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The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
Beetsma, Roel; de Jong, Frank; Giuliodori, Massimo; … - 2014
We use realised variances and co-variances based on intraday data from Eurozone sovereign bond market to measure the dependence structure of eurozone sovereign yields. Our analysis focuses on the impact of news, obtained from the Eurointelligence newsflash, on the dependence structure. More news...
Persistent link: https://www.econbiz.de/10011605674
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The interwar economy in a European mirror
Eichengreen, Barry - 1991
Persistent link: https://www.econbiz.de/10000135211
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Is Europe an optimum currency area?
Eichengreen, Barry - 1990
Persistent link: https://www.econbiz.de/10000023775
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The economic impact of European integration
Eichengreen, Barry; Boltho, Andrea - 2008
Persistent link: https://www.econbiz.de/10003717236
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Budgeting versus implementing fiscal policy in the EU
Beetsma, Roel; Giuliodori, Massimo; Wierts, Peter - 2009
Persistent link: https://www.econbiz.de/10003848447
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On the relationship between fiscal plans in the European Union : an empirical analysis based on real-time data
Giuliodori, Massimo; Beetsma, Roel - 2007
Persistent link: https://www.econbiz.de/10003432593
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Fiscal adjustment to cyclical developments in the OECD : an empirical analysis based on real-time data
Beetsma, Roel; Giuliodori, Massimo - 2008
Persistent link: https://www.econbiz.de/10003668331
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Spread the news : how the crisis affected the impact of news on the European sovereign bond markets
Beetsman, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2012
Persistent link: https://www.econbiz.de/10009577564
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From first-release to ex-post fiscal data : exploring the sources of revision errors in the EU
Beetsma, Roel; Bluhm, Benjamin; Giuliodori, Massimo; … - 2011
Persistent link: https://www.econbiz.de/10009260186
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A surplus of ambition : can Europe rely on large primary surpluses to solve its debt problem?
Eichengreen, Barry; Panizza, Ugo - 2014
Persistent link: https://www.econbiz.de/10010393817