Tuomas A. Peltonen

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

31

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388

CROSSREF CITATIONS

234

Scholarly Papers (31)

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 Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 296 (111,796)
Citation 4

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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 Stephan Schüler, Paul Hiebert and Tuomas A. Peltonen
Deutsche Bundesbank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 157 (205,860)
Citation 7

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financial cycle, spectral analysis, power cohesion, macroprudential policy

2.

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 375 (86,367)
Citation 4

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

3.

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), European Central Bank (ECB), Bank for International Settlements, Bank of England, Czech National Bank (CNB), 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 Prague
Downloads 314 (105,428)
Citation 21

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Early warning systems, financial crisis, Bayesian model averaging

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 157 (205,860)
Citation 41

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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 129 (241,652)

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

5.

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 264 (126,891)

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Currency crises, emerging markets, artificial neural networks

6.

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 260 (128,982)
Citation 1

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

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 162 (200,361)

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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 85 (323,159)
Citation 31

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

8.
Downloads 230 (145,644)
Citation 6

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 140 (226,312)

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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 90 (311,566)
Citation 21

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

9.

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 229 (146,239)

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

10.

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 206 (161,618)
Citation 1

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

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
Gabe de Bondt, Tuomas A. Peltonen and Daniel Santabárbara
European Central Bank (ECB), European Central Bank (ECB) and Banco de España
Downloads 101 (288,902)
Citation 128

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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 95 (300,927)

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China, Stock price, Equity market, Reforms, Liquidity

12.

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

SAFE Working Paper No. 193
Number of pages: 57 Posted: 02 Feb 2018 Last Revised: 08 Jun 2019
European Union - JRC-Ispra, European Commision, Securities and Exchange Commission, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 185 (178,356)
Citation 6

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

13.

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 158 (204,433)
Citation 7

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

14.

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
Università Politecnica delle Marche, Hanken School of Economics and European Central Bank (ECB)
Downloads 152 (211,200)
Citation 5

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

15.

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 143 (221,980)

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

16.

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 128 (243,623)
Citation 6

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bank distress, bank networks, systemic risk

17.

A New Database for Financial Crises in European Countries: ECB/ESRB EU Crises Database

ECB Occasional Paper No. 194
Number of pages: 62 Posted: 03 Aug 2017
European Central Bank (ECB), European Central Bank (ECB), European Systemic Risk Board, Halmstad University, European Central Bank (ECB), European Systemic Risk Board, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 127 (243,623)
Citation 9

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Financial Crises, Macroprudential, Crises Database, Early Warning Models, Central Bank Statistics

18.

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 106 (277,673)
Citation 14

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

19.

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 of Banking and Finance, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 101 (287,012)
Citation 6

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

20.

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 101 (287,012)

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Marginal Propensity to Consume, Housing, Equities

21.

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 93 (302,781)

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wealth effects, consumption, emerging markets

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 83 (325,049)
Citation 10

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

23.

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 81 (329,935)

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

24.

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 64 (375,665)

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

25.

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: 12 Aug 2008
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 55 (404,698)

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

26.

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 45 (441,041)

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

27.

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 45 (441,041)

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

28.

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 45 (441,041)

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

Mapping the Interconnectedness between EU Banks and Shadow Banking Entities

NBER Working Paper No. w23280
Number of pages: 42 Posted: 27 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 26 (545,822)

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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
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financial stability, interconnectedness, macroprudential, shadow banking

30.

The Global Dimensions of Macroprudential Policy

Advisory Scientific Committee Reports No. 10
Number of pages: 76 Posted: 30 Jul 2020
London Business School - Department of Economics, City University London - Sir John Cass 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 2 (696,141)

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31.

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