Publications By Author

Title: Bank to Sovereign Risk Transmission: New Evidence

Author: Adrian, Tobias ; Qureshi, S Mahvash ; Tsuruga, Tomohiro

Series: Global Financial Stability Notes No 2025/003

Date: June 5, 2025

Subject: Bank credit Central Banks Commercial banks Credit default swap Credit risk Financial institutions Financial regulation and supervision Money Public debt

Title: A Gravity Model of Geopolitics and Financial Fragmentation

Author: Catalan, Mario ; Fendoglu, Salih ; Tsuruga, Tomohiro

Series: Working Paper No. 2024/196

Date: September 13, 2024

Subject: Asset allocation Asset and liability management Bonds Econometric analysis Estimation techniques Financial institutions International trade Mutual funds Plurilateral trade

Title: Geoeconomic Fragmentation and International Diversification Benefits

Author: Okuda, Tatsushi ; Tsuruga, Tomohiro

Series: Working Paper No. 2024/048

Date: March 8, 2024

Subject: Business cycles Consumption Economic growth Financial markets International capital markets National accounts Output gap Production Total factor productivity

Title: Commercial Real Estate and Macrofinancial Stability During COVID-19

Author: Deghi, Andrea ; Mok, Junghwan ; Tsuruga, Tomohiro

Series: Working Paper No. 2021/264

Date: November 5, 2021

Subject: COVID-19 Financial crises Financial sector policy and analysis Financial sector risk Global financial crisis of 2008-2009 Health Macroprudential policy Prices Real estate prices

Title: Corporate Funding and the COVID-19 Crisis

Author: Deghi, Andrea ; Seneviratne, Dulani ; Tsuruga, Tomohiro ; Vandenbussche, Jerome

Series: Working Paper No. 2021/086

Date: March 19, 2021

Subject: Bank credit Bonds Corporate bonds Credit Currencies Economic sectors Financial crises Financial institutions Financial markets Money Securities markets Syndicated loans