André Lucas - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2013 | 2012 | 2011

Title Other author(s)

Do negative interest rates make banks less safe?

European Central Bank Working papers [View] (Paper: 2098, 01.09.2017)

JEL: G20, G21

Bank business models at zero interest rates

European Central Bank Working papers [View] (Paper: 2084, 29.06.2017)

JEL: C33, G21

Global credit risk: world country and industry factors

European Central Bank Working papers [View] (Paper: 1922, 10.06.2016)

JEL: C33, G21

Modeling financial sector joint tail risk in the euro area

European Central Bank Working papers [View] (Paper: 1837, 22.02.2016)

JEL: C32, G21

The information in systemic risk rankings

European Central Bank Working papers [View] (Paper: 1875, 13.01.2016)

Observation driven mixed-measurement dynamic factor models with an application to credit risk

European Central Bank Working papers [View] (Paper: 1626, 19.12.2013)

Conditional and joint credit risk

European Central Bank Working papers [View] (Paper: 1621, 11.12.2013)

Conditional euro area sovereign default risk

Sveriges Riksbank Working Papers [View] (Paper: 269, 24.07.2013)

Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008

European Central Bank Working papers [View] (Paper: 1459, 27.08.2012)

JEL: C33, G21

Systemic risk diagnostics: coincident indicators and early warning signals,

European Central Bank Working papers [View] (Paper: 1327, 13.04.2011)

Papers by year: All | 2017 | 2016 | 2013 | 2012 | 2011