Alcala 50
Madrid 28014
Spain
Banco de España
SSRN RANKINGS
in Total Papers Citations
capital flows, volatility, panel data, emerging markets
risk identification, systemic risk, systemic risk indicators, standard risk indicators, financial stability
inflation targeting, exchange rate volatility, foreign exchange interventions, emerging economies
market liquidity, synthetic index, principal component analysis, US fixed income markets
Inflation targets, inflation uncertainty, GARCH, structural time series models
exchange rate volatility, foreign exchange interventions, GARCH
External debt, local debt markets, financial crises, debt sustainability analysis
sovereign Credit Default Swaps, contagion, dynamic factor models, credit risk
Leverage effect, QGARCH, seasonality, structural time series models, unobserved component
sovereign credit ratings, rating cycle, emerging countries, panel data model
market liquidity, volatility, US Treasuries; CC-GARCH model
capital requirements, systemically important institutions, systemic risk, SRISK, macroprudential policy
housing market, early warning indicators, heat map, synthetic index
