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Measuring sovereign contagion in Europe
Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, … - 2015
we have witnessed over the last years come from larger shocks propagated with higher intensity across Europe. …
Persistent link: https://www.econbiz.de/10010527055
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Measuring Sovereign Contagion in Europe
Caporin, Massimiliano - 2014
quantile regression with heteroskedasticity) we show that propagation of shocks in Europe's CDS has been remarkably constant … across Europe. This is the first paper, to our knowledge, where a Bayesian quantile regression approach is used to measure …
Persistent link: https://www.econbiz.de/10013066384
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Measuring Sovereign Contagion in Europe
Caporin, Massimiliano - 2020
quantile regression with heteroskedasticity) we show that propagation of shocks in Europe's CDS has been remarkably constant … across Europe. This is the first paper, to our knowledge, where a Bayesian quantile regression approach is used to measure …
Persistent link: https://www.econbiz.de/10012823085
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Measuring sovereign contagion in Europe
Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, … - In: Journal of financial stability 34 (2018), pp. 150-181
Persistent link: https://www.econbiz.de/10012156803
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Measuring Sovereign Contagion in Europe
Caporin, Massimiliano - 2013
quantile regression with heteroskedasticity) we show that propagation of shocks in Europe's CDS has been remarkably constant … across Europe. This is the first paper, to our knowledge, where a Bayesian quantile regression approach is used to measure …
Persistent link: https://www.econbiz.de/10012459921
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ECB policy-making and the financial crisis
Gorter, Janko; Stolwijk, Fauve; Jacobs, Jan; Haan, Jakob de - 2010
Persistent link: https://www.econbiz.de/10008779956
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Is more regulation really the best answer to the financial crisis?
Haan, Jakob de - In: Zeitschrift für Staats- und Europawissenschaften : ZSE … 7 (2009) 3/4, pp. 539-551
Persistent link: https://www.econbiz.de/10003924302
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The impact of the ECB's conventional and unconventional monetary policies on stock markets
Haitsma, Reinder; Unalmis, Deren; Haan, Jakob de - 2015
Persistent link: https://www.econbiz.de/10011374124
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Deciphering the Libor and Euribor Spreads during the subprime crisis
Pelizzon, Loriana; Sartore, Domenico - In: The North American journal of economics and finance : a … 26 (2013), pp. 565-585
Persistent link: https://www.econbiz.de/10010370493
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The impact of the ECB' s conventional and unconventional monetary policies on stock markets
Haitsma, Reinder; Ünalmiş, Deren; Haan, Jakob de - 2016
Persistent link: https://www.econbiz.de/10011439839