Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Ceyla Pazarbaşioǧlu"'
Autor:
Li Lian Ong, Ceyla Pazarbasioglu
Publikováno v:
International Journal of Financial Studies, Vol 2, Iss 1, Pp 15-81 (2014)
Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form of the Supervisory Capital Assessment Program. Since then, supervisory authorities in oth
Externí odkaz:
https://doaj.org/article/0b41d918ab594c62bb3cc3f8e4ac4093
Autor:
Ceyla Pazarbaşioǧlu, Inci Ötker
Publikováno v:
European Economic Review. 41:847-860
This paper evaluates the role of macroeconomic fundamentals in generating episodes of speculative pressures on six currencies of the European Exchange Rate Mechanism (ERM). The observed regime changes are first estimated by a set of speculative press
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50a581994b850aad85827dbb4fa8c2e5
https://doi.org/10.1016/s0014-2921(97)00042-1
https://doi.org/10.1016/s0014-2921(97)00042-1
Autor:
Ceyla Pazarbaşioǧlu, Inci Ötker
Publikováno v:
European Economic Review. 41:837-845
This paper estimates a survival model to identify the role of macroeconomic fundamentals on the likelihood and the timing of a currency crisis for Mexico during 1982–1994. Foreign reserve losses, expansionary output, expansionary monetary and fisca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c701756f9f2e830b4689e64e5ba2c36
https://doi.org/10.1016/s0014-2921(97)00041-x
https://doi.org/10.1016/s0014-2921(97)00041-x