Tuomas A. Peltonen

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

30

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1,043

CROSSREF CITATIONS

159

Scholarly Papers (30)

Coherent Financial Cycles for G-7 Countries: Why Extending Credit Can Be an Asset

Number of pages: 45 Posted: 23 Dec 2014 Last Revised: 08 Mar 2019
Yves S. Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 356 (159,051)
Citation 5

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Macroprudential policy, Financial cycle, Spectral analysis

Characterising the Financial Cycle: A Multivariate and Time-Varying Approach

ECB Working Paper No. 1846
Number of pages: 56 Posted: 23 Sep 2015
Yves S. Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 352 (161,052)
Citation 8

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financial cycle, spectral analysis, power cohesion, macroprudential policy

2.

Comparing Different Early Warning Systems: Results from a Horse Race Competition Among Members of the Macro-Prudential Research Network

Number of pages: 27 Posted: 18 Feb 2015
European Central Bank (ECB), Bank of Portugal - Department of Economics, Czech National Bank (CNB), De Nederlandsche Bank, European Central Bank (ECB), Banco de Portugal, London School of Economics & Political Science (LSE)Bank of England, European Central Bank (ECB), Bank for International Settlements, Bank of England, Charles University in Prague, University of Glasgow - Department of Economics, Bank of Finland, Charles University in Prague - CERGE-EI, Bank of Portugal, Oesterreichische Nationalbank (OeNB), European Central Bank (ECB), Czech National Bank (CNB), Banco de Portugal, European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), WHU - Otto Beisheim School of Management, Czech National Bank (Deceased), De Nederlandsche Bank, Czech National Bank (CNB) and Charles University in PragueEuropean Stability Mechanism
Downloads 484 (112,641)
Citation 28

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Early warning systems, financial crisis, Bayesian model averaging

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question!

SAFE Working Paper No. 193
Number of pages: 60 Posted: 02 Feb 2018 Last Revised: 05 Dec 2023
European Union - JRC-Ispra, European Commision, Securities and Exchange Commission, Bank of Portugal, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 404 (137,901)
Citation 9

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Credit Default Swap (CDS), Central Counterparty Clearing House (CCP), European Market Infrastructure Regulation (EMIR), Sovereign CDS.

Macro-Financial Vulnerabilities and Future Financial Stress - Assessing Systemic Risks and Predicting Systemic Events

BOFIT Discussion Paper No. 2/2011
Number of pages: 46 Posted: 07 Apr 2011
Marco Lo Duca and Tuomas A. Peltonen
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 256 (224,934)
Citation 54

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early warning indicators, asset price booms and busts, financial stress, macro-prudential policies

Macro-Financial Vulnerabilities and Future Financial Stress: Assessing Systemic Risks and Predicting Systemic Events

ECB Working Paper No. 1311
Number of pages: 39 Posted: 05 Apr 2011
Marco Lo Duca and Tuomas A. Peltonen
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 194 (293,127)

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Early warning Indicators, Asset Price Booms and Busts, Financial Stress, Macro-Prudential Policies

5.

Modelling Inflation in China - A Regional Perspective

BOFIT Discussion Paper No. 19/2007, ECB Working Paper No. 829
Number of pages: 41 Posted: 29 Aug 2007 Last Revised: 10 Jan 2009
Aaron N. Mehrotra, Tuomas A. Peltonen and Alvaro Santos Rivera
Bank for International Settlements (BIS), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 441 (125,788)
Citation 6

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China, inflation, regional, New Keynesian Philips Curve, GMM

6.

Setting Countercyclical Capital Buffers Based on Early Warning Models: Would it Work?

ECB Working Paper No. 1604
Number of pages: 44 Posted: 08 Nov 2013
Markus Behn, Carsten Detken, Tuomas A. Peltonen and Willem Schudel
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 326 (176,253)
Citation 3

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Basel III; CRD IV; countercyclical capital buffer; financial regulation; banking crises; early warning model

7.
Downloads 314 (183,295)
Citation 9

Mapping the State of Financial Stability

ECB Working Paper No. 1382
Number of pages: 39 Posted: 22 Sep 2011
Peter Sarlin and Tuomas A. Peltonen
Hanken School of Economics and European Central Bank (ECB)
Downloads 194 (293,127)
Citation 7

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systemic financial crisis, systemic risk, self-organizing map (SOM), visualization, prediction, macroprudential supervision

Mapping the State of Financial Stability

BOFIT Discussion Paper No. 18/2011
Number of pages: 44 Posted: 22 Aug 2011
Peter Sarlin and Tuomas A. Peltonen
Hanken School of Economics and European Central Bank (ECB)
Downloads 120 (438,802)
Citation 21

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systemic financial crisis, systemic risk, self-organizing maps, visualisation, prediction, macroprudential supervision

8.

Are Emerging Market Currency Crises Predictable? - a Test

ECB Working Paper No. 571
Number of pages: 51 Posted: 17 Jan 2006
Tuomas A. Peltonen
European Central Bank (ECB)
Downloads 310 (185,737)
Citation 20

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Currency crises, emerging markets, artificial neural networks

Exchange Rate Pass-Through in the Global Economy: The Role of Emerging Market Economies

ECB Working Paper No. 951
Number of pages: 47 Posted: 02 Nov 2008
Matthieu Bussière and Tuomas A. Peltonen
Banque de France and European Central Bank (ECB)
Downloads 189 (300,244)

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emerging market economies, exchange rate pass-through, pricing-to-market, local and producer currency pricing, exchange rate regime

Exchange Rate Pass-Through in the Global Economy - The Role of Emerging Market Economies

BOFIT Discussion Paper No. 25/2008
Number of pages: 53 Posted: 09 Dec 2008
Matthieu Bussière and Tuomas A. Peltonen
Banque de France and European Central Bank (ECB)
Downloads 119 (441,518)
Citation 33

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emerging market economies, exchange rate pass-through, pricing-to-market, local and producer currency pricing, exchange rate regime

10.

A Framework for Early-Warning Modeling with an Application to Banks

ECB Working Paper No. 2182
Number of pages: 43 Posted: 12 Oct 2018
Jan Hannes Lang, Tuomas A. Peltonen and Peter Sarlin
European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 287 (201,454)

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early-warning models, financial crises, bank distress, regularization, micro- and macro-prudential analysis

11.

Has Emerging Asia Decoupled? An Analysis of Production and Trade Linkages Using the Asian International Input-Output Table

ECB Working Paper No. 993
Number of pages: 44 Posted: 02 Feb 2009
Gabor Pula and Tuomas A. Peltonen
European Central Bank (ECB) - Directorate General International and European Relations and European Central Bank (ECB)
Downloads 287 (201,454)
Citation 12

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emerging Asia, Asian International Input-Output table, real linkages, decoupling, resilience

12.

Predicting Distress in European Banks

ECB Working Paper No. 1597
Number of pages: 35 Posted: 08 Nov 2013
Frank Betz, Silviu Oprica, Tuomas A. Peltonen and Peter Sarlin
European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB) and Hanken School of Economics
Downloads 262 (220,953)
Citation 52

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bank distress; early-warning model; prudential policy; signal evaluation

Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals

Banco de Espana Working Paper No. 1032
Number of pages: 28 Posted: 14 Oct 2010 Last Revised: 16 Oct 2020
Gabe de Bondt, Tuomas A. Peltonen and Daniel Santabárbara
European Central Bank (ECB), European Central Bank (ECB) and Banco de España
Downloads 127 (419,966)
Citation 169

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China, Stock price, Equity market, Reforms, Liquidity

Booms and Busts in China’s Stock Market: Estimates Based on Fundamentals

ECB Working Paper No. 1190
Number of pages: 29 Posted: 25 May 2010
Gabe de Bondt, Tuomas A. Peltonen and Daniel Santabárbara
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 120 (438,802)
Citation 3

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China, Stock price, Equity market, Reforms, Liquidity

14.

Systemic Risk Spillovers in the European Banking and Sovereign Network

CFS Working Paper, No. 467
Number of pages: 33 Posted: 04 Oct 2014
Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank, University of Vienna - Department of Statistics and Operations Research, European Central Bank (ECB) and Karlsruhe Institute of Technology (KIT)
Downloads 239 (241,943)
Citation 5

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systemic risk contribution, tail dependence, network topology, sovereignbank linkages, Value-at-Risk

15.
Downloads 170 (252,090)
Citation 15

How Does Risk Flow in the Credit Default Swap Market?

ECB Working Paper No. 2041
Number of pages: 42 Posted: 24 May 2017
University of Zurich, University of Zurich - Department Finance, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 170 (330,198)
Citation 6

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flow-of-risk, systemic risk, credit default swap, financial networks, network architecture

16.

Interconnectedness of the Banking Sector as a Vulnerability to Crises

Number of pages: 35 Posted: 15 May 2015
Michela Rancan, Peter Sarlin and Tuomas A. Peltonen
Polytechnic University of Marche, Hanken School of Economics and European Central Bank (ECB)
Downloads 191 (297,976)
Citation 6

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Financial interconnectedness, Macro-networks, Banking crises, Early-warning model

17.

Network Linkages to Predict Bank Distress

Number of pages: 39 Posted: 18 Mar 2015 Last Revised: 02 May 2015
Tuomas A. Peltonen, Andreea Constantin and Peter Sarlin
European Central Bank (ECB), University of Lausanne, HEC, IBF and Hanken School of Economics
Downloads 189 (300,860)
Citation 16

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bank distress, bank networks, systemic risk

18.
Downloads 67 (314,250)
Citation 7

The Global Dimensions of Macroprudential Policy

Advisory Scientific Committee Reports No. 2020/10
Number of pages: 76 Posted: 30 Jul 2020
London Business School - Department of Economics, City University London - The Business School, Centre for Economic Policy Research (CEPR), University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, Centre for European Policy Studies, Brussels, European Central Bank, European Systemic Risk Board, University of Maryland, European Central Bank (ECB) and European Systemic Risk Board
Downloads 67 (642,962)
Citation 1

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19.

Socio-Economic Development and Fiscal Policy: Lessons from the Cohesion Countries for the New Member States

Number of pages: 49 Posted: 20 May 2005
Aaron N. Mehrotra and Tuomas A. Peltonen
Bank for International Settlements (BIS) and European Central Bank (ECB)
Downloads 177 (318,936)

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socio-economic development, fiscal consolidation, EU enlargement, Stability and Growth Pact

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

ECB Working Paper No. 1935
Number of pages: 47 Posted: 14 Aug 2016
Markus Behn, Marco Gross and Tuomas A. Peltonen
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 134 (402,572)
Citation 1

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macroprudential policy, cost-bene t analysis, early-warning system, GVAR

21.

Housing and Equity Wealth Effects of Italian Households

ECB Working Paper No. 857
Number of pages: 30 Posted: 06 Feb 2008
Charles Grant and Tuomas A. Peltonen
University of Reading and European Central Bank (ECB)
Downloads 162 (344,553)

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Marginal Propensity to Consume, Housing, Equities

22.

The Network Structure of the CDS Market and its Determinants

ECB Working Paper No. 1583
Number of pages: 46 Posted: 12 Sep 2013
Tuomas A. Peltonen, Martin Scheicher and Guillaume Vuillemey
European Central Bank (ECB), European Central Bank (ECB) and HEC Paris - Finance Department
Downloads 159 (350,010)
Citation 33

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Credit Default Swap (CDS), financial networks, network topology, network determinants

23.

Exchange Rate Pass-Through in the Global Economy

Number of pages: 32 Posted: 02 Mar 2013
Matthieu Bussière, Simona Delle Chiaie and Tuomas A. Peltonen
Banque de France, European Central Bank and European Central Bank (ECB)
Downloads 145 (377,576)
Citation 14

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emerging market economies, exchange rate pass-through, terms of trade

24.

Wealth Effects in Emerging Market Economies

ECB Working Paper No. 1000
Number of pages: 42 Posted: 29 Jan 2009
Tuomas A. Peltonen, Ricardo M. Sousa and Isabel Vansteenkiste
European Central Bank (ECB), University of Minho and European Central Bank (ECB)
Downloads 118 (442,417)
Citation 5

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wealth effects, consumption, emerging markets

25.

Productivity Shocks and Real Exchange Rates: A Reappraisal

ECB Working Paper No. 1046
Number of pages: 51 Posted: 24 Apr 2009
Tuomas A. Peltonen and Michael Sager
European Central Bank (ECB) and affiliation not provided to SSRN
Downloads 111 (463,144)
Citation 4

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Exchange rate, productivity, Balassa-Samuelson, panel data, emerging market economies

Mapping the Interconnectedness between EU Banks and Shadow Banking Entities

NBER Working Paper No. w23280
Number of pages: 42 Posted: 27 Mar 2017 Last Revised: 10 Feb 2023
Centre for Monetary and Financial Studies (CEMFI), University of Zurich, European Systemic Risk Board, European Banking Authority, European Central Bank (ECB), London Business School - Department of Economics and European Banking Authority
Downloads 57 (699,160)

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Mapping the Interconnectedness between EU Banks and Shadow Banking Entities

CEPR Discussion Paper No. DP11919
Number of pages: 44 Posted: 20 Mar 2017
Centre for Monetary and Financial Studies (CEMFI), University of Zurich, European Systemic Risk Board, European Banking Authority, European Central Bank (ECB), London Business School - Department of Economics and European Banking Authority
Downloads 0
Citation 1
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financial stability, interconnectedness, macroprudential, shadow banking

27.

Imports and Profitability in the Euro Area Manufacturing Sector: The Role of Emerging Market Economies

ECB Working Paper No. 918
Number of pages: 34 Posted: 11 Aug 2008 Last Revised: 17 Nov 2021
Tuomas A. Peltonen, Martin Skala, Alvaro Santos Rivera and Gabor Pula
European Central Bank (ECB), European Central Bank (ECB) - Directorate General International and European Relations, European Central Bank (ECB) and European Central Bank (ECB) - Directorate General International and European Relations
Downloads 96 (512,325)
Citation 3

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Profitability, import penetration, euro area, emerging markets, globalisation

28.

Systemic Risk Spillovers in the European Banking and Sovereign Network

Number of pages: 30 Posted: 01 Oct 2014
Frank Betz, Nikolaus Hautsch, Tuomas A. Peltonen and Melanie Schienle
European Union - European Investment Bank, University of Vienna - Department of Statistics and Operations Research, European Central Bank (ECB) and Karlsruhe Institute of Technology (KIT)
Downloads 75 (594,970)

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systemic risk contribution; tail dependence; network topology; sovereign-bank linkages; Value-at-Risk

29.

Disentangling the Bond-CDS Nexus: A Stress Test Model of the CDS Market

ECB Working Paper No. 1599
Number of pages: 33 Posted: 08 Nov 2013
Guillaume Vuillemey and Tuomas A. Peltonen
HEC Paris - Finance Department and European Central Bank (ECB)
Downloads 73 (604,045)

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Credit event, Credit default swap, Contagion, Collateral, Market risk, Liquidity risk, Stress test

30.

Can Non-Linear Real Shocks Explain the Persistence of PPP Exchange Rate Disequilibria?

ECB Working Paper No. 1073
Posted: 13 Sep 2011
Tuomas A. Peltonen, Adina Popescu and Michael Sager
European Central Bank (ECB), European Central Bank (ECB) and affiliation not provided to SSRN

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EPSTAR, exchange rate, PPP, Balassa-Samuelson, productivity