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A portfolio balance approach to Euro-area money demand in a time-varying environment
Hall, Stephen G.; Hondroyiannis, George B.; Swamy, … - 2008
Persistent link: https://www.econbiz.de/10003753354
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Assessing the causal relationship between euro-area money and price in a time-varying environment
Hall, Stephen G.; Hondroyiannis, George B.; Swamy, … - 2009
The paper provides new evidence on the causal relationship between money and price for the euro area using quarterly data for the period 1980 to 2006, employing two alternative methods of estimation: the vector error correction (VEC) and time-varying coefficient (TVC) estimation techniques. The...
Persistent link: https://www.econbiz.de/10003886229
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The Euro and inflation uncertainty in the European Monetary Union
Caporale, Guglielmo Maria; Kontonikas, Alexandros - In: Journal of international money and finance 28 (2009) 6, pp. 954-971
Persistent link: https://www.econbiz.de/10003888024
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How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2015
Persistent link: https://www.econbiz.de/10011396761
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Fiscal spillovers in the Euro area
Caporale, Guglielmo Maria; Girardi, Alessandro - In: Journal of international money and finance 38 (2013), pp. 84
Persistent link: https://www.econbiz.de/10010236212
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Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2013
Persistent link: https://www.econbiz.de/10010127246
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Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2014
Persistent link: https://www.econbiz.de/10010258707
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How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2014
Persistent link: https://www.econbiz.de/10010461216
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Doom-loops : the role of rating agencies in the euro financial crisis
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2014
Persistent link: https://www.econbiz.de/10010461221
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How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - 2015
Persistent link: https://www.econbiz.de/10011293488