Similar Search Results

Sterling movements and Irish pound interest rates

Honohan, Patrick - In: The economic and social review 25 (1994) 3, pp. 201-220

Persistent link: https://www.econbiz.de/10001166248

Does the exchange rate respond to monetary policy in Mexico? : solving an exchange rate puzzle in emerging markets

Solís, Pavel - In: Journal of money, credit and banking : JMCB 55 (2023) 8, pp. 2093-2113

Persistent link: https://www.econbiz.de/10014436137

Global spillovers and domestic monetary policy : [the effects of conventional and unconventional measures]

Chinn, Menzie David - 2013

Persistent link: https://www.econbiz.de/10010253546

The impact of sovereign yield curve differentials on value-at-risk forecasts for foreign exchange rates

Fink, Holger Maria; Fuest, Andreas; Port, Henry - In: Risks : open access journal 6 (2018) 3, pp. 1-19

A functional ARMA-GARCH model for predicting the value-at-risk of the EURUSD exchange rate is introduced. The model implements the yield curve differentials between EUR and the US as exogenous factors. Functional principal component analysis allows us to use the information of basically the...

Persistent link: https://www.econbiz.de/10011890808

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

, credit risk, and flight to quality drive both spreads and CDSs of five years' maturity over swaps for Greece and Ireland in … Debt Crisis ; Spreads ; CDS ; FAVAR Model ; Greece and Ireland …

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

Real effects of sovereign bond market spillovers in the euro area

Gadatsch, Niklas A. - In: Macroeconomic effects of fiscal policy : a DSGE approach, (pp. 65-82). 2014

Persistent link: https://www.econbiz.de/10010510318

Real effects of sovereign bond market spillovers in the euro area

Gadatsch, Niklas - 2015

these countries, up to 0.8 percentage points (PP) Portugal and Ireland, 0.3 PP in Italy and 0.2 PP in Spain. …

Persistent link: https://www.econbiz.de/10010512139

Zum Versagen der Marktdisziplinierung in der Finanzkrise

Tichy, Gunther - In: Perspektiven der Wirtschaftspolitik : eine Zeitschrift … 13 (2012), pp. 58-80

Persistent link: https://www.econbiz.de/10009713401

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

Apergēs, Nikolaos; Mamatzakis, Emmanuel C. - In: International journal of economics and business research 7 (2014) 1, pp. 104-120

Persistent link: https://www.econbiz.de/10010351548

Volatility of yields of government bonds among GIIPS Countries during the sovereign debt crisis in the Euro Area

Heryán, Tomáš; Ziegelbauer, Jan - In: Equilibrium : quarterly journal of economics and … 11 (2016) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10011487821

1
2
3
4
5
6
7
8
9
10
Next
Last