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~isPartOf:"CESifo Working Paper"
~isPartOf:"ECB Working Paper"
~language:"eng"
~person:"Schwaab, Bernd"
~person:"Setzer, Ralph"
~subject:"Theorie"
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Search: ("Euro area" OR "Eurozone" OR "Labour policy" OR "Structural reforms" OR "Unemployment") AND NOT isPartOf:Intereconomics
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Schwaab, Bernd
Setzer, Ralph
Koskela, Erkki
10
Coenen, Günter
7
Egger, Hartmut
7
McAdam, Peter
7
Darracq Paries, Matthieu
6
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ECONIS (ZBW)
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Modeling Extreme Events : Time-Varying Extreme Tail Shape
Schwaab, Bernd
;
Lucas, Andre
;
Zhang, Xin
-
2021
model, we find that Eurosystem sovereign bond purchases during the
euro
area
sovereign debt crisis had a beneficial impact …
Persistent link: https://www.econbiz.de/10013243812
Saved in:
2
Conditional and Joint Credit Risk
Lucas, Andre
-
2013
ensure that uncertainty and risk dependence can increase in times of stress. We apply the framework to
euro
area
sovereign … CDS spreads during the
euro
area
debt crisis. Our results reveal significant time-variation in distress dependence and …
Persistent link: https://www.econbiz.de/10013072036
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