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

ISSN: 2467-0677

Collection's Items (Sorted by Title in Descending order): 101 to 120 of 149
Year of PublicationTitleAuthor(s)
2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives marketFiedor, Paweł; Lapschies, Sarah; Orszaghova, Lucia
2017ETF arbitrage under liquidity mismatchPan, Kevin; Zeng, Yao
2017Flight to liquidity and systemic bank runsRobatto, Roberto
2017A macro approach to international bank resolutionSchoenmaker, Dirk
2017Collateral scarcity premia in euro area repo marketsFerrari, Massimo; Guagliano, Claudia; Mazzacurati, Julien
2017SRISK: a conditional capital shortfall measure of systemic riskBrownlees, Christian; Engle, Robert F.
2017Use of unit root methods in early warning of financial crisesVirtanen, Timo; Tölö, Eero; Virén, Matti; Taipalus, Katja
2017Equity versus bail-in debt in banking: an agency perspectiveMendicino, Caterina; Nikolov, Kalin; Suarez, Javier
2017Mapping the interconnectedness between EU banks and shadow banking entitiesAbad, Jorge; D'Errico, Marco; Killeen, Neill; Luz, Vera; Peltonen, Tuomas A.; Portes, Richard; Urbano, Teresa
2017Coherent financial cycles for G-7 countries: Why extending credit can be an assetSchüler, Yves S.; Hiebert, Paul H.; Peltonen, Tuomas A.
2017Syndicated loans and CDS positioningAldasoro, Iñaki; Barth, Andreas
2017Simulating fire-sales in a banking and shadow banking systemCalimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid
2017Credit conditions, macroprudential policy and house pricesKelly, Robert; McCann, Fergal; O'Toole, Conor
2017Crises in the modern financial ecosystemdi Iasio, Giovanni; Pozsar, Zoltan
2017Banking integration and house price comovementLandier, Augustin; Sraer, David; Thesmar, David
2017Decomposing financial (in)stability in emerging economiesLepers, Etienne; Sánchez Serrano, Antonio
2016Cyclical investment behavior across financial institutionsTimmer, Yannick
2016Using elasticities to derive optimal bankruptcy exemptionsDávila, Eduardo
2016Regime-dependent sovereign risk pricing during the euro crisisDelatte, Anne-Laure; Fouquau, Julien; Portes, Richard
2016Financial contagion with spillover effects: a multiplex network approachPeralta, Gustavo; Crisóstomo, Ricardo
Collection's Items (Sorted by Title in Descending order): 101 to 120 of 149
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