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22. The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment. (2021). Vo, Xuan Vinh ; Luu, Hiep Ngoc.
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25. Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni.
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28. A historical loss approach to community bank stress testing. (2020). Yeager, Timothy J ; Fang, Cao.
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29. Do stress tests affect bank liquidity creation?. (2020). Onali, Enrico ; Chevapatrakul, Thanaset ; Vu, Thach ; Ahmed, Shamim.
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48. Macro stress testing euro area banks fees and commissions. (2017). Pancaro, Cosimo ; Kok, Christoffer ; Mirza, Harun.
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49. How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Casanova, Catherine ; Guin, Benjamin ; Basten, Christoph ; Koch, Catherine Tahmee .
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50. The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0. (2017). Fique, José.
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51. Forecasting with Dynamic Panel Data Models. (2017). Schorfheide, Frank ; Moon, Hyungsik ; Liu, Laura.
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52. Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Cech, Frantisek ; Baruník, Jozef.
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53. Forecasting bank leverage: an alternative to regulatory early warning models. (2016). Shaffer, Sherrill ; Hambusch, Gerhard.
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54. A Top-down Approach to Stress-testing Banks. (2016). Mitnik, Oscar ; Kapinos, Pavel.
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55. Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy).
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56. Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham .
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