Basel, Basel-Stadt 4002
Bank for International Settlements (BIS)
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Contagion, interbank lending, domino effects, systemic risk
contagion, interbank market, regulation of banks
high-frequency data, market microstructure, future markets, information shares, kalman filter
Tail index, futures returns, extreme value theory, risk management
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Cost of Crisis, Crises, Output loss, Recovery, Systemic Banking Crisis
Information shares, bond futures, upstairs markets
Creditless recovery, financial crises, deleveraging, household debt, corporate debt
inflation, emerging markets, exchange rate pass-through, Phillips Curve
Labour reallocation, productivity, credit booms, financial crises, hysteresis
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