Search Results - subject:"Financial linkages"

Asymmetric macro-financial spillovers

Bluwstein, Kristina - 2017

the macro-financial linkages. The muted macro-financial transmission during financial booms can be exploited for …

Persistent link: https://www.econbiz.de/10011617592

Financial channels and economic activity in the euro area : a large-scale Bayesian VAR approach

Balta, Narcissa; Vašíček, Bořek - In: Empirica : journal of european economics 47 (2020) 2, pp. 431-451

Persistent link: https://www.econbiz.de/10012224280

On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

Persistent link: https://www.econbiz.de/10012264953

Vulnerable growth in the euro area : measuring the financial conditions

Figueres, Juan Manuel; Jarociński, Marek - In: Economics letters 191 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012508532

Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households

Gross, Marco; Población García, Francisco Javier - 2016

We develop an integrated micro-macro model framework that is based on household survey data for a subset of the EU countries that the Household Finance and Consumption Survey (HFCS) contains. The model can be used for conducting scenario and sensitivity analyses with regard to the factors that...