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Budgetary spillovers and long-term interest rates

Claeys, Peter - In: Economic spillovers, structural reforms and policy …, (pp. 55-106). 2008

Persistent link: https://www.econbiz.de/10003585190

Systemic risk and the sovereign-bank default nexus : a network vector autoregression approach

Claeys, Peter; Vašíček, Bořek - In: The journal of network theory in finance 1 (2015) 4, pp. 27-72

Persistent link: https://www.econbiz.de/10011449789

Spillover of the ECB's monetary policy outside the euro area : how different is conventional from unconventional policy?

Babeckaja-Kucharcǔk, Oksana A.; Claeys, Peter; … - In: Journal of policy modeling : JPMOD ; a social science … 38 (2016) 2, pp. 199-225

Persistent link: https://www.econbiz.de/10011660942

Fiscal policy and interest rates : the role of financial and economic integration

Claeys, Peter; Moreno, Rosina; Suriñach Caralt, Jordi - In: Progress in spatial analysis : methods and applications, (pp. 311-336). 2010

Persistent link: https://www.econbiz.de/10003927703

Debt, interest rates, and integration of financial markets

Claeys, Peter; Moreno, Rosina; Suriñach Caralt, Jordi - In: Economic modelling 29 (2012) 1, pp. 48-59

Persistent link: https://www.econbiz.de/10009658259

Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe

Claeys, Peter; Vašíček, Bořek - 2014

Persistent link: https://www.econbiz.de/10010380014

Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe

Claeys, Peter; Vašíček, Bořek - In: Journal of banking & finance 46 (2014), pp. 151-165

Persistent link: https://www.econbiz.de/10010467833

Measuring sovereign bond spillover in Europe and the impact of rating news

Claeys, Peter; Vašíček, Bořek - 2012

Persistent link: https://www.econbiz.de/10009704565

Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe

Claeys, Peter - 2016

The global financial crisis rapidly spread across borders and financial markets, and also distressed EU bond markets. The crisis did not hit all markets in the same way. We measure the strength and direction of linkages between 16 EU sovereign bond markets using a factor-augmented version of the...

Persistent link: https://www.econbiz.de/10013005306

Spillover of the ECB's monetary policy outside the Euro area : how different is conventional from unconventional policy?

Babeckaja-Kucharcǔk, Oksana A.; Claeys, Peter; Bořek, … - 2014

Persistent link: https://www.econbiz.de/10010506977