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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

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

Inflation and Inflation Uncertainty in the Euro Area

Caporale, Guglielmo Maria - 2010

This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates their linkages in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in 1999. The main...

Persistent link: https://www.econbiz.de/10013141028

On the effects of the ECB's funding policies on bank lending

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of international money and finance 102 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012392318

Macro news and bond yield spreads in the euro area

Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: The European journal of finance 24 (2018) 1/3, pp. 114-134

Persistent link: https://www.econbiz.de/10012244285

Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis

Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Journal of international money and finance 73 (2017), pp. 371-385

Persistent link: https://www.econbiz.de/10011787743

The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis

Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of international money and finance 108 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012403813

Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of international money and finance 131 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248802