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This paper empirically analyzes the contribution of microeconomic and macroeconomic factors in five recent episodes of banking system problems in the U.S. South
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This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers p
Dynamic Models and their Applications in Emerging Markets
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This book is a collection of six studies on behaviour of financial and economic variables in emerging and Euro markets. It includes the latest empirical studies
Monitoring Systemic Risk Basedon Dynamic Thresholds
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Successful implementation of macroprudential policy is contingent on the ability to identify and estimate systemic risk in real time. In this paper, systemic ri
Global Financial Stability Report, March 2002
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This March 2002 issue of the Global Financial Stability Report highlights that financial markets ended the year 2001 on a positive note. Equity markets recovere