| 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 |
2 |
2 |
91 |
| Accounting for debt service: the painful legacy of credit booms |
0 |
0 |
0 |
54 |
5 |
7 |
11 |
142 |
| Aggregate Debt Servicing and the Limit on Private Credit |
0 |
0 |
21 |
21 |
1 |
2 |
16 |
16 |
| Aggregate debt servicing and the limit on private credit |
0 |
1 |
9 |
9 |
3 |
5 |
16 |
16 |
| An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
0 |
310 |
2 |
5 |
7 |
773 |
| An economic capital model integrating credit and interest rate risk in the banking book |
0 |
0 |
0 |
162 |
0 |
2 |
3 |
425 |
| Anchoring countercyclical capital buffers: the role of credit aggregates |
0 |
0 |
0 |
145 |
1 |
1 |
7 |
621 |
| Buffering Covid-19 losses - the role of prudential policy |
0 |
0 |
5 |
160 |
0 |
3 |
22 |
422 |
| Central bank bond purchases in emerging market economies |
1 |
1 |
5 |
155 |
3 |
5 |
28 |
374 |
| Characterising the financial cycle: don't lose sight of the medium term! |
0 |
1 |
14 |
635 |
2 |
13 |
87 |
1,970 |
| Countercyclical capital buffers: exploring options |
0 |
0 |
4 |
198 |
1 |
5 |
12 |
549 |
| Debt Service: The Painful Legacy of Credit Booms |
0 |
0 |
1 |
55 |
0 |
0 |
2 |
127 |
| Evaluating early warning indicators of banking crises: Satisfying policy requirements |
0 |
0 |
2 |
172 |
0 |
2 |
12 |
613 |
| Funding liquidity risk: definition and measurement |
1 |
2 |
2 |
189 |
3 |
9 |
13 |
1,109 |
| Funding liquidity risk: definition and measurement |
0 |
1 |
9 |
356 |
5 |
10 |
36 |
1,661 |
| Going With the Flows: New Borrowing, Debt Service and the Transmission of Credit Booms |
0 |
0 |
0 |
87 |
0 |
2 |
5 |
186 |
| Going with the flows: New borrowing, debt service and the transmission of credit booms |
0 |
0 |
0 |
61 |
0 |
1 |
1 |
94 |
| Herding With and Without Payoff Externalities - An Internet Experiment |
0 |
0 |
0 |
116 |
1 |
2 |
5 |
470 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
137 |
1 |
2 |
2 |
471 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
559 |
3 |
3 |
4 |
1,484 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
133 |
1 |
1 |
4 |
485 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
209 |
1 |
1 |
4 |
766 |
| Herding and Contrarian Behavior in Financial Markets - An Internet Experiment |
0 |
0 |
0 |
151 |
0 |
0 |
2 |
450 |
| Herding and Contrarian Behavior in Financial Markets: An Internet Experiment |
0 |
0 |
0 |
171 |
0 |
0 |
2 |
623 |
| Herding with and without Payoff Externalities - An Internet Experiment |
0 |
0 |
0 |
174 |
0 |
1 |
2 |
560 |
| Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets |
0 |
1 |
4 |
689 |
5 |
6 |
12 |
1,816 |
| Is Cash Becoming Technologically Outmoded Or Does it Remain Necessary to Facilitate |
0 |
0 |
0 |
126 |
1 |
1 |
2 |
311 |
| Leverage dynamics and the burden of debt |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
117 |
| Leverage dynamics and the real burden of debt |
0 |
0 |
0 |
77 |
2 |
3 |
8 |
260 |
| Liquidity risk, cash-flow constraints and systemic feedbacks |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
203 |
| Long-term debt propagation and real reversals |
0 |
0 |
1 |
4 |
0 |
0 |
23 |
29 |
| Long-term debt propagation and real reversals |
0 |
0 |
1 |
17 |
0 |
2 |
7 |
32 |
| Long-term debt propagation and real reversals |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
12 |
| Measuring the systemic importance of interconnected banks |
0 |
0 |
0 |
216 |
1 |
2 |
3 |
533 |
| Monetary Policy, the Financial Cycle and Ultra-low Interest Rates |
0 |
0 |
0 |
59 |
0 |
0 |
3 |
213 |
| Monetary policy, the financial cycle and ultra-low interest rates |
0 |
0 |
1 |
159 |
0 |
3 |
12 |
313 |
| Monetary policy, the financial cycle and ultralow interest rates |
0 |
2 |
4 |
171 |
1 |
6 |
9 |
263 |
| Predicting recessions: financial cycle versus term spread |
0 |
0 |
3 |
110 |
0 |
2 |
10 |
187 |
| Stress-testing macro stress testing: does it live up to expectations? |
1 |
1 |
1 |
161 |
2 |
4 |
5 |
579 |
| The Holt-Winters filter and the one-sided HP filter: A close correspondence |
0 |
0 |
2 |
19 |
3 |
6 |
10 |
31 |
| The Holt-Winters filter and the one-sided HP filter: A close correspondence |
0 |
0 |
0 |
21 |
1 |
1 |
7 |
26 |
| The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective |
0 |
0 |
0 |
794 |
0 |
1 |
3 |
2,494 |
| The scarring effects of deep contractions |
0 |
1 |
3 |
45 |
1 |
3 |
19 |
62 |
| The scarring effects of deep contractions |
0 |
0 |
1 |
27 |
0 |
1 |
4 |
48 |
| Towards an Operational Framework for Financial Stability: "Fuzzy" Measurement and its Consequences |
0 |
1 |
4 |
83 |
6 |
9 |
24 |
364 |
| Towards an operational framework for financial stability: "fuzzy" measurement and its consequences |
0 |
0 |
4 |
211 |
2 |
4 |
10 |
603 |
| Which credit gap is better at predicting financial crises? A comparison of univariate filters |
0 |
1 |
1 |
20 |
2 |
5 |
6 |
99 |
| Why you should use the Hodrick-Prescott filter - at least to generate credit gaps |
0 |
0 |
3 |
106 |
8 |
10 |
25 |
293 |
| Will an optimal deposit insurance always increase financial stability? |
0 |
0 |
0 |
182 |
0 |
0 |
0 |
426 |
| Total Working Papers |
3 |
13 |
105 |
7,900 |
68 |
154 |
512 |
23,812 |