Yves Stephan Schüler

Deutsche Bundesbank - Economic Research Centre

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

SCHOLARLY PAPERS

2

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CITATIONS
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10

Scholarly Papers (2)

1.

Credit Spread Interdependencies of European States and Banks During the Financial Crisis

Number of pages: 38 Posted: 17 May 2011 Last Revised: 16 Jan 2012
Adrian Alter and Yves Stephan Schüler
International Monetary Fund and Deutsche Bundesbank - Economic Research Centre
Downloads 806 (20,454)
Citation 10

Abstract:

credit default swaps, financial crisis, private-to-public risk transfer, bailout programs, government interventions, cointegration, generalized impulse responses

Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset

Number of pages: 42 Posted: 23 Dec 2014 Last Revised: 12 Apr 2017
Yves Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank - Economic Research Centre, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 224 (113,632)

Abstract:

Macroprudential policy, Financial cycle, Spectral analysis

Characterising the Financial Cycle: A Multivariate and Time-Varying Approach

ECB Working Paper No. 1846
Number of pages: 56 Posted: 23 Sep 2015
Yves Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank - Economic Research Centre, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 52 (330,105)

Abstract:

financial cycle, spectral analysis, power cohesion, macroprudential policy