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Your search found 7 documents

Macroprudential Regulation and Sector-Specific Default Risk

Author/Editor: Mohamed Belkhir, Sami Ben Naceur, Bertrand Candelon, Jean-Charles Wijnandts.

Release Date:July, 2022

This paper studies the transmission of macroprudential policies across both financial and non financial sectors of the economy. It first documents that tighter macroprudential regulations implemented more...

Price: $20.00
Macroprudential Policies, Economic Growth, and Banking Crises

Author/Editor: Mohamed Belkhir, Sami Ben Naceur, Bertrand Candelon, Jean-Charles Wijnandts.

Release Date:May, 2020

Using a sample that covers more than 100 countries over the 2000-2017 period, we assess the impact of macroprudential policies on financial stability. In particular, we examine whether the activation more...

Price: $18.00
Taming Financial Development to Reduce Crises

Author/Editor: Sami Ben Naceur, Bertrand Candelon, Quentin Lajaunie.

Release Date:May, 2019

This paper assesses whether and how financial development triggers the occurrence of banking crises. It builds on a database that includes financial development as well as financial access, depth and more...

Price: $18.00
Globalization and the New Normal

Author/Editor: Alina Carare, Bertrand Candelon, Jean-Baptiste Hasse, Jing Lu.

Release Date:April, 2018

This study expands the empirical specification of Cerra and Saxena (2008), and allows short-term output growth regimes to be determined by globalization. Relying on a non-linear dynamic panel more...

Price: $18.00
How Did Markets React to Stress Tests?

Author/Editor: Bertrand Candelon, Amadou N. R. Sy.

Release Date:April, 2015

We use event study methods to compare the market reaction to U.S. and EU-wide stress tests performed from 2009 to 2013. Typically, stress tests have a positive impact on stressed banks’ returns. more...

Price: $18.00
Are there Spillover Effects From Munis?

Author/Editor: Bertrand Candelon, Rabah Arezki, Amadou N. R. Sy.

Release Date:December, 2011

This paper studies the spillover effects both within the bond markets for individual U.S. states and between the latter and the market for U.S. Treasury securities. We perform the Forbes and Rigobon more...

Price: $18.00
Sovereign Rating News and Financial Markets Spillovers : Evidence From the European Debt Crisis

Author/Editor: Bertrand Candelon, Amadou N. R. Sy, Rabah Arezki.

Release Date:March, 2011

This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our main finding is that sovereign rating downgrades have statistically more...

Price: $18.00