Anticipating the bust: A new cyclical systemic risk indicator to assess the likelihood and severity of financial crises
Year of publication: |
2019
|
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Authors: | Lang, Jan Hannes ; Izzo, Cosimo ; Fahr, Stephan ; Ruzicka, Josef |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | systemic risk | financial crises | early warning models | quantile regressions | local projections | GDP at risk |
Series: | ECB Occasional Paper ; 219 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Research Report |
Language: | English |
ISBN: | 978-92-899-3683-5 |
Other identifiers: | 10.2866/468656 [DOI] 106668717X [GVK] hdl:10419/207604 [Handle] RePEc:ecb:ecbops:2019219 [RePEc] |
Classification: | G01 - Financial Crises ; G17 - Financial Forecasting ; C22 - Time-Series Models ; c54 |
Source: |
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Lang, Jan Hannes, (2019)
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Cyclical systemic risk and downside risks to bank profitability
Lang, Jan Hannes, (2020)
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Cyclical systemic risk and downside risks to bank profitability
Lang, Jan Hannes, (2020)
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Lang, Jan Hannes, (2019)
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Lang, Jan Hannes, (2019)
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Financial stability considerations in the conduct of monetary policy
Bochmann, Paul, (2023)
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