create a website

Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan.
In: Working Papers.
RePEc:pre:wpaper:202401.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 41

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

    This document has not been cited yet.

References

References cited by this document

  1. Adrian, T., Boyarchenko, N., and Giannone, D. (2019). Vulnerable growth. American Economic Review, 109(4), 1263–1289.
    Paper not yet in RePEc: Add citation now
  2. Adrian, T., Grinberg, F., Liang, N., Malik, S., and Yu, J. (2022). The term structure of growth-at-risk. American Economic Journal: Macroeconomics, 14(3), 283–323.

  3. Antonakakis, N., Chatziantoniou, I., and Gabauer, D. (2020). A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification. The Annals of Regional Science, 66(2), 279–307.
    Paper not yet in RePEc: Add citation now
  4. Apergis, N., Simo-Kengne, B.D., Gupta, R., and Chang, T. (2015). The dynamic relationship between house prices and output: evidence from US metropolitan areas. International Journal of Strategic Property Management, 19(4), 336–345.
    Paper not yet in RePEc: Add citation now
  5. Arias, M.A., Gascon, C.S., and Rapach, D.E. (2016). Metro business cycles. Journal of Urban Economics, 94(C), 90–108.

  6. Balcilar, M., Bouri, E., Gupta, R., and Kyei, C.K. (2021). High-frequency predictability of housing market movements of the United States: The role of economic sentiment. Journal of Behavioral Finance, 22(4), 490–498.

  7. Balcilar, M., Gupta, R., and Miller, S.M. (2014). Housing and the Great Depression.

  8. Barigozzi, M., Hallin, M., Soccorsi, S. and von Sachs, R. (2021). Time-varying general dynamic factor models and the measurement of financial connectedness. Journal of Econometrics, 222(1), 324–343.

  9. Bork, L., Møller, S.V., and Pedersen, T.Q. (2020). A new index of housing sentiment.

  10. Case, K.E., Shiller, R.J., and Thompson, A.K. (2012). What have they been thinking? Home buyer behavior in hot and cold markets. Brookings Papers on Economic Activity, 2012(1), 265–315.

  11. Cepni, O. (2023). Fifty shades of the US States: How news media coverage drives house prices. Copenhagen Business School, Mimeo.
    Paper not yet in RePEc: Add citation now
  12. Cepni, O., and Khorunzhina, N. (2023). Geography of housing sentiment over business cycles. Available at SSRN: https://ssrn.com/abstract=4350783.
    Paper not yet in RePEc: Add citation now
  13. CFNAI 1980 1990 2000 2010 2020 -30 0 20 GDP Time Figure 3: Predictors 1980 1990 2000 2010 2020 0.5 1.5 hpr_conn_short 1980 1990 2000 2010 2020 5 15 hpr_conn_long 1980 1990 2000 2010 2020 1 3 hsi_conn_short 1980 1990 2000 2010 2020 20 80 hsi_conn_long 1980 1990 2000 2010 2020 2 6 10 hai_conn_short 1980 1990 2000 2010 2020 50 200 hai_conn_long 1980 1990 2000 2010 2020 60 80 Pearson_hpr 1980 1990 2000 2010 2020 75 90 Spearman_hpr 1980 1990 2000 2010 2020 75 85 95 Kendall_hpr 1980 1990 2000 2010 2020 93 96 99 Pearson_hsi 1980 1990 2000 2010 2020 93 96 99 Spearman_hsi 1980 1990 2000 2010 2020 88 94 Kendall_hsi 1980 1990 2000 2010 2020 65 80 95 Pearson_hai 1980 1990 2000 2010 2020 65 80 95 Spearman_hai 1980 1990 2000 2010 2020 50 70 90 Kendall_hai Figure 4: Control Variable 1980 1990 2000 2010 2020 -1 0 1 2 3
    Paper not yet in RePEc: Add citation now
  14. Chowdhury, S.R., Gupta, K., and Tzeremes, P. (2023). US housing prices and the transmission mechanism of connectedness. Finance Research Letters, 58 (Part D), 104636.

  15. Christiansen, C., Eriksen, J.N., and Møller, S.V. (2019). Negative house price co-movements and US recessions. Regional Science and Urban Economics, 77(C), 382–394.

  16. Del Negro, M., and Otrok, C. (2007). 99 Luftballons: monetary policy and the house price boom across US states. Journal of Monetary Economics, 54(7), 1962–1985.

  17. Diebold, F.X. and Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. Economic Journal, 119(534), 158–171.

  18. Diebold, F.X. and Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57– 66.

  19. Diebold, F.X. and Yilmaz, K. (2014). On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal of Econometrics, 182(1), 119–134.

  20. Diebold, F.X., and Mariano, R.S. (1995). Comparing predictive accuracy. Journal of Business and Economic Statistics, 13(3), 253–263.

  21. Emirmahmutoglu, F., Balcilar, M., Apergis, N., Simo-Kengne, B.D., Chang, T., and Gupta, R. (2016). Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. Regional Studies, 50(10), 1728–1741.
    Paper not yet in RePEc: Add citation now
  22. Figure 1: Aggregate Data 1980 1990 2000 2010 2020 -0.01 0.01 0.03 NHPR 1980 1990 2000 2010 2020 -0.10 0.00 0.10 NHSI 1980 1990 2000 2010 2020 -0.30 -0.15 0.00 NHAI Figure 2: Measures of Economic Activity 1980 1990 2000 2010 2020 -15 -5 5
    Paper not yet in RePEc: Add citation now
  23. Gabauer, D. Chatziantoniou, I., and Stenfors, A. (2023). Model-free connectedness measures. Finance Research Letters, 54(1), 103804.

  24. Gabauer, D., Gupta, R., Marfatia, H.A., and Miller, S.M. (2024). Estimating US housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and Ridge vector autoregressive models. International Review of Economics and Finance, 89(Part B), 349–362.
    Paper not yet in RePEc: Add citation now
  25. Glaeser, E.L., Gyourko, J., Morales, E., and Nathanson, C.G. (2014). Housing dynamics: An urban approach. Journal of Urban Economics, 81(C), 45–56.

  26. Gupta, R., Ma, J., Theodoridis, K., and Wohar, M.E. (2023). Is there a national housing market bubble brewing in the United States? Macroeconomic Dynamics, 27(8), 2191– 2228.
    Paper not yet in RePEc: Add citation now
  27. Harvey, D., Leybourne, S., and Newbold, P. (1997). Testing the equality of prediction mean squared errors. International Journal of Forecasting, 13(2), 281–291.

  28. Hernández-Murillo, R., Owyang, M.T., and Rubio, M. (2017). Clustered housing cycles. Regional Science and Urban Economics, 66(C), 185–197.

  29. Koop, G., McIntyre, S., Mitchell, J., and Poon, A. (2023). Reconciled Estimates of Monthly GDP in the US. Journal of Business and Economic Statistics, 41(2), 563–577.

  30. Koop, G., Pesaran, M.H., and Potter, S.M. (1996). Impulse response analysis in nonlinear multivariate models. Journal of Econometrics, 74(1), 119–147.

  31. Leamer, E.E. (2007). Housing is the business cycle. Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 149–233.
    Paper not yet in RePEc: Add citation now
  32. Leamer, E.E. (2015). Housing really is the business cycle: What survives the lessons of 2008–09? Journal of Money, Credit and Banking, 47(S1), 43–50.

  33. Management Science, 66(4), 1563–1583 Case, K.E., and Shiller, R.J. (2003). Is there a bubble in the housing market? Brookings Papers on Economic Activity, 2003(2), 299–362.

  34. Mian, A., and Sufi, A. (2014). What explains the 2007 − 2009 drop in employment? Econometrica, 82(6), 2197–2223.
    Paper not yet in RePEc: Add citation now
  35. Nyakabawo, W.V., Miller, S.M., Balcilar, M., Das, S. and Gupta, R. (2015). Temporal causality between house prices and output in the U.S.: A bootstrap rolling-window approach. North American Journal of Economics and Finance, 33(C), 55–73.

  36. Payne, J.E., and Sun, X. (2023). Time-varying connectedness of metropolitan housing markets. Real Estate Economics, 51(2), 470–502.

  37. Pesaran, H.H. and Shin, Y. (1998). Generalized impulse response analysis in linear multivariate models. Economics Letters, 58(1), 17–29.

  38. Piazzesi, M., and Schneider, M. (2016). Housing and Macroeconomics. In Handbook of Macroeconomics, Volume 2, Edited by: John B. Taylor and Harald Uhlig, Chapter 19, 1547–1640, Elsevier, Amsterdam, The Netherlands.

  39. Rossi, B. (2014). Density forecasts in economics and policymaking. Els Opuscles del The Centre de Recerca en Economia Internacional (CREI). Available at: https://www.crei. cat/wp-content/uploads/opuscles/140929110100_ENG_ang_37.pdf.
    Paper not yet in RePEc: Add citation now
  40. Shiller, R.J. (2015). Irrational exuberance. Princeton University Press, Princeton, USA.

  41. Shiller, R.J., and Thompson, A.K. (2022). What Have They Been Thinking? Home Buyer Behavior in Hot and Cold Markets: A Ten-Year Retrospect. Brookings Papers on Economic Activity, 2022(1), 307–366.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Quantile-Covariance Three-Pass Regression Filter. (2025). Lee, Tae-Hwy ; Chavez-Lopez, Pedro Isaac.
    In: Working Papers.
    RePEc:ucr:wpaper:202501.

    Full description at Econpapers || Download paper

  2. Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai.
    In: Empirical Economics.
    RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

    Full description at Econpapers || Download paper

  3. Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1.

    Full description at Econpapers || Download paper

  4. Central bank independence and inflation tail risks—Evidence from emerging markets. (2025). Pienknagura, Samuel ; Jácome, Luis ; Jcome, Luis I.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000208.

    Full description at Econpapers || Download paper

  5. Foreign exchange intervention and capital flow measures under external tail risks. (2025). Pienknagura, Samuel ; Magud, Nicolas.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:65:y:2025:i:c:s1566014124001407.

    Full description at Econpapers || Download paper

  6. Is growth at risk from natural disasters ? Evidence from quantile local projections. (2025). Daher, Nabil.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2025-9.

    Full description at Econpapers || Download paper

  7. Financial Constraints and the Micro Origins of Aggregate Equity Shocks in Capital Markets. (2025). König, Tobias ; Knig, Tobias.
    In: CRC TR 224 Discussion Paper Series.
    RePEc:bon:boncrc:crctr224_2025_675.

    Full description at Econpapers || Download paper

  8. Whos at Risk? Effects of Inflation on Unemployment Risk. (2025). Ahn, Hie Joo ; Nguyen, Lam.
    In: Papers.
    RePEc:arx:papers:2505.05757.

    Full description at Econpapers || Download paper

  9. Scenario Synthesis and Macroeconomic Risk. (2025). Giannone, Domenico ; Luciani, Matteo ; Adrian, Tobias ; West, Mike.
    In: Papers.
    RePEc:arx:papers:2505.05193.

    Full description at Econpapers || Download paper

  10. Regressions under Adverse Conditions. (2025). Hoga, Yannick ; Dimitriadis, Timo.
    In: Papers.
    RePEc:arx:papers:2311.13327.

    Full description at Econpapers || Download paper

  11. Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

    Full description at Econpapers || Download paper

  12. Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

    Full description at Econpapers || Download paper

  13. Holding the economy by the tail: analysis of short- and long-run macroeconomic risks. (2024). Libich, Jan ; Franta, Michal.
    In: Empirical Economics.
    RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02514-7.

    Full description at Econpapers || Download paper

  14. Investigating the non-linear impacts of seven types of natural disasters on inbound tourism: Insights from the EM-DAT database. (2024). Sahli, Mondher ; Biardeau, Lopold T.
    In: Tourism Economics.
    RePEc:sae:toueco:v:30:y:2024:i:4:p:900-923.

    Full description at Econpapers || Download paper

  15. Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph.
    In: Working Papers.
    RePEc:ptu:wpaper:w202414.

    Full description at Econpapers || Download paper

  16. Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:pre:wpaper:202401.

    Full description at Econpapers || Download paper

  17. Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk. (2024). Manuel, Ed ; Lloyd, Simon ; Panchev, Konstantin.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00199-7.

    Full description at Econpapers || Download paper

  18. One Shock, Many Policy Responses. (2024). Sgherri, Silvia ; Mano, Rui.
    In: Open Economies Review.
    RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09730-9.

    Full description at Econpapers || Download paper

  19. Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:148:y:2024:i:c:s026156062400158x.

    Full description at Econpapers || Download paper

  20. China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

    Full description at Econpapers || Download paper

  21. 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.

    Full description at Econpapers || Download paper

  22. Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

    Full description at Econpapers || Download paper

  23. Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

    Full description at Econpapers || Download paper

  24. Assessing time-varying risk in China’s GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei.
    In: Economics Letters.
    RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x.

    Full description at Econpapers || Download paper

  25. Monetary policy and growth-at-risk: the role of institutional quality. (2024). Emter, Lorenz ; Moura, Afonso S ; Zorell, Nico ; Setzer, Ralph.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20242989.

    Full description at Econpapers || Download paper

  26. Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20242981.

    Full description at Econpapers || Download paper

  27. Granular shocks to corporate leverage and the macroeconomic transmission of monetary policy. (2024). Holm-Hadulla, Federic ; Thurwachter, Claire.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20242891.

    Full description at Econpapers || Download paper

  28. Growth at risk from climate change. (2024). Kiley, Michael.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1134-1151.

    Full description at Econpapers || Download paper

  29. Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel.
    In: Working Papers.
    RePEc:awi:wpaper:0750.

    Full description at Econpapers || Download paper

  30. Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco.
    In: Papers.
    RePEc:arx:papers:2211.16121.

    Full description at Econpapers || Download paper

  31. Tests of no cross-sectional error dependence in panel quantile regressions. (2023). Rodrigues, Paulo ; Demetrescu, Matei ; Hosseinkouchack, Mehdi.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:1041.

    Full description at Econpapers || Download paper

  32. A house prices at risk approach for the German residential real estate market. (2023). Hafemann, Lucas.
    In: Technical Papers.
    RePEc:zbw:bubtps:283351.

    Full description at Econpapers || Download paper

  33. The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2023145.

    Full description at Econpapers || Download paper

  34. Impact of macroprudential policy on economic growth in Indonesia: a growth-at-risk approach. (2023). Maran, Raluca.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:13:y:2023:i:3:d:10.1007_s40822-023-00236-w.

    Full description at Econpapers || Download paper

  35. The mean reversion/persistence of financial cycles: Empirical evidence for 24 countries worldwide. (2023). Skare, Marinko ; Qin, Yong ; Fan, Xuecheng ; Lv, Shengnan ; Xu, Zeshui.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:18:y:2023:i:1:p:11-47.

    Full description at Econpapers || Download paper

  36. The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001717.

    Full description at Econpapers || Download paper

  37. Unobserved components model estimates of credit cycles: Tests and predictions. (2023). Hessler, Andrew.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000207.

    Full description at Econpapers || Download paper

  38. Global energy market connectedness and inflation at risk. (2023). Zheng, Tingguo ; Ye, Shiqi ; Gong, LU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  40. Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis. (2023). Górajski, Mariusz ; Kuchta, Zbigniew ; Gorajski, Mariusz.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000451.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  43. Tails of Foreign Exchange-at-Risk (FEaR). (2023). Ostry, Daniel.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2343.

    Full description at Econpapers || Download paper

  44. The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2023). Manuel, Ed ; Lloyd, Simon ; Fernandez-Gallardo, Alvaro.
    In: Bank of England working papers.
    RePEc:boe:boeewp:1027.

    Full description at Econpapers || Download paper

  45. Fiscal Policy Regimes in Resource-Rich Economies. (2023). Thorsrud, Leif ; Lorusso, Marco ; Casarin, Roberto ; Bjørnland, Hilde ; Labonne, Paul.
    In: Working Papers.
    RePEc:bny:wpaper:0125.

    Full description at Econpapers || Download paper

  46. The global financial cycle and macroeconomic tail risks. (2022). Schüler, Yves ; Prieto, Esteban ; Emter, Lorenz ; Schuler, Yves ; Metiu, Norbert ; Beutel, Johannes.
    In: Discussion Papers.
    RePEc:zbw:bubdps:432022.

    Full description at Econpapers || Download paper

  47. Cross-Sectional Error Dependence in Panel Quantile Regressions. (2022). Rodrigues, Paulo ; Demetrescu, Matei ; Hosseinkouchack, Mehdi.
    In: Working Papers.
    RePEc:ptu:wpaper:w202213.

    Full description at Econpapers || Download paper

  48. Specification Choices in Quantile Regression for Empirical Macroeconomics. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers.
    RePEc:fip:fedcwq:94690.

    Full description at Econpapers || Download paper

  49. The riskiness of credit allocation and financial stability. (2022). Brandao Marques, Luis ; Chen, Qianying ; Xie, Peichu ; Brando-Marques, Luis ; Vandenbussche, Jerome ; Raddatz, Claudio.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:51:y:2022:i:c:s104295732200033x.

    Full description at Econpapers || Download paper

  50. Under pressure: market conditions and stress. (2022). Hördahl, Peter ; Aldasoro, Iñaki ; Zhu, Sonya ; Hordahl, Peter.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:2209c.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 12:55:52 || 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.