Showing 1 - 10 of 29,771
Persistent link: https://www.econbiz.de/10009759331
Persistent link: https://www.econbiz.de/10011613469
Persistent link: https://www.econbiz.de/10009377252
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...
Persistent link: https://www.econbiz.de/10010255370
Persistent link: https://www.econbiz.de/10003139159
Persistent link: https://www.econbiz.de/10001718829
The impact of domestic and spillover macroeconomic news from the U.S., the Eurozone and China on national sovereign … spread volatility and they are also economically more important than bad news. Bad news from China and the Eurozone generally …
Persistent link: https://www.econbiz.de/10013023253
Persistent link: https://www.econbiz.de/10012619408
Persistent link: https://www.econbiz.de/10012619421
Persistent link: https://www.econbiz.de/10013179398