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Dating EU15 monthly business cycle jointly using GDP and IPI

Billio, Monica; Caporin, Massimiliano; Cazzavillan, Guido - 2007

This paper aims at the production of a chronology for the EU15 business cycle by comparing parametric and non … series for the EU15 Gross Domestic Product (GDP) and the EU15 Industrial Production Index (IPI) from 1970 to 2003. The … monthly IPI and the quarterly GDP at the EU15 level have been reconstructed starting from the available national series. The …

Persistent link: https://www.econbiz.de/10003912122

The financial trilemma

Schoenmaker, Dirk - 2011

Persistent link: https://www.econbiz.de/10008824710

Risk diversification by European financial conglomerates

Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - 2005

We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial...

Persistent link: https://www.econbiz.de/10011346454