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1. Correlates of Crisis Induced Credit Market Discipline: The Roles of Democracy, Veto Players, and Government Turnover. (2022). Meyer, Jacob ; Amri, Puspa ; Richey, Greg M ; Willett, Thomas D.
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2. Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard.
   In: International Economics and Economic Policy.
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3. Renewal of Public Action: Co-Production and Financial Regulation. (2022). Ulgen, Faruk.
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4. Predictable Financial Crises. (2022). Shleifer, Andrei ; Hanson, Samuel G ; Greenwood, Robin ; Sorensen, Jakob Ahm.
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5. Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Jackson, Timothy ; Agenor, Pierre-Richard.
   In: BIS Working Papers.
   RePEc:bis:biswps:1007.

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6. Under pressure: market conditions and stress. (2022). Hördahl, Peter ; Aldasoro, Iñaki ; Zhu, Sonya ; Hordahl, Peter.
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7. When to Lean against the Wind. (2021). Wachtel, Paul ; Schularick, Moritz ; Richter, Bjorn.
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8. Model-based indicators for the identification of cyclical systemic risk. (2021). Galan, Jorge ; Mencia, Javier.
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9. Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?. (2021). Collodel, Umberto.
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10. Finding a needle in a haystack: Do Early Warning Systems for Sudden Stops work?. (2021). Collodel, Umberto.
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11. Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs. (2021). Jahan-Parvar, Mohammad ; Beltran, Daniel ; Paine, Fiona A.
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12. Macroprudential policy with capital buffers. (2021). Schroth, Josef.
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13. Characterization of the Chilean financial cycle, early warning indicators and implications for macro-prudential policies. (2021). Oda, Daniel ; Martinez, Juan Francisco.
    In: Latin American Journal of Central Banking (previously Monetaria).
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14. Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Wang, Xiaoting ; Hou, Siyuan ; Shen, Jie.
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15. Chinas Long-Term Growth Potential: Can Productivity Convergence Be Sustained?. (2021). Mukoyama, Yui ; Sakata, Tomoya ; Sasaki, Takatoshi ; Yoshino, Koichi.
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16. A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica.
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17. Cross-border lending and the international transmission of banking crises. (2020). Dieckelmann, Daniel.
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18. Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination. (2020). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Jackson, Timothy P ; Agenor, Pierre-Richard.
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19. The indebtedness of households up until the economic adjustment programme for Portugal: an empirical assessment. (2020). Henriques, Rita Maria ; Borges, Jos Ricardo.
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20. How Should Credit Gaps Be Measured? An Application to European Countries. (2020). Shahmoradi, Asghar ; Detragiache, Enrica ; Baba, Chikako ; Dell'Erba, Salvatore ; Harrison, Olamide ; Musayev, Anvar ; Mineshima, Aiko.
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21. Bank Risk Determinants in Latin America. (2020). Martinez-Malvar, Maria ; Baselga-Pascual, Laura.
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22. Decomposing financial (in)stability in emerging economies. (2020). Sánchez Serrano, Antonio ; Lepers, Etienne.
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23. Home, safe home: Cross-country monitoring framework for vulnerabilities in the residential real estate sector. (2020). Lepers, Etienne ; Grothe, Magdalena ; Bengtsson, Elias.
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24. Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia.
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25. A Markov-Chain Measure of Systemic Banking Crisis Frequency. (2020). TAMBAKIS, DEMOSTHENES.
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26. Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, John.
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27. The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Olsen, Helene ; Wieslander, Harald.
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28. Which credit gap is better at predicting financial crises? A comparison of univariate filters. (2020). Yetman, James ; Drehmann, Mathias.
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29. International banking amidst Covid-19: resilience and drivers. (2020). Takats, Elod ; Hardy, Bryan ; Takts, Elod.
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30. Tools for managing banking distress: historical experience and lessons for today. (2020). Villegas, Alan ; Claessens, Stijn ; Boissay, Frédéric.
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31. Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O.
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32. Den Strukturwandel meistern. Jahresgutachten 2019/20. (2019). Schmidt, Christoph M ; Truger, Achim ; Wieland, Volker ; Feld, Lars P ; Schnabel, Isabel.
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33. A novel housing price misalignment indicator for Germany. (2019). Hertrich, Markus.
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34. Wskaźniki wczesnego ostrzegania przed niestabilnością finansową polskiego sektora bankowego. (2019). Upiski, Marcin.
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35. News-based Sentiment Indicators. (2019). Simpson, Sean ; Ulybina, Daria ; Huang, Chengyu ; Roitman, Agustin.
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36. The Riskiness of Credit Allocation and Financial Stability. (2019). Raddatz, Claudio ; Brandao Marques, Luis ; Chen, Qianying ; Xie, Peichu ; Brandao-Marques, Luis ; Vandenbussche, Jerome.
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37. Finding the Bad Apples in the Barrel: Using the Market Value of Equity to Signal Banking Sector Vulnerabilities. (2019). Kerry, Will.
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38. A new approach to Early Warning Systems for small European banks. (2019). Scalone, Stefano ; Brauning, Michael ; Scricco, Giorgio ; Malikkidou, Despo.
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39. Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Ruzicka, Josef ; Lang, Jan Hannes ; Fahr, Stephan ; Izzo, Cosimo.
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40. Macroprudential policy with capital buffers. (2019). Schroth, Josef.
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41. Global Banking, Financial Spillovers, and Macroprudential Policy Coordination. (2019). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard.
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42. Playing it safe: global systemically important banks after the crisis. (2019). Mathur, Aakriti ; Lewrick, Ulf ; Goel, Tirupam.
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43. Impact of financial regulations: insights from an online repository of studies. (2019). Villegas, Alan ; Claessens, Stijn ; Cantu Garcia, Carlos ; Boissay, Frédéric.
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44. Macroprudential Policy with Capital Buffers. (2019). Schroth, Josef.
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45. Bank Runs in China: Evidence from a Dynamic Panel Model. (2018). Anwar, Sajid ; Liu, Xuefang ; Robert, W.
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46. What Anchors for the Natural Rate of Interest?. (2018). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio.
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47. Integrating Monetary Policy and Financial Stability: A New Framework. (2018). Wongwachara, Warapong ; Nookhwun, Nuwat ; Tunyavetchakit, Sophon ; Klungjaturavet, Chutipha ; Jindarak, Bovonvich.
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48. The OFR Financial System Vulnerabilities Monitor. (2018). Palmer, Nathan ; McLaughlin, Joe ; Parolin, Eric ; Minson, Adam.
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49. 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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50. Measuring risks to UK financial stability. (2018). Varadi, Alexandra ; O'Neill, Cian ; Burgess, Stephen ; Bridges, Jonathan ; Aikman, David ; Levina, Iren ; Galletly, Richard.
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51. Why you should use the Hodrick-Prescott filter - at least to generate credit gaps. (2018). Yetman, James ; Drehmann, Mathias.
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52. Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu.
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53. Assessing Vulnerabilities in Emerging-Market Economies. (2018). Dahlhaus, Tatjana ; Lam, Alexander.
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54. THE IMPACTS OF FINANCIAL REGULATIONS: SOLVENCY AND LIQUIDITY IN THE POST-CRISIS PERIOD. (2017). Jagtiani, Julapa ; Baker, Colleen ; Cumming, Christine M.
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55. An Assessment of Financial Stability in the United States : a speech at the IMF Workshop on Financial Surveillance and Communication: Best Practices from Latin America, the Caribbean, and Advanced Economies, Washington, D.C., June 27, 2017.. (2017). Fischer, Stanley.
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56. A Conceptual Design of “What and How Should a Proper Macro-Prudential Policy Framework Be?” A Globalistic Approach to Systemic Risk and Procuring the Data Needed. (2016). Cakir, Murat.
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57. Financial Vulnerabilities, Macroeconomic Dynamics, and Monetary Policy. (2016). Modugno, Michele ; Lehnert, Andreas ; Aikman, David ; Liang, Nellie J.
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