The purpose of this paper is to analyze the performance, the risk-taking level and the credit growth of fourteen emerging and developed countries' banks. Also, we aim to assess the influence of monetary policy on the bank lending channel in both pre- and post-crisis periods and whether this...

In this paper we extract the factors that shape the yield curve and we relate them with macroeconomy. We examine whether the term structure can predict future economic activity by applying a range of econometric approaches both in pre- and post- crisis periods. Furthermore, we assess the...

In this paper, we examine the effectiveness of monetary policies in selected countries of the Euro area (France, Germany, and Italy), the United States and the United Kingdom for the period from 1990 to 2013. We additionally focus on the 2007 financial crisis where the efficacy of both...

Under the context of EMU debt and financial crisis we assess the impact of EMU's legislative initiative on Tobin tax for financial regulation. Specifically we focus on its impact on bond and equity volatility for a representative basket of 7 countries: Germany, France (core EMU) and Greece,...

This paper focuses on the sovereign crisis of the Euro debt crisis era, and we address the existence of the relationship of CDS and bond markets sovereign credit risk pricing for selected core and periphery EMU countries, during and after the 2009 EMU crisis. We study this relationship in...