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How do experts forecast sovereign spreads?

Cimadomo, Jacopo; Claeys, Peter; Poplawski-Ribeiro, Marcos - In: European economic review : EER 87 (2016), pp. 216-235

Persistent link: https://www.econbiz.de/10011770833

New evidence on the effectiveness of Europe’s fiscal restrictions

Poplawski-Ribeiro, Marcos - 2009

Persistent link: https://www.econbiz.de/10003927249

Monetary and budgetary policy interaction : an SVAR analysis of stabilization policies in monetary union

Claeys, Peter (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002126961

Symposium on the public finance after the crisis: Europe

Claeys, Peter; Nam, Chang-woon - In: Public finance and management : PFM 15 (2015) 3, pp. 225-227

Persistent link: https://www.econbiz.de/10011560930

Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe

Claeys, Peter; Vašíček, Bořek - In: Journal of banking & finance 46 (2014), pp. 151-165

Persistent link: https://www.econbiz.de/10010467833

Spillover of the ECB's monetary policy outside the Euro area : how different is conventional from unconventional policy?

Babeckaja-Kucharcǔk, Oksana A.; Claeys, Peter; Bořek, … - 2014

Persistent link: https://www.econbiz.de/10010506977

Fiscal sustainability across government tiers

Claeys, Peter; Ramos, Raúl; Suriñach Caralt, Jordi - In: International economics and economic policy : IEEP 5 (2008) 1/2, pp. 139-163

Persistent link: https://www.econbiz.de/10003747810

Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach

Claeys, Peter; Vašíček, Bořek - In: The journal of network theory in finance 1 (2015) 4, pp. 27-72

Persistent link: https://www.econbiz.de/10011449789

Spillover of the ECB's monetary policy outside the euro area : how different is conventional from unconventional policy?

Babeckaja-Kucharcǔk, Oksana A.; Claeys, Peter; … - In: Journal of policy modeling : JPMOD ; a social science … 38 (2016) 2, pp. 199-225

Persistent link: https://www.econbiz.de/10011660942

“How systemic is Spain for Europe?”

Claeys, Peter; Vašícek, Borek - Facultat d'Economia i Empresa, Universitat de Barcelona - 2013

We use the forecast-error variance decompositions from a VAR with daily sovereign bonds spreads since 2000 to detail the linkages between EU sovereign bond markets and banks over time. Using new summary statistics on the matrix of bilateral linkages, we show Spain is systemic for Europe. Its...

Persistent link: https://www.econbiz.de/10010610257