The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Year of publication: |
2015
|
---|---|
Authors: | Avouyi-Dovi, Sanvi ; Horny, Guillaume ; Sevestre, Patrick |
Publisher: |
Paris : Banque de France |
Subject: | bank interest rates | error-correction model | structural breaks | stochastic volatility,Bayesian econometrics | Eurozone | Euro area | Zins | Interest rate | Zinsstruktur | Yield curve | Schätzung | Estimation | Kointegration | Cointegration | Strukturbruch | Structural break | EU-Staaten | EU countries | Volatilität | Volatility | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Schuldenkrise | Debt crisis |
Extent: | Online-Ressource (42 S.) graph. Darst. |
---|---|
Series: | Documents de travail / Banque de France. - Paris, ZDB-ID 2585859-2. - Vol. 547 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: PDF Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Avouyi-Dovi, Sanvi, (2017)
-
Spain and the European sovereign debt crisis
Gruppe, Mario, (2014)
-
The influence of sovereign bond yields on bank lending rates: the pass-through in Europe
Eller, Markus, (2016)
- More ...
-
Avouyi-Dovi, Sanvi, (2015)
-
Avouyi-Dovi, Sanvi, (2014)
-
Avouyi-Dovi, Sanvi, (2013)
- More ...