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Did the Basel process of capital regulation enhance the resiliency of European banks?
Gehrig, Thomas P.; Iannino, Maria Chiara - In: Journal of financial stability 55 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10013362228
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Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?
Gehrig, Thomas - 2018
of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic …
Persistent link: https://www.econbiz.de/10012910412
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Did the Basel process of capital regulation enhance the resiliency of European banks?
Gehrig, Thomas P.; Iannino, Maria Chiara - 2017
Persistent link: https://www.econbiz.de/10011654436
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Did the Basel process of capital regulation enhance the resiliency of European Banks?
Gehrig, Thomas P.; Iannino, Maria Chiara - 2018
Persistent link: https://www.econbiz.de/10011914259
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Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks
Gehrig, Thomas - 2017
of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic …
Persistent link: https://www.econbiz.de/10012946327
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Did the Basel Process of Capital Regulation Enhance the Resiliency of European Banks?
Gehrig, Thomas - 2017
of the Basel process of capital regulation. In the first part we document the evolution of various measures of systemic …
Persistent link: https://www.econbiz.de/10012950027
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"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond-pricing regime following the announcement of the Outright...
Persistent link: https://www.econbiz.de/10011735972
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"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects
Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017
This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply a time-varying parameter panel modelling framework...
Persistent link: https://www.econbiz.de/10011759005
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Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
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The euro crisis and economic growth : a novel counterfactual approach
Terzi, Alessio - 2019 - This Draft: 25 June 2019
warranted. To make this claim, this paper uses a Propensity Score Matching Model to produce counterfactuals for the Eurozone … more in the Eurozone periphery than in the standard counterfactual scenario. These results are not dictated by any specific … Eurozone’s specificity, which is instead to be traced back to a sharper-than-expected contraction in investment and fiscal …
Persistent link: https://www.econbiz.de/10012033212