2, boulevard Royal
Luxembourg, L-2983
Luxembourg
Banque Centrale du Luxembourg
SSRN RANKINGS
in Total Papers Citations
DSGE, Banking sector, Default risk, Supervision, Money
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
banking sector, central bank, default risk, DSGE, supervision
banks, total factor productivity, Törnqvist index
Stress testing, MVAR, tier 1 capital ratio, counterparty risk, Luxembourg banking sector
Central banks, Interest rates on loans, Bank capital, Market interest rates, Bank liquidity, Sovereign risk, Contagion, Interbank market, interbank, deposit rate, leverage ratio, order condition, bank 's balance
Output growth, GARCH models, Dynamic conditional correlations
Kalman filter, natural interest rate, equilibrium real interest rate