Central Bank Research Hub - Series: European Central Bank Working papers 2016

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

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

Paper: 1846, 22.02.2016

JEL: C54, E30, E40

A false sense of security in applying handpicked equations for stress test purposes

Paper: 1845, 22.02.2016

JEL: C11, C22, C51, G21

Sovereign risk, interbank freezes, and aggregate fluctuations

Paper: 1840, 22.02.2016

JEL: E43, E44, F34, H63

Advances in multivariate back-testing for credit risk underestimation

Paper: 1885, 22.02.2016

JEL: C12, C52, G21, G24

Bank networks from text: interrelations, centrality and determinants

Paper: 1876, 22.02.2016

Lenders on the storm of wholesale funding shocks: Saved by the central bank?

Paper: 1884, 18.02.2016

JEL: G21, G32

Is fiscal consolidation self-defeating? A Panel-VAR analysis for the Euro area countries

Paper: 1883, 08.02.2016

JEL: C33, E62, H6

Is the intrinsic value of macroeconomic news announcements related to their asset price impact?

Paper: 1882, 05.02.2016

JEL: E44, G14

Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households

Paper: 1881, 05.02.2016

Reserve accumulation, inflation and moral hazard: Evidence from a natural experiment

Paper: 1880, 25.01.2016

JEL: F30

Taking gravity online: the role of virtual proximity in international finance

Paper: 1879, 25.01.2016

JEL: F12, F15, Z10

Sovereign to corporate risk spillovers

Paper: 1878, 18.01.2016

JEL: F34, F36, G12, G15, H81

Credit subsidies

Paper: 1877, 14.01.2016

JEL: E31, E40, E44, E52, E58, E62, E63

The information in systemic risk rankings

Paper: 1875, 13.01.2016

Cash management and payment choices: a simulation model with international comparisons

Paper: 1874, 13.01.2016

JEL: C61, E41, E47

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003