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DateTitle Authors
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
2014 Has the relationship between market and model CDS price changed during the EMU debt crisis?Buzková, Petra
2014 Lessons from the European financial crisisPagano, Marco
2012 How aid supply responds to economic crises: A panel VAR approachGravier-Rymaszewska, Joanna

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