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~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Working paper series / European Central Bank"
~language:"eng"
~person:"Daltung, Sonja"
~person:"Gautier, Pieter"
~person:"Georgiadis, Georgios"
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Patton, Andrew J."
~subject:"EU-Staaten"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~subject:"Zustandsraummodell"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Daltung, Sonja
Gautier, Pieter
Georgiadis, Georgios
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Patton, Andrew J.
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ECONIS (ZBW)
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Introducing dominant currency pricing in the ECB's global macroeconomic model
Georgiadis, Georgios
;
Mösle, Saskia
-
2019
A large share of global trade being priced and invoiced primarily in US dollar rather than the exporter's or the importer's currency has important implications for the transmission of shocks. We introduce this "dominant currency pricing" (DCP) into ECB-Global, the ECB's macroeconomic model for...
Persistent link: https://www.econbiz.de/10012107938
Saved in:
2
Global credit risk :
world
, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2016
Persistent link: https://www.econbiz.de/10011618479
Saved in:
3
Global risk and the dollar
Georgiadis, Georgios
;
Müller, Gernot J.
;
Schumann, Ben
-
2021
How does global risk impact the
world
economy? In taking up this question, we focus on the dollar’s role in the …
Persistent link: https://www.econbiz.de/10012705529
Saved in:
4
Systemic risk diagnostics : coincident indicators and early warning signals
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
-
2011
components for a large data set comprising the U.S., the EU-27 area, and the respective rest of the
world
. Credit risk conditions …
Persistent link: https://www.econbiz.de/10009006653
Saved in:
5
Dominant-currency pricing and the global output spillovers from US dollar appreciation
Georgiadis, Georgios
;
Schumann, Ben
-
2019
Different export-pricing currency paradigms have different implications for a host of issues that are critical for policymakers such as business cycle co-movement, optimal monetary policy, optimum currency areas and international monetary policy co-ordination. Unfortunately, the literature has...
Persistent link: https://www.econbiz.de/10012058993
Saved in:
6
To bi, or not to bi? : differences in spillover estimates from bilateral and multilateral multi-country models
Georgiadis, Georgios
-
2015
Persistent link: https://www.econbiz.de/10011448497
Saved in:
7
Multiple-bank lending : diversification and free-riding in monitoring
Carletti, Elena
;
Cerasi, Vittoria
;
Daltung, Sonja
-
2004
Persistent link: https://www.econbiz.de/10002110804
Saved in:
8
Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan
;
Lai, Hung-neng
-
1999
Persistent link: https://www.econbiz.de/10001415847
Saved in:
9
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
-
2004
Persistent link: https://www.econbiz.de/10002815328
Saved in:
10
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
This paper tests the validity of Present Value (PV) models of stock prices by employing a two-step strategy for testing the null hypothesis of no cointegration against alternatives which are fractionally cointegrated. Monte Carlo simulations are conducted to evaluate the power and size...
Persistent link: https://www.econbiz.de/10009582383
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