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Sanctions and the exchange rate in time

Eichengreen, Barry; Ferrari, Massimo Minesso; Mehl, Arnaud - In: Economic policy 39 (2024) 118, pp. 323-354

Persistent link: https://www.econbiz.de/10014634067

The effects of monetary policy in a small open economy : the case of Portugal

Sousa, Ricardo M. - In: Applied economics 46 (2014) 1/3, pp. 240-251

Persistent link: https://www.econbiz.de/10010355332

Time-varying expected returns : evidence from the United States and the United Kingdom

Sousa, Ricardo M. - In: Applied economics letters 19 (2012) 4/6, pp. 413-416

Persistent link: https://www.econbiz.de/10009630715

Setting Countercyclical Capital Buffers Based on Early Warning Models : Would it Work?

Behn, Markus - 2013

This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...

Persistent link: https://www.econbiz.de/10013074386

Assessing the Costs and Benefits of Capital-Based Macroprudential Policy

Behn, Markus - 2016

We develop an integrated Early Warning Global Vector Autoregressive (EW-GVAR) model to quantify the costs and benefits of capital-based macroprudential policy measures. Our findings illustrate that capital-based measures are transmitted both via their impact on the banking system's resilience...

Persistent link: https://www.econbiz.de/10012985307