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Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: a sample of non-Eurozone countries

Mészáros, Mercédesz; Kiss, Gábor Dávid - In: Národohospodářský obzor : časopis věnovaný … 20 (2020) 2, pp. 171-195

determines the variables which are responsible for volatility: the activities of international financial institutions (like the …

Persistent link: https://www.econbiz.de/10012242342

Spillovers of the US real and financial uncertainty on the Euro area

Bakkar, Yassine; Nilavongse, Rachatar; Saha, Anup Kumar - In: Applied economics letters 28 (2021) 15, pp. 1249-1258

Persistent link: https://www.econbiz.de/10012609645

The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration

Boghicevici, Claudia; Stamule, Simona; Lolea, Iulian Cornel - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 155-170

Persistent link: https://www.econbiz.de/10013407269

Domestic cycles, financial cycles, and policies : what has gone wrong?

Dăianu, Daniel - 2017

The financial crisis and its ensuing effects have brought back into the limelight the issue of cycles and of policies which fuel or mitigate crises. Cognitive and operational models in economics and business are questioned. There is a specter of much lower economic growth in the industrialized...

Persistent link: https://www.econbiz.de/10011760593

Domestic Cycles, Financial Cycles, and Policies. What Has Gone Wrong?

Daianu, Daniel - 2017

Persistent link: https://www.econbiz.de/10012942853

The Transmission of Euro Area Sovereign Risk Contagion : Evidence from Intraday CDS and Bond Markets

Ters, Kristyna - 2016

transmission channels for credit risk contagion between sovereign entities. We analyse an intraday dataset for GIIPS countries as … important in the transmission of sovereign risk contagion, but that the importance of the bond market waned during the crisis … news shock, we can show that, during the crisis period, sovereign credit risk was not related to economic fundamentals but …

Persistent link: https://www.econbiz.de/10012979715

Financial cycles in Europe : dynamics, synchronicity and implications for business cycles and macroeconomic imbalances

Adarov, Amat - 2019

Using dynamic factor models and state-space techniques we quantify financial cycles for twenty European countries over the period 1960Q1–2015Q4 capturing imbalances across credit, housing, bond and equity markets. The paper documents the existence of slow-moving and persistent financial cycles...

Persistent link: https://www.econbiz.de/10012153925

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

Real and Financial Cycles in EU Countries : Stylised Facts and Modelling Implications

Rünstler, Gerhard - 2018

, DSGE models can replicate the volatility of cycles in house and equity prices, but not the persistence of house price …

Persistent link: https://www.econbiz.de/10012930654

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