ESRB Working Paper Series, European Systemic Risk Board (ESRB)

ISSN: 2467-0677

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153
Year of PublicationTitleAuthor(s)
2025Riding the rate wave: Interest rate and run risks in euro area banks during the 2022-2023 monetary cycleRice, Jonathan; Guerrini, Giulia Maria
2025Price dislocations: Insights from trade repository dataMenkveld, Albert J.; Saru, Ion Lucas; Yu, Shihao
2025Digitalisation, social media and bank deposit dynamics: Evidence from the recent euro area monetary tighteningGiuliana, Raffaele; Panfilo, Matteo; Peltonen, Tuomo
2024Public money as a store of value, heterogeneous beliefs and banks: Implications of CBDCMuñoz, Manuel A.; Soons, Oscar
2024Fund-level FX hedging reduxBräuer, Leonie; Hau, Harald
2024Mitigating fragility in open-ended investment funds: The role of redemption restrictionsMolestina Vivar, Luis
2024Microstructure implications of ETF arbitrage with custom basketsKörükmez, Berke
2024The market liquidity of interest rate swapsBoudiaf, Ismael Alexander; Frieden, Immo; Scheicher, Martin
2023The externalities of fire sales: Evidence from collateralized loan obligationsKundu, Shohini
2023Quantitative easing, accounting and prudential frameworks, and bank lendingOrame, Andrea; Ramcharan, Rodney; Robatto, Roberto
2023Financial fragility in open-ended mutual funds: The role of liquidity management toolsDunne, Peter G.; Emter, Lorenz; Fecht, Falko; Giuliana, Raffaele; Peia, Oana
2023The demand for long-term mortgage contracts and the role of collateralLiu, Lu
2023Fear the walking dead? Zombie firms in the euro area and their effect on healthy firms' credit conditionsHavemeister, Lea Katharina; Horn, Kristian
2023The transmission of macroprudential policy in the tails: Evidence from a narrative approachFernández-Gallardo, Álvaro; Lloyd, Simon; Manuel, Ed
2022Corrective regulation with imperfect instrumentsDávila, Eduardo; Walther, Ansgar
2022Fluctuating bail-in expectations and effects on market discipline, risk-taking and cost of capitalGiuliana, Raffaele
2022Housing and credit misalignments in a two-market disequilibrium frameworkKarmelaviécius, Jaunius; Mikali¯unaitçe-Jouvanceau, Ieva; Petrokaitçe, Austçeja
2022The effect of structural risks on financial downturnsHodula, Martin; Janků, Jan; Pfeifer, Lukáš
2022Interbank credit exposures and financial stabilitySchneorson, Oren
2022Macroprudential policy and the role of institutional investors in housing marketsMuñoz, Manuel A.; Smets, Frank
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 153
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