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DateTitle Authors
2010 Eine effektive Alternative zur Leverage RatioKellermann, Kersten / Schlag, Carsten-Henning
2013 The 'Celtic crisis': Guarantees, transparency and systemic liquidity riskKönig, Philipp / Anand, Kartik / Heinemann, Frank
2012 Does the buck stop here? A comparison of withdrawals from money market mutual funds with floating and constant share pricesWitmer, Jonathan
2013 A semiparametric early warning model of financial stress eventsChristensen, Ian / Li, Fuchun
2010 Identifying VARs through heterogeneity: An application to bank runsDe Graeve, Ferre / Karas, Alexei
2013 Bank lending procyclicality and credit quality during financial crisesCaporale, Guglielmo Maria / Di Colli, Stefano / Lopez, Juan Sergio
2012 The European Commission's scoreboard of macroeconomic imbalances: The impact of preferences on an early warning systemKnedlik, Tobias
2014 Systemic event prediction by early warning systemZigraiova, Diana / Jakubík, Petr
2014 Cocos, Contagion and Systemic RiskChan, Stephanie / van Wijnbergen, Sweder
2014 Ailing mothers, healthy daughters? Contagion in the Central European banking sectorFiala, Tomáš / Havránek, Tomáš

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