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International effects of euro area versus US policy uncertainty : a FAVAR approach

Belke, Ansgar; Osowski, Thomas - 2017

, Switzerland turns out to be the most affected non-Euro area European country. We also find a high degree of synchronization among …

Persistent link: https://www.econbiz.de/10011691548

Asymmetric semi-volatility spillover effects in EMU stock markets

Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230

Persistent link: https://www.econbiz.de/10012006352

Examining spillover effect of US monetary policy to European stock markets : a Markov-Switching approach

Mumtaz, Muhammad Zubair; Smith, Zachary Alexander - In: Estudios de economía 46 (2019) 1, pp. 89-124

This study empirically examines the spillover effect from US monetary policy to nineteen European economies using Markov-switching models. The results of the univariate Markov-switching models validate the presence of two distinct regimes for both US monetary policy and the stock markets. We...

Persistent link: https://www.econbiz.de/10012025335

International effects of euro area versus US policy uncertainty : a FAVAR approach

Belke, Ansgar; Osowski, Thomas - 2017

, Switzerland turns out to be the most affected non-Euro area European country. We also find a high degree of synchronization among …

Persistent link: https://www.econbiz.de/10012110907

Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis : evidence from central Europe

Ters, Kristyna; Urban, Jörg - In: International review of economics & finance : IREF 54 (2018), pp. 123-142

Persistent link: https://www.econbiz.de/10012033352

US monetary policy and the euro area

Hanisch, Max - In: Journal of banking & finance 100 (2019), pp. 77-96

Persistent link: https://www.econbiz.de/10012162448

External monetary shocks to Central and Eastern European countries

Lesuisse, Pierre - 2017

Persistent link: https://www.econbiz.de/10011730688

Spillover effects from Euro area monetary policy across Europe : a factor-augmented VAR approach

Potjagailo, Galina - In: Journal of international money and finance 72 (2017), pp. 127-147

Persistent link: https://www.econbiz.de/10011787686

International effects of euro area versus US policy uncertainty : a FAVAR approach

Belke, Ansgar; Osowski, Thomas - 2017

, Switzerland turns out to be the most affected non-Euro area European country. We also find a high degree of synchronization among … Hinsicht vergleichen wir die Auswirkungen eines Unsicherheitsschocks in den USA und der Eurozone. Unseren Ergebnissen zufolge … Auswirkungen. In dieser Hinsicht erweist sich die Schweiz als das am stärksten betroffene Land in Europa außerhalb der Eurozone …

Persistent link: https://www.econbiz.de/10011640939

Drivers and spillover effects of inflation : the United States, the euro area, and the United Kingdom

Hall, Stephen G.; Tavlas, George S.; Wang, Yongli - In: Journal of international money and finance 131 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248802