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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Euro area"
~subject:"Kapitaleinkommen"
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1
The impact of the Euro on equity markets
Cappiello, Lorenzo
;
Kadareja, Arjan
;
Manganelli, Simone
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 473-502
Persistent link: https://www.econbiz.de/10003990709
Saved in:
2
To sign or not to sign? : on the response of prices to financial and uncertainty shocks
Meinen, Philipp
;
Röhe, Oke
-
2018
Based on SVAR models identified by sign restrictions, we estimate the macroeconomic effects of financial and uncertainty shocks in the euro area and the US, paying particular attention to their effects on prices. While our results confirm that such disturbances are important drivers of output...
Persistent link: https://www.econbiz.de/10011897983
Saved in:
3
Cross-border liquidity, relationships and monetary policy : evidence from the Euro area interbank crisis
Abbassi, Puriya
;
Bräuning, Falk
;
Fecht, Falko
; …
-
2014
-
This version: November 2014
We analyze the impact of financial crises and monetary policy on the supply of wholesale funding liquidity, and also on the compositional supply effects through cross-border and relationship lending. For empirical identification, we draw on the proprietary bank-to-bank European interbank dataset...
Persistent link: https://www.econbiz.de/10010471858
Saved in:
4
A comparison between the FED and the ECB : Taylor rules
Ullrich, Katrin
-
2003
Persistent link: https://www.econbiz.de/10013428552
Saved in:
5
The risk and return from factors
Chan, Louis K. C.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
Saved in:
6
The international transmission of monetary policy
Buch, Claudia M.
;
Bussière, Matthieu
;
Goldberg, Linda S.
; …
-
2018
transmission of monetary policies of the U.S., euro area,
Japan
, and United Kingdom. Two other studies use international data with …
Persistent link: https://www.econbiz.de/10011864739
Saved in:
7
Autoregressive conditional skewness
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
4
,
pp. 465-487
Persistent link: https://www.econbiz.de/10001436379
Saved in:
8
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
;
Xia, Yihong
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
Saved in:
9
Dividend risk premia
Cejnek, Georg
;
Randl, Otto
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1199-1242
Persistent link: https://www.econbiz.de/10012244219
Saved in:
10
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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