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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
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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
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The net stable funding ratio requirement when money is endogenous
Kauko, Karlo - 2015
Persistent link: https://www.econbiz.de/10010500746
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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
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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
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Major changes underway in European banking sector
Fungáčová, Zuzana; Koskinen, Kimmo; Tölö, Eero - In: Bank of Finland bulletin (2015) 2, pp. 46-50
Persistent link: https://www.econbiz.de/10012040820
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Has banks' monitoring of other banks strengthened post-crisis? : evidence from the European overnight market
Tölö, Eero; Jokivuolle, Esa; Virén, Matti E. E. - 2019
Persistent link: https://www.econbiz.de/10012116553
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Have too-big-to-fail expectations diminished? : evidence from the European overnight interbank market
Tölö, Eero; Jokivuolle, Esa; Virén, Matti E. E. - In: Journal of financial services research 60 (2021) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10012618398