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SRISK: a conditional capital shortfall measure of systemic risk

Brownlees, Christian; Engle, Robert F. - In: The review of financial studies 30 (2017) 1, pp. 48-79

Persistent link: https://www.econbiz.de/10011738007

Setting Countercyclical Capital Buffers Based on Early Warning Models : Would it Work?

Behn, Markus - 2013

This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...

Persistent link: https://www.econbiz.de/10013074386

An analytic framework for interpreting investment regressions in the presence of financial constraints

Abel, Andrew B.; Panageas, Stauros - In: The review of financial studies 35 (2022) 9, pp. 4055-4104

Persistent link: https://www.econbiz.de/10013350140

Acquiring innovation under information frictions

Çelik, Murat Alp; Tian, Xu; Wang, Wenyu - In: The review of financial studies 35 (2022) 10, pp. 4474-4517

Persistent link: https://www.econbiz.de/10013400123

Sources of borrowing and fiscal multipliers

Priftis, Romanos; Zimic, Srecko - 2018

This paper finds that debt-financed fiscal multipliers vary depending on the location of the debt buyer. In a sample of 33 countries fiscal multipliers are larger when government purchases are financed by issuing debt to foreign investors (non-residents), compared to when they are financed by...