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The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES965 cited
  • 2002Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks829 cited
  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 2006Interbank Credit Lines as a Channel of Contagion178 cited
  • 2001Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and Fsap Experiences177 cited
  • 2005Stress Tests of UK Banks Using a VAR Approach144 cited
  • 2004Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland124 cited
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  • 2002Macroeconomic Stress Testing: Preliminary Evidence for Austria109 cited
  • 2003The Provisioning Experience of the Major UK Banks: A Small Panel Investigation101 cited
  • 2002Interest rate risk and bank net interest margins100 cited
  • 2002The Role of Macroeconomic Shocks in Banking Crises

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73 cited
  • 2004Stress Testing Financial Systems54 cited
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    • 2010Stress Testing French Banks' Income Subcomponents25 cited
    • 2018Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment24 cited