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~isPartOf:"Applied mathematical finance"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"EU countries"
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Search: subject:"Term structure model"
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
A copula-based Markov reward approach to the credit spread in the European Union
D'Amico, Guglielmo
;
Petroni, Filippo
;
Regnalt, Philippe
; …
- In:
Applied mathematical finance
26
(
2019
)
4
,
pp. 359-386
Persistent link: https://www.econbiz.de/10012210396
Saved in:
2
Cross-border liquidity, relationships and monetary policy : evidence from the euro area interbank crisis
Abbassi, Puriya
;
Bräuning, Falk
;
Fecht, Falko
; …
-
2015
Persistent link: https://www.econbiz.de/10010509620
Saved in:
3
Euro area government bonds-integration and fragmentation during the sovereign debt crisis
Ehrmann, Michael
;
Fratzscher, Marcel
-
2015
Persistent link: https://www.econbiz.de/10011289268
Saved in:
4
Eurozone sovereign yield spreads and diverging economic fundamentals
Beber, Alessandro
;
Brandt, Michael W.
;
Luisi, Maurizio
-
2013
Persistent link: https://www.econbiz.de/10009784715
Saved in:
5
Spread the news : how the crisis affected the impact of news on the European sovereign bond markets
Beetsman, Roel
;
Giuliodori, Massimo
;
Jong, Frank de
; …
-
2012
Persistent link: https://www.econbiz.de/10009577564
Saved in:
6
Money, credit, monetary policy and the business cycle in the euro area
Giannone, Domenico
;
Lenza, Michele
;
Reichlin, Lucrezia
-
2012
Persistent link: https://www.econbiz.de/10009558108
Saved in:
7
Politics and monetary policy
Ehrmann, Michael
;
Fratzscher, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008807064
Saved in:
8
Monetary policy in exceptional times
Lenza, Michele
;
Pill, Huw
;
Reichlin, Lucrezia
-
2010
Persistent link: https://www.econbiz.de/10003948825
Saved in:
9
Should the euro area be run as a closed economy?
Favero, Carlo A.
;
Giavazzi, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003640800
Saved in:
10
A tale of two platforms : dealer intermediation in the European sovereign bond market
Dunne, Peter G.
;
Hau, Harald
;
Moore, Michael J.
-
2008
Persistent link: https://www.econbiz.de/10003760535
Saved in:
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