Details about Francisco Nadal De Simone

Access statistics for papers by Francisco Nadal De Simone.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pna414

Working Papers

2017

1. Systemic Financial Sector and Sovereign Risks
   BCL working papers, Central Bank of Luxembourg View citations (2)

2016

2. Tracking Changes in the Intensity of Financial Sector's Systemic Risk
   BCL working papers, Central Bank of Luxembourg View citations (6)

2015

3. Investment funds? vulnerabilities: A tail-risk dynamic CIMDO approach
   BCL working papers, Central Bank of Luxembourg View citations (3)

2013

4. Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach
   BCL working papers, Central Bank of Luxembourg View citations (3)
   See also Journal Article Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach, Journal of Financial Stability, Elsevier (2014) View citations (22) (2014)

2012

5. An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal
   BCL working papers, Central Bank of Luxembourg View citations (8)

2011

6. Does the GARCH Structural Credit Risk Model Make a Difference?
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (4)
7. Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
   BCL working papers, Central Bank of Luxembourg View citations (9)
8. The impact of sovereign credit risk on bank funding conditions
   MPRA Paper, University Library of Munich, Germany View citations (33)

2010

9. Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector
   BCL working papers, Central Bank of Luxembourg View citations (2)

1997

10. Current account and exchange rate behaviour under inflation targeting in a small open economy
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (4)

Journal Articles

2021

1. Measuring the deadly embrace: Systemic and sovereign risks
   Research in International Business and Finance, 2021, 56, (C) View citations (3)

2020

2. Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis
   Journal of Financial Stability, 2020, 49, (C) View citations (14)

2017

3. Monetary policy and balance sheets
   Journal of Policy Modeling, 2017, 39, (1), 169-184 View citations (12)

2014

4. A framework for tracking changes in the intensity of investment funds' systemic risk
   Journal of Empirical Finance, 2014, 29, (C), 343-368 View citations (4)
5. Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach
   Journal of Financial Stability, 2014, 14, (C), 81-101 View citations (22)
   See also Working Paper Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach, BCL working papers (2013) View citations (3) (2013)

2012

6. Recent French relative export performance: Is there a competitiveness problem?
   Economic Modelling, 2012, 29, (4), 1408-1435 View citations (1)

2011

7. France in the global economy: a structural approximate dynamic factor model analysis
   Empirical Economics, 2011, 41, (2), 311-342 View citations (7)
8. Housing, credit, and real activity cycles: Characteristics and comovement
   Journal of Housing Economics, 2011, 20, (3), 210-231 View citations (46)

2007

9. Asymmetry in business fluctuations: International evidence on Friedman's plucking model
   Journal of International Money and Finance, 2007, 26, (1), 64-85 View citations (13)
10. Improving the estimation of total factor productivity growth: capital operating time in a latent variable approach
    Empirical Economics, 2007, 33, (3), 449-468 View citations (3)

2001

11. INFLATION TARGETERS IN PRACTICE: A LUCKY LOT?
    Contemporary Economic Policy, 2001, 19, (3), 239-253 View citations (7)
12. Inflation Forecasting in Chile
    Journal Economía Chilena (The Chilean Economy), 2001, 4, (3), 59-85
13. Inflation targeting in a small open economy: The behaviour of price variables
    New Zealand Economic Papers, 2001, 35, (1), 101-142 View citations (5)

1998

14. The current account balance: an analysis of the issues
    Reserve Bank of New Zealand Bulletin, 1998, 61 View citations (8)

1997

15. Is there a business cycle in Singapore? Is there a Singaporean business cycle?
    Atlantic Economic Journal, 1997, 25, (1), 60-79 View citations (4)

1995

16. A MACROECONOMIC PERSPECTIVE OF AFTA'S PROBLEMS AND PROSPECTS
    Contemporary Economic Policy, 1995, 13, (2), 49-62 View citations (1)

1989

17. Monotonicity of indices of “Revealed“ comparative advantage: Empirical evidence on Hillman’s condition
    Review of World Economics (Weltwirtschaftliches Archiv), 1989, 125, (1), 158-167 View citations (7)

1985

18. A money demand equation for Brazil: Comments and additional evidence
    Journal of Development Economics, 1985, 18, (2-3), 493-501 View citations (7)