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~institution:"European Central Bank"
~institution:"London School of Economics (LSE)"
~person:"Claeys, Peter"
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Consensus Economics Forecast
1
FAVAR
1
contagion
1
eurozone
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financial crisis
1
fiscal policy
1
market expectations
1
sovereign bond spreads
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spillover
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Claeys, Peter
Rother, Philipp
9
Schuknecht, Ludger
8
Afonso, António
6
Cimadomo, Jacopo
4
Hauptmeier, Sebastian
4
Nickel, Christiane
4
Pérez, Javier J.
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Sousa, Ricardo M.
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Stark, Jürgen
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Vermeulen, Philip
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Checherita-Westphal, Cristina
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Fratzscher, Marcel
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Hiebert, Paul
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Menon, Carlo
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Pierluigi, Beatrice
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Roma, Moreno
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Santis, Roberto A. De
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Stracca, Livio
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Agnello, Luca
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Alogoskoufis, George
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Altomonte, Carlo
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Angelini, Elena
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Aquilante, Tommaso
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Ardagna, Silvia
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Beetsma, Roel
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Buiter, Willem H.
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Békés, Gábor
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Caselli, Francesco
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Cho, Haeran
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Christodoulaki, Olga
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Darracq Pariès, Matthieu
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Dergiades, Theologos
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Dovern, Jonas
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Fabiani, Silvia
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Fritsche, Ulrich
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Fryzlewicz, Piotr
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Gattini, Luca
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European Central Bank
London School of Economics (LSE)
Facultat d'Economia i Empresa, Universitat de Barcelona
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CESifo
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Department of Economics, European University Institute
1
European University Institute / Department of Economics
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Istituto Nazionale di Statistica (ISTAT)
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Xarxa de Referència en Economia Aplicada (XREAP)
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Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe
Claeys, Peter
;
Vašíček, Bořek
-
European Central Bank
-
2014
. Differences in bilateral linkages are due to a combination of fiscal trouble and a large banking sector, as Belgium,
Italy
and …
Persistent link: https://www.econbiz.de/10011067242
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2
How do financial institutions forecast sovereign spreads?
Cimadomo, Jacopo
;
Claeys, Peter
;
Poplawski Ribeiro, Marcos
-
European Central Bank
-
2014
. Using monthly survey forecasts for France,
Italy
and the UK between January 1993 and December 2011, we test whether …
Persistent link: https://www.econbiz.de/10011100166
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