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Brexit and the implications for financial services : edited by Patricia Jackson, introduced by Morten Balling, Ernest Gnan and Patricia Jackson; contributions by Franklin Allen, Jo...
Jackson, Patricia; Balling, Morten; Gnan, Ernest; … - Conference on "Brexit and the Implications for …; … - 2017
CCPs; and the implications for bank, insurer and asset manager business models, in particular whether Brexit would act as a …
Persistent link: https://www.econbiz.de/10011712197
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Return and volatility spillovers to industry returns : does EMU play a role?
Kaltenhäuser, Bernd - 2002
Within a two step GARCH framework we estimate the time-varying spillover effects from European and US return innovations to 10 economic sectors within the euro area, the United States, and the United Kingdom. We use daily data from January 1988 - March 2002. At the beginning of our sample...
Persistent link: https://www.econbiz.de/10009767119
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Real and financial integration in Europe : evidence for the accession states and for the pre-ins
Buch, Claudia M. - 1999
Persistent link: https://www.econbiz.de/10013261029
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Real and financial integration in Europe : evidence for the accession states and for the pre-ins
Buch, Claudia M.; Döpke, Jörg - 1999
The process of European integration has gained considerable momentum during the past couple of years. This paper provides an assessment of the degree of integration of both the accession states of central and eastern Europe and of the pre-ins for monetary union with respect to Germany. Using...
Persistent link: https://www.econbiz.de/10011474986
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A Network Analysis of Sectoral Accounts : Identifying Sectoral Interlinkages in G-4 Economies
Antoun de Almeida, Luiza - 2015
The recent financial crisis highlighted that balance sheet exposures can be a major shock transmission channel. Using sectoral accounts data in combination with data from the Coordinated Portfolio Investment Survey, International Investment Position, and BIS this paper estimates bilateral...
Persistent link: https://www.econbiz.de/10013021439
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse...
Persistent link: https://www.econbiz.de/10003942221
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Stock Market Integration between Three CEECs, Russia and the UK
Caporale, Guglielmo Maria - 2013
This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse...
Persistent link: https://www.econbiz.de/10013095004
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Convergence in the Activities of European Banks
Dahl, Drew; Shrieves, Ronald E.; Spivey, Michael F. - 2014
Cross-country integration of banking in Europe typically has been analyzed from the perspective of particular markets for financial products. We extend this research to consider the potential effects of market integration on the portfolio choices and financial structure of banks in seven...
Persistent link: https://www.econbiz.de/10014142799
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The Political Economy Under Monetary Union : Has the Euro Made a Difference?
Fratzscher, Marcel; Stracca, Livio - 2021
Economic and Monetary Union (EMU) has transformed Europe and has created an integrated pan-European economy. Much research has focused on understanding this integration process and what benefits and costs it entails. This paper identifies a political economy channel of EMU as the monetary union...
Persistent link: https://www.econbiz.de/10013316460
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What might central banks lose or gain in case of Euro adoption : a GARCH-analysis of money market rates for Sweden, Denmark and the UK
Buscher, Herbert S.; Gabrisch, Hubert - 2011
. A high degree of co-movement might be seen as an argument for a weak impact of the central bank on its money markets … reaction of the money markets in turbulent times. Our finding is that the policy of the European Central Bank (ECB) has indeed … Länder rational sein kann, der Eurozone nicht beizutreten. -- Euro-Einführung ; EWS ; Eurosystem ; Geldmärkte …
Persistent link: https://www.econbiz.de/10009162063