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How much fiscal backing must the ECB have? : the euro area is not the Philippines
Belke, Ansgar - 2010
private sector credit risk (i.e. default risk) on its collateralised lending and reverse operations ("repo"). This has led … ECB balance sheet risk is small compared to the FED and BoE as it neither increased its quasi-fiscal operations as much as … ; central bank capital ; counterparty risk ; repurchase agreements ; collateral ; fiscal backing ; liquidity ; haircuts …
Persistent link: https://www.econbiz.de/10003958658
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How much fiscal backing must the ECB have? : The Euro Area is not the Philippines
Belke, Ansgar - 2010
private sector credit risk (i.e. default risk) on its collateralised lending and reverse operations (“repo”). This has led … ECB balance sheet risk is small compared to the FED and BoE as it neither increased its quasi-fi scal operations as much … ; central bank capital ; counterparty risk ; repurchase agreements ; collateral ; fiscal backing ; liquidity ; haircuts …
Persistent link: https://www.econbiz.de/10003961044
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How much fiscal backing must the ECB have? : The euro area is not (yet) the Philippines
Belke, Ansgar; Polleit, Thorsten - In: International economics : a journal published by CEPII … 124 (2010) 4, pp. 5-30
Persistent link: https://www.econbiz.de/10009259587
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How much fiscal backing must the ECB have? : the euro area is not the Philippines
Belke, Ansgar - 2010
private sector credit risk (i.e. default risk) on its collateralised lending and reverse operations ("repo"). This has led … ECB balance sheet risk is small compared to the FED and BoE as it neither increased its quasi-fiscal operations as much as …
Persistent link: https://www.econbiz.de/10010208780
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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
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/10010209431
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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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Exit strategies and their impact on the Euro area : a model based view
Belke, Ansgar - 2014
risks of a premature versus a delayed exit are assessed. In particular, the paper looks at the risk associated to spillover …
Persistent link: https://www.econbiz.de/10010371341
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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
series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …
Persistent link: https://www.econbiz.de/10008935244
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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
series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …
Persistent link: https://www.econbiz.de/10009347974
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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