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Themes

  • Key Themes
  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Sustainable Finance
  • Ukraine Initiative
  • Women in Economics
  • Other Themes
  • Business Cycles
  • Covid 19
  • Exchange Rates
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  • International Finance
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  • Focus On
  • The Economic Consequences of the War
  • Trump & Tariffs

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There are 8 results

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Discussion paper

DP17512 Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions

  • Andrea Carriero
  • Todd Clark
  • Massimiliano Marcellino

28 Jul 2022
  • Monetary Economics and Fluctuations
  • C53
  • E17
  • E37
  • F47
Discussion paper

DP15109 Modeling and Forecasting Macroeconomic Downside Risk

  • Davide Delle Monache
  • Andrea De Polis
  • Ivan Petrella

17 Feb 2022
  • Monetary Economics and Fluctuations
  • E32
  • E44
  • C53
Discussion paper

DP16496 Nowcasting Tail Risk to Economic Activity at a Weekly Frequency

  • Massimiliano Marcellino
  • Todd Clark
  • Andrea Carriero

31 Aug 2021
  • Monetary Economics and Fluctuations
  • C53
  • E17
  • E37
  • F47
Discussion paper

DP14322 Financial Variables as Predictors of Real Growth Vulnerability

  • Lucrezia Reichlin
  • Giovanni Ricco
  • Thomas Hasenzagl

16 Jan 2020
  • Monetary Economics and Fluctuations
  • E32
  • E44
  • C32
  • C53
Discussion paper

DP10706 Asymmetries and Portfolio Choice

  • Magnus Dahlquist

12 Jul 2015
  • Financial Economics
  • G11
Discussion paper

DP10639 Downside Risk Timing by Mutual Funds

  • Andrei Simonov
  • Andriy Bodnaruk

31 May 2015
  • Financial Economics
  • G10
  • G11
Discussion paper

DP9484 Conditional Risk Premia in Currency Markets and Other Asset Classes

  • Martin Lettau
  • Matteo Maggiori
  • Michael Weber

26 May 2013
  • Financial Economics
  • International Macroeconomics
  • F31
  • F34
  • G11
  • G15
Discussion paper

DP3172 Increased Correlation in Bear markets: A Downside Risk Perspective

  • Paul Kofman
  • Kees Koedijk
  • Rachel Campbell

20 Jan 2002
  • Financial Economics
  • G11
  • G15
  • Themes & Current Issues
  • Artificial Intelligence
  • Business Cycles
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  • Competition Policy
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  • Finance and Fintech
  • Financial Markets
  • Financial Regulation and Banking
  • Health Economics
  • Inflation
  • International Finance
  • International trade
  • Labour Markets
  • Migration
  • Monetary Policy
  • Political Economy
  • Poverty and Income Inequality
  • Productivity and Innovation
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  • Ukraine Initiative
  • Women in Economics
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