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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Michail I. - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function (CCF) approach that distinguishes between...
Persistent link: https://www.econbiz.de/10010370922
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How are interbank and sovereign debt markets linked? : evidence from 14 OECD countries, the Euro Area and Russia
Stolbov, Michail I. - In: Panoeconomicus 61 (2014) 3, pp. 331-348
Persistent link: https://www.econbiz.de/10010373392
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The finance-growth nexus revisited : from origins to a modern theoretical landscape
Stolbov, Michail I. - 2012
The paper is a survey of theoretical and empirical approaches applied to analyze the impact of financial system on economic growth. The key issues of the modern theories of the finance-growth nexus are discussed and the theories are classified on the basis of the methodology they rely on. The...
Persistent link: https://www.econbiz.de/10009614043
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Causality between credit depth and economic growth : evidence from 24 OECD countries
Stolbov, Michail I. - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 493-524
Persistent link: https://www.econbiz.de/10011988427
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Assessing systemic risk and its determinants for advanced and major emerging economies : the case of ΔCoVaR
Stolbov, Michail I. - In: International economics and economic policy : IEEP 14 (2017) 1, pp. 119-152
Persistent link: https://www.econbiz.de/10011877870
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Determinants of sovereign credit risk : the case of Russia
Stolbov, Michail I. - In: Post-communist economies 29 (2017) 1, pp. 51-70
Persistent link: https://www.econbiz.de/10011761724
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Is a more financially open world riskier?
Stolbov, Michail I. - In: International economics : a journal published by CEPII … 157 (2019), pp. 99-116
Persistent link: https://www.econbiz.de/10012318693
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Mikhail - 2014
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function (CCF) approach used in the research distinguishes...
Persistent link: https://www.econbiz.de/10010332838
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The causal linkages between sovereign CDS prices for the BRICS and major European economies
Stolbov, Mikhail - In: Economics: The Open-Access, Open-Assessment E-Journal 8 (2014) 2014-26, pp. 1-43
The article examines causal relationships between sovereign credit default swaps (CDS) prices for the BRICS and most important EU economies (Germany, France, the UK, Italy, Spain) during the European debt crisis. The cross-correlation function (CCF) approach that distinguishes between...
Persistent link: https://www.econbiz.de/10010378320
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The finance-growth nexus revisited: From origins to a modern theoretical landscape
Stolbov, Mikhail - 2012
The paper is a survey of theoretical and empirical approaches applied to analyze the impact of financial system on economic growth. The key issues of the modern theories of the finance-growth nexus are discussed and the theories are classified on the basis of the methodology they rely on. The...
Persistent link: https://www.econbiz.de/10010310319