1. Constructing a composite indicator to assess cyclical systemic risks: An early warning approach. (2024). Koponen, Heidi.
   In: BoF Economics Review.
   RePEc:zbw:bofecr:294867.

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2. Calibrating the countercyclical capital buffer using AUROCs. (2024). Bologna, Pierluigi ; Galardo, Maddalena.
   In: Economic Notes.
   RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12230.

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3. Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana.
   In: Public Sector Economics.
   RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

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4. Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana.
   In: Public Sector Economics.
   RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

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5. How Do Regulators Set the Countercyclical Capital Buffer?. (2023). Keller, Jochen ; Herz, Bernhard.
   In: International Journal of Central Banking.
   RePEc:ijc:ijcjou:y:2023:q:3:a:3.

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6. Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

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7. The more the merrier? Evidence on the value of multiple requirements in bank regulation. (2023). Rismanchi, Katie ; Kapadia, Sujit ; Gimpelewicz, Mariana ; Marquez, Paula Gallego ; Buckmann, Marcus.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426622003338.

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8. Heterogeneous effects of macroprudential policies on firm leverage and value. (2023). Suh, Hyunduk ; Yang, Jin Young.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000704.

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9. Old age takes its toll: Long-run projections of health-related public expenditure in Luxembourg. (2023). Giordana, Gastón ; Pi, Maria Noel.
   In: Economics & Human Biology.
   RePEc:eee:ehbiol:v:50:y:2023:i:c:s1570677x23000436.

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10. Early warning models for systemic banking crises: can political indicators improve prediction?. (2022). Uebelmesser, Silke ; Huynh, Tran.
    In: Jena Economic Research Papers.
    RePEc:jrp:jrpwrp:2022-007.

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11. Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630.

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12. Why have credit variables taken centre stage in predicting systemic banking crises?. (2022). Alam, Nafis ; Audit, Dooneshsingh.
    In: Latin American Journal of Central Banking (previously Monetaria).
    RePEc:eee:lajcba:v:3:y:2022:i:1:s2666143822000023.

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13. Economic sentiments and international risk sharing. (2022). Clancy, Daragh ; Ricci, Lorenzo.
    In: International Economics.
    RePEc:eee:inteco:v:169:y:2022:i:c:p:208-229.

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14. Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475.

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15. When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2022_004.

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16. When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola.
    In: BIS Working Papers.
    RePEc:bis:biswps:995.

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17. Calibrating the countercyclical capital buffer for Italy. (2022). Galardo, Maddalena ; Bologna, Pierluigi.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_679_22.

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18. Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp161.

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19. Old age takes its toll: long-run projections of health-related public expenditure in Luxembourg. (2022). Pi, Maria Noel ; Giordana, Gaston A.
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp158.

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20. .

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21. .

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22. When to Lean against the Wind. (2021). Wachtel, Paul ; Schularick, Moritz ; Richter, Bjorn.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:1:p:5-39.

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23. Model-based indicators for the identification of cyclical systemic risk. (2021). Mencia, Javier ; Galan, Jorge E.
    In: Empirical Economics.
    RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-01993-2.

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24. Early Warning Models of Banking Crises: VIX and High Profits. (2021). Pietrzak, Marcin ; Babua, Piotr.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:13:y:2021:i:4:p:381-403.

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25. Systemic risk, real GDP growth, and sentiment. (2021). Zervopoulos, Panagiotis ; Kanas, Angelos.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:57:y:2021:i:2:d:10.1007_s11156-020-00952-3.

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26. Can Financial Soundness Indicators Help Predict Financial Sector Distress?. (2021). Pietrzak, Marcin.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2021/197.

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27. Forecast-Augmented Credit-to-GDP Gap as an Early Warning Indicator of Banking Crises. (2021). Gersl, Adam ; Mitterling, Thomas ; Gerl, Adam.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:71:y:2021:i:4:p:323-351.

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28. Predicting bankruptcy of local government: A machine learning approach. (2021). Lagravinese, Raffaele ; Resce, Giuliano ; Antulov-Fantulin, Nino.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:183:y:2021:i:c:p:681-699.

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29. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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30. A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212556.

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31. A tail of three occasionally-binding constraints: a modelling approach to GDP-at-Risk. (2021). Karmakar, Sudipto ; Bluwstein, Kristina ; Aikman, David.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0931.

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32. CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E.
    In: Occasional Papers.
    RePEc:bde:opaper:2132.

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33. .

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34. Cross-border lending and the international transmission of banking crises. (2020). Dieckelmann, Daniel.
    In: Discussion Papers.
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35. Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny.
    In: Discussion Papers.
    RePEc:zbw:bubdps:332020.

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36. Determinants of Non-Performing Loans for the EEC Region. A Financial Stability Perspective. (2020). Dinu, Barnea ; Nicolae, Kubinschi Matei ; Roxana, Tatarici Luminita.
    In: Management & Marketing.
    RePEc:vrs:manmar:v:15:y:2020:i:4:p:621-642:n:5.

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37. A Financial Stress Index for South Africa: A Time-Varying Correlation Approach. (2020). Kisten, Theshne.
    In: Working Papers.
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38. Construction and Empirical Research on the Dynamic Provisioning Model of China’s Banking Sector under the Macro-Prudential Framework. (2020). Zhang, Aoran ; Hui, Xiaofeng.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:20:p:8527-:d:428599.

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39. Forecasting recessions: the importance of the financial cycle. (2020). BORIO, Claudio ; Xia, Fan Dora ; Drehmann, Mathias.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:66:y:2020:i:c:s016407042030183x.

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40. Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

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41. Cyclical systemic risk and downside risks to bank profitability. (2020). Lang, Jan Hannes ; Forletta, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202405.

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42. Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, Mikael.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2020_018.

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43. The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene.
    In: Working Papers.
    RePEc:bny:wpaper:0085.

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44. Financial Shocks and Credit Cycles. (2020). Pestova, Anna ; Akhmetov, Renat ; Pankova, Vera ; Mamonov, Mikhail.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:79:y:2020:i:4:p:45-74.

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45. FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor .
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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46. Forecasting expected and unexpected losses. (2020). Tarashev, Nikola ; Juselius, John.
    In: BIS Working Papers.
    RePEc:bis:biswps:913.

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47. An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2019). von Schweinitz, Gregor ; Beutel, Johannes ; List, Sophia.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:22019.

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48. Banking crisis prediction with differenced relative credit. (2019). Kauko, Karlo ; Tolo, Eero.
    In: BoF Economics Review.
    RePEc:zbw:bofecr:42019.

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49. M‐PRESS‐CreditRisk: Microprudential and Macroprudential Capital Requirements for Credit Risk under Systemic Stress. (2019). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:51:y:2019:i:7:p:1923-1961.

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50. Loss aversion, economic sentiments and international consumption smoothing. (2019). Clancy, Daragh ; Ricci, Lorenzo.
    In: Working Papers.
    RePEc:stm:wpaper:35.

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51. Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2019227.

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52. Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Lang, Jan Hannes ; Ruzicka, Josef ; Fahr, Stephan ; Izzo, Cosimo.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2019219.

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53. Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2019_014.

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54. On the long-run calibration of the credit-to-GDP gap as a banking crisis predictor. (2019). Kauko, Karlo ; Tolo, Eero.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2019_006.

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55. Determination of the Current Phase of the Credit Cycle in Emerging Markets. (2019). Ponomarenko, Alexey ; Deryugina, Elena.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:78:y:2019:i:2:p:28-42.

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56. Predicting recessions: financial cycle versus term spread. (2019). Author, Dora Xia ; Drehmann, Mathias ; Borio, Claudio.
    In: BIS Working Papers.
    RePEc:bis:biswps:818.

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57. Measuring credit-to-gdp gaps. The hodrick-prescott filter revisited. (2019). Galan, Jorge.
    In: Occasional Papers.
    RePEc:bde:opaper:1906.

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58. An evaluation of early warning models for systemic banking crises: Does machine learning improve predictions?. (2018). von Schweinitz, Gregor ; Beutel, Johannes ; List, Sophia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:482018.

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59. Structural credit ratios. (2018). Bianchi, Benedetta.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201885.

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60. Can Monetary Policy Lean against Housing Bubbles?. (2018). GUPTA, RANGAN ; Caraiani, Petre ; Calin, Adrian Cantemir ; André, Christophe ; Andre, Christophe.
    In: Working Papers.
    RePEc:pre:wpaper:201877.

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61. Evaluating Indicators for Use in Setting the Countercyclical Capital Buffer. (2018). Tolo, Eero ; Kalatie, Simo ; Laakkonen, Helina .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2018:q:1:a:2.

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62. Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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63. Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182194.

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64. A framework for early-warning modeling with an application to banks. (2018). Lang, Jan Hannes ; Sarlin, Peter ; Peltonen, Tuomas A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182182.

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65. Cross-country linkages and spill-overs in early warning models for financial crises. (2018). Lang, Jan Hannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182160.

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66. Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies. (2018). Oda, Daniel ; Martinez, Juan Francisco.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:823.

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67. Taxonomy of Chilean Financial Fragility Periods from 1975 to 2017. (2018). Oda, Daniel ; Matus, Jose Miguel ; Martinez, Juan Francisco.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:822.

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68. The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1812g.

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69. Early warning indicators of banking crises: expanding the family. (2018). Drehmann, Mathias ; BORIO, Claudio ; Aldasoro, Iñaki.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1803e.

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70. Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge.
    In: Working Papers.
    RePEc:bde:wpaper:1825.

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71. M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja.
    In: Discussion Papers.
    RePEc:zbw:bubdps:152017.

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72. Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben. (2017). Hosszu, Zsuzsanna ; Mer, Bence.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1694.

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73. Dating systemic financial stress episodes in the EU countries. (2017). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:30-56.

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74. A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Lang, Jan Hannes ; Klaus, Benjamin ; Detken, Carsten ; Kusmierczyk, Piotr ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2017194.

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75. Accounting for debt service: the painful legacy of credit booms. (2017). Korinek, Anton ; Juselius, John ; Drehmann, Mathias.
    In: BIS Working Papers.
    RePEc:bis:biswps:645.

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76. European Macroprudential Database. (2017). Boh, Samo ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Koban, Anne ; Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano.
    In: IFC Bulletins chapters.
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77. Measuring cross-sectoral shifts in credit provisioning: an enhanced framework. (2017). Bijlsma, Melle ; Klaaijsen, Eric ; Kakes, Jan .
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:43-12.

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78. Macroprudential database. (2017). Boh, Samo ; Schepens, Thomas ; Calleja, Romain ; Koban, Anne ; Borgioli, Stefano.
    In: IFC Bulletins chapters.
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79. Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation. (2017). Duprey, Thibaut ; Hogg, Dylan ; Grieder, Timothy.
    In: Staff Analytical Notes.
    RePEc:bca:bocsan:17-25.

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80. Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises. (2016). Pirovano, Mara ; Ferrari, Stijn .
    In: Working Paper Research.
    RePEc:nbb:reswpp:201606-297.

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81. Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy. (2016). van Nieuwenhuyze, Christophe ; Pirovano, Mara ; Ferrari, Stijn ; Dewachter, Hans ; de Backer, Bruno .
    In: Financial Stability Review.
    RePEc:nbb:fsrart:v:12:y:2016:i:1:p:135-157.

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82. Egy- és többváltozós szűrők a hitelrés alakulásának meghatározására. (2016). Hosszu, Zsuzsanna ; Mer, Bence ; Kormendi, Gyongyi .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
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83. Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

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84. The signalling content of asset prices for inflation: Implications for Quantitative Easing. (2016). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:516.

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85. Experiences with the ex ante appraisal of macroprudential instruments. (2016). Bank for International Settlements, .
    In: CGFS Papers.
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86. An Early Warning System for Macro-prudential Policy in France.. (2016). Idier, Julien ; Coudert, Virginie.
    In: Working papers.
    RePEc:bfr:banfra:609.

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87. El requerimiento de capital contracíclico en Colombia. (2016). Pirateque, Javier ; Ramirez, Felipe Clavijo ; Nio, Javier Pirateque ; Jaulin, Oscar Fernando ; Hurtado, Jorge Luis .
    In: Borradores de Economia.
    RePEc:bdr:borrec:963.

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88. Assessing financial stability risks from the real estate market in Italy. (2016). Loberto, Michele ; Cornacchia, Wanda ; Felici, Roberto ; Ciocchetta, Federica .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_323_16.

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89. The countercyclical capital buffer in spain: an analysis of key guiding indicators. (2016). estrada, Angel ; Castro, Christian ; Martinez, Jorge .
    In: Working Papers.
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90. Characterising the financial cycle in Luxembourg. (2016). Giordana, Gastón ; Gueddoudj, Sabbah .
    In: BCL working papers.
    RePEc:bcl:bclwop:bclwp103.

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91. Dating Systemic Financial Stress Episodes in the EU Countries. (2016). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-11.

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92. Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn.
    In: ESRB Occasional Paper Series.
    RePEc:srk:srkops:201508.

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93. Implementing Loan-to-Value and Debt Service-To-Income measures: A decade of Romanian experience. (2015). Neagu, Florian ; Mihai, Irina ; Tatarici, Luminita .
    In: MPRA Paper.
    RePEc:pra:mprapa:65988.

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94. Early warning indicators for banking crises: a conditional moments approach. (2015). Pirovano, Mara ; Ferrari, Stijn .
    In: MPRA Paper.
    RePEc:pra:mprapa:62406.

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95. Shifting horizons: assessing macro trends before, during, and following systemic banking crises. (2015). Schudel, Willem.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151766.

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96. Indicators used in setting the countercyclical capital buffer. (2015). Laakkonen, Helinä ; Kalatie, Simo ; Tolo, Eero.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2015_008.

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97. A note on the implementation of the countercyclical capital buffer in Italy. (2015). Sette, Enrico ; Bologna, Pierluigi ; Alessandri, Piergiorgio ; Fiori, Roberta .
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21. Cross-border liquidity, relationships and monetary policy: Evidence from the Euro area interbank crisis. (2014). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk.
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22. A network view on interbank market freezes. (2014). Georg, Co-Pierre ; Gabrieli, Silvia.
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23. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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24. A Consistent Approach to Modelling the Interest Rate Market Anomalies Post the Global Financial Crisis. (2014). Chang, Yang.
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25. Literature review on the stability of funding models. (2014). Yorulmazer, Tanju.
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26. Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register. (2014). Meisenzahl, Ralf R. ; Irani, Rustom M..
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27. Contagious herding and endogenous network formation in financial networks. (2014). Georg, Co-Pierre.
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28. Dynamic visualization of large transaction networks: the daily Dutch overnight money market. (2014). Lelyveld, Iman ; Heuver, Richard ; Heijmans, Ronald ; Levallois, Clement ; van Lelyveld, Iman.
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29. The Impact of Liquidity Regulation on Banks. (2014). Banerjee, Ryan ; Mio, Hitoshi .
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30. Networked relationships in the e-MID Interbank market: A trading model with memory. (2014). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James .
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31. Liquidity hoarding. (2013). Yorulmazer, Tanju ; Gale, Douglas.
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32. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
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33. Evaluating the quality of fed funds lending estimates produced from Fedwire payments data. (2013). Skeie, David ; Kovner, Anna.
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34. The Basel III Net Stable Funding Ratio and bank net interest margins. (2013). King, Michael.
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35. Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob .
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36. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2012). Mora, Nada ; Acharya, Viral.
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37. Liquidity Risk, Cash Flow Constraints, and Systemic Feedbacks. (2012). Sterne, Gabriel ; Kapadia, Sujit ; Drehmann, Matthias ; Elliott, John.
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38. Market microstructure, banks behaviour and interbank spreads. (2012). Iori, Giulia ; Germano, Guido ; Gabbi, Giampaolo ; Hatzopoulos, V. ; Politi, M..
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39. Liquidity risk, cash-flow constraints and systemic feedbacks. (2012). Kapadia, Sujit ; Drehmann, Mathias ; Sterne, Gabriel ; Elliott, John.
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40. Implicit intraday interest rate in the UK unsecured overnight money market. (2012). Jurgilas, Marius ; Zikes, Filip.
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41. A model of liquidity hoarding and term premia in inter-bank markets. (2011). Skeie, David ; Acharya, Viral.
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42. Liquidity hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
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43. Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis. (2011). Mora, Nada ; Acharya, Viral.
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44. The price of liquidity: the effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
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45. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2011). Mora, Nada ; Acharya, Viral.
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46. A Pigovian Approach to Liquidity Regulation. (2011). Suarez, Javier ; Perotti, Enrico.
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47. Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada. (2011). Kastl, Jakub ; Allen, Jason ; Hortasu, Ali.
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48. Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk. (2010). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian.
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49. Contingent liquidity. (2010). Salleo, Carmelo ; Nicoletti-Altimari, Sergio .
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50. To Lend or to Borrow on the Interbank Market: What Matters for Commercial Banks in the Visegrad Countries. (). .
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