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Characterising the financial cycle : don't lose sight of the medium term!
Drehmann, Mathias; Borio, Claudio E. V.; Tsatsaronis, Kostas - 2012
Persistent link: https://www.econbiz.de/10009559761
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Financial regulation, accounting and risk management: what agenda for the future?
Borio, Claudio E. V. - In: Current directions in financial regulation : [papers …, (pp. 279-288). 2005
Persistent link: https://www.econbiz.de/10003202891
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Financial conditions and economic activity : a statistical approach
Erdem, Magdalena; Tsatsaronis, Kostas - In: BIS quarterly review : international banking and … (2013), pp. 37-51
Persistent link: https://www.econbiz.de/10009725693
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Bank stock returns, leverage and the business cycle
Yang, Jing; Tsatsaronis, Kostas - In: BIS quarterly review : international banking and … (2012), pp. 45-59
Persistent link: https://www.econbiz.de/10009519723
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Assessing the predictive power of measures of financial conditions for macroeconomic variables
English, William B.; Tsatsaronis, Kostas; Zoli, Edda - In: Investigating the relationship between the financial …, (pp. 228-252). 2005
Persistent link: https://www.econbiz.de/10003072632
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Risikoprämien an verschiedenen Märkten : was Optionspreise aussagen
Tarashev, Nikola A.; Tsatsaronis, Kostas - In: BIZ-Quartalsbericht (2006), pp. 105-117
Persistent link: https://www.econbiz.de/10003361908
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Why Does the Yield Curve Predict Economic Activity? : Dissecting the Evidence for Germany and the United States
Smets, Frank; Tsatsaronis, Kostas - 2013
This paper investigates why the slope of the yield curve predicts future economic activity in Germany and the United States. A structural VAR is used to identify aggregate supply, aggregate demand, monetary policy and inflation scare shocks and to analyze their effects on the real, nominal and...
Persistent link: https://www.econbiz.de/10014224209
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Why does the yield curve predict economic activity? : Dissecting the evidence for Germany and the United States
Smets, Frank - 1997
Persistent link: https://www.econbiz.de/10013431825
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Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
Smets, Frank - 1997
Persistent link: https://www.econbiz.de/10013422405
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Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States
Smets, Frank; Tsatsaronis, Kostas - C.E.P.R. Discussion Papers - 1997
This paper investigates why the slope of the yield curve predicts future economic activity in Germany and the United States. A structural VAR is used to identify aggregate supply, aggregate demand, monetary policy and inflation scare shocks and to analyse their effects on the real, nominal and...
Persistent link: https://www.econbiz.de/10005123911