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in Total Papers Citations
Financial stability, downside risk, macrofinancial linkages, volatility paradox, quantile regression, General, International Business Cycles
Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy
Equity prices, JEL Classification Numbers: G21, G22 and C32 Keywords: Global systemically important banks and insurers, connectedness, volatility, vector autoregression, Global systemically important banks and insurers, Time-Series Models, JEL Classification Numbers: G21 G22 and C32, Keywords: Global systemically important banks and insurers
Affine term structure model, term premia, bias correction, interest rate surveys, unspanned macro risks, shadow rate model
Financial crises, Liquidity management; Mutual funds; Redemptions; Systemic risk; Swing pricing, Liquidity management, Mutual funds, Redemptions, Systemic risk, Swing pricing, Model Construction and Estimation, Quantitative Policy Modeling
Inflation, monetary policy, risk premia, inflation breakeven, market implied densities
market liquidity, S&P 500, US Equities, jumps, spectral analysis
Financial crises, Central banks, Financial services, Banking systems, Macroprudential policies and financial stability, Bank profitability, quantile regressions, conditional distributions, WP, ROA, NPL, profitability, quantile, roe
Market access, Debt restructuring, Sovereign debt restructuring, Default, Bonds, Developing countries, Developed countries, Emerging markets, Ireland, Argentina, Portugal, Ukraine, Greece, Belize, Brazil, Cyprus, Dominican Republic, Ecuador, Jamaica, Pakistan, Philippines, Market Access, Sovereign Debt Restructuring; Default; Bond Spreads, Sovereign Debt Restructuring, Default, Bond Spreads, Assessing Loss of Market Access:
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