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Stress testing OTC derivatives : clearing reforms and market frictions
Casu, Barbara; Kalotychou, Elena; Katsoulis, Petros - In: Journal of financial stability 77 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015323993
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The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle
De Grauwe, Paul; Gerba, Eddie - In: Journal of economic dynamics & control 91 (2018), pp. 206-236
Persistent link: https://www.econbiz.de/10011974183
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"Thank me later" : why is (macro)prudence desirable?
Cokayne, Graeme; Gerba, Eddie; Kuchler, Andreas; … - In: Journal of financial stability 71 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014533547
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An unconventional FX tail risk story
Cañón, Carlos Iván; Gerba, Eddie; Pambira, Alberto; … - In: Journal of international money and finance 148 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10015076252