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The top documents tagged [systemic risk policy]
Economy & Finance
Limits to arbitrage in sovereign bonds price and liquidity discovery in high-frequency quote-driven markets - Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno. July, 2 2014
624 views
Economy & Finance
A summary of ongoing research in SYRTO project - Petros Dellaportas. July, 2 2014
424 views
Economy & Finance
Systemic risk signaling using scores - Andre Lucas, Bernd Schwaab, Xin Zhang, Francisco Blasques, Siem Jan Koopman, Julia Schaumburg. July, 2 2014
404 views
Economy & Finance
Public Debt Sustainability in Italy: Problems and Proposals - Paolo Manasse. July, 2 2014
609 views
Economy & Finance
Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for systemic risk of Euro area sovereigns and for Euro area financial firms” by Lucas
426 views
Economy & Finance
Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich. July, 2 2014
504 views
Economy & Finance
Global credit risk cycles, lending standards, and limits to cross border risk diversification. Bernd Schwaab, Siem Jan Koopman, André Lucas. July, 2 2014
505 views