Details about Tuomas Antero Peltonen

Access statistics for papers by Tuomas Antero Peltonen.

Last updated 2018-01-09. Update your information in the RePEc Author Service.

Short-id: ppe349

Working Papers

2017

1. A new database for financial crises in European countries
   Occasional Paper Series, European Central Bank View citations (92)
2. Coherent financial cycles for G-7 countries: Why extending credit can be an asset
   ESRB Working Paper Series, European Systemic Risk Board View citations (24)
3. How does risk flow in the credit default swap market?
   Working Paper Series, European Central Bank View citations (8)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (10)
4. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (27)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (27)
   ESRB Working Paper Series, European Systemic Risk Board (2017) View citations (27)

2016

5. Assessing the costs and benefits of capital-based macroprudential policy
   Working Paper Series, European Central Bank View citations (10)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (10)
6. Dating Systemic Financial Stress Episodes in the EU Countries
   Staff Working Papers, Bank of Canada View citations (6)
   Also in Working Paper Series, European Central Bank (2015) View citations (30)
   See also Journal Article Dating systemic financial stress episodes in the EU countries, Journal of Financial Stability, Elsevier (2017) View citations (107) (2017)
7. Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors
   ESRB Working Paper Series, European Systemic Risk Board View citations (1)
   See also Journal Article Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (8) (2017)
8. Systemic risk spillovers in the European banking and sovereign network
   Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management View citations (87)
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) View citations (1)
   See also Journal Article Systemic risk spillovers in the European banking and sovereign network, Journal of Financial Stability, Elsevier (2016) View citations (73) (2016)

2015

9. Characterising the financial cycle: A multivariate and time-varying approach
   VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association View citations (87)
   Also in Working Paper Series, European Central Bank (2015) View citations (88)
10. Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network
    MPRA Paper, University Library of Munich, Germany View citations (31)
11. Interconnectedness of the banking sector as a vulnerability to crises
    Working Paper Series, European Central Bank View citations (17)
12. Network linkages to predict bank distress
    Working Paper Series, European Central Bank View citations (10)

2013

13. Assessing contagion risks from the CDS market
    ESRB Occasional Paper Series, European Systemic Risk Board View citations (27)
14. Disentangling the bond-CDS nexus: a stress test model of the CDS market
    Working Paper Series, European Central Bank View citations (6)
    See also Journal Article Disentangling the bond–CDS nexus: A stress test model of the CDS market, Economic Modelling, Elsevier (2015) View citations (12) (2015)
15. Exchange Rate Pass-Through in the Global Economy
    Working papers, Banque de France View citations (34)
16. Predicting distress in European banks
    Working Paper Series, European Central Bank View citations (29)
    See also Journal Article Predicting distress in European banks, Journal of Banking & Finance, Elsevier (2014) View citations (152) (2014)
17. Setting countercyclical capital buffers based on early warning models: would it work?
    Working Paper Series, European Central Bank View citations (95)
18. The network structure of the CDS market and its determinants
    Working Paper Series, European Central Bank View citations (22)
    See also Journal Article The network structure of the CDS market and its determinants, Journal of Financial Stability, Elsevier (2014) View citations (85) (2014)

2009

19. Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input-output table
    Working Paper Series, European Central Bank View citations (52)

2008

20. Exchange rate pass-through in the global economy: the role of emerging market economies
    Working Paper Series, European Central Bank View citations (34)
    See also Journal Article Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies, IMF Economic Review, Palgrave Macmillan (2014) View citations (60) (2014)
21. Housing and equity wealth effects of Italian households
    Working Paper Series, European Central Bank View citations (22)
22. Imports and profitability in the euro area manufacturing sector: the role of emerging market economies
    Working Paper Series, European Central Bank View citations (10)

2007

23. Modelling inflation in China - a regional perspective
    Working Paper Series, European Central Bank View citations (4)
    See also Journal Article Modelling inflation in China--A regional perspective, China Economic Review, Elsevier (2010) View citations (12) (2010)

2006

24. Are emerging market currency crises predictable? A test
    Working Paper Series, European Central Bank View citations (37)

2005

25. Socio-economic development and fiscal policy: lessons from the cohesion countries for the new member states
    Working Paper Series, European Central Bank View citations (6)

Journal Articles

2017

1. Dating systemic financial stress episodes in the EU countries
   Journal of Financial Stability, 2017, 32, (C), 30-56 View citations (107)
   See also Working Paper Dating Systemic Financial Stress Episodes in the EU Countries, Staff Working Papers (2016) View citations (6) (2016)
2. Predicting Vulnerabilities in the EU Banking Sector: The Role of Global and Domestic Factors
   International Journal of Central Banking, 2017, 13, (4), 147-189 View citations (8)
   See also Working Paper Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors, ESRB Working Paper Series (2016) View citations (1) (2016)
3. Special Issue of on ‘Systemic risk analytics’
   Quantitative Finance, 2017, 17, (12), 1803-1804

2016

4. Systemic risk spillovers in the European banking and sovereign network
   Journal of Financial Stability, 2016, 25, (C), 206-224 View citations (73)
   See also Working Paper Systemic risk spillovers in the European banking and sovereign network, Working Paper Series in Economics (2016) View citations (87) (2016)

2015

5. Disentangling the bond–CDS nexus: A stress test model of the CDS market
   Economic Modelling, 2015, 49, (C), 32-45 View citations (12)
   See also Working Paper Disentangling the bond-CDS nexus: a stress test model of the CDS market, Working Paper Series (2013) View citations (6) (2013)

2014

6. Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies
   IMF Economic Review, 2014, 62, (1), 146-178 View citations (60)
   See also Working Paper Exchange rate pass-through in the global economy: the role of emerging market economies, Working Paper Series (2008) View citations (34) (2008)
7. Predicting distress in European banks
   Journal of Banking & Finance, 2014, 45, (C), 225-241 View citations (152)
   See also Working Paper Predicting distress in European banks, Working Paper Series (2013) View citations (29) (2013)
8. The network structure of the CDS market and its determinants
   Journal of Financial Stability, 2014, 13, (C), 118-133 View citations (85)
   See also Working Paper The network structure of the CDS market and its determinants, Working Paper Series (2013) View citations (22) (2013)

2013

9. Mapping the state of financial stability
   Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 46-76 View citations (50)

2012

10. Investment in emerging market economies
    Empirical Economics, 2012, 43, (1), 97-119 View citations (12)
11. Wealth effects in emerging market economies
    International Review of Economics & Finance, 2012, 24, (C), 155-166 View citations (41)

2010

12. Modelling inflation in China--A regional perspective
    China Economic Review, 2010, 21, (2), 237-255 View citations (12)
    See also Working Paper Modelling inflation in China - a regional perspective, Working Paper Series (2007) View citations (4) (2007)