Central Bank Research Hub - JEL classification G01: Financial Crises

Title Author(s)

Systemic risk in Danish banks: Implementing SRISK in a Danish context

National Bank of Denmark (Danmarks Nationalbank) Working papers [View] (Paper: DNWP105, 05.02.2016)

JEL: C32, C53, G01, G21, G32

Distributional Policy Effects with Many Treatment Outcomes

Bank of Mexico Working Papers [View] (Paper: 2016-01, 30.01.2016)

JEL: C24, C4, G01, G23, G28

Fundamentals matter: idiosyncratic shocks and interbank relations

Deutsche Bundesbank Discussion Papers [View] (Paper: 44/2015, 15.01.2016)

JEL: E50, G01, G10, G21

Interbank networks in the national banking era: their purpose and their role in the panic of 1893

Bank for International Settlements Working papers [View] (Paper: 535, 14.01.2016)

JEL: G01, G21, N21

Central clearing: trends and current issues

Bank for International Settlements Quarterly Review [View] (Paper: 1512g, 06.12.2015)

JEL: G01, G14, G18, G28

On the pricing of defaultable bonds and Hitting times of Ito processes

Bank of Mexico Working Papers [View] (Paper: 2015-21, 28.11.2015)

JEL: C60, G00, G01

Arbitraging the Basel securitization framework: evidence from German ABS investment

Deutsche Bundesbank Discussion Papers [View] (Paper: 40/2015, 27.11.2015)

JEL: G01, G21, G24, G28

Did foreign banks "cut and run" or stay committed to Emerging Europe during the crises?

Bank of Finland BOFIT Discussion Papers [View] (Paper: 2015/31, 17.11.2015)

JEL: G01, G15, P34

Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve

Bank for International Settlements Working papers [View] (Paper: 527, 17.11.2015)

JEL: E0, E4, G0, G01

The relation between sovereign credit default swap premium and banking sector risk in Poland

National Bank of Poland Working papers [View] (Paper: 222, 12.11.2015)

JEL: G01, G12, G14, G19, G21

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