SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing · Study

PreprintShelves

PreprintSystemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing

Gianni De Nicolò2011

OA

Preprintgreen2011

Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing

Gianni De Nicolò · Marcella Lucchetta

19 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Monetary Policy and Economic Impact Global Financial Crisis and Policies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 19 citations exist upstream.

References

2002Determining the Number of Factors in Approximate Factor Models 2009Bank lending during the financial crisis of 2008 2002Macroeconomic Forecasting Using Diffusion Indexes 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2002On the coherence of expected shortfall 1998Evaluating Density Forecasts with Applications to Financial Risk Management 2004Diversification in Banking: Is Noninterest Income the Answer?2005The dark side of diversification: The case of US financial holding companies

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Systemic Real and Financial Risksarticle · 13 shared references 2010Systemic Risks and the Macroeconomyarticle · 11 shared references 2010Systemic Risks and the Macroeconomypreprint · 9 shared references 2011Systemic Risks and the Macroeconomyreport · 7 shared references 2016Forecasting Tail Risksarticle · 6 shared references 2016Macroeconomic Factors and Micro-Level Bank Riskpreprint · 6 shared references

Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations19

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.2139/ssrn.1763852

openalex_workW2149366206

Links

Imported from OpenAlex (CC0) — nothing here is generated.