Similar Search Results

Financial spillovers and macroprudential policies

Aizenman, Joshua; Chinn, Menzie David; Itō, Hiro - In: Open economies review 31 (2020) 3, pp. 529-563

Persistent link: https://www.econbiz.de/10012302077

Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach

Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587

Persistent link: https://www.econbiz.de/10011647569

Spillover across Eurozone credit market sectors and determinants

Shahzad, Syed Jawad Hussain; Bouri, Elie; Hernandez, … - In: Applied economics 51 (2019) 59, pp. 6333-6349

Persistent link: https://www.econbiz.de/10012197344

The ECB'’s unconventional monetary policy and the role of exchange rate regimes in cross-country spillovers

Jensen, Jakob Roager; Mikkelsen, Jakob Guldbæk; … - 2017

We study the impact of the ECB's large scale asset purchase programme on selected euro area and neighbouring countries. The effects of the programme are assessed by conducting an event study as well as by estimating a structural VAR model using a shadow short rate as a measure of the monetary...

Persistent link: https://www.econbiz.de/10011740711