Auburn Economics Working Paper Series.
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429. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:13068r.

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430. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
     In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
     RePEc:zbw:vfsc14:100578.

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431. The role of a changing market environment for credit default swap pricing. (2014). Reitz, Stefan ; Leppin, Julian.
     In: Kiel Working Papers.
     RePEc:zbw:ifwkwp:1946.

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432. The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian.
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433. What predicts financial (in)stability? A Bayesian approach. (2014). Stein, Ingrid ; Sigmund, Michael ; Neudorfer, Benjamin ; Eidenberger, Judith .
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434. Assessing the link between Price and Financial Stability. (2014). Saraceno, Francesco ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe ; Labondance, Fabien .
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p4oqi4ibn.

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435. Comment lutter contre la fragmentation du système bancaire de la zone euro. (2014). Touzé, Vincent ; Labondance, Fabien ; Creel, Jerome ; Blot, Christophe ; Antonin, Celine ; Touze, Vincent ; Hubert, Paul.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/7986np0ssj9fu9fg833t5dehhf.

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436. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
     In: Sciences Po publications.
     RePEc:spo:wpmain:info:hdl:2441/6b3bdv9unt9mspi3ri2ff917d6.

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437. Assessing the link between Price and Financial Stability. (2014). Blot, Christophe ; Hubert, Paul ; Creel, Jerome ; Saraceno, Francesco ; Labondance, Fabien .
     In: Sciences Po Economics Discussion Papers.
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438. Effectiveness and Transmission of the ECB’s Balance Sheet Policies. (2014). Peersman, Gert ; Dossche, Maarten ; Boeckx, Jef.
     In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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439. Composite Indicator of Financial Stress for Portugal. (2014). Braga, Jose Pedro ; Reis, Teresa Balco ; Pereira, Ines .
     In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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440. Fiscal policy, output and financial stress in the case of developing and emerging European economies: a threshold VAR approach. (2014). Shijaku, Gerti.
     In: MPRA Paper.
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441. Financial stress index: estimation and application in empirical researches in Ukraine. (2014). Vdovychenko, Artem ; Oros, Galyna .
     In: MPRA Paper.
     RePEc:pra:mprapa:69337.

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442. Measuring the Instability of China’s Financial System: Indices Construction and an Early Warning System. (2014). Sun, Lixin ; huang, yuqin.
     In: MPRA Paper.
     RePEc:pra:mprapa:68497.

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443. An index of financial market stress for the United Kingdom. (2014). Twomey, Cian ; Corbet, Shaen.
     In: Economics and Business Letters.
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444. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
     In: NBER Working Papers.
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445. Effectiveness and transmission of the ECB’s balance sheet policies. (2014). Peersman, Gert ; Dossche, Maarten ; Boeckx, Jef.
     In: Working Paper Research.
     RePEc:nbb:reswpp:201412-275.

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446. Effectiveness and transmission of the ECB’s balance sheet policies. (2014). Peersman, Gert ; Dossche, Maarten ; Boeckx, Jef .
     In: Working Paper Research.
     RePEc:nbb:reswpp:201411-275.

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447. An Emerging Market Financial Conditions Index: A VAR Approach. (2014). Stemmer, Michael ; Charleroy, Remy .
     In: Documents de travail du Centre d'Economie de la Sorbonne.
     RePEc:mse:cesdoc:14068.

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448. An Econometric Model for Financial Stability Indicators. (2014). Nedelut, Marinel ; Niculae, Mirela ; Simionescu, Mihaela.
     In: Knowledge Horizons - Economics.
     RePEc:khe:journl:v:6:y:2014:i:1:p:167-171.

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449. A financial market stress indicator for Austria. (2014). Kaniovski, Serguei ; Glocker, Christian.
     In: Empirica.
     RePEc:kap:empiri:v:41:y:2014:i:3:p:481-504.

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450. Financial stress and economic activity in Germany. (2014). van Roye, Björn.
     In: Empirica.
     RePEc:kap:empiri:v:41:y:2014:i:1:p:101-126.

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451. The Monetary Transmission Mechanism in the Euro Area: has it changed with the EMU? A VAR approach, with fiscal policy and financial stress considerations. (2014). Silva, Antonio Jorge ; Afonso, Antonio.
     In: Working Papers Department of Economics.
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452. Systemic importance of financial institutions: from a global to a local perspective? A network theory approach. (2014). Riccaboni, Massimo ; Pammolli, Fabio ; Flori, Andrea ; Bonollo, Michele ; Crimaldi, Irene.
     In: Working Papers.
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453. Credit-Implied Equity Volatility РLong-Term Forecasts and Alternative Fear Gauges. (2014). Bystr̦m, Hans ; Bystrom, Hans.
     In: Working Papers.
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454. Euro-Crisis and Spillover Effects on the Emerging Economies. (2014). Tabarraei, Hamidreza .
     In: Working Papers.
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455. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
     In: Working Papers.
     RePEc:hal:wpaper:hal-03460263.

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456. Assessing the link between Price and Financial Stability. (2014). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
     In: Working Papers.
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457. Euro-Crisis and Spillover Effects on the Emerging Economies. (2014). Tabarraei, Hamidreza .
     In: PSE Working Papers.
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458. An Emerging Market Financial Conditions Index: A VAR Approach. (2014). Charleroy, Remy ; Stemmer, Michael A.
     In: Post-Print.
     RePEc:hal:journl:halshs-01110688.

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459. Comment lutter contre la fragmentation du système bancaire de la zone euro. (2014). Touzé, Vincent ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe ; Antonin, Celine.
     In: Post-Print.
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460. An Emerging Market Financial Conditions Index: A VAR Approach. (2014). Stemmer, Michael ; Charleroy, Remy .
     In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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461. Flights to Safety. (2014). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven ; Wei, Min.
     In: Finance and Economics Discussion Series.
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462. Financial Stability and Economic Performance. (2014). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
     In: Working papers.
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463. Nonlinearities in sovereign risk pricing the role of cds index contracts. (2014). Delatte, Anne-Laure.
     In: Documents de Travail de l'OFCE.
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464. Assessing the link between price and financial stability. (2014). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
     In: Documents de Travail de l'OFCE.
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465. Systemic Event Prediction by Early Warning System. (2014). Zigraiova, Diana ; Jakubík, Petr.
     In: Working Papers IES.
     RePEc:fau:wpaper:wp2014_01.

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466. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
     In: SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization..
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467. Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models. (2014). Moon, Hyejung ; Yun, Jaeho.
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468. Determinants of financial stress in emerging market economies. (2014). Park, Cyn-Young ; Mercado, Rogelio.
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469. International transmission and business-cycle effects of financial stress. (2014). van Roye, Björn ; Dovern, Jonas.
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470. Does linkage fuel the fire? The transmission of financial stress across the markets. (2014). Deesomsak, Rataporn ; Chau, Frankie .
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471. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
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472. Measuring stress in money markets: A dynamic factor approach. (2014). Senyuz, Zeynep ; Demiralp, Selva ; Schlusche, Bernd ; Carpenter, Seth .
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473. The European Financial Market Stress Index. (2014). Corbet, Shaen.
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474. The VIX, the variance premium and stock market volatility. (2014). Hoerova, Marie ; Bekaert, Geert.
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475. The impact of regulating occupational pensions in Europe on investment and financial stability. (2014). Kok, Christoffer ; Amzallag, Adrien ; Kapp, Daniel .
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476. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contract. (2014). Delatte, Anne-Laure ; Portes, Richard ; Fouquau, Julien.
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477. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts. (2014). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure.
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478. A Composite Indicator of Systemic Stress (CISS) for Colombia. (2014). Rojas Bohórquez, Juan Sebastián ; Morales Mosquera, Miguel ; Hurtado, Jorge ; Cabrera, Wilmar .
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479. The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation. (2014). Plašil, Miroslav ; Adam, Tomas.
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480. Risk Aversion, Financial Stress and Their Non-Linear Impact on Exchange Rates. (2014). Matějů, Jakub ; Benecká, Soňa ; Adam, Tomas ; Mateju, Jakub ; Benecka, Sona.
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481. An Indicator of the Financial Cycle in the Czech Economy. (2014). Seidler, Jakub ; Konecny, Tomas ; Hlavac, Petr ; Plasil, Miroslav .
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482. Effectiveness and Transmission of the ECBs Balance Sheet Policies. (2014). Peersman, Gert ; Dossche, Maarten ; Boeckx, Jef.
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483. Kiss me deadly: From Finnish great depression to great recession. (2014). Kilponen, Juha ; Gulan, Adam ; Haavio, Markus.
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484. A Composite Indicator of Systemic Stress (CISS) for Colombia.. (2014). Morales Mosquera, Miguel ; Rojas, Juan Sebastian ; Cabrera, Wilmar ; Hurtado, Jorge .
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485. A Composite Indicator of Systemic Stress (CISS) for Colombia. (2014). Rojas Bohórquez, Juan Sebastián ; Morales Mosquera, Miguel ; Hurtado, Jorge ; Cabrera, Wilmar .
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486. An indicator of systemic liquidity risk in the Italian financial markets. (2014). Nobili, Stefano ; Iachini, Eleonora .
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487. Aggregation operators for the measurement of systemic risk. (2014). Sarlin, Peter ; Mezei, Jozsef .
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488. The process of macroprudential oversight in Europe. (2014). Sarlin, Peter ; Nyman, Henrik J..
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489. How many factors and shocks cause financial stress?. (2013). Schleer, Frauke ; Kappler, Marcus.
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490. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2013). Semmler, Willi ; Schleer, Frauke.
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491. Melting down: Systemic financial instability and the macroeconomy. (2013). Tetlow, Robert ; Kremer, Manfred ; Philipp, Hartmann ; Hubrich, Kirstin ; Kirstin, Hubrich .
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492. International transmission of financial stress: Evidence from a GVAR. (2013). van Roye, Björn ; Dovern, Jonas.
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493. Financial stress and economic dynamics: An application to France. (2013). van Roye, Björn ; Aboura, Sofiane.
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494. Time variation in macro-financial linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra.
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495. Governance Structures in Europe. WWWforEurope Deliverable No. 2. (2013). Sachs, Andreas .
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496. Surveillance and Control of Fiscal Consolidation on a Supranational Level. WWWforEurope Working Paper No. 46. (2013). van Aarle, Bas.
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497. Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz.
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     RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

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498. Financial Stability and Economic Performance. (2013). Hubert, Paul ; Creel, Jerome ; Labondance, Fabien .
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499. Financial stability and economic performance. (2013). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
     In: Sciences Po Economics Discussion Papers.
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500. Europejska unia bankowa – nowy wymiar ryzyka systemowego. (European Banking Union – a new dimension of systemic risk.). (2013). Kolesnik, Jan .
     In: Problemy Zarzadzania.
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501. Determinants of Financial Stress in Emerging Market Economies. (2013). Park, Cyn-Young ; Mercado, Rogelio ; Mercado, Jr., Rogelio V., .
     In: ADB Economics Working Paper Series.
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502. Quantifying Financial Stability in Austria, New Tools for Macroprudential Supervision. (2013). Stein, Ingrid ; Sigmund, Michael ; Neudorfer, Benjamin ; Eidenberger, Judith .
     In: Financial Stability Report.
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503. Measuring Financial (In)Stability in Emerging Europe: A New Index-Based Approach. (2013). Jakubík, Petr ; Jakubik, Petr ; Slaik, Toma .
     In: Financial Stability Report.
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504. Flights to Safety. (2013). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven ; Wei, Min.
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505. The VIX, the Variance Premium and Stock Market Volatility. (2013). Hoerova, Marie ; Bekaert, Geert.
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506. “How systemic is Spain for Europe?”. (2013). Vašíček, Bořek ; Claeys, Peter ; Vaicek, Borek .
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507. The Real Consequences of Financial Stress. (2013). Semmler, Willi ; Mittnik, Stefan.
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508. Financial stability and economic performance. (2013). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
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509. Assessing the Link between Price and Financial Stability. (2013). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
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510. Financial stability and economic performance. (2013). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome.
     In: Documents de Travail de l'OFCE.
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511. Financial Stress Spillover and Financial Linkages between the Euro Area and the Czech Republic. (2013). Benecká, Soňa ; Adam, Tomas ; Benecka, Sona.
     In: Czech Journal of Economics and Finance (Finance a uver).
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512. Measuring Systemic Risk. (2013). Caruana, Jaimes .
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513. SAFE: An early warning system for systemic banking risk. (2013). Oet, Mikhail ; Gramlich, Dieter ; Bianco, Timothy ; Ong, Stephen J..
     In: Journal of Banking & Finance.
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514. Mapping the state of financial stability. (2013). Sarlin, Peter ; Peltonen, Tuomas.
     In: Journal of International Financial Markets, Institutions and Money.
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515. The real consequences of financial stress. (2013). Semmler, Willi ; Mittnik, Stefan.
     In: Journal of Economic Dynamics and Control.
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516. A financial systemic stress index for Greece. (2013). Vouldis, Angelos ; Louzis, Dimitrios.
     In: Working Paper Series.
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517. Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Sorensen, Christoffer Kok ; Haaj, Grzegorz.
     In: Working Paper Series.
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518. Time Variation in Macro-Financial Linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra.
     In: CEPR Discussion Papers.
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519. The Effect of Non-Linearity Between Credit Conditions and Economic Activity on Density Forecasts. (2013). Franta, Michal.
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520. Macro-Prudential Policy and the Conduct of Monetary Policy. (2013). Mojon, Benoit ; CLERC, Laurent ; Cahn, Christophe ; Beau, Denis .
     In: Working Papers Central Bank of Chile.
     RePEc:chb:bcchwp:715.

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521. Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models. (2013). Moon, Hyejung ; Yun, Jaeho.
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522. A financial systemic stress index for Greece. (2013). Vouldis, Angelos ; Louzis, Dimitrios.
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523. Financial conditions and economic activity: a statistical approach. (2013). Tsatsaronis, Kostas ; Erdem, Magdalena.
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524. The Latvian financial stress index as an important element of the financial system stability monitoring framework. (2013). Titarenko, Deniss ; Sinenko, Nadeda ; Arin, Mikus .
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525. Measuring Systemic Risk in a Post-Crisis World. (2013). DE BANDT, OLIVIER ; Labonne, C. ; Tavolaro, S. ; J.-C. Heam, .
     In: Débats économiques et financiers.
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526. A Semiparametric Early Warning Model of Financial Stress Events. (2013). Li, Fuchun ; Christensen, Ian.
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527. THE EFFECTS OF RISK EVENTS ON THE EFFICIENCY OF FINANCIAL MARKET. (2013). Saveanu, Cristina.
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528. The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds. (2012). .
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529. Indexy finančního stresu pro Českou republiku a Maďarsko. (2012). imaek, Milan .
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530. Endogenous financial risk : The seventh international conference of the NBB. (2012). Wouters, Raf ; de Walque, G. ; Emiris, M. ; Mitchell, J. ; Dewachter, H..
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531. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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532. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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533. Disentangling diverse measures: a survey of financial stress indexes. (2012). Owyang, Michael ; Kliesen, Kevin ; Vermann, Katarina E..
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534. Financial stress index: a lens for supervising the financial system. (2012). Oet, Mikhail ; Gramlich, Dieter ; Bianco, Timothy ; Ong, Stephen J..
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535. A methodology for constructing a financial systemic stress index: An application to Greece. (2012). Vouldis, Angelos ; Louzis, Dimitrios.
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536. The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
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537. Macro-Prudential Policy and the Conduct of Monetary Policy.. (2012). Mojon, Benoit ; CLERC, Laurent ; Beau, D..
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538. Financial stress and economic activity in Germany and the Euro Area. (2011). van Roye, Björn.
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539. The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR. (2011). Marcellino, Massimiliano ; Lemke, Wolfgang ; Eickmeier, Sandra.
     In: Discussion Paper Series 1: Economic Studies.
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540. Intellectual challenges to financial stability analysis in the era of macroprudential oversight.. (2011). Trichet, J. C..
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