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Financial indicators signaling correlation changes in sovereign bond markets
De Santis, Roberto A.; Stein, Michael - In: Journal of banking & finance 56 (2015), pp. 86-102
Persistent link: https://www.econbiz.de/10011488597
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Correlation changes between the risk-free rate and sovereign yields of euro area countries
De Santis, Roberto A.; Stein, Michael - 2016
Persistent link: https://www.econbiz.de/10011619915
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Financial indicators signalling correlation changes in sovereign bond markets
De Santis, Roberto A.; Stein, Michael - 2014
Persistent link: https://www.econbiz.de/10010441073
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Financial Indicators Signalling Correlation Changes in Sovereign Bond Markets
De Santis, Roberto A. - 2014
We use a Smooth Transition Conditional Correlation GARCH (STCC-GARCH) model applied to the euro area monetary policy rates and sovereign yields of Italy, Spain and Germany at 5-year maturity to estimate the threshold level of the signals above which the sovereign bond market moves to a crisis...
Persistent link: https://www.econbiz.de/10013043737
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Financial indicators signalling correlation changes in sovereign bond markets : N°1746, December 2014
De Santis, Roberto A. (contributor);  … - European Central Bank - 2014
We use a Smooth Transition Conditional Correlation GARCH (STCC-GARCH) model applied to the euro area monetary policy rates and sovereign yields of Italy, Spain and Germany at 5-year maturity to estimate the threshold level of the signals above which the sovereign bond market moves to a crisis...
Persistent link: https://www.econbiz.de/10015301870
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Wage inequality in the United Kingdom : trade and/or technology?
De Santis, Roberto A. - In: The world economy : the leading journal on … 26 (2003) 6, pp. 893-909
Persistent link: https://www.econbiz.de/10015116259
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Foreign direct investment and environmental taxes
De Santis, Roberto A. - In: German economic review 10 (2009) 1, pp. 115-135
Persistent link: https://www.econbiz.de/10015182678
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Produzione agricola e commercio estero in Turchia
Santis, Roberto A. de - In: Rassegna economica : rivista internazionale di economia … 58 (1994) 1, pp. 115-146
Persistent link: https://www.econbiz.de/10015169060
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Trade policy and general equilibrium under different market regimes with numerial applications to Turkey
De Santis, Roberto A. - 1998
Persistent link: https://www.econbiz.de/10001516040
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The impact of a customs union with the EU on Turkey's welfare, employment and income distribution : an AGE model with alternative labour market structures
De Santis, Roberto A. - In: Journal of economic integration 15 (2000) 2, pp. 195-238
Persistent link: https://www.econbiz.de/10001476098