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Asset allocation and monetary policy : evidence from the eurozone
Hau, Harald; Lai, Sandy - 2013
The eurozone has a single short-term nominal interest rate, but monetary policy conditions measured by either real …
Persistent link: https://www.econbiz.de/10010256407
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Asset allocation and monetary policy : evidence from the eurozone
Hau, Harald; Lai, Sandy - 2014
The eurozone has a single short-term nominal interest rate, but monetary policy conditions measured by real short …
Persistent link: https://www.econbiz.de/10010413745
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Asset allocation and monetary policy : evidence from the Eurozone
Hau, Harald; Lai, Sandy - 2013
Persistent link: https://www.econbiz.de/10010221568
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Asset Allocation and Monetary Policy : Evidence from the Eurozone
Hau, Harald - 2014
The eurozone has a single short-term nominal interest rate, but monetary policy conditions measured by real short …
Persistent link: https://www.econbiz.de/10013045340
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Asset allocation and monetary policy : evidence from the eurozone
Hau, Harald; Lai, Sandy - 2013
Persistent link: https://www.econbiz.de/10010188636
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Asset allocation and monetary policy : evidence from the eurozone
Hau, Harald; Lai, Sandy - In: Journal of financial economics 120 (2016) 2, pp. 309-329
Persistent link: https://www.econbiz.de/10011590082
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Three essays in international macroeconomics and finance
Martínez-García, Enrique - 2007
Persistent link: https://www.econbiz.de/10009682964
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Three essays in empirical finance
Grazzini, Caterina Forti - 2021
Persistent link: https://www.econbiz.de/10013166409
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Inhomogeneous financial markets in a low interest rate environment : a cluster analysis of eurozone economies
Tatay, Tibor; Orlovits, Zsanett; Novák, Zsuszanna - In: Risks : open access journal 10 (2022) 10, pp. 1-22
In the present paper, we investigate the financial homogeneity of the euro area economies by contrasting eurozone … changes in the portfolio holdings of eurozone economic actors owing to economic crises and monetary policy responses. The … different Eurozone countries, both during and after the crisis. Despite some similarities in the portfolio rearrangement across …
Persistent link: https://www.econbiz.de/10013556643
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Modeling financial sector joint tail risk in the euro area
Lucas, André; Schwaab, Bernd; Zhang, Xin - 2015
We develop a novel high-dimensional non-Gaussian modeling framework to infer measures of conditional and joint default risk for many financial sector firms. The model is based on a dynamic Generalized Hyperbolic Skewed-t block-equicorrelation copula with time-varying volatility and dependence...
Persistent link: https://www.econbiz.de/10011332950