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Macroeconomic effects of household debt : an empirical analysis

Kim, Yun K. - In: Review of Keynesian economics 4 (2016) 2, pp. 127-150

Persistent link: https://www.econbiz.de/10011483968

Is financial fragility a matter of illiquidity? : an appraisal for Italian households

Brunetti, Marianna; Giarda, Elena; Torricelli, Costanza - In: The review of income and wealth : journal of the … 62 (2016) 4, pp. 628-649

Persistent link: https://www.econbiz.de/10011626709

Auto-regressive Distributed Lag Model for long-run US household debt determinants

Swanepoel, Ezelda - In: Investment management and financial innovations 16 (2019) 3, pp. 40-48

Persistent link: https://www.econbiz.de/10012159343

Do financial crises matter for nonlinear exchange rate and stock market cointegration? : a heterogeneous nonlinear panel data model with PMG approach

Tabash, Mosab I.; Sheikh, Umaid A.; Matar, Ali; Ahmed, Adel - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-22

the conventional symmetrical panel ARDL (PARDL) model was not able to formulate long-run cointegration between currency …. However, asymmetrical cointegration was established between the currency values and stock market indexes for the pre …

Persistent link: https://www.econbiz.de/10013545812

The empirical modelling of house prices and debt revisited : a policy-oriented perspective

Boug, Pål; Hungnes, Håvard; Kurita, Takamitsu - 2021

The recent boom in house prices in many countries during the Covid-19 pandemic and the possibility of household … financial distress are of concern among some central banks. We revisit the empirical modelling of house prices and household …

Persistent link: https://www.econbiz.de/10012800701

Persistency of financial distress amongst Italian households : evidence from dynamic models for binary panel data

Giarda, Elena - In: Journal of banking & finance 37 (2013) 9, pp. 3425-3434

Persistent link: https://www.econbiz.de/10010126409

The global financial crisis and its transmission to Asia Pacific

Polimenis, Vassilis; Neokosmidis, Ioannis - In: Journal of management analytics 1 (2014) 4, pp. 266-284

Persistent link: https://www.econbiz.de/10011729838

Peso-Dollar forward market analysis : explaining arbitrage opportunities during the financial crisis

Hernández, Juan R. - 2014

Using a vector error correction model I test whether shocks in the funding liquidity conditions in the U.S. and Europe separately explain deviations from the covered interest parity (CIP) between the U.S. Dollar and the Mexican Peso. I find that: (1) Apparent deviations from the CIP seem to be...

Persistent link: https://www.econbiz.de/10010370903

Limits to arbitrage and CDS-bond dynamics around the financial crisis

Chalamandaris, George; Pagratis, Spyros - In: Journal of empirical finance 54 (2019), pp. 213-235

Persistent link: https://www.econbiz.de/10012174829

Financial stress and equilibrium dynamics in term interbank funding markets

Yoldas, Emre; Senyuz, Zeynep - In: Journal of financial stability 34 (2018), pp. 136-149

Persistent link: https://www.econbiz.de/10012156801

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