Results 11 to 20 of about 87,103 (297)
Monetary Policy Spillovers to Polish Financial Markets
Gospodarka Narodowa. The Polish Journal of Economics, 2023 This paper analyses the impact of monetary policy shocks from large advanced economies on Polish financial markets. I explore the spillovers from the US Federal Reserve’s and European Central Bank’s monetary policy decisions, differentiating between the ...
Magdalena Grothe
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A Liquidity Shortfall Analysis Framework for the European Banking Sector
Mathematics, 2020 This paper presents an analytical framework for the identification of vulnerabilities arising from the liquidity and funding profile of banks. It is composed of two pillars—estimation of liquidity needs and the counterbalancing capacity of the total ...
Oana-Maria Georgescu +3 more
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Euro-area labour markets: Different reaction to shocks?
Journal of Banking and Financial Economics, 2014 A small labour market model for the six largest euro-area countries (Germany, France, Italy, Spain, the Netherlands and Belgium) is estimated in a state space framework. The model entails, in the long run, four driving forces: trend labour force, trend
Jan Bruha +2 more
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Determinants of trust in the European Central Bank [PDF]
, 2008 published
Fischer, Justina, Hahn, Volker
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A Comprehensive Approach for Calculating Banking Sector Risks
International Journal of Financial Studies, 2020 We propose a comprehensive approach for the analysis of real economy and government sector risk transmission to the banking system and apply it in ten Euro-Area countries from 2005 to 2017.
Carmelo Salleo +2 more
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Investigating the Inflation–Output Nexus for the Euro Area: Old Questions and New Results
Economies, 2023 The relationship between inflation and real GDP growth is one of the most widely researched topics in macroeconomics. At the same time, it is certainly not an exaggeration to claim that this nexus also stands at the heart of monetary policy, given the ...
Hans-Eggert Reimers +2 more
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2023-0288 Central, Eastern and South-Eastern Europe (CESEE) Bank Lending Survey
, 2023 The CESEE Bank Lending Survey is a unique instrument developed in the context of the Vienna Initiative to monitor cross-border banking activities and deleveraging in Central, Eastern and South-Eastern Europe.
European Investment Bank
core +1 more source
Frontiers in Applied Mathematics and Statistics, 2016 We propose a multi-factor Gaussian model to analyze the dynamicsof sovereign bond yields, as well as sovereign and banks CDS quotes. This paperhas three objectives (all of them with relevant implications from a supervisoryperspective): (1) disentangling ...
Michele Leonardo Bianchi, Marco Rocco
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Monitoring Vulnerabilities in the Residential Real Estate Sector in Poland
Gospodarka Narodowa. The Polish Journal of Economics, 2020 This paper applies a framework for monitoring vulnerabilities in the residential real estate sector to the case of Poland. The framework considers indicators across three dimensions of real estate-related vulnerabilities, i.e.
Magdalena Grothe
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Institutions, public debt and growth in Europe
Public Sector Economics, 2017 This paper provides empirical evidence that supports the view that the quality of institutions is an important determinant of long-term growth in European countries.
Klaus Masuch +2 more
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