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Reverse causality in global current accounts

Schnabl, Gunther; Freitag, Stephan - 2010

Germany as center countries with rising / high current account deficits (US) and surpluses (Germany). These are matched by … analysis extends from 1981-2008, the results for Germany mostly capture the situation before the euro was created. - Global …

Persistent link: https://www.econbiz.de/10003973544

A high frequency assessment of the ECB Securities Markets Programme

Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2014

Persistent link: https://www.econbiz.de/10010380070

Fast trading and the virtue of entropy : evidence from the foreign exchange market

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

Focusing on the foreign exchange reaction to macroeconomic announcements, we show that fast trading is positively and significantly correlated with the entropy of the distribution of quoted prices in reaction to news: a larger share of fast trading increases the degree of diversity of quotes in...

Persistent link: https://www.econbiz.de/10012037341

Price effects of sovereign debt auctions in the euro-zone : the role of the crisis

Beetsma, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2013

Persistent link: https://www.econbiz.de/10010195378

The forecasting power of international yield curve linkages

Modugno, Michele; Nikolaou, Kleopatra - 2009

(the US, Germany and the UK). This novel methodology is based on dynamic factor models, the EM algorithm and the Kalman … reveal clear international dependency patterns, strong enough to improve forecasts of Germany and to a lesser extent UK. The …

Persistent link: https://www.econbiz.de/10003832611

The macroeconomic effects of fiscal policy

Afonso, António; Sousa, Ricardo M. - 2009

, fiscal data; and (vii) analyze empirical evidence from the U.S., the U.K., Germany, and Italy. The results show that …

Persistent link: https://www.econbiz.de/10003826480

International evidence on sticky consumption growth

Carroll, Chris (contributor); Slacalek, Jirka (contributor); … - 2008

We estimate the degree of "stickiness" in aggregate consumption growth (sometimes interpreted as reflecting consumption habits) for thirteen advanced economies. We find that, after controlling for measurement error, consumption growth has a high degree of autocorrelation, with a stickiness...

Persistent link: https://www.econbiz.de/10003778438

Box-Jenkins modeling of Greek stock prices data

Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747

Persistent link: https://www.econbiz.de/10011454204

Market abuse under different close price determination mechanisms : a European case

Alexakis, Christos A.; Pappas, Vasileios; Skarmeas, … - In: International review of financial analysis 74 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012803939

Loan supply shocks and the business cycle

Gambetti, Luca; Musso, Alberto - 2012

Persistent link: https://www.econbiz.de/10009765139

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