Peter Rosenkranz

Asian Development Bank

Economist

6 ADB Avenue, Mandaluyong City 1550

Metro Manila

Philippines

SCHOLARLY PAPERS

4

DOWNLOADS

226

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

A Small Open Economy in the Great Depression: The Case of Switzerland

University of Zurich, Department of Economics, Working Paper No. 164
Number of pages: 45 Posted: 27 Jun 2014
Peter Rosenkranz, Tobias Straumann and Ulrich Woitek
Asian Development Bank, University of Zurich - Department of Economics and University of Zurich
Downloads 75 (328,947)
Citation 2

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Great Depression, Switzerland, New Keynesian Business Cycle Model

2.

Business Cycles in Emerging Markets: The Role of Liability Dollarization and Valuation Effects

University of Zurich, Department of Economics, Working Paper No. 163
Number of pages: 57 Posted: 27 Jun 2014
Stefan Notz and Peter Rosenkranz
University of Zurich - Department of Economics and Asian Development Bank
Downloads 62 (364,313)

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Emerging Markets, Liability Dollarization, Valuation Effects, Financial Frictions, Real Business Cycles, DSGE Model, Bayesian Estimation

3.

Stress-Testing of Liquidity Risk in Target2

ECB Occasional Paper No. 183
Number of pages: 39 Posted: 22 Feb 2017
European Central Bank (ECB), Bank of Italy, Banco de España, Bank of Finland, National Bank of Belgium, Bank of Greece, Deutsche Bundesbank, Bank of Finland, Banque de France, Deutsche Bundesbank, Banco de España, Banque de France, Bank of Italy, Asian Development Bank and European Central Bank (ECB)
Downloads 54 (389,457)

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TARGET2, stress testing, simulation, liquidity risk, principles for FMIs

4.

Nonperforming Loans in Asia: Determinants and Macrofinancial Linkages

Asian Development Bank Economics Working Paper Series No. 574 (2019)
Number of pages: 38 Posted: 21 Mar 2019 Last Revised: 04 Apr 2019
Peter Rosenkranz and Junkyu Lee
Asian Development Bank and Asian Development Bank - Economic Research and Regional Cooperation Department (ERCD)
Downloads 35 (461,756)

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dynamic panel model, emerging Asia, financial stability, macrofinancial feedback effects, nonperforming loans, panel vector autoregression model