Showing 1 - 10 of 50
Persistent link: https://www.econbiz.de/10014482966
This paper analyzes the relation between exchange rate volatility and several macroeconomic variables, namely real per capita output growth, the credit cycle, the stock of inward foreign direct investment (FDI) and the current account balance, in the Central and Eastern European EU Member...
Persistent link: https://www.econbiz.de/10003789431
Persistent link: https://www.econbiz.de/10012548742
Persistent link: https://www.econbiz.de/10012302089
Persistent link: https://www.econbiz.de/10012211543
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on the reaction of government yield spreads before and after announcements from rating agencies (Standard & Poor's, Moody's, Fitch). Our results show: significant responses of government bond yield...
Persistent link: https://www.econbiz.de/10009160019
Persistent link: https://www.econbiz.de/10014435454
Persistent link: https://www.econbiz.de/10013187725
Persistent link: https://www.econbiz.de/10009765142
Persistent link: https://www.econbiz.de/10014518515