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We develop an integrated Early Warning Global Vector Autoregressive (EW-GVAR) model to quantify the costs and benefits …
Persistent link: https://www.econbiz.de/10011975043
This paper examines the investment behavior of different financial institutions in debt securities with a particular focus on their response to price changes. For identification, we use security-level data from the German Microdatabase Securities Holdings Statistics. Our results suggest that...
Persistent link: https://www.econbiz.de/10011975050