VoxEU Column High-frequency macroeconomic risk measures in the wake of the war in Ukraine Matteo Mogliani Jean-Guillaume Sahuc Laurent Ferrara 7 Apr 2022 Politics and economics Financial Markets
Discussion paper DP15777 Portfolio rebalancing in times of stress Andreas Fischer Rafael P. Greminger Christian Grisse Sylvia Kaufmann 7 Feb 2021 International Macroeconomics and Finance F30 G11 G15
Discussion paper DP11599 Adaptive state space models with applications to the business cycle and financial stress Ivan Petrella Fabrizio Venditti Davide Delle Monache 3 Nov 2016 Monetary Economics and Fluctuations C22 C32 C51 C53 E31
VoxEU Column How financial stress spreads – A first comprehensive look at the current crisis Irina Tytell Stephan Danninger Selim Elekdag Ravi Balakrishnan 27 Apr 2009 Global crisis International Finance