Narrow search
Showing 1 - 4 of 4
Cover Image
Liquidity regulation makes a comeback
Kauko, Karlo - In: Bulletin / Bank of Finland 87 (2013) 4, pp. 49-57
Persistent link: https://www.econbiz.de/10010203214
Cover Image
How to foresee banking crises? : a survey of the empirical literature
Kauko, Karlo - In: Economic systems 38 (2014) 3, pp. 289-308
Persistent link: https://www.econbiz.de/10010482317
Cover Image
On the Long-Run Calibration of the Credit-to-GDP Gap as a Banking Crisis Predictor
Kauko, Karlo - 2019
The trend deviation of the Credit-to-GDP ratio (“Basel gap”) is a widely used early warning indicator of banking crises. It is calculated with the one-sided Hodrick-Prescott filter using an extremely large value of the smoothing parameter λ. We recalibrate the smoothing parameter with panel...
Persistent link: https://www.econbiz.de/10012891697
Cover Image
How should the countercyclical capital buffer requirement be applied?
Kauko, Karlo; Topi, Jukka; Vauhkonen, Jukka - In: Bulletin / Bank of Finland 88 (2014) 2, pp. 57-67
Persistent link: https://www.econbiz.de/10010379510