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  1. Interaction of cyclical and structural systemic risks: insights from around and after the global financial crisis
    Autor*in: Hodula, Martin; Janků, Jan; Pfeifer, Lukáš
    Erschienen: 2021
    Verlag:  Czech National Bank, Economic Research Division, Praha

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 561
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Research and policy notes / Czech National Bank ; 2021,3
    Schlagworte: Cyclical risk; event study; financial cycle; panel regression; structural risks,systemic risk
    Umfang: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  2. The effect of structural risks on financial downturns
    Autor*in: Hodula, Martin; Janků, Jan; Pfeifer, Lukáš
    Erschienen: [2022]
    Verlag:  European Systemic Risk Board, Frankfurt am Main, Germany

    We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a large database covering all sorts of cyclical and structural features of the financial sector and the real economy for a panel of 30... mehr

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 611
    Fernleihe:
    keine Fernleihe

     

    We investigate the extent to which various structural risks exacerbate the materialization of cyclical risk. We use a large database covering all sorts of cyclical and structural features of the financial sector and the real economy for a panel of 30 countries over the period 2006Q1-2019Q4. We show that elevated levels of structural risks may have an important role in explaining the severity of cyclical and credit risk materialization during financial cycle contractions. Among these risks, private and public sector indebtedness, banking sector resilience and concentration of real estate exposures stand out. Moreover, we show that the elevated levels of some of the structural risks identified may be related to long-standing accommodative economic policy. Our evidence implies a stronger role for macroprudential policy, especially in countries with higher levels of structural risks.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9789294722607
    Weitere Identifier:
    hdl: 10419/278193
    Schriftenreihe: Working paper series / ESRB, European Systemic Risk Board, European System of Financial Supervision ; no 138 (September 2022)
    Schlagworte: Cyclical risk; event study; financial cycle; panel regression; structuralrisks; systemic risk
    Umfang: 1 Online-Ressource (circa 39 Seiten), Illustrationen