theoretically and empirically motivated banking sector characteristics, and a Bayesian inference in panel estimation as a …

Since the beginning of 2010, the Euro Area faces a severe sovereign debt crisis, now generally known as the Euro Crisis …. While the Euro Crisis has its origin in Greece, problems have now spread to several other European countries as well … the Euro Crisis, or if the countries' problems are instead due to fundamental problems in the affected economies. Our …

This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro …

econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …

This paper employs a panel vector autoregressive model for the member countries of the Euro Area to explore the role of … crisis. However, concerning both, the timing and the magnitude of the shocks our results also indicate that the Euro Area was …

This paper provides an update on the exchange rate pass-through (ERPT) estimates for 12 Euro area (EA) countries. First …-through elasticities, we find very weak evidence of a decline around the inception of the euro in 1999. However, our results reveal that a …

proposing a theory-based index of exchange market pressure within the euro area. We argue that the euro area entails an inherent …