Search Results - subject:"Financial Cycles"

Global macro-financial cycles and spillovers

Ha, Jongrim; Kose, M. Ayhan; Otrok, Christopher M.; … - 2025

Persistent link: https://www.econbiz.de/10015406583

Constructing a composite indicator to assess cyclical systemic risks: An early warning approach

Koponen, Heidi - 2024

The main contribution of this paper is the construction of a cyclical systemic risk indicator from early warning indicators of banking crises (EWIs) used in Finland. Previous research has shown that combining EWIs can enhance their early warning properties. This study evaluates the indicator's...

Persistent link: https://www.econbiz.de/10014528319

Financial cycles synchronisation in South Africa : a dynamic conditional correlation (DCC) Approach

Magubane, Khwazi - In: Cogent economics & finance 12 (2024) 1, pp. 1-22

the Vector Erro Correction Mechanism. Financial cycles are a significant source of systemic risks monitored by both the … in the stability, size, and movement of financial cycles compared to their relationship with business cycles, suggesting … an increased synchronization of financial cycles. Additionally, the results highlighted strong correlations among …

Persistent link: https://www.econbiz.de/10015393859

Constructing a composite indicator to assess cyclical systemic risks : an early warning approach

Koponen, Heidi - 2024

Persistent link: https://www.econbiz.de/10014526680

Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies

Juhro, Solikin M.; Iyke, Bernard Njindan; Narayan, … - In: Journal of international financial markets, … 92 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10014535743

Macroprudential policies and credit volatility

Carbonari, Lorenzo; Farcomeni, Alessio; Petracchi, Cosimo; … - 2024

Persistent link: https://www.econbiz.de/10015084168

Detecting excessive credit growth : an approach based on structural counterfactuals

Saß, Magnus - 2024

The Basel credit-to-GDP gap is the single most popular measure of excessive credit growth and the financial cycle in general. It is based, however, on a purely statistical understanding of excessiveness: Growth is excessive if the credit-to-GDP ratio (i.e. the ratio of credit to nominal GDP) is...

Persistent link: https://www.econbiz.de/10015053486

Macroprudential and monetary policy interactions and coordination in South Africa : evidence from business and financial cycle synchronisation

Malibongwe Cyprian Nyati; Muzindutsi, Paul-Francois; … - In: Economies : open access journal 11 (2023) 11, pp. 1-23

in South Africa, based on business and financial cycles synchronisation, To this end, relying on financial and economic … business and financial cycles. …

Persistent link: https://www.econbiz.de/10014463239

The mean reversion/persistence of financial cycles : empirical evidence for 24 countries worldwide

Lv, Shengnan; Xu, Zeshui; Fan, Xuecheng; Qin, Yong; … - In: Equilibrium : quarterly journal of economics and … 18 (2023) 1, pp. 11-47

Persistent link: https://www.econbiz.de/10014252618

Interaction between financial cycles and business cycles in Iran : a bayesian approach

Soleimani, Farkhondeh; Shahiki Tash, Mohammad Nabi; … - In: Iranian economic review : journal of University of Tehran 27 (2023) 2, pp. 583-617

Persistent link: https://www.econbiz.de/10015400741