AA.VV’s scientific contributions

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Publications (2)


Figure 1: Monthly Co-exceedances
Figure 1: United States Systemic Index-High Threshold
Figure 1: Evolution of Some Measures of Risk Contribution (2011=100)
Figure 1: The Dynamics of Volatility Spillover Index
Figure 2: Australia Systemic Index-High Threshold

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CONFERENCE OVERVIEW AND SUMMARY OF PAPERS INTERNATIONAL CONFERENCE ON FINANCIAL CYCLES, SYSTEMIC RISK, INTERCONNECTEDNESS, AND POLICY OPTIONS FOR RESILIENCE
  • Conference Paper
  • Full-text available

January 2017

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57 Reads

AA.VV

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In this paper we develop a strong analysis of the systemic risk and contagion determinants, through the differential effects on the banking system of excluding one bank. The first raw test of comparing the riskiness of a sample of banks by some different risk measures gives some interesting results.

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Public finances in EMU - 2011

January 2011

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118 Reads

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122 Citations

The report provides an overview of the current developments, looking at recent outcomes and both the Commission services' and the Member States' own projections for the public finances. This provides the background to discuss the proposed reform to economic and budgetary surveillance which is currently nearing the end of the adoption process and which seeks to put into action the main lessons learnt from the crisis.

Citations (1)


... The di¤erence is that now the steady state, around which we approximate, is the steady state of the Ramsey second-best policy problem. 28 The …rst step is to solve the Ramsey second-best policy problem. In this problem, when we use the so-called dual approach, the government chooses the time-paths of all endogenous variables of the DE system plus the …scal policy instruments taken as given at the DE level (see e.g. ...

Reference:

Fiscal consolidation in an open economy with sovereign premia and without monetary policy independence
Public finances in EMU - 2011