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Volatility Patterns of CDS, Bond and Stock Markets before and during the Financial Crisis: Evidence from Major Financial Institutions

Belke, Ansgar; Gokus, Christian - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2011

This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...

Persistent link: https://www.econbiz.de/10008855329

Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis – Evidence from Major Financial Institutions

Belke, Ansgar; Gokus, Christian - Rheinisch-Westfälisches Institut für … - 2011

Persistent link: https://www.econbiz.de/10009018029

The Future of the International Monetary System

Belke, Ansgar; Bernoth, Kerstin; Fichtner, Ferdinand - In: DIW Economic Bulletin 1 (2011) 4, pp. 11-17

The financial crisis of 2007/2008 and the current "Euro crisis" challenge the current global monetary system. They …. This should correspond to a multi-polar key currency system with the currently dominating US Dollar and the Euro as well as …

Persistent link: https://www.econbiz.de/10009327817

Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques

Belke, Ansgar; Czudaj, Robert - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

In this paper we present an empirically stable euro area money demand model. Using a sample period until 2009:2 shows … stability of the euro area money demand function. We also compare single equation methods like the ARDL approach, FM-OLS, CCR …

Persistent link: https://www.econbiz.de/10008555901