create a website

Financial Stress Indices and Financial Crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek.
In: Open Economies Review.
RePEc:kap:openec:v:26:y:2015:i:3:p:383-406.

Full description at Econpapers || Download paper

Cited: 41

Citations received by this document

Cites: 34

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Designing a Financial Stress Index Based on the GHARCH-DCC Approach and Machine Learning Models. (2025). Fallahshams, Mirfeiz ; Gol, Reza Ghafari ; Pourmansouri, Rezvan.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02075-9.

    Full description at Econpapers || Download paper

  2. In search of lost social finance: How do financial instability and inequality interact?. (2024). Gaies, Brahim.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003167.

    Full description at Econpapers || Download paper

  3. Twenty-year tango: Exploring the reciprocal influence of macro-financial instability and climate risks. (2024). Hemrit, Wael ; Nakhli, Mohamed Sahbi ; Sahut, Jean-Michel ; Gaies, Brahim.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:220:y:2024:i:c:p:717-731.

    Full description at Econpapers || Download paper

  4. Macro‐financial effects of monetary policy easing. (2023). Papadopoulos, Athanasios ; Giannellis, Nikolaos ; Apostolakis, George.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:3:p:715-738.

    Full description at Econpapers || Download paper

  5. Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Mezghani, Taicir ; Abbes, Mouna Boujelbene.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3.

    Full description at Econpapers || Download paper

  6. Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Škrinjarić, Tihana ; Skrinjaric, Tihana.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

    Full description at Econpapers || Download paper

  7. Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Nakhli, Mohamed Sahbi ; Sahut, Jean-Michel ; Kanzari, Dalel ; Gaies, Brahim.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387.

    Full description at Econpapers || Download paper

  8. Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Tiwari, Aviral ; Akhter, Tahmina ; Hoque, Mohammad Enamul ; Soo-Wah, Low.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

    Full description at Econpapers || Download paper

  9. Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Kapadia, Sujit ; Bluwstein, Kristina ; Imek, Ozgur ; Buckmann, Marcus ; Joseph, Andreas.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

    Full description at Econpapers || Download paper

  10. Measuring financial soundness around the world: A machine learning approach. (2023). Cerchiello, Paola ; Mertzanis, Charilaos ; Bitetto, Alessandro.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

    Full description at Econpapers || Download paper

  11. What is the optimal capital ratio implying a stable European banking system?. (2023). Moinescu, Bogdan-Gabriel ; Jakubík, Petr ; Jakubik, Petr.
    In: International Finance.
    RePEc:bla:intfin:v:26:y:2023:i:3:p:324-343.

    Full description at Econpapers || Download paper

  12. Forecasting financial vulnerability in the USA: A factor model approach. (2021). Kim, Hyeongwoo ; Shi, Wen.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457.

    Full description at Econpapers || Download paper

  13. Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Önder, A. Özlem ; Onder, Ozlem A ; Kosedali, Begum Yurteri.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

    Full description at Econpapers || Download paper

  14. Do Mutual Funds€™ Exposure to Financial Stress Predict Their Future Returns? Evidence From China. (2021). Zhu, Sha ; Wang, Qian ; Deng, Jie ; Lai, Fujun.
    In: SAGE Open.
    RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211054130.

    Full description at Econpapers || Download paper

  15. Does the real estate market behavior predict the trust crisis in the financial sector? The case of the ECB and the Euro. (2021). Brychko, Maryna ; Rowland, Zuzana ; Vasilyeva, Tetyana ; Lyeonov, Serhiy.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:16:y:2021:i:4:p:711-740.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  17. Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  20. Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries. (2020). Ozcelebi, Oguzhan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:70:y:2020:i:c:p:288-302.

    Full description at Econpapers || Download paper

  21. The anatomy of financial vulnerabilities and banking crises. (2020). Lee, Seung Jung ; Stebunovs, Viktors ; Posenau, Kelly E.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300864.

    Full description at Econpapers || Download paper

  22. Financial Stability, Monetary Stability and Growth: a PVAR Analysis. (2019). Papadopoulos, Athanasios ; Apostolakis, George.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:1:d:10.1007_s11079-018-9507-y.

    Full description at Econpapers || Download paper

  23. Global liquidity, market sentiment, and financial stability indices. (2019). Osina, Nataliia.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301872.

    Full description at Econpapers || Download paper

  24. Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

    Full description at Econpapers || Download paper

  25. Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios ; Giannellis, Nikolaos ; Apostolakis, George.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190.

    Full description at Econpapers || Download paper

  26. Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir ; Alsaggaf, Majid Ibrahim.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2019-03-10.

    Full description at Econpapers || Download paper

  27. In search of a measure of banking sector distress: empirical study of CESEE banking sectors. (2018). Witkowski, Bartosz ; Iwanicz-Drozdowska, Małgorzata ; Smaga, Pawe ; Bongini, Paola.
    In: Risk Management.
    RePEc:pal:risman:v:20:y:2018:i:3:d:10.1057_s41283-017-0031-y.

    Full description at Econpapers || Download paper

  28. Assessment of Financial Stability in the Banking Sector in Iran. (2018). Ebrahimi, Sajad ; Nadri, Kamran ; Fadaie, Abbas.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:13:y:2018:i:4:p:501-523.

    Full description at Econpapers || Download paper

  29. An Investigation of Co-Movement of Financial Stability Index with Macro-Prudential Indicator through Wavelet Analysis. (2018). Ebrahimi, Sajad ; Nadri, Kamran ; Fadaie, Abbas.
    In: Journal of Money and Economy.
    RePEc:mbr:jmonec:v:13:y:2018:i:2:p:125-151.

    Full description at Econpapers || Download paper

  30. Early Warning to Banking Crises in the Dual Financial System in Indonesia: The Markov Switching Approach ??????? ?????? ?? ??????? ???????? ?? ?????? ?????? ??????? ?? ?????????: ?????? ?????? ???????. (2018). Rusydiana, Aam ; Laila, Nisful ; Nurfalah, Irfan ; Cahyono, Eko Fajar.
    In: Journal of King Abdulaziz University: Islamic Economics.
    RePEc:abd:kauiea:v:31:y:2018:i:2:no:10:p:133-156.

    Full description at Econpapers || Download paper

  31. 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.

    Full description at Econpapers || Download paper

  32. International Trade Finance and Exports: Evidence from Korean Bank-Intermediated Trade Finance Instruments. (2017). Hwang, Sangyeon ; Im, Hyejoon.
    In: Open Economies Review.
    RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9423-y.

    Full description at Econpapers || Download paper

  33. 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.

    Full description at Econpapers || Download paper

  34. 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.

    Full description at Econpapers || Download paper

  35. Inflation targeting and financial stability in emerging markets. (2017). Fouejieu, Armand.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:51-70.

    Full description at Econpapers || Download paper

  36. Effects of Monetary Policy. (2017). Babecký, Jan ; Polansky, Jiri ; Tonner, Jaromir ; Vlcek, Jan ; Bruha, Jan ; Kubicova, Ivana ; Havranek, Tomas ; Hajkova, Dana ; Hledik, Tibor ; Aliyev, Ruslan ; Hampl, Mojmir ; Djukic, Mirko ; Trajcev, Ljubica.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb15/2.

    Full description at Econpapers || Download paper

  37. Trade and External Relations. (2017). Babecký, Jan ; Kucharcukova, Oxana Babecka ; Galuscak, Kamil ; Bruha, Jan ; Sutoris, Ivan ; Brazdik, Frantisek ; Novotny, Filip ; Audzei, Volha.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb15/1.

    Full description at Econpapers || Download paper

  38. Topics in Labour Markets. (2016). Babecký, Jan ; Galuscak, Kamil ; Polansky, Jiri ; Tonner, Jaromir ; Bruha, Jan ; Babecky, Jan ; Zigraiova, Diana ; Tvrz, Stanislav ; Vasicek, Osvald ; Lizal, Lubomir.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb14/1.

    Full description at Econpapers || Download paper

  39. Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Andrle, Michal ; Baxa, Jaromir ; Filacek, Jan ; Bruha, Jan ; Mateju, Jakub ; Vasicek, Borek ; Solmaz, Serhat ; Claeys, Peter ; Kucharcukova, Oxana Babecka ; Plasil, Miroslav.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb13/2.

    Full description at Econpapers || Download paper

  40. Forecasting. (2015). Galuscak, Kamil ; Babecký, Jan ; Polansky, Jiri ; Tonner, Jaromir ; Bruha, Jan ; Kopriva, Frantisek ; Brazdik, Frantisek ; Humplova, Zuzana ; Havrlant, David ; Holub, Tomas ; Hledik, Tibor ; Franta, Michal ; Rusnak, Marek.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb13/1.

    Full description at Econpapers || Download paper

  41. Implementation of Inflation Targets in Emerging Markets. (2009). de Gregorio, Jos.
    In: Chapters.
    RePEc:elg:eechap:13504_3.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adrian T, Brunnermeier, M (2011) CoVaR. Available at: http://scholar.princeton.edu/sites/default/files/covar_0.pdf . Accessed 15 Nov 2014.
    Paper not yet in RePEc: Add citation now
  2. Babecký J, Havránek T, Matějů J, Rusnák M, Šmídková K, Vašíček B (2013) Leading indicators of crisis incidence: Evidence from developed countries. J Int Money Financ 35:1–19.

  3. Babecký J, Havránek T, Matějů J, Rusnák M, Šmídková K, Vašíček B (2014) Banking, debt and currency crisis: early warning indicators for developed countries. J Financ Stabil 15:1–17.
    Paper not yet in RePEc: Add citation now
  4. Balakrishnan R, Danninger S, Elekdag S, Tytell R (2011) The transmission of financial stress from advanced to emerging economies. Emerging Markets Finance and Trade 47(Suppl. 2): 40–68.

  5. Baxa J, Horváth R, Vašíček B (2013) Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy? J Financ Stabil 9:117–138.

  6. Bollerslev T, Chou RY, Kroner KF (1992) ARCH modeling in finance: A review of the theory and empirical evidence. J Econ 52:5–59.

  7. Borio C, Drehmann M (2009) Towards an operational framework for financial stability: ‘Fuzzy’ measurement and its consequences. BIS Working Paper 284.

  8. Cardarelli R, Elekdag S, Lall S (2011) Financial stress and economic contractions. J Financ Stabil 7:78–97.

  9. Cevik EI, Dibooglu S, Kutan AM (2013) Measuring financial stress in transition economies. J Financ Stabil 9:597–611.

  10. Chaudron R, de Haan J (2014) Dating banking crises using incidence and size of bank failures: Four crises reconsidered. J Financ Stabil 15:63–75.

  11. Claessens S (2009) Discussion of “Credit, asset prices, and financial stress”. Int J Cent Bank 5:123–129.
    Paper not yet in RePEc: Add citation now
  12. Gadanecz B, Jayaram K (2009) Measures of financial stability - A review. IFC Bulletin 31: 365–380.

  13. Hakkio C, Keeton W (2009) Financial stress: What is it, how can it be measured, and why does it matter? Federal Reserve Bank of Kansas City - Economic Review, Second Quarter., pp 5–50.
    Paper not yet in RePEc: Add citation now
  14. Holló D (2012) A system-wide financial stress indicator for the Hungarian financial system. MNB Occasional Papers 105.
    Paper not yet in RePEc: Add citation now
  15. Holló D, Kremer M, Lo Duca M (2012) CISS – A “Composite Indicator of Systemic Stress” in the financial system. ECB Working Paper 1426.

  16. Holmfeldt M, Rydén A, Strömberg L, Strömqvist M (2009) How has the stress on the financial markets developed? – An index-based discussion. Riksbank Economic Commentaries 13, available at: http://www.riksbank.com/upload/Dokument_riksbank/Kat_publicerat/Ekonomiska %20kommentarer/2009/ek_kom_no13_09eng.pdf.
    Paper not yet in RePEc: Add citation now
  17. Illing M, Liu Y (2006) Measuring financial stress in a developed country: An application to Canada. J Financ Stabil 2:243–265.

  18. in’t Veld D, van Lelyveld I (2014) Finding the core: Network structure in interbank markets. J Bank Financ 49:27–40.

  19. Islami M, Kurz-Kim J-R (2013) A single composite financial stress indicator and its real impact in the euro area. Bundesbank Discussion Paper 31/2013.

  20. Karimi M, Voia M (2011) Empirics of currency crises: A duration analysis approach. Carlton Economic Papers 11/11.

  21. Kauko K (2014) How to foresee banking crises? A survey of the empirical literature. Econ Syst 38:289–308.

  22. Kliesen KL, Owyang MT, Vermann EK (2012) Disentangling diverse measures: A survey of financial stress indexes. Federal Reserve Bank of St. Louis Econ Rev 2012:369–397.

  23. Klomp J (2010) Causes of banking crises revisited. N Amer J Econ Fin 21:72–87.

  24. Laeven L, Valencia F (2013) Systemic banking crises database. IMF Econ Rev 61:225–270.

  25. Louzis DP, Vouldis AT (2013) A financial systemic stress index for Greece. ECB Working Paper 1563.

  26. Markose SM (2012) Systemic risk from global financial derivatives: A network analysis of contagion and its mitigation with super-spreader tax. IMF Working Paper 12/282.

  27. Misina M, Tkacz G (2009) Credit, asset prices, and financial stress. Int J Cent Bank 5:95–122.

  28. Morales MA, Estrada D (2010) A financial stability index for Columbia. Ann Finance 6:555–581.

  29. Oet MV, Bianco T, Gramlich D, Ong S (2012) Financial stress index: A lens for supervising the financial system. Federal Reserve Bank of Cleveland Working Paper 12/37.
    Paper not yet in RePEc: Add citation now
  30. Park C-Y, Mercado Jr. RV (2013). Determinants of financial stress in emerging market economies. ADB Economics Working Paper 356.

  31. Praet P (2010) Macro-prudential and financial stability statistics to improve financial analysis of exposures and risk transfers. Paper presented at the Fifth ECB Conference on Statistics, Frankfurt, 22–23.
    Paper not yet in RePEc: Add citation now
  32. Slingenberg JW, de Haan J (2011) Forecasting financial stress. De Nederlandsche Bank Working Paper 292.

  33. Smaga, P (2013) Assessing involvement of central banks in financial stability. Center for Financial Stability. http://www.centerforfinancialstability.org/research/Assessing_0 52313.pdf . Accessed 16 Nov 2014.
    Paper not yet in RePEc: Add citation now
  34. Zhou C (2010) Are banks too big to fail? Measuring systemic importance of financial institutions. Int J Cent Bank 6:205–250.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Analysing the Relevance of the MIP Scoreboards Indicators. (2017). Širaňová, Mária.
    In: National Institute Economic Review.
    RePEc:sae:niesru:v:239:y:2017:i:1:p:r32-r52.

    Full description at Econpapers || Download paper

  2. Finance-augmented business cycles: A robustness check. (2016). Fernandez-Amador, Octavio.
    In: Papers.
    RePEc:wti:papers:1038.

    Full description at Econpapers || Download paper

  3. Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises. (2016). Pirovano, Mara ; Ferrari, Stijn.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201606-297.

    Full description at Econpapers || Download paper

  4. Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Fendel, Ralf ; Stremmel, Hanno.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

    Full description at Econpapers || Download paper

  5. Do capital flows change domestic credit allocation?. (2016). Samarina, Anna ; Bezemer, Dirk.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:62:y:2016:i:c:p:98-121.

    Full description at Econpapers || Download paper

  6. How does banking sector globalization affect banking crisis?. (2016). Ghosh, Amit.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:70-82.

    Full description at Econpapers || Download paper

  7. Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?. (2016). Leonida, Leone ; Kapetanios, George ; Caggiano, Giovanni ; Calice, Pietro.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:104-116.

    Full description at Econpapers || Download paper

  8. Finance-augmented business cycles: A robustness check. (2016). Sindermann, Friedrich ; Gächter, Martin ; Fernández-Amador, Octavio ; Fernndez-Amador, Octavio ; Gchter, Martin.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00136.

    Full description at Econpapers || Download paper

  9. Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander.
    In: Borradores de Economia.
    RePEc:col:000094:014306.

    Full description at Econpapers || Download paper

  10. Systemic early warning systems for EU15 based on the 2008 crisis. (2016). Sager, Thomas ; Papadopoulos, Savas ; Stavroulias, Pantelis.
    In: Working Papers.
    RePEc:bog:wpaper:202.

    Full description at Econpapers || Download paper

  11. EUROPEAN ECONOMIES FACING THE GLOBAL FINANCIAL CRISIS: ARE EMERGING ECONOMIES MORE VULNERABLE THAN ADVANCED ONES?. (2016). Cimpoeru, Smaranda.
    In: Revista Economica.
    RePEc:blg:reveco:v:68:y:2016:i:2:p:69-85.

    Full description at Econpapers || Download paper

  12. Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander.
    In: Borradores de Economia.
    RePEc:bdr:borrec:931.

    Full description at Econpapers || Download paper

  13. Central Bank Design and Banking Supervision. (2016). Melecký, Martin ; Melecky, Martin ; Podpiera, Anca Maria.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1630.

    Full description at Econpapers || Download paper

  14. The interaction between monetary and macroprudential policy: Should central banks lean against the wind to foster macrofinancial stability?. (2015). Krug, Sebastian.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201508.

    Full description at Econpapers || Download paper

  15. Theory and Evidence on the Finance-Growth Relationship: The Virtuous and Unvirtuous Cycles. (2015). Lauretta, Eliana ; Chaudhry, Sajid ; Mullineux, Andy.
    In: MPRA Paper.
    RePEc:pra:mprapa:70613.

    Full description at Econpapers || Download paper

  16. Early warning indicators for banking crises: a conditional moments approach. (2015). Pirovano, Mara ; Ferrari, Stijn.
    In: MPRA Paper.
    RePEc:pra:mprapa:62406.

    Full description at Econpapers || Download paper

  17. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Hermansen, Mikkel.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1250-en.

    Full description at Econpapers || Download paper

  18. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1249-en.

    Full description at Econpapers || Download paper

  19. Financial Stress Indices and Financial Crises. (2015). Zigraiova, Diana ; Vermeulen, Robert ; Vašíček, Bořek ; Hoeberichts, Marco ; de Haan, Jakob ; Midkova, Kateina ; Vaiek, Boek.
    In: Open Economies Review.
    RePEc:kap:openec:v:26:y:2015:i:3:p:383-406.

    Full description at Econpapers || Download paper

  20. Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R. (2015). Zeugner, Stefan ; Feldkircher, Martin.
    In: Journal of Statistical Software.
    RePEc:jss:jstsof:v:068:i04.

    Full description at Econpapers || Download paper

  21. A global house of debt effect? Mortgages and post-crisis recessions in fifty economies. (2015). Zhang, LU ; Bezemer, Dirk.
    In: Research Report.
    RePEc:gro:rugsom:15009-gem.

    Full description at Econpapers || Download paper

  22. Evaluating the Information Value for Measures of Systemic Conditions. (2015). Sarlin, Peter ; Oet, Mikhail ; Ong, Stephen J ; Dooley, John ; Gramlich, Dieter.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1513.

    Full description at Econpapers || Download paper

  23. Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:24:y:2015:i:c:p:18-35.

    Full description at Econpapers || Download paper

  24. 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.

    Full description at Econpapers || Download paper

  25. Banking and currency crises: differential diagnostics for developed countries. (2015). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Midkova, Kateina ; Vaiek, Boek.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151810.

    Full description at Econpapers || Download paper

  26. Shifting horizons: assessing macro trends before, during, and following systemic banking crises. (2015). Schudel, Willem.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151766.

    Full description at Econpapers || Download paper

  27. Robust Signals for Banking Crises. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean Sbastien .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-14-00716.

    Full description at Econpapers || Download paper

  28. Leading indicators of financial stress: New evidence. (2015). Hoeberichts, Marco ; Vermeulen, Robert ; de Haan, Jakob.
    In: Working Papers.
    RePEc:dnb:dnbwpp:476.

    Full description at Econpapers || Download paper

  29. Financial stress indices and financial crises. (2015). Hoeberichts, Marco ; de Haan, Jakob.
    In: Working Papers.
    RePEc:dnb:dnbwpp:469.

    Full description at Econpapers || Download paper

  30. In the Quest of Measuring the Financial Cycle. (2015). Seidler, Jakub ; Plašil, Miroslav ; Konecny, Tomas ; Hlaváč, Petr ; Hlavac, Petr ; Plasil, Miroslav.
    In: Working Papers.
    RePEc:cnb:wpaper:2015/05.

    Full description at Econpapers || Download paper

  31. Monetary Policy Challenges in a Low-Inflation Environment. (2015). Babecký, Jan ; Andrle, Michal ; Baxa, Jaromir ; Filacek, Jan ; Bruha, Jan ; Mateju, Jakub ; Vasicek, Borek ; Solmaz, Serhat ; Claeys, Peter ; Kucharcukova, Oxana Babecka ; Plasil, Miroslav.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb13/2.

    Full description at Econpapers || Download paper

  32. Forecasting. (2015). Galuscak, Kamil ; Babecký, Jan ; Polansky, Jiri ; Tonner, Jaromir ; Bruha, Jan ; Kopriva, Frantisek ; Brazdik, Frantisek ; Humplova, Zuzana ; Havrlant, David ; Holub, Tomas ; Hledik, Tibor ; Franta, Michal ; Rusnak, Marek.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb13/1.

    Full description at Econpapers || Download paper

  33. Prédire les crises bancaires : un système d’alerte robuste. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean-Sebastien.
    In: Revue française d'économie.
    RePEc:cai:rferfe:rfe_153_0189.

    Full description at Econpapers || Download paper

  34. THE CREDIT‐TO‐GDP GAP AND COMPLEMENTARY INDICATORS FOR MACROPRUDENTIAL POLICY: EVIDENCE FROM THE UK: COMMENT. (2014). Borgy, Vladimir.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:19:y:2014:i:1:p:48-48.

    Full description at Econpapers || Download paper

  35. Predicting bank insolvency in the Middle East and North Africa. (2014). Calice, Pietro.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6969.

    Full description at Econpapers || Download paper

  36. Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies. (2014). Moder, Isabella ; Feldkircher, Martin ; Gruber, Thomas.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2014:i:3:b:1.

    Full description at Econpapers || Download paper

  37. Financial Instability and Money Velocity - Evidence from the Financial Crisis. (2014). Kapounek, Svatopluk ; Kralova, Jana.
    In: MENDELU Working Papers in Business and Economics.
    RePEc:men:wpaper:44_2014.

    Full description at Econpapers || Download paper

  38. Post-Crisis Credit Slowdown in South-East Europe – Return to Normality?. (2014). Jovanovic, Branimir ; Georgievska, Ljupka ; Hani, Egzona.
    In: Working Papers.
    RePEc:mae:wpaper:2014-01.

    Full description at Econpapers || Download paper

  39. Exchange market pressures during the financial crisis: A Bayesian model averaging evidence. (2014). Rusnák, Marek ; Horvath, Roman ; Feldkircher, Martin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:21-41.

    Full description at Econpapers || Download paper

  40. Early warning systems and systemic banking crises in low income countries: A multinomial logit approach. (2014). Leonida, Leone ; Caggiano, Giovanni ; Calice, Pietro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:258-269.

    Full description at Econpapers || Download paper

  41. Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?. (2014). Renne, Jean-Paul ; CLERC, Laurent ; Borgy, Vladimir.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150.

    Full description at Econpapers || Download paper

  42. Explaining the Czech interbank market risk premium. (2014). Gersl, Adam ; Leanovska, Jitka ; Gerl, Adam.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:4:p:536-551.

    Full description at Econpapers || Download paper

  43. Banking and Currency Crises: Differential Diagnostics for Developed Countries. (2014). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Smidkova, Katerina.
    In: Working Papers.
    RePEc:cnb:wpaper:2014/16.

    Full description at Econpapers || Download paper

  44. Macroprudential Research: Selected Issues. (2014). Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Komarkova, Zlatuse ; Kubicova, Ivana ; Hausenblas, Vaclav ; Vasicek, Borek ; Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb12/2.

    Full description at Econpapers || Download paper

  45. Stress-Testing Analyses of the Czech Financial System. (2014). Horvath, Roman ; Babecký, Jan ; Hlavac, Petr ; Gronychova, Marcela ; Komarek, Lubos ; Galuscak, Kamil ; Seidler, Jakub ; Gersl, Adam ; Komarkova, Zlatuse ; Konecny, Tomas ; Jakubik, Petr.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb12/1.

    Full description at Econpapers || Download paper

  46. Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2014). Nyholm, Juho ; Sarlin, Peter ; Laina, Patrizio.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2014_014.

    Full description at Econpapers || Download paper

  47. Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence. (2013). Rusnák, Marek ; Horvath, Roman ; Feldkircher, Martin.
    In: Working Papers.
    RePEc:ost:wpaper:332.

    Full description at Econpapers || Download paper

  48. Policy in adaptive financial markets—the use of systemic risk early warning tools. (2013). Oet, Mikhail ; Ong, Stephen J. ; Gramlich, Dieter.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1309.

    Full description at Econpapers || Download paper

  49. Macroeconomic Effects of Fiscal Policy. (2013). Galuscak, Kamil ; Babecký, Jan ; Rikovsky, Milan ; Franta, Michal ; Augusta, Vitezslav ; Libich, Jan ; Valenta, Vilem ; Babecky, Jan ; Ambrisko, Robert ; Rysanek, Jakub ; Hajkova, Dana ; Stehlik, Petr ; Kral, Petr ; Netusilova, Pavla ; Soukup, Pavel.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb11/2.

    Full description at Econpapers || Download paper

  50. Exchange market pressures during the financial crisis : A Bayesian model averaging evidence. (2013). Feldkircher, Martin ; Rusnak, Marek.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2013_011.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 05:56:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.