Tuomas Peltonen
Tuomas Peltonen
European Systemic Risk Board, European Central Bank
Verified email at ecb.europa.eu
Cited by
Cited by
Predicting distress in European banks
F Betz, S Oprică, TA Peltonen, P Sarlin
Journal of Banking & Finance 45, 225-241, 2014
Assessing systemic risks and predicting systemic events
ML Duca, TA Peltonen
Journal of Banking & Finance 37 (7), 2183-2195, 2013
Exchange rate pass-through in the global economy: the role of emerging market economies
M Bussière, S Delle Chiaie, TA Peltonen
IMF Economic Review 62 (1), 146-178, 2014
The network structure of the CDS market and its determinants
TA Peltonen, M Scheicher, G Vuillemey
Journal of Financial Stability 13, 118-133, 2014
Macro-financial vulnerabilities and future financial stress: assessing systemic risks and predicting systemic events
M Lo Duca, TA Peltonen
ECB Working Paper, 2011
Setting countercyclical capital buffers based on early warning models: would it work?
M Behn, C Detken, TA Peltonen, W Schudel
ECB working paper, 2013
Dating systemic financial stress episodes in the EU countries
T Duprey, B Klaus, T Peltonen
Journal of Financial Stability 32, 30-56, 2017
Has emerging Asia decoupled? An analysis of production and trade linkages using the Asian international input–output table
G Pula, TA Peltonen
The Evolving Role of Asia in Global Finance, 2011
Wealth effects in emerging market economies
TA Peltonen, RM Sousa, IS Vansteenkiste
International Review of Economics & Finance 24, 155-166, 2012
Characterising the financial cycle: a multivariate and time-varying approach
YS Schüler, P Hiebert, TA Peltonen
ECB Working Paper, 2015
Mapping the state of financial stability
P Sarlin, TA Peltonen
Journal of International Financial Markets, Institutions and Money 26, 46-76, 2013
Systemic risk spillovers in the European banking and sovereign network
F Betz, N Hautsch, TA Peltonen, M Schienle
Journal of Financial Stability 25, 206-224, 2016
A new database for financial crises in European countries: ECB/ESRB EU crises database
M Lo Duca, A Koban, M Basten, E Bengtsson, B Klaus, P Kusmierczyk, ...
ECB occasional paper, 2017
How does risk flow in the credit default swap market?
M D’errico, S Battiston, T Peltonen, M Scheicher
Journal of Financial Stability 35, 53-74, 2018
Assessing contagion risks from the CDS market
M Brunnermeier, L Clerc, Y El Omari, S Gabrieli, S Kern, C Memmel, ...
ESRB Occasional Paper Series, 2013
Housing and equity wealth effects of Italian households
C Grant, TA Peltonen
ECB Working Paper, 2008
Are emerging market currency crises predictable?-A test
TA Peltonen
ECB Working Paper, 2006
Are emerging market currency crises predictable?
TA Peltonen, A Test
Comparing different early warning systems: Results from a horse race competition among members of the macro-prudential research network
L Alessi, A Antunes, J Babeckı, S Baltussen, M Behn, D Bonfim, O Bush, ...
Interconnectedness of the banking sector as a vulnerability to crises
TA Peltonen, M Rancan, P Sarlin
International Journal of Finance & Economics 24 (2), 963-990, 2019
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