Measuring aggregate risk : can we robustly identify asset-price boom–bust cycles?
Year of publication: |
2014
|
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Authors: | Borgy, Vladimir ; Clerc, Laurent ; Renne, Jean-Paul |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 46.2014, p. 132-150
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Subject: | Early warning indicators | Discrete-choice model | Asset price booms and busts | Macro-prudential policy | Learning against the wind policies | Konjunktur | Business cycle | Finanzkrise | Financial crisis | Frühwarnsystem | Early warning system | Spekulationsblase | Bubbles | Theorie | Theory | Wirtschaftsindikator | Economic indicator | Finanzmarkt | Financial market | OECD-Staaten | OECD countries |
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