Central Bank Research Hub - JEL classification G01: Financial Crises

Title Author(s)

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

The credit quality channel: modeling contagion in the interbank market

Deutsche Bundesbank Discussion Papers [View] (Paper: 38/2015, 09.11.2015)

JEL: C63, G01, G17, G21, G28

The impact of CCPs' margin policies on repo markets

Bank for International Settlements Working papers [View] (Paper: 515, 07.10.2015)

JEL: E43, G01, G10

Macroprudential Policy: Case Study from a Tabletop Exercise

New York Fed Staff reports [View] (Paper: 742, 01.10.2015)

JEL: E58, G01, G18

Foreign Competition and Banking Industry Dynamics: An Application to Mexico

Philadelphia Fed Working Papers [View] (Paper: 15-33, 18.09.2015)

JEL: E60, F30, F41, G01, G21

The Cyclicality of (Bilateral) Capital Inflows and Outflows

Dallas Fed Institute Working Papers [View] (Paper: 0247, 07.09.2015)

JEL: F3, F4, G0, G01

Leveraged Bubbles

San Francisco Fed Working Papers [View] (Paper: 2015-10, 21.08.2015)

JEL: C14, C32, E44, E51, G01, N10, N20

A theory of bazookas; or, "when (and when not) to use large-scale official sector support"

Netherlands Bank DNB Working Papers [View] (Paper: 479, 11.08.2015)

JEL: F33, G01, G18

Mapping Heat in the U.S. Financial System

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-059, 04.08.2015)

JEL: G01, G20, G21, G23, G28

Bank leverage, credit traps and credit policies

Bank of England Working papers [View] (Paper: swp539, 31.07.2015)

JEL: E58, G01, G21

Related JEL classifications

Browse all JEL classifications