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Asymmetric correlation of sovereign bond yield dynamics in the Eurozone

Dajcman, Silvo - In: Panoeconomicus 60 (2013) 6, pp. 775-789

Persistent link: https://www.econbiz.de/10010341632

Are stock market returns in the CEE countries and in the Eurozone, Russia, and the United States asymmetric? : the latest evidence

Dajcman, Silvo - In: Eastern European economics 51 (2013) 6, pp. 34-53

Persistent link: https://www.econbiz.de/10011551138

Bank risk aversion and the risk- taking channel of monetary policy in the euro area

Dajcman, Silvo - In: Panoeconomicus 64 (2017) 5, pp. 607-621

Persistent link: https://www.econbiz.de/10011795410

Comovement between stock and bond markets and the 'flight-to-quality' during financial market turmoil : a case of the Eurozone countries most affected by the sovereign debt crisis of 2010 - 2011

Dajcman, Silvo - In: Applied economics letters 19 (2012) 16/18, pp. 1655-1662

Persistent link: https://www.econbiz.de/10009683991

The long-run determinants of consumption in the Euro Area : is there a role for uncertainty?

Dajcman, Silvo - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 10, pp. 969-986

Persistent link: https://www.econbiz.de/10012152941

Asymmetric Correlation of Sovereign Bond Yield Dynamics in the Eurozone

Dajcman, Silvo - In: Panoeconomicus 60 (2013) 6, pp. 775-789

This paper examines the symmetry of correlation of sovereign bond yield dynamics between eight Eurozone countries (Austria, Belgium, France, Germany, Ireland, Italy, Portugal, and Spain) in the period from January 3,2000 to August 31, 2011. Asymmetry of correlation is investigated pair-wise by...

Persistent link: https://www.econbiz.de/10010857996

The broad credit and bank capital channels of monetary policy transmission in the core and peripheral Euro Area

Dajcman, Silvo; Tica, Josip - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 35 (2017) 2, pp. 249-275

Persistent link: https://www.econbiz.de/10012211676

International transmission of conventional and unconventional monetary policy and financial stress shocks from the euro area to Russia

Dajčman, Silvo; Kavkler, Alenka; Merzlyakov, Sergey; … - In: Journal of central banking theory and practice 11 (2022) 1, pp. 227-247

This paper studies the international transmission of the euro area's monetary policy and financial stress to Russia. The results show that financial stress in the euro area damages Russian economic activity and stock prices, but not its trade balance. The contractionary euro area monetary policy...

Persistent link: https://www.econbiz.de/10012806005