Tuomas Peltonen
Tuomas Peltonen
European Systemic Risk Board, European Central Bank
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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
Dating systemic financial stress episodes in the EU countries
T Duprey, B Klaus, T Peltonen
Journal of Financial Stability 32, 30-56, 2017
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, 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
A new database for financial crises in European countries
M Lo Duca, A Koban, M Basten, E Bengtsson, B Klaus, P Kusmierczyk, ...
ECB occasional paper, 2017
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
Characterising the financial cycle: a multivariate and time-varying approach
YS Schüler, P Hiebert, TA Peltonen
ECB Working Paper, 2015
Setting countercyclical capital buffers based on early warning models: would it work?
M Behn, C Detken, TA Peltonen, W Schudel
ECB working paper, 2013
Macro-financial vulnerabilities and future financial stress-Assessing systemic risks and predicting systemic events
M Lo Duca, TA Peltonen
BOFIT Discussion Paper, 2011
Wealth effects in emerging market economies
TA Peltonen, RM Sousa, IS Vansteenkiste
International Review of Economics & Finance 24, 155-166, 2012
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 9, 255-286, 2011
Mapping the state of financial stability
P Sarlin, TA Peltonen
Journal of International Financial Markets, Institutions and Money 26, 46-76, 2013
Network linkages to predict bank distress
A Constantin, TA Peltonen, P Sarlin
Journal of Financial Stability 35, 226-241, 2018
Are emerging market currency crises predictable?-A test
TA Peltonen
ECB Working Paper, 2006
Indirect contagion: the policy problem
L Clerc, A Giovannini, S Langfield, T Peltonen, R Portes, M Scheicher
ESRB: Occasional Paper Series, 2016
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
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
Mapping the interconnectedness between EU banks and shadow banking entities
J Abad, M D'Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
National Bureau of Economic Research, 2017
Financial cycles: Characterisation and real-time measurement
YS Schüler, PP Hiebert, TA Peltonen
Journal of International Money and Finance 100, 102082, 2020
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