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Currency Hedging Strategies, Strategic Benchmarks and the Global and Euro Sovereign Financial Crises

Caporin, Massimiliano - 2013

This paper investigates dynamic currency hedging benefits, with a further focus on the impact of currency hedging before and during the recent financial crises originated from the subprime and the Euro sovereign bonds. We take the point of view of a Euro-based institutional investor who...

Persistent link: https://www.econbiz.de/10013074792

Are gold and bitcoin a safe haven for European indices?

Fabris, Nikola; Ješić, Milutin - In: Journal of central banking theory and practice 12 (2023) 1, pp. 27-44

. Although for many years it was considered that gold has the role of a safe haven, an increasing number of recent works … haven. Therefore, the paper examines whether gold and bitcoin, the latter as the best representative of cryptocurrencies …, can play the role of safe haven in relation to European indices. In the paper, this hypothesis was confirmed for gold and …

Persistent link: https://www.econbiz.de/10014312306

A Tale of Two Eurozones : Banks' Funding, Sovereign Risk & Unconventional Monetary Policies

Fulli-Lemaire, Nicolas - 2014

The admission by the Greek government on October 18, 2009, of large-scale accounting fraud in its national accounts sparked an unprecedented sovereign debt crisis that rapidly spread to the Euro-Zone's weakest member states. As the crisis increasingly drove a wedge between a seemingly resilient...

Persistent link: https://www.econbiz.de/10013063273

Energy Contagion in the COVID-19 Crisis

Heinlein, Reinhold - 2020

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher correlations between oil and stock markets returns during...

Persistent link: https://www.econbiz.de/10012831660

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

Policy uncertainty and international financial markets : the case of Brexit

Belke, Ansgar; Dubova, Irina; Osowski, Thomas - 2016

This study assesses the impact of Brexit uncertainty on the UK and also on international financial markets, for the first and the second statistical moments. As financial markets are highly linked in general and several countries apart from the UK might be negatively affected, one may expect...

Persistent link: https://www.econbiz.de/10011582007

Monetary policy after the crisis : a joint publication with the National Bank of Poland

Gnan, Ernest (ed.); Kokoszcynski, Ryszard (ed.); … - Conference Monetary Policy after the Crisis <2011, Warschau>; … - 2011

On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...

Persistent link: https://www.econbiz.de/10011710723

Measuring connectedness of euro area sovereign risk

Buse, Rebekka; Schienle, Melanie - 2019

We introduce a method for measuring default risk connectedness of euro zone sovereign states using credit default swap (CDS) and bond data. The connectedness measure is based on an out-of-sample variance decomposition of model forecast errors. Due to its predictive nature, it can respond more...

Persistent link: https://www.econbiz.de/10011958223

A new world post COVID-19 : lessons for business, the finance industry and policy makers

Billio, Monica (ed.); Varotto, Simone (ed.) - 2020 - 1st edition

Persistent link: https://www.econbiz.de/10012307709

From cartels to futures : the aluminium industry, the London Metal Exchange and European competition policies : 1960s-1980s

Bertilorenzi, Marco - In: Business history 62 (2020) 5, pp. 782-814

Persistent link: https://www.econbiz.de/10012262242

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