The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
S. Avouyi-Dovi, G. Horny, P. Sevestre
| Year of publication: |
June 2017
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|---|---|
| Authors: | Avouyi-Dovi, Sanvi ; Horny, Guillaume ; Sevestre, Patrick |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 79.2017, p. 74-94
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| Subject: | Bank interest rates | Error-correction model | Structural breaks | Stochastic volatility | Bayesian econometrics | Eurozone | Euro area | Zins | Interest rate | Zinsstruktur | Yield curve | Schätzung | Estimation | Kointegration | Cointegration | Strukturbruch | Structural break | EU-Staaten | EU countries | Volatilität | Volatility | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Schuldenkrise | Debt crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.04.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815138