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The extreme risk problem for monetary policies of the Euro-candidates
Gabrisch, Hubert; Orłowski, Lucjan T. - 2010
significant degree of leptokurtosis, thus prevalence of tail-risks, in the conditional volatility series of such variables in the …
Persistent link: https://www.econbiz.de/10003969864
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Transmission of the Financial and Sovereign Debt Crises to the EMU : Stock Prices, CDS Spreads and Exchange Rates
Grammatikos, Theoharry - 2011
This paper tests for the transmission of the 2007-2010 financial and sovereign debt crises to fifteen EMU countries. We use daily data from 2003 to 2010 on country financial and non-financial stock market indexes. First, we find strong evidence of crisis transmission to European non-financials...
Persistent link: https://www.econbiz.de/10013119064
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Transmission of the Financial and Sovereign Debt Crises to the EMU : Stock Prices, CDs Spreads and Exchange Rates
Vermeulen, Robert - 2011
This paper tests for the transmission of the 2007-2010 financial and sovereign debt crises to fifteen EMU countries. We use daily data from 2003 to 2010 on country financial and non-financial stock market indexes. First, we find strong evidence of crisis transmission to European non-financials...
Persistent link: https://www.econbiz.de/10013130545
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Nominal exchange rates EUR/GRD and EUR/ITL in the context of leaving the euro zone by Greece and Italy
Dąbrowska-Gruszczyńska, Katarzyna; Gruszczyński, Marcin - In: Journal of economics & management 43 (2021) 1, pp. 293-316
Aim/purpose - The aim of this paper is to present two cases of crises in Greece and Italy and to evaluate the shadow exchange rates of hypothetical new currencies (re)introduced after Grexit and Italexit. Design/methodology/approach - Both shadow exchange rates are estimated using speculative...
Persistent link: https://www.econbiz.de/10013166669
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Credit rating agency announcements and the eurozone sovereign debt crisis
Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2013
French, Italian, German and Spanish long-term sovereign bonds during the culmination of the Eurozone debt crisis in 2011 … also increased its volatility. Downgrading increased the yields of French, Italian and Spanish bonds but lowered the German …-time capital allocation in the Eurozone. Their downgradings caused investors to rebalance their portfolios across member countries …
Persistent link: https://www.econbiz.de/10010206145
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Exchange rates and the speed of economic recovery : the role of financial development
Fisera, Boris - 2022
We study the influence of the exchange rate on the speed of economic recovery in a sample of 67 developed and developing economies over the years 1989-2019. First, using a cross-sectional sample of 341 economic recoveries, we study the effect of nominal depreciation and real undervaluation on...
Persistent link: https://www.econbiz.de/10013332929
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Modeling exchange rate volatility in CEEC countries : impact of global financial and European sovereign debt crisis
Miletić, Siniša - In: Megatrend revija 12 (2015) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10011308580
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Analysis of the Dynamic Relation between the Currency Rates and the Interest Rates from Romania and Euro Area Before and During the Financial Crisis
Stefanescu, Razvan - 2012
rates and the differentials of the interest rates from Romania and euro area. In the framework of the Uncovered Interest …
Persistent link: https://www.econbiz.de/10013099872
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Why do imports fall more than exports especially during crises? : evidence from selected Asian economies
Hsiao Chink Tang - 2012
This question is examined via a standard import specification augmented with differential and time-varying impacts of each component of aggregate demand: consumption, investment, government spending, and exports. Several important variables in explaining import demand such as credit conditions...
Persistent link: https://www.econbiz.de/10009697254
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The Global Downturn and its Impact on Euro Area Exports and Competitiveness
di Mauro, Filippo - 2010
hindered by the geographical orientation of its export markets, which are mainly focused on advanced economies and other EU …
Persistent link: https://www.econbiz.de/10013137758