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Bank capital constraints, lending supply and economic activity

Conti, Antonio M.; Nobili, Andrea; Signoretti, Federico M. - 2018

Persistent link: https://www.econbiz.de/10011941271

When to lean against the wind

Richter, Björn; Schularick, Moritz; Wachtel, Paul - 2018

Persistent link: https://www.econbiz.de/10011997770

When to lean against the wind

Richter, Björn; Schularick, Moritz; Wachtel, Paul - 2017

Persistent link: https://www.econbiz.de/10011716965

Review paper on composite leading index creation for forecasting the Bangladeshi financial sector

Afreen, Maria - In: International journal of finance & banking studies : JJFBS 9 (2020) 4, pp. 23-32

Persistent link: https://www.econbiz.de/10012588127

The predictive content of financial cycle measures for output fluctuations

Ng, Tim - In: BIS quarterly review : international banking and … (2011), pp. 53-65

Persistent link: https://www.econbiz.de/10009158120

The Predictive Content of Financial Cycle Measures for Output Fluctuations

Ng, Tim - 2013

marked by swings in credit growth, asset prices, terms of access to external funding, and other financial developments. A …

Persistent link: https://www.econbiz.de/10013092808

Financial bubbles : mechanisms and diagnostics

Sornette, Didier; Cauwels, Peter - 2014

Financial bubbles are subject to debate and controversy. However, they are not well understood and are hardly ever characterised specifically, especially ex ante. We define a bubble as a period of unsustainable growth, when the price of an asset increases ever more quickly, in a series of...

Persistent link: https://www.econbiz.de/10010411859

Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios : a nonlinear VAR approach

Racicot, François-Éric; Théoret, Raymond - In: Financial innovation : FIN 8 (2022), pp. 1-56

The subprime crisis was quite damaging for hedge funds. Using the local projection method (Jordà 2004, 2005, 2009), we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks-especially volatility and illiquidity shocks-over the subprime crisis...

Persistent link: https://www.econbiz.de/10013169857

Exploring BIS credit-to-GDP gap critiques : theSwiss case

Jokipii, Terhi; Nyffeler, Reto; Riederer, Stéphane - 2020

A growing body of literature has highlighted two important caveats to the credit-to-GDP gap as advocated by the Bank … for International Settlements (BIS). The first relates to the approach used to normalise credit (i.e., dividing nominal … credit by GDP). In this regard, critics have argued that a normalised measure of credit runs the risk of being affected by …

Persistent link: https://www.econbiz.de/10012302023

Financial variables as predictors of real growth vulnerability

Reichlin, Lucrezia; Ricco, Giovanni; Hasenzagl, Thomas - 2020 - This version: 30th October 2019

proposed by Hasenzagl et al. (2018). We distinguish between price variables such as credit spreads and stock variables such as …

Persistent link: https://www.econbiz.de/10012173525