| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Accounting for debt service: The painful legacy of credit booms |
0 |
0 |
0 |
46 |
0 |
3 |
10 |
99 |
| Accounting for debt service: the painful legacy of credit booms |
0 |
0 |
0 |
54 |
7 |
16 |
28 |
161 |
| Aggregate Debt Servicing and the Limit on Private Credit |
0 |
1 |
3 |
22 |
1 |
11 |
18 |
29 |
| Aggregate debt servicing and the limit on private credit |
0 |
1 |
4 |
10 |
5 |
19 |
34 |
37 |
| An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
0 |
310 |
3 |
12 |
20 |
786 |
| An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
0 |
162 |
1 |
10 |
15 |
437 |
| Anchoring countercyclical capital buffers: the role of credit aggregates |
0 |
0 |
0 |
145 |
4 |
30 |
36 |
654 |
| Buffering Covid-19 losses - the role of prudential policy |
0 |
1 |
1 |
161 |
0 |
6 |
17 |
428 |
| Central bank bond purchases in emerging market economies |
0 |
0 |
6 |
157 |
7 |
20 |
45 |
399 |
| Characterising the financial cycle: don't lose sight of the medium term! |
2 |
3 |
14 |
639 |
14 |
63 |
108 |
2,040 |
| Countercyclical capital buffers: exploring options |
0 |
0 |
1 |
198 |
3 |
13 |
21 |
564 |
| Debt Service: The Painful Legacy of Credit Booms |
0 |
0 |
0 |
55 |
2 |
9 |
10 |
137 |
| Evaluating early warning indicators of banking crises: Satisfying policy requirements |
1 |
1 |
4 |
174 |
4 |
23 |
40 |
643 |
| Funding liquidity risk: definition and measurement |
0 |
0 |
2 |
189 |
4 |
11 |
24 |
1,123 |
| Funding liquidity risk: definition and measurement |
1 |
1 |
7 |
358 |
4 |
14 |
41 |
1,679 |
| Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms |
0 |
0 |
0 |
87 |
1 |
13 |
19 |
202 |
| Going with the flows: New borrowing, debt service and the transmission of credit booms |
0 |
0 |
1 |
62 |
2 |
6 |
11 |
104 |
| Herding With and Without Payoff Externalities - An Internet Experiment |
0 |
0 |
0 |
116 |
1 |
10 |
13 |
480 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
137 |
0 |
7 |
9 |
478 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
209 |
1 |
3 |
8 |
770 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
151 |
1 |
8 |
11 |
460 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
559 |
1 |
4 |
10 |
1,490 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
133 |
1 |
8 |
10 |
493 |
| Herding and Contrarian Behavior in Financial Markets: An Internet Experiment |
0 |
0 |
0 |
171 |
1 |
3 |
8 |
630 |
| Herding and Contrarian Behavior in Financial Markets: An Internet Experiment |
0 |
0 |
0 |
10 |
1 |
4 |
4 |
94 |
| Herding with and without Payoff Externalities - An Internet Experiment |
0 |
0 |
0 |
174 |
2 |
14 |
17 |
575 |
| Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets |
1 |
1 |
4 |
690 |
1 |
10 |
23 |
1,828 |
| Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate |
0 |
0 |
0 |
126 |
0 |
0 |
3 |
312 |
| Leverage dynamics and the burden of debt |
0 |
0 |
0 |
60 |
0 |
8 |
10 |
126 |
| Leverage dynamics and the real burden of debt |
1 |
1 |
1 |
78 |
3 |
10 |
18 |
272 |
| Liquidity risk, cash-flow constraints and systemic feedbacks |
1 |
2 |
2 |
73 |
1 |
9 |
10 |
213 |
| Long-term debt propagation and real reversals |
0 |
0 |
1 |
18 |
3 |
11 |
18 |
45 |
| Long-term debt propagation and real reversals |
0 |
0 |
1 |
5 |
2 |
9 |
29 |
39 |
| Long-term debt propagation and real reversals |
0 |
0 |
0 |
7 |
2 |
5 |
7 |
18 |
| Measuring the systemic importance of interconnected banks |
0 |
0 |
0 |
216 |
0 |
2 |
5 |
536 |
| Monetary Policy, the Financial Cycle and Ultra-low Interest Rates |
0 |
0 |
0 |
59 |
0 |
3 |
7 |
218 |
| Monetary policy, the financial cycle and ultra-low interest rates |
0 |
0 |
1 |
160 |
14 |
34 |
45 |
352 |
| Monetary policy, the financial cycle and ultralow interest rates |
0 |
0 |
3 |
171 |
0 |
8 |
16 |
271 |
| Predicting recessions: financial cycle versus term spread |
0 |
1 |
3 |
111 |
5 |
15 |
25 |
205 |
| Stress-testing macro stress testing: does it live up to expectations? |
0 |
0 |
1 |
161 |
0 |
3 |
10 |
584 |
| The Holt-Winters filter and the one-sided HP filter: A close correspondence |
0 |
0 |
0 |
19 |
1 |
5 |
12 |
36 |
| The Holt-Winters filter and the one-sided HP filter: A close correspondence |
0 |
0 |
0 |
21 |
0 |
11 |
12 |
37 |
| The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective |
1 |
1 |
1 |
795 |
1 |
7 |
13 |
2,505 |
| The scarring effects of deep contractions |
0 |
0 |
3 |
45 |
2 |
11 |
25 |
73 |
| The scarring effects of deep contractions |
1 |
1 |
2 |
28 |
1 |
2 |
6 |
50 |
| Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences |
0 |
1 |
2 |
84 |
1 |
19 |
38 |
385 |
| Towards an operational framework for financial stability: "fuzzy" measurement and its consequences |
0 |
1 |
1 |
212 |
3 |
8 |
14 |
613 |
| Which credit gap is better at predicting financial crises? A comparison of univariate filters |
0 |
1 |
2 |
21 |
1 |
15 |
23 |
116 |
| Why you should use the Hodrick-Prescott filter - at least to generate credit gaps |
2 |
2 |
5 |
108 |
6 |
36 |
61 |
333 |
| Will an optimal deposit insurance always increase financial stability? |
0 |
0 |
0 |
182 |
0 |
2 |
3 |
429 |
| Total Working Papers |
11 |
20 |
76 |
7,939 |
118 |
583 |
1,020 |
24,588 |