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Decomposing and analysing the determinants of current accounts' cyclicality : evidence from the Euro area

Afonso, António; Jalles, João Tovar - In: Open economies review 30 (2019) 1, pp. 133-156

Persistent link: https://www.econbiz.de/10012153802

Euro area government bonds : fragmentation and contagion during the sovereign debt crisis

Ehrmann, Michael; Fratzscher, Marcel - In: Journal of international money and finance 70 (2017), pp. 26-44

Persistent link: https://www.econbiz.de/10011752308

Mortgage choice in the euro area : macroeconomic determinants and the effect of monetary policy on debt burdens

Ehrmann, Michael; Ziegelmeyer, Michael - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 469-494

Persistent link: https://www.econbiz.de/10011708071

"Whatever it takes" to resolve the European sovereign debt crisis? : bond pricing regime switches and monetary policy effects

Afonso, António; Arghyrou, Michael Georgiou; Gadea, … - 2017

This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. We use a two-step empirical approach. First, we apply a time-varying parameter panel modelling framework...

Persistent link: https://www.econbiz.de/10011759005