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Estimation
Finanzkrise
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Public bond
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Belke, Ansgar
95
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60
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32
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30
Taylor, Alan M.
26
Wolters, Jürgen
26
Caporale, Guglielmo Maria
24
Marcellino, Massimiliano
24
Semmler, Willi
24
Setzer, Ralph
24
Westermann, Frank
23
Belke, Ansgar Hubertus
21
Schularick, Moritz
21
Wolff, Guntram B.
21
Dreger, Christian
20
Gambacorta, Leonardo
19
Jordà, Òscar
19
Klose, Jens
19
Pesaran, M. Hashem
19
Schnabl, Gunther
19
Fidrmuc, Jarko
18
Jalles, João Tovar
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Tornell, Aaron
18
Vogel, Lukas
18
Zaremba, Adam
18
Adrian, Tobias
17
Buch, Claudia M.
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Heinemann, Friedrich
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Nautz, Dieter
17
Peydró, José-Luis
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Gottschalk, Jan
16
Koopman, Siem Jan
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Sosvilla-Rivero, Simón
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Bernoth, Kerstin
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Bussière, Matthieu
15
Dungey, Mardi H.
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Feld, Lars P.
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Gupta, Rangan
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Haan, Jakob de
15
Holtemöller, Oliver
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National Bureau of Economic Research
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Verlag Dr. Kovač
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Technische Universität Dresden
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International Monetary Fund
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Rodney L. White Center for Financial Research
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World Bank
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Federal Reserve Bank of New York
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Applied economics
92
NBER working paper series
87
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Journal of banking & finance
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NBER Working Paper
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Journal of international money and finance
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Applied economics letters
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Finance research letters
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International review of economics & finance : IREF
57
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52
Journal of international financial markets, institutions & money
52
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ECB Working Paper
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Economics letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Deutsche Bundesbank
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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36
Empirica : journal of european economics
36
Bundesbank Series 1 Discussion Paper
33
Research in international business and finance
32
CFS working paper series
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Journal of financial economics
29
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European economic review : EER
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Journal of macroeconomics
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International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
7,181
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1
Banks and sovereigns : did adversity bring them closer?
Flavin, Thomas J.
;
Dongey, M
;
Sheenan, L.
-
2020
Persistent link: https://www.econbiz.de/10013169004
Saved in:
2
Official sector lending strategies during the euro area crisis
Corsetti, Giancarlo
;
Erce, Aitor
;
Uy, Timothy
-
2017
-
This version: August 2017
Persistent link: https://www.econbiz.de/10012423742
Saved in:
3
Official sector lending strategies during the euro area crisis
Corsetti, Giancarlo
;
Erce, Aitor
;
Uy, Timothy
-
2017
Persistent link: https://www.econbiz.de/10012171953
Saved in:
4
Sovereign tail risk
López-Espinosa, Germán
;
Moreno, Antonio
;
Rubia, Antonio
; …
- In:
Journal of international money and finance
79
(
2017
),
pp. 174-188
Persistent link: https://www.econbiz.de/10011788359
Saved in:
5
The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the
Eurozone
Chiesa, Gabriella
;
Mansilla-Fernández, José Manuel
- In:
Empirica : journal of european economics
48
(
2021
)
2
,
pp. 397-427
Persistent link: https://www.econbiz.de/10012543867
Saved in:
6
"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António
;
Arghyrou, Michael Georgiou
;
Gadea, …
-
2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond-pricing regime following the announcement of the Outright...
Persistent link: https://www.econbiz.de/10011735972
Saved in:
7
"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António
;
Arghyrou, Michael Georgiou
;
Gadea, …
-
2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply a time-varying parameter panel modelling framework...
Persistent link: https://www.econbiz.de/10011759005
Saved in:
8
Sovereign risk premia in the Euro Area and the role of contagion
Linciano, Nadia
;
Giordano, Luca
;
Soccorso, Paola
- In:
Journal of financial management, markets and institutions
1
(
2013
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10011949545
Saved in:
9
Announcements of ECB unconventional programs : implications for the sovereign risk of Italy
Falagiarda, Matteo
;
Reitz, Stefan
-
2013
This paper studies the effects of ECB communications about unconventional monetary policy operations on the perceived sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and classified with respect to the specific ECB...
Persistent link: https://www.econbiz.de/10009783711
Saved in:
10
Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the
Eurozone
countries most affected by the sovereign debt crisis...
Dajcman, Silvo
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1655-1662
Persistent link: https://www.econbiz.de/10009683991
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