 | Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis Author/Editor: Plamen K Iossifov, Tomas Dutra Schmidt. Release Date:February, 2021 We analyze a range of macrofinancial indicators to extract signals about cyclical systemic risk across 107 economies over 1995–2020. We construct composite indices of underlying liquidity, solvency more...
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