S-103 37 Stockholm
Sweden
Sveriges Riksbank - Research Division
SSRN RANKINGS
in Total Papers Citations
dynamic equicorrelation, generalized hyperbolic distribution, law of large numbers, large portfolio approximation
Dynamic panel data; Time-invariant variables; Two-stage estimation; System GMM; Dynamic gravity equation
dynamic volatilities, dynamic higher-order moments, integrated generalized autoregressive score models, Exponentially Weighted Moving Average (EWMA), Value-at-Risk (VaR)
monetary normalization, monetary policy signaling, consumer loans, credit risk
Household Decision, Personal Debt Management, Credit Constraint, Cash-out Refinancing, Entrepreneurship
Financial development, Consumer loans, Bank misconduct, FinTech
communication, monetary policy, international policy transmission
sovereign credit risk; higher order moments; time-varying parameters; financial stability
credit risk, risk measurement, central bank, lender-of-last-resort, unconventional monetary policy