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 146
Year of PublicationTitleAuthor(s)
2024Public money as a store of value, heterogeneous beliefs and banks: Implications of CBDCMuñoz, Manuel A.; Soons, Oscar
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
2022Are fund managers rewarded for taking cyclical risks?Ryan, Ellen
2021A quantitative analysis of the countercyclical capital bufferFaria-e-Castro, Miguel
2021Determinants of the credit cycle: A flow analysis of the extensive marginCuciniello, Vincenzo; Di Iasio, Nicola
2021Resolving mortgage distress after COVID-19: Some lessons from the last crisisMcCann, Fergal; O'Malley, Terry
2021Procyclical asset management and bond risk premiaBarbu, Alexandru; Fricke, Christoph; Mönch, Emanuel
2021Do liquidity limits amplify money market fund redemptions during the COVID crisis?Dunne, Peter G.; Giuliana, Raffaele
2021Cross-border credit derivatives linkagesBianch, Benedetta
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 146