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Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo; Engle, Robert F.; Sheppard, Kevin - 2003
Persistent link: https://www.econbiz.de/10009639863
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Study on the competitiveness of European wines
Valli, Carlotta; Scotti, Ezio - COGEA S.r.l. - 2014
on the current position of European wines in the key world markets to derive conclusions on how to further advance the … with third country wines.The study focuses on still wines and distinguishes betweentwo business areas:bottled wine and bulk … wine. The analysis also distinguishes wines by price/quality segments and wines with Geographical Indication and without …
Persistent link: https://www.econbiz.de/10011439228
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Support for Farmers' Cooperatives : Sector Report ; Wine
Theodorakopoulou, Irini; Iliopoulos, Constantine - Wageningen University, The Netherlands; Agricultural …; … - 2012
organisations in the wine sector. …
Persistent link: https://www.econbiz.de/10011454272
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What lies beneath the euro's effect on financial integration?
Kalemli-Ozcan, Sebnem; Papaioannou, Elias; Peydró, … - 2010
Although recent research shows that the euro has spurred cross-border financial integration, the exact mechanisms remain unknown. We investigate the underlying channels of the euro’s effect on financial integration using data on bilateral banking linkages among twenty industrial countries in...
Persistent link: https://www.econbiz.de/10009640324
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Global commodity cycles and linkages a FAVAR approach
Lombardi, Marco; Osbat, Chiara; Schnatz, Bernd - 2010
In this paper we examine linkages across non-energy commodity price developments by means of a factor-augmented VAR model (FAVAR). From a set of non-energy commodity price series, we extract two factors, which we identify as common trends in metals and a food prices. These factors are included...
Persistent link: https://www.econbiz.de/10009640371
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Identifying the global transmission of the 2007 - 09 financial crisis in a GVAR Model
Chudik, Alexander; Fratzscher, Marcel - 2011
The paper analyses and compares the role that the tightening in liquidity conditions and the collapse in risk appetite played for the global transmission of the financial crisis. Dealing with identification and the large dimensionality of the empirical exercise with a Global VAR approach, the...
Persistent link: https://www.econbiz.de/10009640611
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Capital flows, push versus pull factors and the global financial crisis
Fratzscher, Marcel - 2011
The causes of the 2008 collapse and subsequent surge in global capital flows remain an open and highly controversial issue. Employing a factor model coupled with a dataset of high-frequency portfolio capital flows to 50 economies, the paper finds that common shocks – key crisis events as well...
Persistent link: https://www.econbiz.de/10009640914
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Financial factors in economic fluctuations
Christiano, Lawrence; Motto, Roberto; Rostagno, Massimo - 2010
We augment a standard monetary DSGE model to include a banking sector and financial markets. We fit the model to Euro Area and US data. We find that agency problems in financial contracts, liquidity constraints facing banks and shocks that alter the perception of market risk and hit financial...
Persistent link: https://www.econbiz.de/10009640348
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Monetary policy shocks and portfolio choice
Fratzscher, Marcel; Saborowski, Christian; Straub, Roland - 2009
The paper shows that monetary policy shocks exert a substantial effect on the size and composition of capital flows and the trade balance for the United States, with a 100 basis point easing raising net capital inflows and lowering the trade balance by 1% of GDP, and explaining about 20-25% of...
Persistent link: https://www.econbiz.de/10009640457
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Leitfaden Risikomanagement für Steuerverwaltungen : Version 1.02
Fiscalis-Projektgruppe Risikoanalyse; Fiscalis Risk …; … - 2006
Persistent link: https://www.econbiz.de/10009637799