Frankfurt am Main, 60314
European Central Bank (ECB)
in Total Papers Citations
banking system, provisions, regulation, cyclicality
banking system, cyclicality, provisions, regulation
household balance sheets, macro-financial linkages, stress-testing, macroprudential policy
Expropriation risk, Expropriation Option, Investment option, Abandonment option, Costs of expropriation
Stress testing, satellite modeling, model averaging, bank regulation and supervision
Structural Model, Abandonment Trigger, Bank Bail-Out, Macro-Prudential Policies
borrower-based measures, HFCS survey, house prices, macroprudential policy
Structural model, abandonment trigger, bank bailout, capital-based macro-prudential policy
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stochastic calculus, seasonality, commodity prices, Kalman filter, natural gas
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