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Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework. (2011). Gray, Dale F. ; Bodie, Zvi ; Merton, Robert C..
In: Central Banking, Analysis, and Economic Policies Book Series.
RePEc:chb:bcchsb:v15c05pp000-000.

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  1. Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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  2. Are banks affected by their holdings of government debt?. (2012). Wolff, Guntram ; Angeloni, Chiara .
    In: Working Papers.
    RePEc:bre:wpaper:717.

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  3. CoVaR. (2011). Brunnermeier, Markus ; Adrian, Tobias.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17454.

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References

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  2. Risk Framework Analysis in the Management of Sovereign Debt: The Argentine case. (2018). Delfau, Emiliano.
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  3. Getting the Dog to Bark: Disclosing Fiscal Risks from the Financial Sector. (2016). Irwin, Timothy.
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  4. Evaluating the sovereign and household credit risk in Singapore: A contingent claims approach. (2016). Lai, Wan-Ni .
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  5. Accrual-Based and Real Activities Based Earnings Management Behavior of Family Firms in Japan. (2015). Chen, Tai-Yuan ; Takehara, Hitoshi ; Kubota, Keiichi ; Gu, Zhaoyang .
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  6. Getting the Dog to Bark; Disclosing Fiscal Risks from the Financial Sector. (2015). Irwin, Timothy.
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