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The power of opinion : more evidence of a GIPS-markup in sovereign ratings during the euro crisis
Nauhaus, Steffen - 2015
This paper examines whether the Big Three credit rating agencies actually played as active a role in the Euro Crisis as …
Persistent link: https://www.econbiz.de/10011317827
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Credit rating agency announcements and the eurozone sovereign debt crisis
Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013
This paper studies the impact of credit rating agency (CRA) announcements on the value of the Euro and the yields of …-2012. The employed GARCH models show that CRA downgrade announcements negatively affected the value of the Euro currency and …
Persistent link: https://www.econbiz.de/10010206145
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The euro crisis in the mirror of the EMS
Corsetti, Giancarlo; Eichengreen, Barry; Hale, Galina; … - 2019
Persistent link: https://www.econbiz.de/10012122524
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Output divergence in fixed exchange rate regimes : is the euro area growing apart?
Chen, Yao; Ward, Felix - 2023
Persistent link: https://www.econbiz.de/10013539492
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Bank use of sovereign CDS in the Eurozone crisis : hedging and risk incentives
Acharya, Viral V.; Gündüz, Yalın; Johnson, Tim - 2021
Persistent link: https://www.econbiz.de/10012667120
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Uncovered interest parity, forward guidance and the exchange rate
Galí, Jordi - 2020
Persistent link: https://www.econbiz.de/10012229676
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Banking and sovereign risk in the euro area
Gerlach, Stefan; Schulz, Alexander; Wolff, Guntram B. - 2010
We study the determinants of sovereign bond spreads in the euro area since the introduction of the euro. We show that …
Persistent link: https://www.econbiz.de/10003971081
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Fiscal institutions, fiscal policy and sovereign risk premia
Hallerberg, Mark (contributor);  … - 2006
. The results are robust to controlling for country fixed effects and different estimation methodologies. …
Persistent link: https://www.econbiz.de/10003383604
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Leading indicators of Euroland business cycles
Fritsche, Ulrich; Marklein, Felix - 2001
The introduction of a common monetary policy in eleven European countries increased the need for leading indicators for that area. A reliable leading indicator should possess the following properties: (1) The movements in the indicator series should resemble those in the business cycle reference...
Persistent link: https://www.econbiz.de/10011433997
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Is euro area money demand (still) stable? : cointegrated VAR versus single equation techniques
Belke, Ansgar; Czudaj, Robert - 2010
In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows … stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR … applied for this purpose in previous studies. -- ARDL model ; cointegration ; euro area ; financial crisis ; money demand …
Persistent link: https://www.econbiz.de/10003939738