1. Financial instability in Europe: Does geopolitical risk from proximate countries and trading partners matter?. (2024). Shen, Wenyu ; Liu, Jiahao.
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2. Innovative City Construction and Urban Environmental Performance: Empirical Evidence from China. (2023). Xu, Ning ; Zhou, JU ; Gao, Jun.
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3. Financial market imperfections and sensitivity of cash holdings to R&D investment: Evidence from chinese listed firms. (2023). Li, Zixin ; Yao, Shujie ; Zhang, Hui ; Liu, Duan ; Wang, Chen.
   In: Research in International Business and Finance.
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4. Credit behavior and financial stability in an emerging economy. (2023). de Moraes, Claudio Oliveira ; Costa, Agata.
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5. Countercyclical capital buffer: building the resilience or taming the rapid financial cycle?. (2022). Widiantoro, Dimas.
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6. Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Benbouzid, Nadia ; Stojanovic, Aleksandar ; Kumar, Abhishek.
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7. Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Benbouzid, Nadia ; Stojanovic, Aleksandar ; Kumar, Abhishek.
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8. Impacts of the sovereign risk perception on financial stability: Evidence from Brazil. (2021). Montes, Gabriel ; de Moraes, Claudio ; Valladares, Matheus.
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9. How much do non-performing loans hinder loan growth in Europe?. (2021). Viren, Matti ; Tolo, Eero.
   In: European Economic Review.
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10. Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Wang, Xiaoting ; Hou, Siyuan ; Shen, Jie.
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11. Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub.
    In: Journal of Financial Stability.
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12. Bank lending margins in the euro area: Funding conditions, fragmentation and ECBs policies. (2019). Migiakis, Petros ; Louri, Helen.
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13. Bank’s risk measures and monetary policy: Evidence from a large emerging economy. (2019). de Mendonça, Helder ; de Moraes, Claudio ; de Mendona, Helder Ferreira.
    In: The North American Journal of Economics and Finance.
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14. Determination of the Current Phase of the Credit Cycle in Emerging Markets. (2019). Ponomarenko, Alexey ; Deryugina, Elena.
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15. Getting better? The effect of the single supervisory mechanism on banks loan loss reporting and loan loss reserves. (2018). Ristolainen, Kim.
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16. Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
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17. Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle. (2018). Lai, Van Son ; Hessou, Helyoth.
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18. Central bank disclosure as a macroprudential tool for financial stability. (2018). de Mendonça, Helder ; de Moraes, Claudio ; de Mendona, Helder Ferreira.
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19. Getting better? The effect of the single supervisory mechanism on banks loan loss reporting and loan loss reserves. (2018). Ristolainen, Kim.
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20. Real effects of bank capital regulations: Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota D.
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21. Use of unit root methods in early warning of financial crises. (2017). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
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22. Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle. (2017). Lai, Van Son ; Hessou, Helyoth.
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23. Real effects of bank capital regulations: Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota.
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24. Real effects of bank capital regulations : Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota.
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25. Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
    In: Bank of Finland Research Discussion Papers.
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26. Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies. (2016). SHIM, ILHYOCK ; Kuttner, Kenneth.
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27. Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Viren, Matti ; Taipalus, Katja ; Tolo, Eero.
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28. Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states. (2015). Ghosh, Amit.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:20:y:2015:i:c:p:93-104.

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1. Central Clearing and Systemic Liquidity Risk. (2022). Prono, Todd ; Paulson, Anna ; Nesmith, Travis ; King, Thomas.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2020-09.

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2. How Risky is Australian Household Debt?. (2020). Major, Mike ; Kearns, Jonathan ; Norman, David.
   In: RBA Research Discussion Papers.
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3. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhué, Lisa.
   In: JRC Working Papers in Economics and Finance.
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4. The Impact of Low-Carbon Policy on Stock Returns. (2020). Ravina, Alessandro ; Hentati-Kaffel, Rania.
   In: Post-Print.
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5. The Impact of Low-Carbon Policy on Stock Returns. (2020). Ravina, Alessandro ; Hentati-Kaffel, Rania.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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6. Real estate bubbles in a bank-real estate loan network model integrating economic cycle and macro-prudential stress testing. (2020). Meng, YI ; Li, Shouwei ; Wang, Lei.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119314748.

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7. Reducing estimation risk using a Bayesian posterior distribution approach: Application to stress testing mortgage loan default. (2020). Wang, Zheqi ; Crook, Jonathan ; Andreeva, Galina.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:287:y:2020:i:2:p:725-738.

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8. Stress testing in Latin America: A comparison of approaches and methodologies. (2020). Bank for International Settlements, .
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9. Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhué, Lisa ; Matthieu, Lequien ; Lisa, Kerdelhue.
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10. An Interacting Agent Model of Economic Crisis. (2020). Ikeda, Yuichi.
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11. Determinants of non-performing loans: What do we know? A systematic review and avenues for future research. (2019). Manz, Florian.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:69:y:2019:i:4:d:10.1007_s11301-019-00156-7.

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12. Credit risk and macroeconomic stress tests in China. (2019). Arestis, Philip ; Mo, Maggie.
    In: Journal of Banking Regulation.
    RePEc:pal:jbkreg:v:20:y:2019:i:3:d:10.1057_s41261-018-0084-1.

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13. Central Clearing and Systemic Liquidity Risk. (2019). Prono, Todd ; Paulson, Anna ; Nesmith, Travis ; Kingsley, Thomas G.
    In: Working Paper Series.
    RePEc:fip:fedhwp:87491.

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14. Macro stress testing euro area banks’ fees and commissions. (2019). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:97-119.

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15. A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

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16. Predicting European bank stress tests: Survival of the fittest. (2019). López-Iturriaga, Félix ; Kolari, James W ; Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J.
    In: Global Finance Journal.
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17. Strategic fire-sales and price-mediated contagion in the banking system. (2019). Braouezec, Yann ; Wagalath, Lakshithe.
    In: European Journal of Operational Research.
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18. Macro-financial linkages during tranquil and crisis periods: evidence from stressed economies. (2018). Rachaniotis, Nikolaos ; Papadopoulos, Georgios ; Chionis, Dionysios.
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19. Whither Bank Regulation: Current Debates and Challenges. (2018). Rajan, Raghuram.
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20. Macroprudential Modeling Based on Spin Dynamics in a Supply Chain Network. (2018). Hiroshi, Yoshikawa ; Yuichi, Ikeda.
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21. Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market. (2018). Slaymaker, Rachel ; O'Toole, Conor ; McQuinn, Kieran ; Fahy, Mike.
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22. Many a little makes a mickle: Stress testing small and medium-sized German banks. (2018). Koziol, Philipp ; Busch, Ramona ; Mitrovic, Marc.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:68:y:2018:i:c:p:237-253.

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23. An empirical study of bank stress testing for auto loans. (2018). Wang, Qing ; Fang, Ming ; Wu, Deming.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:39:y:2018:i:c:p:79-89.

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24. Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets. (2018). O'Toole, Conor ; Kelly, Robert ; Otoole, Conor.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:322-335.

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25. Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Paddrik, Mark ; Rajan, Sriram ; Cetina, Jill.
    In: Journal of Financial Stability.
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26. Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Oda, Daniel ; Martinez, Juan Francisco.
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27. A severity function approach to scenario selection. (2017). Mokinski, Frieder.
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28. Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara.
    In: Annals of Finance.
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29. Bank regulatory arbitrage via risk weighted assets dispersion. (2017). Pesic, Valerio ; Ferri, Giovanni.
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30. Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Lazzari, Valter ; Vena, Luigi ; Venegoni, Andrea.
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31. Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development?. (2017). Larkin, Charles ; Corbet, Shaen.
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32. Macro stress testing euro area banks fees and commissions. (2017). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun.
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33. Macroprudential frameworks: implementation and effectiveness. (2017). Arslan, Yavuz ; Upper, Christian.
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34. SYSMO I: A Systemic Stress Model for the Colombian Financial System. (2017). Yanquen, Eduardo ; Osorio-Rodriguez, Daniel ; Morales-Acevedo, Paola ; Mendoza, juan ; Gamba, Santiago ; Jaulin, Oscar ; Lizarazo, Angelica.
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35. What Role for Financial Supervisors in Addressing Environmental Risks?. (2016). Schoenmaker, Dirk ; van Tilburg, Rens.
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36. Risk-based capital requirements and optimal liquidation in a stress scenario. (2016). Braouezec, Yann ; Wagalath, Lakshithe.
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37. An entropy-based early warning indicator for systemic risk. (2016). Casarin, Roberto ; Billio, Monica ; Costola, Michele ; Pasqualini, Andrea .
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38. Is the European banking system robust? An evaluation through the lens of the ECB׳s Comprehensive Assessment. (2016). Dehmej, Salim ; Arnould, Guillaume.
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39. How much can illiquidity affect corporate debt yield spread?. (2016). Raviv, Alon ; Abudy, Menachem.
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40. Capital requirements, liquidity and financial stability: The case of Brazil. (2016). Stancato, Sergio Rubens.
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41. Making sense of the EU wide stress test: a comparison with the SRISK approach. (2016). salleo, carmelo ; Homar, Timotej ; Kick, Heinrich.
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42. Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?. (2015). Koziol, Philipp ; Eckhardt, Meik ; Schell, Carmen .
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43. Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks. (2015). Koziol, Philipp ; Busch, Ramona ; Mitrovic, Marc.
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44. A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier.
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45. A probability-based stress test of Federal Reserve assets and income. (2015). Rudebusch, Glenn ; Lopez, Jose.
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46. Why is credit-to-GDP a good measure for setting countercyclical capital buffers?. (2015). Jokivuolle, Esa ; Viren, Matti ; Pesola, Jarmo.
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47. Comment lutter contre la fragmentation du système bancaire de la zone euro. (2014). Touzé, Vincent ; Labondance, Fabien ; Creel, Jerome ; Blot, Christophe ; Antonin, Céline ; Touze, Vincent ; Hubert, Paul.
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