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Details about Tuomas Antero Peltonen

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Tuomas Antero Peltonen.

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

Short-id: ppe349


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Working Papers

2017

  1. A new database for financial crises in European countries
    Occasional Paper Series, European Central Bank Downloads View citations (20)
  2. Coherent financial cycles for G-7 countries: Why extending credit can be an asset
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (8)
  3. How does risk flow in the credit default swap market?
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in ESRB Working Paper Series, European Systemic Risk Board (2016) Downloads View citations (7)
  4. Mapping the Interconnectedness between EU Banks and Shadow Banking Entities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads View citations (5)
    ESRB Working Paper Series, European Systemic Risk Board (2017) Downloads View citations (5)

2016

  1. Assessing the costs and benefits of capital-based macroprudential policy
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2016) Downloads View citations (6)
  2. Dating Systemic Financial Stress Episodes in the EU Countries
    Staff Working Papers, Bank of Canada Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (12)

    See also Journal Article in Journal of Financial Stability (2017)
  3. Indirect contagion: the policy problem
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (10)
  4. Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (1)
    See also Journal Article in International Journal of Central Banking (2017)
  5. Systemic risk spillovers in the European banking and sovereign network
    Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering Downloads View citations (16)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2014) Downloads

    See also Journal Article in Journal of Financial Stability (2016)

2015

  1. Characterising the financial cycle: A multivariate and time-varying approach
    Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (21)
    Also in Working Paper Series, European Central Bank (2015) Downloads View citations (20)
  2. 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 Downloads View citations (14)
  3. Interconnectedness of the banking sector as a vulnerability to crises
    Working Paper Series, European Central Bank Downloads View citations (8)
  4. Network linkages to predict bank distress
    Working Paper Series, European Central Bank Downloads View citations (7)

2013

  1. Assessing contagion risks from the CDS market
    ESRB Occasional Paper Series, European Systemic Risk Board Downloads View citations (15)
  2. Disentangling the bond-CDS nexus: a stress test model of the CDS market
    Working Paper Series, European Central Bank Downloads View citations (2)
    See also Journal Article in Economic Modelling (2015)
  3. Exchange Rate Pass-Through in the Global Economy
    Working papers, Banque de France Downloads View citations (23)
  4. Predicting distress in European banks
    Working Paper Series, European Central Bank Downloads View citations (18)
    See also Journal Article in Journal of Banking & Finance (2014)
  5. Setting countercyclical capital buffers based on early warning models: would it work?
    Working Paper Series, European Central Bank Downloads View citations (51)
  6. The network structure of the CDS market and its determinants
    Working Paper Series, European Central Bank Downloads View citations (19)
    See also Journal Article in Journal of Financial Stability (2014)

2011

  1. Macro-financial vulnerabilities and future financial stress: Assessing systemic risks and predicting systemic events
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (37)
  2. Mapping the state of financial stability
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (4)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)

2009

  1. Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input-output table
    Working Paper Series, European Central Bank Downloads View citations (45)

2008

  1. Exchange rate pass-through in the global economy: the role of emerging market economies
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (23)
    Also in Working Paper Series, European Central Bank (2008) Downloads View citations (29)

    See also Journal Article in IMF Economic Review (2014)
  2. Housing and equity wealth effects of Italian households
    Working Paper Series, European Central Bank Downloads View citations (19)
  3. Imports and profitability in the euro area manufacturing sector: the role of emerging market economies
    Working Paper Series, European Central Bank Downloads View citations (6)

2007

  1. Modelling inflation in China - a regional perspective
    Working Paper Series, European Central Bank Downloads View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2007) Downloads View citations (3)

    See also Journal Article in China Economic Review (2010)

2006

  1. Are emerging market currency crises predictable? A test
    Working Paper Series, European Central Bank Downloads View citations (17)

2005

  1. Socio-economic development and fiscal policy: lessons from the cohesion countries for the new member states
    Working Paper Series, European Central Bank Downloads View citations (3)

Journal Articles

2017

  1. Dating systemic financial stress episodes in the EU countries
    Journal of Financial Stability, 2017, 32, (C), 30-56 Downloads View citations (20)
    See also Working Paper (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 Downloads View citations (1)
    See also Working Paper (2016)
  3. Special Issue of on ‘Systemic risk analytics’
    Quantitative Finance, 2017, 17, (12), 1803-1804 Downloads

2016

  1. Systemic risk spillovers in the European banking and sovereign network
    Journal of Financial Stability, 2016, 25, (C), 206-224 Downloads View citations (17)
    See also Working Paper (2016)

2015

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

2014

  1. Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies
    IMF Economic Review, 2014, 62, (1), 146-178 Downloads View citations (25)
    See also Working Paper (2008)
  2. Predicting distress in European banks
    Journal of Banking & Finance, 2014, 45, (C), 225-241 Downloads View citations (66)
    See also Working Paper (2013)
  3. The network structure of the CDS market and its determinants
    Journal of Financial Stability, 2014, 13, (C), 118-133 Downloads View citations (44)
    See also Working Paper (2013)

2013

  1. Mapping the state of financial stability
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 46-76 Downloads View citations (33)
    See also Working Paper (2011)

2012

  1. Investment in emerging market economies
    Empirical Economics, 2012, 43, (1), 97-119 Downloads View citations (8)
  2. Wealth effects in emerging market economies
    International Review of Economics & Finance, 2012, 24, (C), 155-166 Downloads View citations (28)

2010

  1. Modelling inflation in China--A regional perspective
    China Economic Review, 2010, 21, (2), 237-255 Downloads View citations (4)
    See also Working Paper (2007)
 
Page updated 2019-11-09