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News shocks spillovers : how the euro area responds to expected Fed policy

Rudel, Paul; Tillmann, Peter - 2018

monetary policy news shock based on a VAR model. A monetary news shock is equivalent to new information about the Fed's future … monetary policy becoming available today. One example of a monetary news shock is a Forward Guidance announcement, where the … shocks. We estimate the response of the euro area to an expected future policy tightening of the Fed. The U.S. news shock …

Persistent link: https://www.econbiz.de/10011921241

Is bank resilience affected by unconventional monetary policy in the Euro area?

Avalos, Fernando; Mamatzakis, Emmanuel C. - In: Journal of international money and finance 130 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248788

International transmission of the US interest rate policy shocks : multi-country model analysis using FAVAR

Yim, Geunhyung - In: Seoul journal of economics 31 (2018) 4, pp. 401-447

Persistent link: https://www.econbiz.de/10011950671

Banking Union framework and the stability of the European Banking sector

Hrebenciuc, Andrei - In: Theoretical and applied economics : GAER review 24 (2017) 1, pp. 291-298

Persistent link: https://www.econbiz.de/10011786556

Shocks in Europe, changes in uncertainty, and policies

Benigno, Pierpaolo; Canofari, Paolo; Di Bartolomeo, Giovanni - In: Politica economica, journal of economic policy 37 (2021) 3, pp. 339-356

Persistent link: https://www.econbiz.de/10014226878

The effect of the ECB's conventional monetary policy on the real economy : FAVAR-approach

Laine, Olli-Matti - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 2899-2924

Persistent link: https://www.econbiz.de/10012500863

Monetary Unions under financial shocks : do fiscal rules matter?

Díaz Roldán, Carmen; Montero Soler, Alberto - In: Advances on international economics, (pp. 39-61). 2015

Persistent link: https://www.econbiz.de/10011445932

The Linkage between Sovereign Defaults and Exchange Rate Shocks in the Eurozone : A Measure for Systemic Risk

Omachel, Marcel - 2015

We propose a simple method for measuring systemic sovereign credit risk in the Eurozone by linking sovereign defaults … risk for nine countries in the core and peripheral Eurozone between May 2010 and January 2014. We find that the prevailing …

Persistent link: https://www.econbiz.de/10013032120

Sovereign spreads in the Euro area : cross border transmission and macroeconomic implications

Bahaj, Saleem - In: Journal of monetary economics 110 (2020), pp. 116-135

Persistent link: https://www.econbiz.de/10012494133

The role of systemic risk spillovers in the transmission of Euro Area monetary policy

Skouralis, Alexandros - In: Open economies review 34 (2023) 5, pp. 1079-1106

Persistent link: https://www.econbiz.de/10014443848

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