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Details about Ruben Hipp

Homepage:https://sites.google.com/view/rubenhipp/home
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Ruben Hipp.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: phi275


Working Papers

2024

  1. Decomposing Systemic Risk: The Roles of Contagion and Common Exposures
    Staff Working Papers, Bank of Canada Downloads

2022

  1. Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model
    Technical Reports, Bank of Canada Downloads

2021

  1. Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers
    Staff Working Papers, Bank of Canada Downloads

2020

  1. On Causal Networks of Financial Firms: Structural Identification via Non-parametric Heteroskedasticity
    Staff Working Papers, Bank of Canada Downloads View citations (2)
 
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