Short-term wholesale funding and systemic risk: A global CoVaR approach G López-Espinosa, A Moreno, A Rubia, L Valderrama Journal of Banking & Finance 36 (12), 3150-3162, 2012 | 351 | 2012 |
Good for one, bad for all: Determinants of individual versus systemic risk G López-Espinosa, A Rubia, L Valderrama, M Antón Journal of Financial Stability 9 (3), 287-299, 2013 | 101 | 2013 |
Systemic Risk Monitoring ('SysMo') Toolkit-A User Guide N Blancher, S Mitra, H Morsy, A Otani, T Severo, L Valderrama | 85 | 2013 |
Systemic risk and asymmetric responses in the financial industry G Lopez-Espinosa, A Moreno, A Rubia, L Valderrama Journal of Banking & Finance 58, 471-485, 2015 | 84 | 2015 |
Systemic risk and asymmetric responses in the financial industryOriginal GL Espinosa, A Moreno, AR Serrano, L Valderrama Journal of banking and finance 58 (9), 471-485, 2015 | 84* | 2015 |
Bank solvency and funding cost: New data and new results MSW Schmitz, M Sigmund, ML Valderrama International Monetary Fund, 2017 | 51 | 2017 |
The monetary policy regime and banking spreads in Barbados ML Valderrama, MWA Samuel International Monetary Fund, 2006 | 33* | 2006 |
Macroprudential Regulation Under Repo Funding L Valderrama | 22* | 2010 |
Sovereign tail risk G López-Espinosa, A Moreno, A Rubia, L Valderrama Journal of International Money and Finance 79, 174-188, 2017 | 15 | 2017 |
Macroprudential regulation under repo funding L Valderrama Journal of Financial Intermediation 24 (2), 178-199, 2015 | 14 | 2015 |
Public Debt Markets in Central America, Panama, and the Dominican Republic H Shah, A Jobst, L Valderrama, I Guerra | 11 | 2007 |
Public Debt Markets in Central America, Panama, and the Dominican Republic A Jobst, ML Valderrama, I Guerra, H Shah International Monetary Fund, 2007 | 10* | 2007 |
Asymmetric Covar: An Application to International Banking G López-Espinosa, A Moreno, A Serrano, L Valderrama | 8 | 2011 |
Asymmetric CoVaR: An Application to International Banking G López, A Moreno, A Rubia, L Valderrama Systemic Risk, Basel III, Financial Stability and Regulation, 2011 | 8 | 2011 |
Countercyclical regulation under collateralized lending L Valderrama IMF Working Paper, 2010 | 5 | 2010 |
Institutional Inertia L Valderrama-Ferrando Washington, DC: International Monetary Fund Institute Working Paper, 2006 | 4 | 2006 |
Privatization under regulatory lobbying L Valderrama NCID Working Papers, 2010 | 2 | 2010 |
Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach A Moreno, A Rubia, L Valderrama Faculty Working Papers, 2012 | | 2012 |
Privatization in a Lobbying Game LM Valderrama | | 2004 |
Institutional Inertia and Technology Choice LM Valderrama | | 2003 |