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Transmission of financial stress in Europe : the pivotal role of Italy and Spain, but not Greece
González Hermosillo, Brenda; Johnson, Christian - 2014
Persistent link: https://www.econbiz.de/10010388660
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Transmission of Financial Stress in Europe : The Pivotal Role of Italy and Spain, but not Greece
González-Hermosillo, Brenda - 2014
Germany, Greece, Ireland, Italy, Spain and Portugal. The stability of Germany is a close proxy for the resilience of the euro … during 2009–12 were due to idiosyncratic factors, market developments in Italy and Spain contributed significantly, likely …’s sovereign CDS despite initial widespread concerns about such linkages. Spain and Italy show a notable co-dependence in …
Persistent link: https://www.econbiz.de/10014411217
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Exchange Rate-Based Stabilization in Western Europe : Greece, Ireland, Italy and Portugal
Detragiache, Enrica - 1997
observed in developing countries, although some resemblance to this pattern could be found in Italy in 1987–92 and Greece in …
Persistent link: https://www.econbiz.de/10014403352
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CDS spreads in European periphery : some technical issues to consider
Bilal, Mohsan; Kumar, Manmohan S. - 2012
Persistent link: https://www.econbiz.de/10009572399
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Asian Flu or Wall Street Virus? : Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
Chan-Lau, Jorge A. - 2002
This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long Term Capital Management crisis period, the ""tech bubble"" period, and...
Persistent link: https://www.econbiz.de/10014399563
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The Role of Stock Markets in Current Account Dynamics : Evidence From the United States
Mercereau, Benoît - 2003
This paper tests a model of the role of stock markets in current account dynamics, developed in a companion paper. With U.S. data, the model performs better than the same model without stock markets. An insight given by the model is that the current account might help predict future stock market...
Persistent link: https://www.econbiz.de/10014401280
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The Role of Stock Markets in Current Account Dynamics : A Time Series Approach
Mercereau, Benoît - 2004
This paper develops a simple model to study the impact of stock markets on the current account. A closed-form solution for the current account is derived from the optimal portfolio and consumption/saving choices of a representative agent. Formally, the model can be seen as a stock...
Persistent link: https://www.econbiz.de/10014402005
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Machine learning and causality : the impact of financial crises on growth
Tiffin, Andrew - 2019
Machine learning tools are well known for their success in prediction. But prediction is not causation, and causal discovery is at the core of most questions concerning economic policy. Recently, however, the literature has focused more on issues of causality. This paper gently introduces some...
Persistent link: https://www.econbiz.de/10012154563
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Resolving residential mortgage distress : time to modify?
Andritzky, Jochen R. - 2014
Persistent link: https://www.econbiz.de/10010479448
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How to capture macro-financial spillover effects in stress tests?
Hesse, Heiko; Salman, Ferhan; Schmieder, Christian - 2014
Persistent link: https://www.econbiz.de/10010388854