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Macroprudential policy, Financial cycle, Spectral analysis
financial cycle, spectral analysis, power cohesion, macroprudential policy
China, inflation, regional, New Keynesian Philips Curve, GMM
Early warning systems, financial crisis, Bayesian model averaging
early warning indicators, asset price booms and busts, financial stress, macro-prudential policies
Early warning Indicators, Asset Price Booms and Busts, Financial Stress, Macro-Prudential Policies
Currency crises, emerging markets, artificial neural networks
emerging Asia, Asian International Input-Output table, real linkages, decoupling, resilience
emerging market economies, exchange rate pass-through, pricing-to-market, local and producer currency pricing, exchange rate regime
Basel III; CRD IV; countercyclical capital buffer; financial regulation; banking crises; early warning model
systemic financial crisis, systemic risk, self-organizing map (SOM), visualization, prediction, macroprudential supervision
systemic financial crisis, systemic risk, self-organizing maps, visualisation, prediction, macroprudential supervision
Credit Default Swap (CDS), Central Counterparty Clearing House (CCP), European Market Infrastructure Regulation (EMIR), Sovereign
systemic risk contribution, tail dependence, network topology, sovereignbank linkages, Value-at-Risk
China, Stock price, Equity market, Reforms, Liquidity
bank distress; early-warning model; prudential policy; signal evaluation
Financial Crises, Macroprudential, Crises Database, Early Warning Models, Central Bank Statistics
Financial interconnectedness, Macro-networks, Banking crises, Early-warning model
socio-economic development, fiscal consolidation, EU enlargement, Stability and Growth Pact
bank distress, bank networks, systemic risk
flow-of-risk, systemic risk, credit default swap, financial networks, network architecture
emerging market economies, exchange rate pass-through, terms of trade
Marginal Propensity to Consume, Housing, Equities
Credit Default Swap (CDS), financial networks, network topology, network determinants
wealth effects, consumption, emerging markets
macroprudential policy, cost-benet analysis, early-warning system, GVAR
Exchange rate, productivity, Balassa-Samuelson, panel data, emerging market economies
early-warning models, financial crises, bank distress, regularization, micro- and macro-prudential analysis
Profitability, import penetration, euro area, emerging markets, globalisation
systemic risk contribution; tail dependence; network topology; sovereign-bank linkages; Value-at-Risk
Credit event, Credit default swap, Contagion, Collateral, Market risk, Liquidity risk, Stress test
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financial stability, interconnectedness, macroprudential, shadow banking
EPSTAR, exchange rate, PPP, Balassa-Samuelson, productivity