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Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB

Vähämaa, Sami - 2004

This paper uses data on German government bond futures options to examine the behaviour of market expectations around monetary policy actions of the European Central Bank (ECB). In particular, this paper focuses on the asymmetries in bond market expectations, as measured by the skewness of...

Persistent link: https://www.econbiz.de/10009636538

Country and sector-specific spillover effects in the euro area, the United States and Japan

Kaltenhaeuser, Bernd - 2003

United States and Japan, respectively. Our estimation framework allows a distinction to be made between spillover effects …

Persistent link: https://www.econbiz.de/10009635881

US, Japan and the euro area

McAdam, Peter - 2003

There has been much discussion of the differences in macroeconomic performance and prospects between the US, Japan and …, Japan and the euro area appear quite distinct. Documenting and comparing such international business-cycle features can aid …

Persistent link: https://www.econbiz.de/10009635889

Supplement to the final report : technical advice on third country regulatory equivalence under EMIR - Japan

European Securities and Markets Authority - 2014

equivalence of the regulatory regime for central counterparties (CCPs) of Japan with the European Markets Infrastructure … EMIR. ESMA proposes conditional equivalence As for ESMA’s advice to the Commission in respect of Japan for CCPs which clear …

Persistent link: https://www.econbiz.de/10010335219