Tuomas A. Peltonen - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005

Title Other author(s)

A new database for financial crises in European countries

European Systemic Risk Board Occasional papers [View] (Paper: OP13, 31.07.2017)

JEL: E44, E58, E60, G01, H12

Coherent financial cycles for G-7 countries: Why extending credit can be an asset

European Systemic Risk Board Working papers [View] (Paper: WP43, 02.05.2017)

JEL: C54, E32, E44, E58, G01

How does risk flow in the credit default swap market?

European Central Bank Working papers [View] (Paper: 2041, 29.03.2017)

JEL: G10, G15

Mapping the interconnectedness between EU banks and shadow banking entities

European Systemic Risk Board Working papers [View] (Paper: WP40, 15.03.2017)

JEL: F65, G21, G23

How does risk flow in the credit default swap market?

European Systemic Risk Board Working papers [View] (Paper: WP33, 22.12.2016)

JEL: G10, G15

Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors

European Systemic Risk Board Working papers [View] (Paper: WP29, 14.11.2016)

JEL: G01, G21, G28

Assessing the costs and benefits of capital-based macroprudential policy

European Central Bank Working papers [View] (Paper: 1935, 12.07.2016)

JEL: G01, G21, G28

Assessing the costs and benefits of capital-based macroprudential policy

European Systemic Risk Board Working papers [View] (Paper: WP17, 12.07.2016)

JEL: G01, G21, G28

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

Characterising the financial cycle: a multivariate and time-varying approach

European Central Bank Working papers [View] (Paper: 1846, 22.02.2016)

JEL: C54, E30, E40

Dating systemic financial stress episodes in the EU countries

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

JEL: C54, G01, G15

Interconnectedness of the banking sector as a vulnerability to crises

European Central Bank Working papers [View] (Paper: 1866, 16.11.2015)

JEL: F36, G20

Network linkages to predict bank distress

European Central Bank Working papers [View] (Paper: 1828, 13.07.2015)

JEL: D85, G21, G33

Setting countercyclical capital buffers based on early warning models: would it work?

European Central Bank Working papers [View] (Paper: 1604, 06.11.2013)

Disentangling the bond-CDS nexus: a stress test model of the CDS market

European Central Bank Working papers [View] (Paper: 1599, 16.10.2013)

Predicting distress in European banks

European Central Bank Working papers [View] (Paper: 1597, 15.10.2013)

The network structure of the CDS market and its determinants

European Central Bank Working papers [View] (Paper: 1583, 29.08.2013)

Mapping the state of financial stability,

European Central Bank Working papers [View] (Paper: 1382, 22.09.2011)

Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events,

European Central Bank Working papers [View] (Paper: 1311, 24.03.2011)

Estimates based on fundamentals

Bank of Spain Working Papers [View] (Paper: 1032, 13.10.2010)

Booms and busts in China's stock market: Estimates based on fundamentals,

European Central Bank Working papers [View] (Paper: 1190, 25.06.2010)

JEL: G12, G18

Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria?

European Central Bank Working papers [View] (Paper: 1073, 20.07.2009)

JEL: C23, F31, L6, L9

Productivity shocks and real exchange rate: a reappraisal

European Central Bank Working papers [View] (Paper: 1046, 24.04.2009)

Wealth effects in emerging market economies

European Central Bank Working papers [View] (Paper: 1000, 29.01.2009)

JEL: D12, E21, E44

Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input-output table

European Central Bank Working papers [View] (Paper: 0993, 15.01.2009)

JEL: C67, E23, F14

Exchange rate pass-through in the global economy: the role of emerging market economies

European Central Bank Working papers [View] (Paper: 0951, 16.10.2008)

JEL: F10, F30, F41

Imports and profitability in the euro area manufacturing sector: the role of emerging market economies

European Central Bank Working papers [View] (Paper: 0918, 31.07.2008)

JEL: C23, F12, L11, L13

Housing and equity wealth effects of Italian households

European Central Bank Working papers [View] (Paper: 0857, 04.02.2008)

JEL: D12, E21

Are emerging market currency crises predictable? A test

European Central Bank Working papers [View] (Paper: 0571, 13.01.2006)

JEL: C23, C25, C45, E44, F31

Socio-economic development and fiscal policy: lessons from the cohesion countries for the new member states

European Central Bank Working papers [View] (Paper: 0467, 08.04.2005)

JEL: H5, H6, I0

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005