Abstract:

Benchmark, corporate debt, credit pricing, emerging markets, governance, mature markets, regulation

Abstract:

CDO, CDS, credit derivatives, credit risk transfer, structured credit products

Abstract:

A-shares, B-shares, Chinese Lunar New Year, day-of-the-week effect, half-month effect, half-year effect, holiday effect, seasonalities, turn-of-the-year effect

Abstract:

bank soundness, co-exceedance, contagion risk, distance-to-default, extreme

Abstract:

Working Paper, Capital markets, Europe, Emerging markets, Financial instruments, Investment, Corporate governance, Transparency, Foreign exchange, Stock markets, Bonds

Abstract:

Asset allocation, crossover investors, dedicated investors, emerging markets, mature markets, mutual funds

Abstract:

Balance of payments, Banks, Capital, Central bank role, Credit demand, Credit risk, Currency swaps, Economic stabilization, Exchange rates, Financial institutions, Financial stability, Liquidity management, Reserves, Stabilization measures

Abstract:

Abstract:

mutual funds, retail investors, equity markets, dedicated funds, crossover funds

Abstract:

Financial stability, European Union, Banking systems

Abstract:

Bank supervision, Banks, Data quality assessment framework, Financial institutions, Risk management

Abstract:

Banks, Financial institutions, Bank soundness, Financial systems, asset quality, Bank Health Index, capital adequacy, earnings, HEAT!, heatmap, leverage, liquidity, banking, recapitalization, banking system, banking supervision, financial crisis, global financial crisis, banking sector, liquidity ratio, bank for international settlements, profitability ratio, bank of spain, banks ’ loan, capital adequacy ratio, accounting standard, bank restructuring, crisis management, asset management company, tier 1 capital, banking systems, crisis prevention

Abstract:

Working Papers

Abstract:

Stress testing, Banking sector, Financial systems, Group of Twenty, Economic models, Risk management, Financial Sector Assessment Program, Basel III, Financial Sector Assessment Plan (FSAP), G-20, macroprudential, S-25, satellite models, solvency, stress testing, surveillance

Abstract:

Stock markets, Asia, Stock prices, Foreign investment, Securities regulations, Pricing policy, Developed countries, Emerging markets, Cross country analysis, Economic models, arbitrage pricing theory, Asian financial crisis, fundamentals, global financial crisis, idiosyncratic factors, integration, IOSCO, stock pricing, term structure of interest rates., stock exchange, stock returns, financial markets, financial sector, stock index, bond, stock market capitalization, local stock markets, government bond, stock market index, financial economics, stock market volatility, stock market development, stock market integration, government bond yield, national stock exchange, financial system, equit

Abstract:

Financial risk, Bilateral surveillance, Multilateral surveillance, Financial stability, Bilateral, Country Financial Stability Map, Global Financial Stability Map, Ms. Muffet, macro-financial risks and conditions, multilateral., financial system, inflation, financial sector, monetary policy, financial regulation, international finance, stock market, international financial statistics, international reserves, foreign exchange, government bond, financial market, moral hazard, financial systems, liquidity support, government bond yields, financial instability, macroeconomic stability, bond yields, stock markets, money supply, financial institutions, macroeconomic performance, hedge, bonds, real

Abstract:

Mutual funds, retail investors, equity markets, dedicated investors, crossover investors

Abstract: