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Sovereign risk and asset market dynamics in the euro area
Perego, Erica - 2018
Persistent link: https://www.econbiz.de/10012060383
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Risk sharing by financial markets in federal systems : what do we really measure?
Dullien, Sebastian - 2017
This paper criticises the standard methodology used to measure the importance of different channels of risk sharing in federal states such as the one used in Asdrubali et al.'s (1996) seminal contribution. It argues that the methodology chosen in these papers systematically underestimates the...
Persistent link: https://www.econbiz.de/10011919725
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Disentangling euro area portfolios : new evidence on cross-border securities holdings
Rousová, Linda; Rodríguez Caloca, Antonio - 2018
This paper presents a detailed set of new, quantity-based indicators of financial integration in the euro area. The …-border investment activity from the banking sector towards other non-bank financial entities. In particular, our results show that euro … area banks significantly decreased their investment in debt securities issued by banks in other euro area countries and …
Persistent link: https://www.econbiz.de/10011857118
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A factor analysis approach to measuring European loan and bond market integration
Wagenvoort, Rien; Ebner, André; Borys, Magdalena Morgese - 2009
converging for the non-financial corporate sector across the euro area. Whilst we find evidence for complete bond market …
Persistent link: https://www.econbiz.de/10003951784
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A factor analysis approach to measuring European loan and bond market integration
Wagenvoort, Rien; Ebner, André; Borys, Magdalena Morgese - 2009
converging for the non-financial corporate sector across the euro area. Whilst we find evidence for complete bond market …
Persistent link: https://www.econbiz.de/10008939455
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The euro and international capital markets
Detken, Carsten; Hartmann, Philipp - 2000
a special emphasis on the first year of the euro. A contribution is made as to how to measure these roles, both for … identification of changes in the role of the euro during 1999 compared to the aggregate of euro predecessor currencies, net of intra … -euro area assets/liabilities, before stage 3 of EMU. A number of key factors determining the currency distribution of …
Persistent link: https://www.econbiz.de/10009767695
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Country and sector-specific spillover effects in the Euro area, the United States and Japan
Kaltenhäuser, Bernd - 2003
Persistent link: https://www.econbiz.de/10013434596
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Interest rate linkages in EMU countries : a rolling threshold vector error-correction approach
Poghosyan, Tigran (contributor); Haan, Jakob de (contributor) - 2007
Persistent link: https://www.econbiz.de/10003499692
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Expected versus unexpected monetary policy impulses and interest rate pass-through in eurozone retail banking
Kleimeier, Stefanie; Sander, Harald - 2004
Persistent link: https://www.econbiz.de/10002016604
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Signaling virtue or vulnerability? : the changing impact of exchange rate regimes on government bond yields
Barta, Zsófia; Baccaro, Lucio; Johnston, Alison - 2022
Do exchange rate regimes affect the conditions under which developed countries borrow? This paper argues that they do, but their impact on yields depends on the prevailing macroeconomic context. When investors regard inflation as the most relevant risk to bond holdings, monetary union has a...
Persistent link: https://www.econbiz.de/10013399873