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Market reactions to the ECB's comprehensive assessment
Sahin, Cenkhan; Haan, Jakob de - 2015
Persistent link: https://www.econbiz.de/10010488885
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Determinants of European Banks' default risk
Soenen, Nicolas; Vander Vennet, Rudi - 2021
Persistent link: https://www.econbiz.de/10013166948
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Market reactions to the ECB's Comprehensive Assessment
Sahin, Cenkhan; Haan, Jakob de - In: Economics letters 140 (2016), pp. 1-5
Persistent link: https://www.econbiz.de/10011615673
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The impact of ECB crisis measures on euro-area CDS spreads
Gerlach-Kristen, Petra - In: Financial markets and portfolio management 29 (2015) 2, pp. 149-168
Persistent link: https://www.econbiz.de/10011350207
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ECB monetary policy and bank default risk
Soenen, Nicolas; Vander Vennet, Rudi - In: Journal of international money and finance 122 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013433381
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ECB's unconventional monetary policy and spillover effects between sovereign and bank credit risk
Katsampoxakis, Ioannis - In: EuroMed journal of business 17 (2022) 2, pp. 218-245
Persistent link: https://www.econbiz.de/10013362444
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Determinants of European banks' default risk
Soenen, Nicolas; Vander Vennet, Rudi - In: Finance research letters 47 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013457304
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Central bank governor turnover and inflation in Zambia : using complex wavelets for a clearer picture
Phiri, Andrew - In: Cogent business & management 9 (2022) 1, pp. 1-16
The Bank of Zambia has one of the highest central bank turnover averages in Africa and the inflationary effects of the low central bank autonomy are yet to be empirically quantified. This study develops an index of central bank turnover for the Zambian economy extending from 1984 to 2020 and...
Persistent link: https://www.econbiz.de/10014441913
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Monetary policy spillovers and emerging market credit : the impact of Federal Reserve communications on sovereign CDS spreads
Fender, Ingo; Hayo, Bernd; Neuenkirch, Matthias - 2011
In this paper, we study the effects of US target rate changes and related communications by members of the Federal Reserve Board of Governors on spreads for emerging market sovereign credit default swaps (CDS). Using GARCH models, we find that during the pre-financial crisis sub-sample (April...
Persistent link: https://www.econbiz.de/10009304122
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The impact of the Federal Reserve's Large-Scale Asset Purchase Programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon - 2013
Persistent link: https://www.econbiz.de/10009790265