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The impact of Euro on sectoral equity returns and portfolio risk

Asal, Maher - In: International advances in economic research : IAER ; an … 17 (2011) 2, pp. 119-133

Persistent link: https://www.econbiz.de/10009302976

Value at risk of the main stock market indexes in the European Union ; (2000 - 2012)

Iglesias, Emma M. - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011333008

Essays on financial integration and risk sharing among EMU members

Balli, Faruk - 2007

Persistent link: https://www.econbiz.de/10009696669

Announcements of ECB unconventional programs : implications for the sovereign risk of Italy

Falagiarda, Matteo; Reitz, Stefan - 2013

sovereign risk of Italy over the last five years. More than fifty events concerning non-standard operations are identified and … of Italy. …

Persistent link: https://www.econbiz.de/10009783711

Credit rating agency downgrades and the Eurozone sovereign debt crises

Baum, Christopher F.; Karpava, Margarita; Schäfer, Dorothea - 2014

Persistent link: https://www.econbiz.de/10010364718

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

Modelling volatillity and its implication for European economic integration

Hall, Stephen G. - In: New directions in macromodelling, (pp. 1-19). 2004

Persistent link: https://www.econbiz.de/10002717301

Since when have FOREX markets incorporated EMU into currency pricing? : evidence from four exchange rate series

Wilfling, Bernd - 2001

Persistent link: https://www.econbiz.de/10001572220

Country and industry equity risk premia in the euro area : an intertemporal approach

Cappiello, Lorenzo (contributor); Lo Duca, Marco (contributor) - 2008

This paper provides new evidence on the dynamics of equity risk premia in euro area stock markets across country and industry portfolios. We develop and estimate a conditional intertemporal CAPM where returns on aggregate euro area, country and industry portfolios depend on the market risk as...

Persistent link: https://www.econbiz.de/10003782660

Since when have FOREX markets incorporated EMU into currency pricing? : evidence from four exchange rate series

Wilfling, Bernd - 2001

Persistent link: https://www.econbiz.de/10013430401