Model-based indicators for the identification of cyclical systemic risk
Jorge E. Galán, Javier Mencía
| Year of publication: |
2021
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|---|---|
| Authors: | Galán, Jorge E. ; Mencía, Javier |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 6, p. 3179-3211
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| Subject: | Credit imbalances | Cyclical systemic risk | Early warning models | Macroprudential policy | Model-based indicators | Systemrisiko | Systemic risk | Frühwarnsystem | Early warning system | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator | Finanzmarktaufsicht | Financial supervision | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01993-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664794