Andrea Deghi

International Monetary Fund (IMF)

700 19th St NW

Washington, DC DC 20431

United States

SCHOLARLY PAPERS

6

DOWNLOADS

731

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Commercial Real Estate and Macrofinancial Stability During COVID-19

IMF Working Paper No. 2021/264
Number of pages: 55 Posted: 17 Feb 2022
Andrea Deghi, Junghwan Mok and Tomohiro Tsuruga
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 210 (281,244)

Abstract:

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Commercial Real Estate, Asset Prices, Growth-at-Risk, Panel Quantile Regression, Macroprudential Policy, price misalignment, CRE sector, data description, CRE valuation, price correction, COVID-19, Real estate prices, Global financial crisis of 2008-2009, Financial sector risk, Global

2.

A Model of Network Formation for the Overnight Interbank Market

CIFR Paper No. 103/2016
Number of pages: 49 Posted: 17 Apr 2016 Last Revised: 07 Jan 2021
University of Technology Sydney (UTS), International Monetary Fund (IMF), UNSW Business School, Economics, University of New South Wales and Bocconi University - Department of Decision Sciences
Downloads 185 (314,094)
Citation 2

Abstract:

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Network formation, pairwise stable network, overnight market, interbank loans

3.

Corporate Funding and the COVID-19 Crisis

IMF Working Paper No. 2021/086
Number of pages: 37 Posted: 14 Feb 2022
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 111 (474,632)

Abstract:

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Corporate funding, Corporate cash, Credit supply, Financial constraints, Loan guarantees, Central bank policies, Group of Seven economies, COVID-19, Economic crisis, firm liquidity vulnerability, supply condition, commercial paper Issuance, government liquidity support, credit market, Credit, Bonds, Syndicated loans, Currencies, Corporate bonds, Global, Europe, commercial paper, syndicated loan market, corporate bond bond market, high-liquidity-gap firm, credit supply condition, Group of Seven economy, pandemic crisis, solvency pressure, Securities markets

4.

Global Banks' Dollar Funding: A Source of Financial Vulnerability

IMF Working Paper No. 20/113
Number of pages: 51 Posted: 23 Jul 2020
International Monetary Fund (IMF) - Western Hemisphere Department, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 90 (547,177)
Citation 4

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External sector, Financial crises, Financial institutions, Macroprudential policies and financial stability, Financial systems, US dollar funding, financial stability risks, cross-currency basis, global banks, international liquidity, WP, home economy, VIX, financial stress, CCB, asset ratio

5.

Predicting Downside Risks to House Prices and Macro-Financial Stability

IMF Working Paper No. 20/11
Number of pages: 48 Posted: 10 Jun 2020
International Monetary Fund (IMF), Bank of Japan, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 89 (550,960)
Citation 1

Abstract:

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Global financial crisis, 2008-2009, Demand, Interest rate increases, Housing prices, Financial crises, House Prices, Growth at Risk, Panel Quantile Regression, Early Warning Models, Macroprudential Policy, Monetary Policy, WP, emerge market economy, quantile, house price, financial condition, policy measure

6.

The Sovereign-Bank Nexus in Emerging Markets in the Wake of the COVID-19 Pandemic

IMF Working Paper No. 2022/223
Number of pages: 54 Posted: 13 Dec 2022
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 46 (767,086)

Abstract:

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Sovereign-bank nexus, emerging markets, financial stability, sovereign risk, COVID-19, banking sector, corporate investment