1. The systemic risk of European banks during the financial and sovereign debt crises. (2016). Correa, Ricardo ; Black, Lamont ; Zhou, Hao ; Huang, Xin.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:63:y:2016:i:c:p:107-125.

   Full description at Econpapers || Download paper

2. The systemic risk of European banks during the financial and sovereign debt crises. (2013). Zhou, Hao ; Correa, Ricardo ; Huang, Xin ; Black, Lamont .
   In: International Finance Discussion Papers.
   RePEc:fip:fedgif:1083.

   Full description at Econpapers || Download paper

3. Systemic Risk Contributions. (2012). Zhou, Hao ; Huang, Xin ; Zhu, Haibin.
   In: Journal of Financial Services Research.
   RePEc:kap:jfsres:v:42:y:2012:i:1:p:55-83.

   Full description at Econpapers || Download paper

4. How did a domestic housing slump turn into a global financial crisis?. (2012). DeMarco, Laurie Pounder ; Kamin, Steven B..
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:31:y:2012:i:1:p:10-41.

   Full description at Econpapers || Download paper

5. Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis. (2012). Zhou, Hao ; Huang, Xin ; Zhu, Haibin .
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:8:y:2012:i:3:p:193-205.

   Full description at Econpapers || Download paper

6. Systemic risk contributions. (2011). Zhou, Hao ; Zhu, Haibin ; Huang, Xin.
   In: Finance and Economics Discussion Series.
   RePEc:fip:fedgfe:2011-08.

   Full description at Econpapers || Download paper

7. Macro-Financial Links and Monetary Policy Management. (2010). Maskay, Nephil Matangi .
   In: Research Studies.
   RePEc:sea:rstudy:rp78.

   Full description at Econpapers || Download paper

8. Financial sector amplification and credit cycles in New Zealand. (2010). Munro, Anella ; Craigie, Rebecca.
   In: Reserve Bank of New Zealand Bulletin.
   RePEc:nzb:nzbbul:june2010:3.

   Full description at Econpapers || Download paper

9. Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis. (2010). Zhou, Hao ; Zhu, Haibin ; Huang, Xin.
   In: BIS Working Papers.
   RePEc:bis:biswps:296.

   Full description at Econpapers || Download paper

10. The international financial crisis: timeline, impact and policy responses in Asia and the Pacific. (2010). Filardo, Andrew ; Wooldridge, Philip ; Loretan, Mico ; George, Jason ; Yetman, James ; Shim, Ilhyock ; Zhu, Haibin ; Munro, Anella.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:52-03.

    Full description at Econpapers || Download paper

11. Impacts of Financial Factors on Thailands Business Cycle Fluctuations. (2009). Pongpaichet, Paiboon ; Ruenbanterng, Tanawat ; Tanboon, Surach ; Piamchol, Suchot .
    In: Working Papers.
    RePEc:bth:wpaper:2009-01.

    Full description at Econpapers || Download paper

1. Agrawal, Deepak, Navneet Arora, and Jeffrey Bohn (2004), âParsimony in practice: An EDFbased model of credit spreads,â Manuscript, Moodyâs KMV (Jan.). Amato, Jeffrey D. and Eli M. Remolona (2005), âThe pricing of unexpected credit losses,â BIS Working Papers No. 190 (Nov.). Bai, Jushan, Chihwa Kao, and Serena Ng (2009), âPanel cointegration with global stochastic trends,â Journal of Econometrics 149/1 (Apr.), pp. 82â99.

2. Berndt, Antje, Rohan Douglas, Darrell Duffie, Mark Ferguson, and David Schranz (2008), âMeasuring default risk premia from default swap rates and EDFs,â Manuscript, Tepper School of Business, Carnegie Mellon University (July).
   Paper not yet in RePEc: Add citation now
   

3. Breitung, JÃrg and Samarjit Das (2008), âTesting for unit roots in panels with a factor structure,â Econometric Theory 24/1 (Feb.), pp. 88â108.

4. Brunnermeier, Markus K. (2009), âDeciphering the liquidity and credit crunch 2007â08,â Journal of Economic Perspectives 23/1 (Winter), pp. 77â100.
   Paper not yet in RePEc: Add citation now
   

5. Driessen, Joost (2005), âIs default event risk priced in corporate bonds?,â Review of Financial Studies 18/1 (Spring), pp. 165â195.

6. Gengenbach, Christian, Franz C. Palm, and Jean-Pierre Urbain (2005), âPanel cointegration testing in the presence of common factors.â Manuscript, Department of Quantitative Economics, University of Maastricht (Nov.). Goldman Sachs (2007), âThe sub-prime issue: a global assessment of losses, contagion and strategic implications,â November 20.

7. Gorton, Gary (2009), âSlapped in the face by the invisible hand: banking and the panic of 2007,â Yale University and NBER (April), prepared for the Federal Reserve Bank of Atlantaâs 2009 Financial Markets Conference: Financial Innovation and Crisis, May 11â13, 2009.
   Paper not yet in RePEc: Add citation now
   

8. Goyal, Amit, Christophe PÃrignon, and Christophe Villa (2008), âHow common are common return factors across the NYSE and Nasdaq?â Journal of Financial Economics 90/3 (Dec.) pp. 252â271.

9. Greenlaw, David, Jan Hatzius, Anil K. Kashyap, and Hyun Song Shin (2008), âLeveraged losses: lessons from the mortgage market meltdown,â U.S. Monetary Policy Forum Report No. 2 (Feb.). Granger, Clive W. J. and Paul Newbold (1974), âSpurious regressions in econometrics,â Journal of Econometrics 2/2 (July), pp. 111â120.

10. IMF (2009), Global Financial Stability Report: Responding to the Financial Crisis and Measuring Systemic Risks (April 2009). Washington DC: International Monetary Fund.
    Paper not yet in RePEc: Add citation now
    

11. Levin, Andrew, Chien-Fu Lin, and Chia-Shang James Chu (2002), âUnit roots in panel data: Asymptotic and finite-sample properties,â Journal of Econometrics 108/1 (May), pp. 1â24.

12. Levy, Amnon (2008), âAn overview of modeling credit portfolios,â Manuscript, Moodyâs KMV (Feb.). Longstaff, Francis A., Jun Pan, Lasse H. Pedersen and Kenneth J. Singleton (2008), âHow sovereign is sovereign credit risk?â Manuscript, Anderson School of Business, UCLA (Apr.). Phillips, Peter C. B. (1986), âUnderstanding spurious regressions in econometrics,â Journal of Econometrics 33/3 (Dec.), pp. 311â340.

13. Pedroni, Peter (2004),âPanel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis,â Econometric Theory 20/3 (June), pp. 597â625.

14. Vasicek, Oldrich A. (1984), âCredit valuation,â Manuscript, Moodyâs KMV (Mar.). Zhang, Jing, Fanlin Zhu, and Joseph Lee (2008), âAsset correlation, realized default correlation, and portfolio credit risk,â Manuscript, Moodyâs KMV(March).
    Paper not yet in RePEc: Add citation now
    

1. Monetary Policy, External Shocks and Economic Growth Dynamics in East Africa: An S-VAR Model. (2022). Ogujiuba, Kanayo ; Maredza, Andrew ; Olamide, Ebenezer.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:6:p:3490-:d:772518.

   Full description at Econpapers || Download paper

2. The role of temperature for seasonal market integration: a case study of poultry in Iran. (2022). Loy, Jens Peter ; Bittmann, Thomas ; Zamani, Omid.
   In: Australian Journal of Agricultural and Resource Economics.
   RePEc:bla:ajarec:v:66:y:2022:i:1:p:187-215.

   Full description at Econpapers || Download paper

3. To VaR, or Not to VaR, That is the Question. (2021). Olkhov, Victor.
   In: MPRA Paper.
   RePEc:pra:mprapa:105458.

   Full description at Econpapers || Download paper

4. To VaR, or Not to VaR, That is the Question. (2021). Olkhov, Victor.
   In: Papers.
   RePEc:arx:papers:2101.08559.

   Full description at Econpapers || Download paper

5. Tourism and inequality in per capita water availability: is the linkage sustainable?. (2020). Sinha, Avik ; Balsalobre-Lorente, Daniel ; Driha, Oana.
   In: MPRA Paper.
   RePEc:pra:mprapa:100093.

   Full description at Econpapers || Download paper

6. Product differentiation and cost pass‐through: industry‐wide versus firm‐specific cost shocks. (2020). Anders, Sven ; Loy, Jenspeter ; Bittmann, Thomas.
   In: Australian Journal of Agricultural and Resource Economics.
   RePEc:bla:ajarec:v:64:y:2020:i:4:p:1184-1209.

   Full description at Econpapers || Download paper

7. Speed of Reversion of Deviations of the Purchasing Power Parity for Brazilian Cities. (2018). de Sousa, Felipe ; Arruda, Elano Ferreira ; Ferreira, Roberto Tatiwa.
   In: Revista Brasileira de Economia - RBE.
   RePEc:fgv:epgrbe:v:72:y:2018:i:1:a:31837.

   Full description at Econpapers || Download paper

8. Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries. (2017). BEN AISSA, Mohamed ; kahia, montassar ; Charfeddine, Lanouar ; Lanouar, Charfeddine .
   In: Renewable and Sustainable Energy Reviews.
   RePEc:eee:rensus:v:71:y:2017:i:c:p:127-140.

   Full description at Econpapers || Download paper

9. A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen.
   In: Papers.
   RePEc:arx:papers:1710.02944.

   Full description at Econpapers || Download paper

10. How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:32-48.

    Full description at Econpapers || Download paper

11. Impact of renewable and non-renewable energy consumption on economic growth: New evidence from the MENA Net Oil Exporting Countries (NOECs). (2016). BEN AISSA, Mohamed ; kahia, montassar ; Charfeddine, Lanouar.
    In: Energy.
    RePEc:eee:energy:v:116:y:2016:i:p1:p:102-115.

    Full description at Econpapers || Download paper

12. How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy .
    In: BIS Working Papers.
    RePEc:bis:biswps:541.

    Full description at Econpapers || Download paper

13. Effects of Climate Change on Food Expenditures of Rural Households in Iran. (2016). Karbasi, Ali Reza ; Sayyadi, Chiman.
    In: International Journal of Agricultural Management and Development (IJAMAD).
    RePEc:ags:ijamad:262556.

    Full description at Econpapers || Download paper

14. COST PASS-THROUGH IN DIFFERENTIATED PRODUCT MARKETS: A DISAGGREGATED STUDY FOR MILK AND BUTTER. (2014). Glauben, Thomas ; Steinhagen, Carsten ; Holm, Thore ; Loy, Jens-Peter.
    In: 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France.
    RePEc:ags:aesc14:169762.

    Full description at Econpapers || Download paper

15. Lessons from a Decade of IPS and LLC. (2013). Westerlund, Joakim ; Breitung, Jörg.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:547-591.

    Full description at Econpapers || Download paper

16. Dynamic central bank independence indices and inflation rate: A new empirical exploration. (2013). Romelli, Davide ; Arnone, Marco .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:3:p:385-398.

    Full description at Econpapers || Download paper

17. Does growth cause structural change, or is it the other way around? A dynamic panel data analysis for seven OECD countries. (2012). Dietrich, Andreas.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:3:p:915-944.

    Full description at Econpapers || Download paper

18. Convergence of real per capita GDP within COMESA countries: A panel unit root evidence. (2012). Hoarau, Jean-François ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:49:y:2012:i:1:p:53-71.

    Full description at Econpapers || Download paper

19. Convergence of real per capita GDP within COMESA countries: A panel unit root evidence. (2012). Hoarau, Jean-François ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-00956938.

    Full description at Econpapers || Download paper

20. Leverage and Mortgage Foreclosures. (2011). Kau, James ; Keenan, Donald ; Smurov, Alexey .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:4:p:393-415.

    Full description at Econpapers || Download paper

21. Club-convergence and polarization of states: A nonparametric analysis of post-reform India. (2011). Jha, Debajit ; Kateja, Alpana ; Kar, Sabyasachi .
    In: Indian Growth and Development Review.
    RePEc:eme:igdrpp:v:4:y:2011:i:1:p:53-72.

    Full description at Econpapers || Download paper

22. Downside risk and the size of credit spreads. (2011). Keswani, Aneel ; Gemmill, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:2021-2036.

    Full description at Econpapers || Download paper

23. Cross-sectional dependence robust block bootstrap panel unit root tests. (2011). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:163:y:2011:i:1:p:85-104.

    Full description at Econpapers || Download paper

24. The nature of regional unemployment in Italy. (2010). Lanzafame, Matteo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:3:p:877-895.

    Full description at Econpapers || Download paper

25. Does the nominal exchange rate regime affect the real interest parity condition?. (2010). Dreger, Christian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:21:y:2010:i:3:p:274-285.

    Full description at Econpapers || Download paper

26. Regional convergence of growth, inequality and poverty in India--An empirical study. (2010). Das, Samarjit ; Sinha, Gouranga ; Mitra, Tushar K..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1054-1060.

    Full description at Econpapers || Download paper

27. Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market. (2010). Remolona, Eli ; Loretan, Mico ; Kim, Don H..
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:21:y:2010:i:3:p:314-326.

    Full description at Econpapers || Download paper

28. Credit ratings in structured finance and the role of systemic risk. (2010). Violi, Roberto.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_774_10.

    Full description at Econpapers || Download paper

29. An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil. (2010). Guazzarotti, Giovanni ; Di Cesare, Antonio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_749_10.

    Full description at Econpapers || Download paper

30. Testing for cointegration in high-dimensional systems. (2009). Cubadda, Gianluca ; Breitung, Jörg.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:148.

    Full description at Econpapers || Download paper

31. Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse. (2009). Gann, Philipp .
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:10582.

    Full description at Econpapers || Download paper

32. Myths and Facts about Panel Unit Root Tests. (2009). Westerlund, Joakim ; Breitung, Jörg.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0380.

    Full description at Econpapers || Download paper

33. Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?. (2009). Hoarau, Jean-François ; Darné, Olivier ; CHARLES, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00422522.

    Full description at Econpapers || Download paper

34. Panel cointegration with global stochastic trends. (2009). Ng, Serena ; Kao, Chihwa ; Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:149:y:2009:i:1:p:82-99.

    Full description at Econpapers || Download paper

35. Contagion and Risk in the Amplification of Crisis : Evidence from Asian Names in the CDS Market. (2009). Remolona, Eli ; Loretan, Mico ; Kim, Don H..
    In: EABER Working Papers.
    RePEc:eab:wpaper:22861.

    Full description at Econpapers || Download paper

36. Linking credit risk premia to the equity premium. (2008). Kaserer, Christoph ; Berg, Tobias.
    In: CEFS Working Paper Series.
    RePEc:zbw:cefswp:200801.

    Full description at Econpapers || Download paper

37. Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests. (2008). Urbain, Jean-Pierre ; Smeekes, Stephan ; Palm, Franz.
    In: Research Memorandum.
    RePEc:unm:umamet:2008048.

    Full description at Econpapers || Download paper

38. On PPP, unit roots and panels. (2008). Wagner, Martin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:35:y:2008:i:2:p:229-249.

    Full description at Econpapers || Download paper

39. Combination notes: market segmentation and equity transfer. (2008). Schaber, Albert.
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:7956.

    Full description at Econpapers || Download paper

40. Der Internal Capital Adequacy Assessment Process als regulatorischer Treiber eines aktiven Kreditportfoliomanagements. (2008). Gann, Philipp .
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:4831.

    Full description at Econpapers || Download paper

41. Einflussfaktoren auf den Credit Spread von Unternehmensanleihen. (2008). Laut, Amelie ; Gann, Philipp .
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:4231.

    Full description at Econpapers || Download paper

42. Combination notes: market segmentation and equity transfer. (2008). Schaber, Albert.
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:4151.

    Full description at Econpapers || Download paper

43. A ratings-based approach to measuring sovereign risk. (2008). Wu, Eliza ; Scatigna, Michela ; Remolona, Eli.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:1:p:26-39.

    Full description at Econpapers || Download paper

44. Factor-augmented Error Correction Models. (2008). Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Papers.
    RePEc:igi:igierp:335.

    Full description at Econpapers || Download paper

45. Factor-augmented Error Correction Models. (2008). Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6707.

    Full description at Econpapers || Download paper

46. Panel Unit Root Tests in the Presence of a Multifactor Error Structure. (2008). Yamagata, Takashi ; Smith, L. Vanessa ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2193.

    Full description at Econpapers || Download paper

47. Panel Cointegration with Global Stochastic Trends. (2007). Ng, Serena ; Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:90.

    Full description at Econpapers || Download paper

48. The pricing of risk in European credit and corporate bond markets. (2007). Obreja, Iulian ; Berndt, Antje.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007805.

    Full description at Econpapers || Download paper

49. Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?. (2007). girardin, eric ; Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp746.

    Full description at Econpapers || Download paper

50. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1548.

    Full description at Econpapers || Download paper

51. The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0529.

    Full description at Econpapers || Download paper

53. Too much cocited documents. This list is not complete

Report date: 2024-11-05 04:34:23 || Create a citation alert || Missing content? Let us know