Imricha Karvasa 1
813 25 Bratislava
Slovakia
National Bank of Slovakia
macro-financial linkages, financial shocks, lead-lag relationships, heterogeneity, cross-country spillovers, non-linearities
banking sector; banking union; cross-border flows; deleveraging; emerging markets; Europe; foreign exchange lending
Europe, banking sector, vulnerability indicators, macro-prudential approach, emerging markets, macro stress test, deleveraging, foreign currency lending