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Central Bank Research Hub Index - D: distress-diversif



A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z
daily - darvas | dashboar - debit | debreu - declines | declinin - defense | deferred - delivery | delta - democrac | demograp - dependen | deportat - des | describi - detectio | deterior - develope | developi - dichotom | differ - differen | diffusio - disclosu | disconne - disinfla | dismissa - distorti | distress - diversif | diversit - dollariz | domain - drivers | drives - durable | durables - dwelling | dybvig - dynamic | dynamicg - dynamics

A "wreckers theory" of financial

  distress , by Ulf von Kalckreuth (Deutsche Bundesbank Discussion Papers 200540)Full text

Credit chains and the propagation of financial   distress , by Frederic Boissay (European Central Bank Working papers 573)Full text

The impact of unsecured debt on financial   distress among british households, by Ana del Río and Garry Young (Bank of Spain Working Papers 0512)Abstract
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The impact of unsecured debt on financial   distress among British households, by Ana Del-Río and Garry Young (Bank of England Working papers 262)Abstract
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Change and constancy in the financial system: implications for financial   distress and policy, by Claudio E. V. Borio (Bank for International Settlements Working papers 237)Abstract
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Market   distress and vanishing liquidity: Anatomy and policy options, by Claudio Borio (Bank for International Settlements Working papers 158)Abstract
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Inter-industry Contagion and the Competitive Effects of Financial   Distress Announcements: Evidence from Commercial Banks and Life Insurance Companies, by Elijah III Brewer , William E. III Jackson (Chicago Fed Working papers WP-2002-23)Abstract
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Recent episodes of credit card   distress in Asia, by Tae Soo Kang and Guonan Ma (Bank for International Settlements Quarterly Review 0706g)Abstract

Accounting for   distress in bank mergers, by Michael Koetter, Jaap W. B. Bos, Frank Heid, Clemens J. M. Kool, James W. Kolari, Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200509)Full text

A Comparative Analysis of the Determinants of Financial   Distress in French, Italian and Spanish firms, by Dyrberg, Anne (Danmarks Nationalbank Working papers WP26/2005)Abstract
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In search of   distress risk, by John Y. Campbell, Jens Hilscher, Jan Szilagyi (Deutsche Bundesbank Discussion Papers 200527)Full text

  Distress selling and asset market feedback, by Ilhyock Shim and Goetz von Peter (Bank for International Settlements Working papers 229)Abstract
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A Leading Indicator Model of Banking   Distress - Developing an Early Warning System for Hong Kong and Other EMEAP Economies, by Jim Wong, Eric Wong, and Phyllis Leung (Hong Kong Monetary Authority Working Papers WP07_22)Abstract
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Alternatives for   Distressed Banks and the Panics of the Great Depression, by Mark Carlson (Federal Reserve Board FEDS series 2008-07)Abstract

Asset prices and banking   distress: a macroeconomic approach, by Goetz von Peter (Bank for International Settlements Working papers 167)Abstract
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Banking fragility and   distress: An econometric study of macroeconomic determinants, by Jarmo Pesola (Bank of Finland Discussion Papers 2005/13)Abstract
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Firms in Financial   Distress: An Exploratory Analysis, by Dyrberg, Anne (Danmarks Nationalbank Working papers WP17/2004)Abstract
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Monetary policy and bank   distress: an integrated micro-macro approach, by Ferre de Graeve, Thomas Kick, Michael Koetter (Deutsche Bundesbank Banking Supervision Discussion Papers 200803)Full text

Corporate Response to   Distress: Evidence from the Asian Financial Crisis, by Mara Faccio, and Rajdeep Sengupta (St Louis Fed Working Papers 2006-044)Full text

Characterizations in a random record model with a non-identically

  distributed initial record, by Gadi Barlevy, H. N. Nagaraja (Chicago Fed Working papers WP-2005-05)Abstract
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Designing State Aid Formulas: The Case of a New Formula for   Distributing Municipal Aid in Massachusetts, by Bo Zhao and Katharine Bradbury (Boston Fed Working papers 08-01)Abstract
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The Effects of Infrastructure Development on Growth and Income   Distribution , by César Calderón, Luis Servén (Central Bank of Chile Working Papers 270)Abstract
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The Impact of Unemployment Insurance Generosity on Match Quality   Distribution , by Mário Centeno, Álvaro A. Novo (Bank of Portugal Working papers 2006-12)Abstract
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The Multivariate Split Normal   Distribution and Asymmetric Principal Components Analysis, by Mattias Villani and Rolf Larsson (Sveriges Riksbank Working Papers No175)Abstract
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On the   Distribution and Dynamics of Health Costs, by John Bailey Jones (Chicago Fed Working papers WP-2002-21)Abstract
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Wage   Distribution and Economic Growth 15.12.2005, by Fridman Amit (Bank of Israel Research - Discussion Papers dp0513)Abstract
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Effects of WTO membership on income   distribution and labour movement in China - A CGE analysis, by Jiao Wang, David Mayes, Guanghua Wan (Bank of Finland BOFIT Discussion Papers 2005/18)Abstract
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How would formula apportionment in the EU affect the   distribution and the size of the corporate tax base? - An analysis based on German multinationals, by Clemens Füst, Thomas Hemmelgarn, Fred Ramb (Deutsche Bundesbank Discussion Papers 200620)Full text

The Relationship Between the Establishment Age   Distribution and Urban Growth, by R. Jason Faberman (Philadelphia Fed Working Papers wp07-18)Full text

The within-   distribution business cycle dynamics of German firms, by Jörg Döpke, Sebastian Weber (Deutsche Bundesbank Discussion Papers 200629)Full text

Income   distribution determinants and public spending efficiency, by António Afonso (European Central Bank Working papers 861)Full text

Monetary policy with model uncertainty:   distribution forecast targeting, by Lars E.O. Svensson, Noah Williams (Deutsche Bundesbank Discussion Papers 200535)Full text

Housing Tenure and Wealth   Distribution in Life-Cycle Economies, by Pedro Silos (Atlanta Fed Working papers 2005-25)Abstract
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  Distribution Margins, Imported Inputs, and the Sensitivity of the CPI to Exchange Rates, by José Manuel Campa and Linda S. Goldberg (New York Fed Staff reports 247)Abstract
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  Distribution of Assets, Debt, and Income of Chilean Households, by Paulo Cox, Eric Parrado, Jaime Ruiz-Tagle (Central Bank of Chile Working Papers 388)Abstract
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Economic determinants of availability and spatial   distribution of banking services in Argentina., by Anastasi A., Blanco E., Elosegui P., Sangiácomo, M (Central Bank of Argentina Working Papers 2006/14)Full text

To Leave or Not to Leave: The   Distribution of Bequest Motives, by Wojciech Kopczuk and Joseph P. Lupton (Federal Reserve Board FEDS series 2004-33)Abstract
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Embodiment, Productivity, and the Age   Distribution of Capital, by Karl Whelan (Central Bank of Ireland Research Technical Papers 03/RT/04)Abstract
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The   distribution of contract durations across firms: a unified framework for understanding and comparing dynamic wage and price setting models, by Huw Dixon (European Central Bank Working papers 676)Full text

Modeling the   distribution of credit losses with observable and latent factors, by Gabriel Jiménez and Javier Mencía (Bank of Spain Working Papers 0709)Abstract
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Exchange rate policy and the relative   distribution of FDI among host countries, by Yuqing Xing (Bank of Finland BOFIT Discussion Papers 2006/15)Abstract
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Changes in the Timing   Distribution of Fedwire Funds Transfers, by Olivier Armantier, Jeffrey Arnold, and James McAndrews (New York Fed Economic policy review 0802arma)Abstract
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New Goods and the Size   Distribution of Firms, by Erzo G.J. Luttmer (Minneapolis Fed Working Papers WP649)Abstract
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The Size   Distribution of Firms in an Economy with Fixed and Entry Costs, by Erzo G.J. Luttmer (Minneapolis Fed Working Papers wp633)Abstract
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The Effects of Technology on the Age   Distribution of Health Spending: A Cross-Country Perspective, by Lousie Sheiner (Federal Reserve Board FEDS series 2004-14)Abstract
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Assessing the shape of the   distribution of interest rates: lessons from French individual data, by Renaud Lacroix (Bank of France Working Papers Nr 206)Abstract
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Asymptotic   distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals, by Jeong-Ryeol Kurz-Kim, Svetlozar T. Rachev, Gennady Samorodnitsky (Deutsche Bundesbank Discussion Papers 200521)Full text

The   Distribution of Liquidity in a Monetary Union with Different Portfolio Rigidities, by Nuno Alves (Bank of Portugal Working papers 2003-06)Abstract
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Temporal   Distribution of Price Changes: Staggering in the Large and Synchronization in the Small, by Emmanuel Dhyne, Jerzy Konieczny (National Bank of Belgium Working Papers 116)Abstract
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The   Distribution of Stochastic Shrinkage Parameters in Ridge Regression, by Hernán Rubio, Luis Firinguetti (Central Bank of Chile Working Papers 137)Abstract
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An Econometric Model of Nonlinear Dynamics in the Joint   Distribution of Stock and Bond Returns, by Massimo Guidolin, and Allan Timmerman (St Louis Fed Working Papers 2005-003)Full text

The Exact   Distribution of the Hansen-Jagannathan Bound, by Raymond Kan and Cesare Robotti (Atlanta Fed Working papers 2008-09)Abstract
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Limited Network Connections and the   Distribution of Wages, by Kenneth J. Arrow and Ron Borzekowski (Federal Reserve Board FEDS series 2004-41)Abstract
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A Rolling Tide: Changes in the   Distribution of Wealth in the U.S., 1989-2001, by Arthur B. Kennickell (Federal Reserve Board FEDS series 2003-24)Abstract
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Currents and Undercurrents: Changes in the   Distribution of Wealth, 1989-2004, by Arthur B. Kennickell (Federal Reserve Board FEDS series 2006-13)Abstract
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Not Working: Demographic Changes, Policy Changes, and the   Distribution of Weeks (Not) Worked, by Lisa Barrow, Kristin Butcher (Chicago Fed Working papers WP-2004-23)Abstract
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Institutional Quality, Trade, and the Changing   Distribution of World Income, by Brigitte Desroches and Michael Francis (Bank of Canada Working papers 2006-19)Abstract
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The Consumption-Real Exchange Rate Anomaly: Non-Traded Goods, Incomplete Markets and   Distribution Services., by Jorge Selaive, Vicente Tuesta (Central Bank of Chile Working Papers 359)Abstract
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Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions,   Distributional Assumptions for Jumps, and Parameter Estimates, by J. Benson Durham (Federal Reserve Board FEDS series 2005-53)Abstract
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On the   Distributional Effects of Exchange Rate Fluctuations, by Cédric Tille (New York Fed Staff reports 146)Abstract
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On the Aggregate and   Distributional Implications of Productivity Differences across Countries, by Diego Restuccia (Richmond Fed Working Papers 06-02)Abstract
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Alternative Arrangements for the   Distributionof Intraday Liquidity, by James J. McAndrews (New York Fed Current issues ci12-03)Abstract
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Risk, Entropy, and the Transformation of   Distributions , by Reesor, R. Mark and Don L. McLeish (Bank of Canada Working papers 2002-11)Abstract
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Generalized Hyperbolic   Distributions and Brazilian Data, by José Fajardo and Aquiles Farias (Central Bank of Brazil Working Papers 052)Abstract
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Trends in the   Distributions of Income and Human Capital within Metropolitan Areas: 1980-2000, by Christopher H. Wheeler, and Elizabeth A. La Jeunesse (St Louis Fed Working Papers 2006-055)Full text

Using copulas to construct bivariate foreign exchange   distributions with an application to the sterling exchange rate index, by Matthew Hurd, Mark Salmon and Christoph Schleicher (Bank of England Working papers 334)Abstract
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Non-Parametric Estimation of Conditional and Unconditional Loan Portfolio Loss   Distributions with Public Credit Registry Data, by Matías Gutiérrez Girault (Central Bank of Argentina Working Papers 2007/20T)Full text

Parametric properties of semi-nonparametric   distributions, with applications to option valuation, by Ángel León, Javier Mencía and Enrique Sentana (Bank of Spain Working Papers 0707)Abstract
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Computer Use and the U.S. Wage   Distribution, 1984-2003, by Valletta (San Francisco Fed Working Papers 2006-34)Full text

A nonparametric analysis of the shape dynamics of the US personal income   distribution: 1962-2000, by Feng Zhu (Bank for International Settlements Working papers 184)Abstract
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The Growth and   Distributive Effects of Corporation Tax: A Computable General Equilibrium Approach, by Young Jun Chun (The Bank of Korea Economic Papers 33)Abstract
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The 2001 Recession and the States of the 8th

  District , by Michael T. Owyang, Jeremy M. Piger, and Howard J. Wall (St Louis Fed Working Papers 2005-053)Full text

Nonlinear Hedonics and the Search for School   District Quality, by Abbigail Chiodo, Rubén Hernández-Murillo and Michael T. Owyang (St Louis Fed Working Papers 2003-039)Full text

Nominal and Real

  Disturbances and Money Demand in the Chinese Hyperinflation, by Ellis W. Tallman, De-piao Tang, and Ping Wang (Atlanta Fed Working papers 2002-4)Abstract
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Regional Labour Mobility in the European Union: Adjustment Mechanism or   Disturbance?, by Paul Cavelaars and Jeroen Hessel (Netherlands Bank DNB Working Papers 137)Full text

Trade and the (

  Dis) Incentive to Reform Labor Markets: The Case of Reform in the European Union, by George Alessandria and Alain Delacroix (Philadelphia Fed Working Papers wp04-18)Full text

Financial (

  Dis)Integration , by Enisse Kharroubi (Bank of France Working Papers Nr 149)Abstract
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Fiscal

  divergence and business cycle synchronization: Irresponsibility is idiosyncratic, by Zsolt Darvas - Andrew K. Rose - György Szapáry (Magyar Nemzeti Bank Working papers 2005/03)Abstract
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Cyclical inflation   divergence and different labor market institutions in the EMU, by Alessia Campolmi and Ester Faia (European Central Bank Working papers 619)Full text

Inflation convergence and   divergence within the European Monetary Union, by Fabio Busetti, Lorenzo Forni (European Central Bank Working papers 574)Full text

Inflation Convergence and   Divergence within the European Monetary Union, by by Fabio Busetti, Lorenzo Forni, Andrew Harvey, and Fabrizio Venditti (IJCB International Journal of Central Banking 07q2a4)Abstract
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Regional housing market spillovers in the US: lessons from regional   divergences in a common monetary policy setting, by Isabel Vansteenkiste (European Central Bank Working papers 708)Full text

Reflections on fiscalist   divergent price-paths., by Oscar J. Arce (Bank of Spain Working Papers 0533)Abstract
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  Diverging Measures of Capacity Utilization: An Explanation, by Norman Morin and John J. Stevens (Federal Reserve Board FEDS series 2004-58)Abstract
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Global Price Dispersion: Are Prices Converging or   Diverging?, by Bergin, Glick (San Francisco Fed Working Papers 2006-50)Full text

Are Business and Credit Cycles Converging or   Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area, by Sanvi Avouyi-Dovi, Rafal Kierzenkowski, Catherine Lubochinsky (Bank of France Working Papers Nr 144)Abstract
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Technological

  Diversification , by Miklós Koren and Silvana Tenreyro (Boston Fed Working papers 05-01)Abstract
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Asymmetric Information and the Lack of International Portfolio   Diversification , by Juan Carlos Hatchondo (Richmond Fed Working Papers 05-07)Abstract
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Managing international reserves: how does   diversification affect financial costs?, by Stichander Ramaswamy (Bank for International Settlements Quarterly Review 0806f)Abstract

  Diversification and Delegation in Firms, by Vittoria Cerasi and Sonja Daltung (Sveriges Riksbank Working Papers No131)Abstract
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  Diversification and Development, by Miklós Koren and Silvana Tenreyro (Boston Fed Working papers 03-03)Abstract
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Multiple-Bank Lending:   Diversification and Free-Riding in Monitoring, by Elena Carletti , Vittoria Cerasi and Sonja Daltung (Sveriges Riksbank Working Papers No165)Abstract
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  Diversification and the banks' risk-return-characteristics - evidence from loan portfolios of German banks, by Andreas Behr, Andreas Kamp, Christoph Memmel, Andreas Pfingsten (Deutsche Bundesbank Banking Supervision Discussion Papers 200705)Full text

International   Diversification at Home and Abroad, by Fang Cai; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2004-793)Abstract
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Sectoral vs. country   diversification benefits and downside risk, by Marina Emiris (National Bank of Belgium Working Papers 048)Full text

Does   Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios, by Evelyn Hayden, Daniel Porath and Natalja von Westernhagen (Austrian National Bank Working Papers WP110)Abstract
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Does   diversification improve the performance of German banks? Evidence from individual bank loan portfolios, by Evelyn Hayden, Daniel Porath, Natalja von Westernhagen (Deutsche Bundesbank Banking Supervision Discussion Papers 200605)Full text

Cross-border   diversification in bank asset portfolios, by Claudia M. Buch (European Central Bank Working papers 429)Full text

Cross-Border   Diversification in Bank Asset Portfolios, by Claudia M. Buch, John C. Driscoll and Charlotte Řstergaard (Central Bank of Norway Working Papers 2004/11)Full text

Cross-Border   Diversification in Bank Asset Portfolios, by Claudia M. Buch, John C. Driscoll, and Charlotte Ostergaard (Federal Reserve Board FEDS series 2004-26)Abstract
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  Diversification in Banking: Is Noninterest Income the Answer?, by Kevin J. Stiroh (New York Fed Staff reports 154)Abstract
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Assessing the benefits of international portfolio   diversification in bonds and stocks., by Roberto A. De Santis and Lucio Sarno (European Central Bank Working papers 883)Full text

  Diversification in euro area stock markets: country versus industry, by Gerard A. Moerman (European Central Bank Working papers 327)Full text

International   Diversification Strategies, by Robin Brooks and Marco Del Negro (Atlanta Fed Working papers 2002-23)Abstract
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Equity Portfolio   Diversification under Time-Varying Predictability and Comovements: Evidence from Ireland, the US, and the UK, by Massimo Guidolin, and Stuart Hyde (St Louis Fed Working Papers 2008-005)Full text

Technological   diversification (forthcoming), by Miklós Koren and Silvana Tenreyro (European Central Bank Working papers 551)Full text

  Diversification, Original Sin, and International Bond Portfolios, by John D. Burger; Francis E. Warnock (Federal Reserve Board International Financial Discussion Papers 2003-755)Abstract
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Financial   Diversification, Sudden Stops and Sudden Starts, by Kevin Cowan, José De Gregorio, Alejandro Micco, Christopher Neilson (Central Bank of Chile Working Papers 423)Abstract
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Credit risk   diversification: evidence from the eurobond market, by Simone Varotto (Bank of England Working papers 199)Abstract
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Financial market integration and the value of global   diversification: evidence from US acquirers in cross-border mergers and acquisitions, by Bill B Francis – Iftekhar Hasan – Xian Sun (Bank of Finland Discussion Papers 2006/24)Abstract
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International Portfolio   Diversification: The Role of Risk and Return, by César Calderón, Norman Loayza, Luis Servén (Central Bank of Chile Working Papers 094)Abstract
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Well   Diversified Efficient Portfolios, by Alejandro Corvalán (Central Bank of Chile Working Papers 336)Abstract
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The Challenges of Risk Management in   Diversified Financial Companies, by Christine M. Cumming and Beverly J. Hirtle (New York Fed Economic policy review 0103cumm)Abstract
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Should banks be   diversified? Evidence from individual bank loan portfolios, by Viral V Acharya, Iftekhar Hasan and Anthony Saunders (Bank for International Settlements Working papers 118)Abstract
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Do banks   diversify loan portfolios? A tentative answer based on individual bank loan portfolios, by Andreas Kamp, Andreas Pfingsten, Daniel Porath (Deutsche Bundesbank Banking Supervision Discussion Papers 200503)Full text

  Diversifying with Asian local currency bonds, by Robert McCauley and Guorong Jiang (Bank for International Settlements Quarterly Review 0409f)Abstract
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daily - darvas | dashboar - debit | debreu - declines | declinin - defense | deferred - delivery | delta - democrac | demograp - dependen | deportat - des | describi - detectio | deterior - develope | developi - dichotom | differ - differen | diffusio - disclosu | disconne - disinfla | dismissa - distorti | distress - diversif | diversit - dollariz | domain - drivers | drives - durable | durables - dwelling | dybvig - dynamic | dynamicg - dynamics

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