Similar Search Results

Cyclical investment behavior across financial institutions

Timmer, Yannick - 2016

This paper examines the investment behavior of different financial institutions in debt securities with a particular focus on their response to price changes. For identification, we use security-level data from the German Microdatabase Securities Holdings Statistics. Our results suggest that...

Persistent link: https://www.econbiz.de/10011975050

Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries

Burriel, Pablo; Galesi, Alessandro - In: European economic review : EER 101 (2018), pp. 210-229

Persistent link: https://www.econbiz.de/10011975383

Bank fragility and contagion : evidence from the bank CDS market

Ballester, Laura; Casu, Barbara; González-Urteaga, Ana - In: Journal of empirical finance 38 (2016), pp. 394-416

Persistent link: https://www.econbiz.de/10011664775

Weathering global shocks and macrofinancial vulnerabilities in emerging Europe : comparing Turkey and Poland

Eller, Markus; Huber, Florian; Schuberth, Helene - In: Focus on European economic integration (2016) 1, pp. 46-65

Persistent link: https://www.econbiz.de/10011669506

US monetary policy shocks and the Chinese economy : a GVAR approach

Bi, Yujiang; Anwar, Sajid - In: Applied economics letters 24 (2017) 7/9, pp. 553-558

Persistent link: https://www.econbiz.de/10011712460

External shocks and macroeconomic responses in Nigeria : a global VAR approach

Oyelami, Lukman Oyeyinka; Olomola, Phillip Akanni - In: Cogent economics & finance 4 (2016) 1, pp. 1-18

autoregression (GVAR) comprising of the US, EU, China, Japan and Nigeria as the reference country. The adoption as of this method of … econometric properties of our GVAR model, the results from our estimation based on impulse response function show that oil price …

Persistent link: https://www.econbiz.de/10011597510