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Trade specialisation and economic convergence : evidence from two Eastern European countries

Rault, Christophe; Caporale, Guglielmo Maria; Sova, Robert - 2009

Persistent link: https://www.econbiz.de/10003949270

EU banks rating assignments : is there heterogeneity between new and old member countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - In: Review of international economics 19 (2011) 1, pp. 189-206

Persistent link: https://www.econbiz.de/10009127579

Trade Specialisation and Economic Convergence : Evidence from Two Eastern European Countries

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2009

-a-vis the core EU member states (EU-15) over the period 1990-2006. Specifically, we focus on whether there is a shift towards …

Persistent link: https://www.econbiz.de/10014206526

EU Banks Rating Assignments : Is There Heterogeneity between New and Old Member Countries?

Caporale, Guglielmo Maria - 2010

We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …

Persistent link: https://www.econbiz.de/10013141115

Financial Development and Economic Growth : Evidence from Ten New EU Members

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2009

This paper reviews the main features of the banking and financial sector in ten new EU members, and then examines the …

Persistent link: https://www.econbiz.de/10014201474

On the trade balance effects of free trade agreements between the EU-15 and the CEEC-4 countries

Caporale, Guglielmo Maria; Rault, Christophe; Sova, Robert - 2008

Persistent link: https://www.econbiz.de/10003730270

The Economic and Monetary Union’s effect on (international) trade : the case of Slovenia before euro adoption

Aristovnik, Aleksander; Meze, Matevz - 2010

Persistent link: https://www.econbiz.de/10003996337

Current account imbalances and real exchange rates in the euro area

Arghyrou, Michael Georgiou; Chortareas, Georgios E. - In: Review of international economics 16 (2008) 4, pp. 747-764

Persistent link: https://www.econbiz.de/10003751560

Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread : A Stochastic Volatility Modelling Approach

Beirne, John - 2010

In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy rate (the policy spread) for the euro area and the UK during the two main phases of the financial crisis that began in late 2007. During the crisis, the policy spread exhibited...

Persistent link: https://www.econbiz.de/10013141038

Fiscal Spillovers in the Euro Area

Caporale, Guglielmo Maria - 2011

This paper analyses the dynamic effects of fiscal imbalances in a given EMU member state on the borrowing costs of other countries in the euro area. The estimation of a multivariate, multi-country time series model (specifically a Global VAR, or GVAR) using quarterly data for the EMU period...

Persistent link: https://www.econbiz.de/10013119070