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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Jannatul Liutammima Musta'in, Faaza Fakhrunnas
Pág. 162 - 173
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Lilit Popoyan
After the destructive impact of the global financial crisis of 2008, many believe that pre-crisis financial market regulation did not take the ?big picture? of the system sufficiently into account and, subsequently, fi- nancial supervision mainly ?missed...
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Ragnar Nymoen, Kari Pedersen and Jon Ivar Sjåberg
We used a time-series cross-section dataset to test several hypotheses pertaining to the role of macroprudential policy instruments in the management of the financial cycle in advanced open economies. The short-run effects are most significant for caps o...
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Mirjana Jemovic,Srdan Marinkovic
Pág. 131 - 143
During the recent financial crisis, there have been significant real and fiscal implications that have renewed concerns of the regulatory agencies for financial stability. The stability of the financial system implies its resistance, which must be set up...
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Fernando da Silva Vinhado,José Angelo Divino
Pág. 691 - 731
The objective of this paper is to investigate the relationship between monetary and macroprudential policies and the banking sector of the Brazilian economy, exploiting its cross-section structure as a source of interrelations between systemic aspects of...
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José Mauricio Gil León
Pág. 381 - 401
This paper explores the monetary policy positions from different eco-nomic schools of thought, which can be linked to the stability behavior of the economic and financial cycle. As such, it is based on the traditional debate between non-interventionism a...
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Augustine Ujunwa, Ifeoma Nwakoby, Chinwe Okoyeuzu
Pág. 1301 - 1311
Purpose: The purpose of this paper is to critique the suitability of macro prudential policy as a proactive and effective toolkit for mitigating financial system risk in developing economies.Design/methodology/approach: The author first discusses the cau...
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Krzysztof Olszewski
Pág. 213 - 250
This article reviews the impact of commercial real estate (CRE hereafter) on macrofinancial stability and discusses some ideas on how central banks could deal with the risk that it can impose to the financial stability. First, we present the main feature...
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Retno Febriyastuti Widyawati, Sisti Ujianti, Ermatry Hariani, Andi Lopa Ginting
Pág. 498 - 506
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