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Koutsomanoli-Filippaki, Anastasia; Mamatzakis, Emmanuel C. - 2013

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A novel MIMIC-style model of European bank technical efficiency and productivity growth

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What are the driving factors behind the rise of spreads and CDSs of euro-area sovereign bonds? : a FAVAR model for Greece and Ireland

Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - 2012

This paper examines the underlying dynamics of selected euro-area sovereign bonds by employing a factor-augmenting vector autoregressive (FAVAR) model for the first time in the literature. This methodology allows for identifying the underlying transmission mechanisms of several factors; in...

Persistent link: https://www.econbiz.de/10009533553