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Why does the yield curve predict economic activity? : Dissecting the evidence for Germany and the United States
Smets, Frank - 1997
Persistent link: https://www.econbiz.de/10013431825
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Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
Smets, Frank - 1997
Persistent link: https://www.econbiz.de/10013422405
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Why Does the Yield Curve Predict Economic Activity? Dissecting the Evidence for Germany and the United States
Smets, Frank; Tsatsaronis, Kostas - C.E.P.R. Discussion Papers - 1997
This paper investigates why the slope of the yield curve predicts future economic activity in Germany and the United States. A structural VAR is used to identify aggregate supply, aggregate demand, monetary policy and inflation scare shocks and to analyse their effects on the real, nominal and...
Persistent link: https://www.econbiz.de/10005123911
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Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
Tsatsaronis, Kostas; Smets, Frank - Bank for International Settlements (BIS) - 1997
This paper investigates why the slope of the yield curve predicts future economic activity in Germany and the United States. A structural VAR is used to identify aggregate supply, aggregate demand, monetary policy and inflation scare shocks and to analyse their effects on the real, nominal and...
Persistent link: https://www.econbiz.de/10005650363
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The supervision of an integrating European banking sector : theory, practice, and challenges
Tsatsaronis, Kostas - In: Handbook of European financial markets and institutions, (pp. 668-689). 2008
Persistent link: https://www.econbiz.de/10003605659
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Accounting and prudential regulation : from uncomfortable bedfellows to perfect partners?
Borio, Claudio E. V.; Tsatsaronis, Kostas - In: Journal of financial stability 1 (2004/05) 1, pp. 111-135
Persistent link: https://www.econbiz.de/10003772767
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Estimating hedge fund leverage
McGuire, Patrick M.; Tsatsaronis, Kostas - 2008
Persistent link: https://www.econbiz.de/10003773562
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External support and bank behaviour in the international syndicated loan market
Gadanecz, Blaise; Tsatsaronis, Kostas; Altunbaş, Yener - 2008
Persistent link: https://www.econbiz.de/10003847570
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The systemic importance of financial institutions
Tarashev, Nikola A.; Borio, Claudio E. V.; Tsatsaronis, … - In: BIS quarterly review : international banking and … (2009), pp. 75-87
Persistent link: https://www.econbiz.de/10003885009
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Risk in financial reporting : status, challenges and suggested directions
Borio, Claudio E. V.; Tsatsaronis, Kostas - 2006
Persistent link: https://www.econbiz.de/10003376559