Displaying items 1-12 of 83 in total

Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach

Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance

Bank credit, asset prices and financial stability: Evidence from French banks

Exchange-Rate Dark Matter

Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach

Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?

Financial Innovation and Risk, the Role of Information

Restoring Debt Sustainability After Crises : Implications for the Fiscal Mix

The Impact of the Great Recession on Emerging Markets

Mother, Can I Trust the Government? Sustained Financial Deepening : A Politic...

Macroprudential Regulation Under Repo Funding

Sovereign Spreads : Global Risk Aversion, Contagion or Fundamentals?