Search Results - subject:"Systemic risk."

Urban air pollution and systemic risk of the real estate market in China

Fang, Yi; Wang, Yanru; Yuan, Yan; Zhang, Moyan - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10015211655

Global banking systems, financial stability, and uncertainty : how have countries coped with geopolitical risks?

Hai Hong Trinh; Thao Phuong Tran - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10015211711

Robust-less-fragile : tackling systemic risk and financial contagion in a macro agent-based model

Pallante, Gianluca; Guerini, Mattia; Napoletano, Mauro; … - 2024

on, allow us to better measure financial contagion and systemic risk events in the model and to study the possible … account the interbank network relationships. Such a policy decreases the incidence of systemic risk events and the …

Persistent link: https://www.econbiz.de/10014500985

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024

Increases in firm default risk raise the default probability of banks while decreasing output and inflation in US data. To rationalize the empirical evidence, we analyse firm risk shocks in a New Keynesian model where entrepreneurs and banks engage in a loan contract and both are subject to...

Persistent link: https://www.econbiz.de/10014501102

Election cycles and systemic risk

Kladakis, G,; Skouralis, A. - 2024

Persistent link: https://www.econbiz.de/10015162832

Risk spillovers among oil, gold, stock, and foreign exchange markets : evidence from G20 economies

Liu, Zixin; Hu, Jun; Zhang, Shuguang; He, Zhipeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015135660

Compliance report July 2024 : country-specific recommendations of the European Systemic Risk Board of 2 December 2021 on medium-term vulnerabilities in the residential real estate...

European Systemic Risk Board - 2024

On 2 December 2021, the General Board of the European Systemic Risk Board (ESRB) adopted recommendations on medium …

Persistent link: https://www.econbiz.de/10015275508

Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos

Estrada, Ángel; Pérez Montes, Carlos; Abad, Jorge; … - 2024

Persistent link: https://www.econbiz.de/10015064954

Taming corporate sector currency mismatches : reflections from a quasi-natural (macroprudential) experiment

Çapacıoğlu, Tanju; Kara, Hakan - 2024

Persistent link: https://www.econbiz.de/10014532277

Assessing portfolio vulnerability to systemic risk : a vine copula and APARCH-DCC approach

Mba, Jules Clement - In: Financial innovation : FIN 10 (2024), pp. 1-36

This study evaluates the sensitivity and robustness of the systemic risk measure, Conditional Value-at-Risk (CoVaR … the vine copula and APARCH-DCC in assessing portfolio systemic risk. This advanced approach provides nuanced insights into … CoVaR to another systemic risk measure could provide further insights into its reliability as a systemic risk measure. …

Persistent link: https://www.econbiz.de/10014532413