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Macroeconomic factors and microlevel bank behavior
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - In: Journal of money, credit and banking : JMCB 46 (2014) 4, pp. 715-751
Persistent link: https://www.econbiz.de/10010466885
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Macroeconomic factors and micro-level bank risk
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010
The interplay between banks and the macroeconomy is of key importance for financial and economic stability. We analyze this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U.S. macroeconomy. The model includes GDP growth, inflation, the...
Persistent link: https://www.econbiz.de/10008697445
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Does trade openness increase firm-level volatility?
Buch, Claudia M. (contributor); Döpke, Jörg (contributor);  … - 2006
From a theoretical point of view, greater trade openness affects firm-level volatility by changing the exposure and the reaction of firms to macroeconomic shocks. The net effect is ambiguous, though. This paper provides firm-level evidence on the link between openness and volatility. Using two...
Persistent link: https://www.econbiz.de/10003398412
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Macroeconomic factors and micro-level bank risk
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2010
The interplay between banks and the macroeconomy is of key importance for financial and economic stability. We analyze this link using a factor-augmented vector autoregressive model (FAVAR) which extends a standard VAR for the U.S. macroeconomy. The model includes GDP growth, inflation, the...
Persistent link: https://www.econbiz.de/10010302760
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In search for yield? Survey-based evidence on bank risk taking
Buch, Claudia M.; Eickmeier, Sandra; Prieto, Esteban - 2011
There is growing consensus that the conduct of monetary policy can have an impact on stability through the risk-taking incentives of banks. Falling interest rates might induce a 'search for yield' and generate incentives to invest into risky activities. This paper provides evidence on the link...
Persistent link: https://www.econbiz.de/10010304726
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Did the Bundesbank react to stock price movements?
Bohl, Martin T.; Siklos, Pierre L.; Werner, Thomas - 2003
In this paper, we investigate the relationship between stock returns and short-term interest rates. Identification of the stock return-interest rate relation is solved by using a new technique that relies on the heteroskedasticity of shocks to stock market returns. We suggest some improvements...
Persistent link: https://www.econbiz.de/10011432162
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Monetary policy transparency, public commentary, and market perceptions about monetary policy in Canada
Siklos, Pierre L. - 2000
Die Einführung von Inflationszielen in Kanada im Jahr 1991 verdeutlichte angeblich das Ziel der Geldpolitik, nämlich … Preisstabilität. Mit der neuen Politik sollte unter anderem die Öffentlichkeit fortan den Erfolg der Geldpolitik leichter daran messen … in der öffentlichen Kommentierung der Geldpolitik seit 1991 fairer beurteilt werden." Anhand von Kommentaren in den …
Persistent link: https://www.econbiz.de/10011418878
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The demand for Divisia Money : theory and evidence
Belongia, Michael T.; Ireland, Peter N. - In: Journal of macroeconomics 61 (2019), pp. 1-24
Persistent link: https://www.econbiz.de/10012243216
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Money and output : Friedman and Schwartz revisited
Belongia, Michael T.; Ireland, Peter N. - In: Journal of money, credit and banking : JMCB 48 (2016) 6, pp. 1223-1266
Persistent link: https://www.econbiz.de/10011707922
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Asset prices in taylor rules : specification, estimation, and policy implications for the ECB
Siklos, Pierre L. (contributor); Werner, Thomas (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002235268