EconPapers    
Economics at your fingertips  
 

ESRB Working Paper Series

From European Systemic Risk Board
60640 Frankfurt am Main, Germany.
Contact information at EDIRC.

Series data maintained by Official Publications ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


44: Compressing over-the-counter markets Downloads
Marco D’Errico and Tarik Roukny
43: Coherent financial cycles for G-7 countries: Why extending credit can be an asset Downloads
Yves Schüler, Paul P. Hiebert and Tuomas A. Peltonen
42: A dynamic theory of mutual fund runs and liquidity management Downloads
Yao Zeng
41: Financial frictions and the real economy Downloads
Mario Pietrunti
40: Mapping the interconnectedness between EU banks and shadow banking entities Downloads
Jorge Abad, Marco D’Errico, Neill Killeen, Vera Luz, Tuomas Peltonen, Richard Portes and Teresa Urbano
39: Decomposing financial (in)stability in emerging economies Downloads
Etienne Lepers and Antonio Sánchez Serrano
38: Flight to liquidity and systemic bank runs Downloads
Roberto Robatto
37: SRISK: a conditional capital shortfall measure of systemic risk Downloads
Christian Brownlees and Robert Engle
36: Credit conditions, macroprudential policy and house prices Downloads
Robert Kelly, Fergal McCann and Conor O'Toole
35: Addressing the safety trilemma: a safe sovereign asset for the eurozone Downloads
Ad van Riet
34: Resolution of international banks: can smaller countries cope? Downloads
Dirk Schoenmaker
33: How does risk flow in the credit default swap market? Downloads
Marco D'Errico, Stefano Battiston, Tuomas Peltonen and Martin Scheicher
32: Financial contagion with spillover effects: a multiplex network approach Downloads
Gustavo Peralta and Ricardo Crisóstomo
31: The (unintended?) consequences of the largest liquidity injection ever Downloads
Matteo Crosignani, Miguel Faria-e-Castro and Luís Fonseca
30: Exposure to international crises: trade vs. financial contagion Downloads
Everett Grant
29: Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors Downloads
Markus Behn, Carsten Detken, Tuomas Peltonen and Willem Schudel
28: Financial intermediation, resource allocation, and macroeconomic interdependence Downloads
Galip Ozhan
27: (Pro?)-cyclicality of collateral haircuts and systemic illiquidity Downloads
Florian Glaser and Sven Panz
26: Using elasticities to derive optimal bankruptcy exemptions Downloads
Eduardo Dávila
25: Macroeconomic effects of secondary market trading Downloads
Daniel Neuhann
24: Macroprudential policy with liquidity panics Downloads
Daniel Garcia-Macia and Alonso Villacorta
23: Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds Downloads
Sergey Chernenko and Adi Sunderam
22: Arbitraging the Basel securitization framework: Evidence from German ABS investment Downloads
Matthias Efing
21: ESBies: Safety in the tranches Downloads
Markus Brunnermeier, Sam Langfield, Marco Pagano, Ricardo Reis, Stijn Van Nieuwerburgh and Dimitri Vayanos
20: Multiplex interbank networks and systemic importance – An application to European data Downloads
Iñaki Aldasoro and Iván Alves
19: Strategic complementarity in banks’ funding liquidity choices and financial stability Downloads
André Silva
18: Cyclical investment behavior across financial institutions Downloads
Yannick Timmer
17: Assessing the costs and benefits of capital-based macroprudential policy Downloads
Markus Behn, Marco Gross and Tuomas Peltonen
16: Bank recapitalizations and lending: A little is not enough Downloads
Timotej Homar
15: Credit default swap spreads and systemic financial risk Downloads
Stefano Giglio
14: Catering to investors through product complexity Downloads
Claire Célérier and Boris Vallée
13: Banks' exposure to interest rate risk and the transmission of monetary policy Downloads
Matthieu Gomez, Augustin Landier, David Sraer and David Thesmar
12: Extreme risk interdependence Downloads
Arnold Polanski and Evarist Stoja
11: Bank exposures and sovereign stress transmission Downloads
Carlo Altavilla, Marco Pagano and Saverio Simonelli
10: Systemic risk in clearing houses: Evidence from the European repo market Downloads
Charles Boissel, François Derrien, Evren Örs and David Thesmar
9: Regime-dependent sovereign risk pricing during the euro crisis Downloads
Anne-Laure Delatte, Julien Fouquau and Richard Portes
8: Double bank runs and liquidity risk management Downloads
Filippo Ippolito, Jose-Luis Peydro, Andrea Polo and Enrico Sette
7: Bail-in expectations for European banks: Actions speak louder than words Downloads
Alexander Schäfer, Isabel Schnabel and Beatrice Weder di Mauro
6: Cross-country exposures to the Swiss franc Downloads
Agustín Bénétrix and Philip R. Lane
5: Securities trading by banks and credit supply: Micro-evidence from the crisis Downloads
Puriya Abbassi, Rajkamal Iyer, Jose-Luis Peydro and Francesc Rodríguez Tous
4: Capital market financing, firm growth, and firm size distribution Downloads
Tatiana Didier, Ross Levine and Sergio Schmukler
3: How excessive is banks’ maturity transformation? Downloads
Anatoli Segura and Javier Suarez
2: Macroprudential supervision: From theory to policy Downloads
Dirk Schoenmaker and Peter Wierts
1: Macro-financial stability under EMU Downloads
Philip R. Lane
Page updated 2017-09-19
Sorted by number, numeric