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The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been little explored in the empirical literature is...
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The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been little explored in the empirical literature is...
Persistent link: https://www.econbiz.de/10014187825
Persistent link: https://www.econbiz.de/10009382031
Persistent link: https://www.econbiz.de/10003796549
Persistent link: https://www.econbiz.de/10010568944
Using intra-day data, we assess the impact of the press release on euro area monetary data on the different segments of the euro area yield curve. For this purpose, we estimate a relation between the "news" or "surprise" in the released data for annual M3 growth and the move in the interest...
Persistent link: https://www.econbiz.de/10013137334
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