Cyclical Patterns of Systemic Risk Metrics : Cross-Country Analysis.
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 and mispricing risks and analyze their patterns over the financial cycle. We find that liquidity and s...
| Formatua: | Aldizkaria |
|---|---|
| Hizkuntza: | English |
| Argitaratua: |
Washington, D.C. :
International Monetary Fund,
2021.
|
| Saila: | IMF Working Papers; Working Paper ;
No. 2021/028 |
| Sarrera elektronikoa: | Full text available on IMF |