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The Real Consequences of Financial Stress. (2013). Semmler, Willi ; Mittnik, Stefan.
In: SFB 649 Discussion Papers.
RePEc:hum:wpaper:sfb649dp2013-011.

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  1. New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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  2. A continuous-time macro-finance model with Knightian uncertainty. (2023). Yan, Jingzhou ; Shen, Guanxiong ; Mao, Jie.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002244.

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  3. Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits. (2023). Westerhoff, Frank ; Gardini, Laura ; Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:210:y:2023:i:c:p:342-359.

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  4. Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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  5. Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140.

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  6. Financial Crises and Business Cycle Implications for Islamic and Non-Islamic Bank Lending in Indonesia. (2022). Issa, Samar.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:292-:d:853388.

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  7. When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Karminsky, Alexander ; Shchepeleva, Maria.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640.

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  8. International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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  9. Risk pooling, intermediation efficiency, and the business cycle. (2022). Pelizzon, Loriana ; Modena, Andrea ; Dindo, Pietro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002044.

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  10. Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro.
    In: Metroeconomica.
    RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923.

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  11. Macrofinancial linkages in Europe: Evidence from quantile local projections. (2021). Shchepeleva, Maria ; Stolbov, Mikhail.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5557-5569.

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  12. Statedependent fiscal multipliers and financial dynamics An impulse response analysis by local projections for South Africa. (2021). Merrino, Serena.
    In: Working Papers.
    RePEc:rbz:wpaper:11015.

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  13. Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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  14. The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura.
    In: Working Papers.
    RePEc:bdm:wpaper:2021-23.

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  15. Life after Debt: The Effects of Overleveraging on Conventional and Islamic Banks. (2020). Issa, Samar.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:137-:d:375643.

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  16. Can Heterodox Economics Make a Difference?. (2020). Armstrong, Phil.
    In: Books.
    RePEc:elg:eebook:19964.

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  17. Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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  18. Balance sheet changes and the impact of financial sector risk-taking on fiscal multipliers. (2020). Harris, Laurence ; Davies, Rob ; Arndt, Channing ; Makrelov, Konstantin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:322-343.

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  19. Financial stress index, growth and price stability in India: Some recent evidence. (2020). Sahoo, Jayantee.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:105-124.

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  20. The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082019.

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  21. Real-time signals anticipating credit booms in Euro Area countries. (2019). Lucidi, Francesco Simone.
    In: Working Papers.
    RePEc:sap:wpaper:wp189.

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  22. Financial Stability, Monetary Stability and Growth: a PVAR Analysis. (2019). Papadopoulos, Athanasios ; Apostolakis, George.
    In: Open Economies Review.
    RePEc:kap:openec:v:30:y:2019:i:1:d:10.1007_s11079-018-9507-y.

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  23. Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2019). Semmler, Willi ; Roventini, Andrea ; Andrea, Roventini ; Tommaso, Ferraresi ; Willi, Semmler.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:239:y:2019:i:4:p:599-625:n:4.

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  24. The Impact of Stock Market Development on Economic Growth: The Case of Botswana. (2019). Mphoeng, Mphoeng ; Mutobo, Shadreck A ; Radikoko, Ishmael .
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:11:y:2019:i:12:p:149.

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  25. Fiscal multipliers in South Africa: The importance of financial sector dynamics. (2018). Makrelov, Konstantin ; Harris, Laurence ; Davies, Rob ; Arndt, Channing.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2018-6.

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  26. Fiscal multipliers in South Africa: The importance of financial sector dynamics. (2018). Arndt, Channing ; Makrelov, Konstantin ; Harris, Laurence ; Davies, Rob.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp-2018-6.

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  27. Short and Long Effects of Productivity on Unemployment. (2018). Semmler, Willi ; Chen, Pu.
    In: Open Economies Review.
    RePEc:kap:openec:v:29:y:2018:i:4:d:10.1007_s11079-018-9486-z.

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  28. Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: Annals of Finance.
    RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

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  29. Economic dynamics during periods of financial stress: Evidences from Brazil. (2018). Stona, Filipe ; Triches, Divanildo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:130-144.

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  30. A financially stressed euro area. (2017). Schleer, Frauke ; Kappler, Marcus.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:20176.

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  31. Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

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  32. Current account imbalances: A new approach to assess external debt sustainability. (2017). Semmler, Willi ; Tahri, Ibrahim .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:62:y:2017:i:c:p:161-170.

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  33. Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR. (2017). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:81:y:2017:i:c:p:115-139.

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  34. Destabilizing effects of bank overleveraging on real activity - an analysis based on a threshold MCS-GVAR. (2017). Semmler, Willi ; Henry, Jerome ; Gross, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172081.

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  35. Debt deflation, financial market stress and regime change: Evidence from Europe using MRVAR. (2016). Semmler, Willi ; Ernst, Ekkehard ; Haider, Alexander .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:16030.

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  36. Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/23.

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  37. Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/17.

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  38. Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f.

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  39. Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2beljp6noq9u6oh9p9agr8ugra.

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  40. Macro, Money and Finance: A Continuous Time Approach. (2016). Brunnermeier, Markus ; Sannikov, Yuliy .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22343.

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  41. Macroeconomic effects of financial stress and the role of monetary policy: a VAR analysis for the euro area. (2016). Kremer, Manfred.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:13:y:2016:i:1:d:10.1007_s10368-015-0325-z.

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  42. The perils of debt deflation in the Euro area: a multi regime model. (2016). Semmler, Willi ; Haider, Alexander.
    In: Empirica.
    RePEc:kap:empiri:v:43:y:2016:i:2:d:10.1007_s10663-016-9327-5.

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  43. Banking Overleveraging and Macro Instability: A Model and VSTAR Estimations. (2016). Semmler, Willi ; Schleer, Frauke ; Willi, Semmler ; Frauke, Schleer .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:236:y:2016:i:1:p:609-638:n:6.

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  44. Macroeconomic Regimes, Technological Shocks and Employment Dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03469938.

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  45. Macroeconomic Policy in DGSE and Agent-Based Models Redux. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03459348.

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  46. Macroeconomic regimes, technological shocks and employment dynamics. (2016). Semmler, Willi ; Roventini, Andrea ; Ferraresi, Tommaso.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1619.

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  47. Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead. (2016). Roventini, Andrea ; Fagiolo, Giorgio.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:16011.

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  48. Macro, Money, and Finance. (2016). Brunnermeier, M K ; Sannikov, Y.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1497.

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  49. The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model. (2016). Brana, Sophie ; Prat, Stephanie .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:52:y:2016:i:pa:p:26-34.

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  50. Macro, Money and Finance: A Continuous Time Approach. (2016). Brunnermeier, Markus ; Sannikov, Yuliy .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11329.

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  51. Interaction of Labour and Credit Market in Growth Regimes: A Theoretical and Empirical Analysis. (2016). Semmler, Willi ; Ernst, Ekkehard ; Mittnik, Stefan.
    In: Economic Notes.
    RePEc:bla:ecnote:v:45:y:2016:i:3:p:393-422.

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  52. The perils of debt deflation in the euro area: A multi regime model. (2015). Semmler, Willi ; Haider, Alexander .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:15071.

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  53. Public Debt and Growth in U.S. States. (2015). Romalis, John ; Golberg, Andrew .
    In: Working Papers.
    RePEc:syd:wpaper:2015-10.

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  54. Meta-Granger causality testing. (2015). Stern, David ; Bruns, Stephan B..
    In: CAMA Working Papers.
    RePEc:een:camaaa:2015-22.

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  55. Financial sector and output dynamics in the euro area: Non-linearities reconsidered. (2015). Semmler, Willi ; Schleer, Frauke.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:46:y:2015:i:c:p:235-263.

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  56. Time variation in U.S. monetary policy and credit spreads. (2015). Huang, Yu-Fan.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:205-215.

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  57. Capital stock management during a recession that freezes credit markets. (2015). Kort, Peter ; Caulkins, Jonathan P ; Seidl, Andrea ; Hartl, Richard F ; Grass, Dieter ; Feichtinger, Gustav.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:116:y:2015:i:c:p:1-14.

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  58. Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence. (2014). Semmler, Willi ; Mittnik, Stefan.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:14110.

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  59. Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13068r.

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  60. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100578.

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  61. Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions. (2014). Semmler, Willi ; Schoder, Christian ; Proaño, Christian ; Proao, Christian R.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4085.

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  62. Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions. (2014). Semmler, Willi ; Schoder, Christian ; Proaño, Christian ; Proao, Christian R..
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp167.

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  63. Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered. (2014). Semmler, Willi ; Schleer, Frauke.
    In: SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization..
    RePEc:epa:cepawp:2014-5.

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  64. Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions. (2014). Semmler, Willi ; Schoder, Christian ; Proao, Christian R..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:45:y:2014:i:c:p:17-37.

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  65. International transmission and business-cycle effects of financial stress. (2014). van Roye, Björn ; Dovern, Jonas.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:1-17.

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  66. On the Relationship between Financial Instability and Economic Performance: Stressing the Business of Nonlinear Modelling. (2014). Ubilava, David.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
    RePEc:ags:aaea14:170222.

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  67. How many factors and shocks cause financial stress?. (2013). Schleer, Frauke ; Kappler, Marcus.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:13100.

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  68. International transmission of financial stress: Evidence from a GVAR. (2013). van Roye, Björn ; Dovern, Jonas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1844.

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  69. Assortative matching through signals. (2013). Poeschel, Friedrich.
    In: 2013 Papers.
    RePEc:jmp:jm2013:ppo178.

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  70. The Role of Financial Stress in Debt and Recovery. (2013). Semmler, Willi ; Schoder, Christian ; Proaño, Christian ; Proano, Christian .
    In: SCEPA policy note series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization..
    RePEc:epa:cepapn:2013_02.

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  71. The real consequences of financial stress. (2013). Semmler, Willi ; Mittnik, Stefan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1479-1499.

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  50. Broad Banking, Financial Markets and the Return of the Narrow Banking Idea. (2010). Semmler, Willi ; Malikane, Christopher ; Hartmann, Florian ; Flaschel, Peter.
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