Similar Search Results

Macroeconomic and financial effects of oil price shocks : evidence for the euro area

Morana, Claudio - In: Economic modelling 64 (2017), pp. 82-96

Persistent link: https://www.econbiz.de/10011756484

Size effects of fiscal policy and business confidence in the Euro area

Michail, Nektarios A.; Savva, Christos S.; Koursaros, … - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-15

Euro Area economies to a one percent shock in government consumption and business confidence. The evidence suggests that … even though the response to a government consumption shock is strong, a shock in expectations has an even greater effect …

Persistent link: https://www.econbiz.de/10011760247

The financial market effects of the ECB's balance sheet policies

Lewis, Vivien; Roth, Markus - 2015

Persistent link: https://www.econbiz.de/10011705372

Implications of macroeconomic volatility in the Euro area

Hauzenberger, Niko; Böck, Maximilian; Pfarrhofer, Michael - 2018

Persistent link: https://www.econbiz.de/10011871462

The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector

Lo Duca, Marco; Moccero, Diego; Parlapiano, Fabio - 2024

risk. An adverse supply shock leads to a deterioration of firms' riskiness 10 per cent above the average PD. Contractionary …

Persistent link: https://www.econbiz.de/10014484468

International transmission of conventional and unconventional monetary policy and financial stress shocks from the euro area to Russia

Dajčman, Silvo; Kavkler, Alenka; Merzlyakov, Sergey; … - In: Journal of central banking theory and practice 11 (2022) 1, pp. 227-247

trade balance. The contractionary euro area monetary policy shock decreases Russian GDP, leads to real appreciation of the …

Persistent link: https://www.econbiz.de/10012806005

Monetary policy shocks and consumer expectations in the euro area

Geiger, Martin; Gründler, Daniel; Scharler, Johann - In: Journal of international economics 140 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014266498

Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market

Fausch, Jürg; Sutter, Daniel - In: Applied economics letters 31 (2024) 2, pp. 122-127

Persistent link: https://www.econbiz.de/10014448257

Conventional and unconventional monetary policies : effects on the Finnish housing market

Rosenberg, Signe - In: Baltic journal of economics 20 (2020) 2, pp. 170-186

sign restrictions. The results reveal that both a policy interest rate shock and a balance sheet shock have a positive and … temporary impact on house prices in Finland, with the response to a balance sheet shock being smaller and fading out faster. The … peak of the effect of a policy rate shock on house prices in Finland arrives faster than in the whole euro area but the …

Persistent link: https://www.econbiz.de/10012296184

Moments, shocks and spillovers in Markov switching VAR models

Dijk, Dick van; Kole, Erik - 2021

To investigate how economies, financial markets or institutions can deal with stress, we nowadays often analyze the effects of shocks conditional on a recession or a bear market. MSVAR models are ideally suited for such analyses because they combine gradual movement with sudden switches. In this...

Persistent link: https://www.econbiz.de/10012621564