Thibaut Duprey - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014

Title Other author(s)

How to Predict Financial Stress? An Assessment of Markov Switching Models

Bank of Canada Working papers [View] (Paper: 2017-32, 05.08.2017)

JEL: C54, G01, G15

How to predict financial stress? An assessment of Markov switching models

European Central Bank Working papers [View] (Paper: 2057, 08.05.2017)

JEL: C54, G01, G15

Bank Screening Heterogeneity

Bank of Canada Working papers [View] (Paper: 2016-56, 14.12.2016)

JEL: G14, G21, L13

Dating Systemic Financial Stress Episodes in the EU Countries

Bank of Canada Working papers [View] (Paper: 2016-11, 18.03.2016)

JEL: C54, G01, G15

Dating systemic financial stress episodes in the EU countries

European Central Bank Working papers [View] (Paper: 1873, 15.12.2015)

JEL: C54, G01, G15

Do Publicly Owned Banks Lend Against the Wind?

IJCB International Journal of Central Banking [View] (Paper: 15q2a3, 02.03.2015)

JEL: G21, G28, G32, H44

Bank Capital Adjustment Process and Aggregate Lending

Bank of France Working Papers [View] (Paper: 499, 17.07.2014)

JEL: C23, E51, G01, G21

Papers by year: All | 2017 | 2016 | 2015 | 2014