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Original Articles

Stress testing analysis of the effects of Japanese yen's depreciation on Chinese exports

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Pages 185-190 | Published online: 06 Oct 2010

References

  • Berkowitz , J. 1999 . A Coherent Framework for Stress-Testing , 1999-29 US : Board of Governors of the Federal Reserve System .
  • Blaschke , W. , Jones , M. T. , Majnoni , G. and Peria , S. M. 2001 . Stress testing of financial systems: an overview of issues, methodologies, and FSAP experiences , IMF Working Papers, No. wp0118
  • Committee on the Global Financial System . 2000 . Stress Testing by Large Financial Institutions: Current Practice and Aggregation Issues , Bank ForInter national Settlement CGFS Publications, No. 14
  • Dimson , E. and Marsh , P. 1997 . Stress tests of capital requirements . Journal of Banking and Finance , 21 ( 11-12 ) : 1515 – 1546 .
  • Kafetzaki-Boulamatsis , M. and Tasche , D. June 2001 . Combined Market and Credit Risk Stress Testing Based on the Merton Model , June , Switzerland : RiskLab . RiskLab Report
  • Wang , S. Y. November 2001 . Forecasting the Chinese Exports and Imports in 2001 and 2002 , November , MADIS, Chinese Academy of Sciences . Research Report

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