Elie R.D. Canetti

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

2

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CITATIONS

2

Scholarly Papers (2)

1.

A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing

IMF Working Paper No. 12/216
Number of pages: 25 Posted: 03 Oct 2012
NYU-Tandon School of Engineering, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 3,012 (1,554)
Citation 2

Abstract:

Stress Testing, Forecasting, Stability, Banks, Economic Models, Public Debt

2.

'Near-Coincident' Indicators of Systemic Stress

IMF Working Paper No. 13/115
Number of pages: 34 Posted: 18 Jun 2013
Ivailo Arsov, Elie R.D. Canetti, Laura E. Kodres and Srobona Mitra
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 108 (178,680)

Abstract:

International financial system, Financial institutions, Financial risk, Risk management, Coincident Indicator, Early Warning, Financial Stress, Systemic Risk, Tail Risk, financial system, financial crises, financial stability, equity market, financial crisis, systemic crisis, money market, banking crises, global financial crisis, international financial markets, crisis episode, recessions, derivative, financial markets, government bond, treasury bonds, financial services, bond yields, financial instruments, early warning systems, recapitalization, stock market, equity markets, bond, equity derivatives, bonds, government bond yields, crisis management, financial sector