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Doomsday for the Euro Area: Causes, Variants and Consequences of Breakup

Belke, Ansgar; Verheyen, Florian - In: International Journal of Financial Studies 1 (2012) 1, pp. 1-15

of the euro area. For this purpose, we differentiate between the departure of weak and strong countries, and examine the …

Persistent link: https://www.econbiz.de/10010675910

Measuring fiscal spillovers in EMU and beyond: A global VAR approach

Belke, Ansgar; Osowski, Thomas - 2016

This paper identifies and measures fiscal spillovers in the EU countries empirically using a global vector autoregression (GVAR) model. Our aim is to look at the sign and the absolute values of fiscal spillovers in a country-wise perspective and at the time profile (impulse response) of the...

Persistent link: https://www.econbiz.de/10011572140

Measuring fiscal spillovers in EMU and beyond: A global VAR approach

Belke, Ansgar; Osowski, Thomas - 2016

This paper identifies and measures fiscal spillovers in the EU countries empirically, using a structurally stable global vector autoregression (GVAR) model. For our purposes, the individual EU countries, as well as the most important international trading partners, are modelled with a special...

Persistent link: https://www.econbiz.de/10011622971

Measuring fiscal spillovers in EMU and beyond: A Global VAR approach

Belke, Ansgar; Osowski, Thomas - 2017

We identifiy and measure fiscal spillovers in the EU countries using a global vector autoregression (GVAR) model. We find moderate spillover effects of fiscal policy shocks originating in Germany and France and significant variation regarding magnitude of the spillovers among destination...

Persistent link: https://www.econbiz.de/10011712615

Measuring fiscal spillovers in EMU and beyond : a global VAR approach

Belke, Ansgar; Osowski, Thomas - 2016

Persistent link: https://www.econbiz.de/10011581983

Measuring fiscal spillovers in EMU and beyond : a global VAR approach

Belke, Ansgar; Osowski, Thomas - 2016

Persistent link: https://www.econbiz.de/10011570987

Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions

Belke, Ansgar; Gokus, Christian - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2011

This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...

Persistent link: https://www.econbiz.de/10008855329

Doomsday for the euro area : causes, variants and consequences of breakup

Belke, Ansgar; Verheyen, Florian - 2013

of the euro area. For this purpose, we differentiate between the departure of weak and strong countries, and examine the …

Persistent link: https://www.econbiz.de/10010255127

Finance Access of SMEs: What Role for the ECB?*

Belke, Ansgar; Verheyen, Florian - ROME Network - 2013

of the euro area. For this purpose, we differentiate between the departure of weak and strong countries, and examine the …

Persistent link: https://www.econbiz.de/10010732498

(When) should a non-euro country join the banking union?

Belke, Ansgar; Dobrzańska, Anna; Gros, Daniel; Smaga, Pawel - 2016

We analyze the benefits and costs of a non-euro country opting-in to the banking union. The decision to opt-in depends …, non-euro countries participating in the banking union will not be on equal footing with euro area members. Analysis …-capitalized backstops is established it may be optimal for a non-euro country to join the banking union upon the euro adoption. Assessing …

Persistent link: https://www.econbiz.de/10011622968