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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. - 2016
Persistent link: https://www.econbiz.de/10011567510
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The GIIPS countries in the Great Recession : was it a failure of the Monetary Union?
Reichlin, Pietro - 2020
Persistent link: https://www.econbiz.de/10012387846
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A comprehensive approach to the euro-area debt crisis : background calculations
Darvas, Zsolt M.; Gouardo, Christophe; Pisani-Ferry, Jean; … - 2011
Persistent link: https://www.econbiz.de/10008907698
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A further step into the ELGH and TLGH for Spain and Italy
Cortés-Jiménez, Isabel (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003376670
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Aggregate idiosyncratic volatility in G7 countries
Guo, Hui (contributor); Savickas, Robert (contributor) - 2004 - [Elektronische Ressource]
"The paper analyzes aggregate idiosyncratic volatility (IV) in G7 countries using recent data up to 2003. Consistent with Campbell, Lettau, Malkiel, and Xu's (2001) results obtained from U.S. data over the period 1962-97, we find that the equal-weighted IV exhibits a significant upward trend in...
Persistent link: https://www.econbiz.de/10002421350
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The long haul : debt sustainability analysis
Darvas, Zsolt M.; Hüttl, Pia - 2014
, Ireland and Portugal. The goal is not the calculation of a baseline scenario which best corresponds to our views, but to set … because of the European Commission's downward revision of the 2013 debt level for Greece and Ireland, higher expected primary …This working paper details and updates the debt sustainability analysis of Darvas, Sapir and Wolff (2014) for Greece …
Persistent link: https://www.econbiz.de/10010402811
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Causality, connectedness, and volatility pass-through among energy-metal-stock-carbon markets : new evidence from the EU
Pakrooh, Parisa; Manera, Matteo - 2024
The EU carbon market serves as an innovative financial instrument with the primary objective of contributing to mitigate the impacts of climate change. This market demonstrates significant interconnectedness with fossil energy, precious metal, and financial markets, although limited research has...
Persistent link: https://www.econbiz.de/10014634608
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui (contributor); Neely, Christopher J. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003739615
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Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618
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Internationalization versus regionalization in the emerging stock markets
Coudert, Virginie; Hervé, Karine; Mabille, Pierre - 2013
Persistent link: https://www.econbiz.de/10009790148