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 proposes a novel regularisation method for the estimation of large covariance matrices, which makes use of …

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 …