Andrea Deghi

International Monetary Fund (IMF)

700 19th St NW

Washington, DC DC 20431

United States

SCHOLARLY PAPERS

3

DOWNLOADS

227

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

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 124 (288,127)
Citation 2

Abstract:

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

2.

Global Banks' Dollar Funding: A Source of Financial Vulnerability

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 52 (478,244)
Citation 2

Abstract:

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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

3.

Predicting Downside Risks to House Prices and Macro-Financial Stability

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 51 (482,301)

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