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Details about Martin Saldias

E-mail:
Homepage:http://www.martinsaldias.com
Workplace:International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Martin Saldias.

Last updated 2018-05-09. Update your information in the RePEc Author Service.

Short-id: psa1066


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Working Papers

2018

  1. Payments delay: propagation and punishment
    Working papers, Banque de France Downloads

2017

  1. The Nonlinear Interaction Between Monetary Policy and Financial Stress
    IMF Working Papers, International Monetary Fund Downloads View citations (1)

2016

  1. Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections; An Application to Ecuador
    IMF Working Papers, International Monetary Fund Downloads
  2. Spatial Dependence and Data-Driven Networks of International Banks
    Working Papers (Old Series), Federal Reserve Bank of Cleveland Downloads View citations (1)
    Also in IMF Working Papers, International Monetary Fund (2016) Downloads View citations (1)

2013

  1. A market-based approach to sector risk determinants and transmission in the euro area
    Working Paper Series, European Central Bank Downloads View citations (6)
    Also in Working Papers, Banco de Portugal, Economics and Research Department (2011) Downloads

    See also Journal Article in Journal of Banking & Finance (2013)

2012

  1. Systemic Risk Analysis using Forward-Looking Distance-to-Default Series
    Working Papers, Banco de Portugal, Economics and Research Department Downloads View citations (1)
    Also in Working Papers (Old Series), Federal Reserve Bank of Cleveland (2010) Downloads View citations (4)

    See also Journal Article in Journal of Financial Stability (2013)

2006

  1. Financial dollarization and currency substitution: an empirical study for Bolivia
    Kiel Advanced Studies Working Papers, Kiel Institute for the World Economy (IfW) Downloads

Journal Articles

2013

  1. A market-based approach to sector risk determinants and transmission in the euro area
    Journal of Banking & Finance, 2013, 37, (11), 4534-4555 Downloads View citations (6)
    See also Working Paper (2013)
  2. Option trade volume and volatility of banks’ stock returns
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2013 Downloads
  3. Systemic risk analysis using forward-looking Distance-to-Default series
    Journal of Financial Stability, 2013, 9, (4), 498-517 Downloads View citations (12)
    See also Working Paper (2012)

2012

  1. Systemic risk analysis and option-based theory and information
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2012 Downloads

2011

  1. Sectoral credit risk in the euro area
    Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, 2011 Downloads
 
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