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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - In: International journal of economics and finance 6 (2014) 7, pp. 53-70
Persistent link: https://www.econbiz.de/10010384712
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …
Persistent link: https://www.econbiz.de/10010209431
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Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar; Dubova, Irina; Osowski, Thomas - In: Applied economics 50 (2018) 34/35, pp. 3752-3770
Persistent link: https://www.econbiz.de/10012059409
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Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar; Dubova, Irina; Osowski, Thomas - 2016
This study assesses the impact of Brexit uncertainty on the UK and also on international financial markets, for the first and the second statistical moments. As financial markets are highly linked in general and several countries apart from the UK might be negatively affected, one may expect...
Persistent link: https://www.econbiz.de/10011582007
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Contagion, herding and exchange-rate instability : a survey
Belke, Ansgar; Setzer, Ralph - In: Intereconomics : review of European economic policy 39 (2004) 4, pp. 222-228
Persistent link: https://www.econbiz.de/10002148388
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Exit strategies and their impact on the Euro area : a model based view
Belke, Ansgar - 2014
Dieser Beitrag untersucht die Argumente für und gegen einen Ausstieg aus der expansiven Geldpolitik. Der Fokus liegt dabei auf der Betrachtung der Effekte eines Ausstiegs der amerikanischen Notenbank Fed auf die Eurozone. Dies erscheint sinnvoll, da die Fed als eine der ersten großen...
Persistent link: https://www.econbiz.de/10010227698
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The low-interest-rate environment, global liquidity spillovers and challenges for monetary policy ahead
Belke, Ansgar; Verheyen, Florian - In: Comparative economic studies 56 (2014) 2, pp. 313-334
Persistent link: https://www.econbiz.de/10010370375
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Exit strategies and their impact on the Euro area : a model based view
Belke, Ansgar - 2014
This paper comments on the pros and cons of exit strategies. The focus is on the impact on the Euro area economy of the exit from unconventional monetary policies (UMP) by the Fed, which, appears to be the first central bank to lay out an exiting path. In this context, it discusses the issue of...
Persistent link: https://www.econbiz.de/10010371341
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Policy uncertainty and international financial markets : the case of Brexit
Belke, Ansgar; Dubova, Irina; Osowski, Thomas - 2016
This study assesses the impact of the uncertainty caused by Brexit, on both the UK and international financial markets, for the first and second statistical moments (i.e. on changes and the standard deviations of the respective variables.) As financial markets are by nature highly interlinked,...
Persistent link: https://www.econbiz.de/10011570794
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Contagion, herding and exchange rate instability : a survey
Belke, Ansgar; Setzer, Ralph - 2004
Persistent link: https://www.econbiz.de/10013439321