The interest rate pass-through in the euro area during the sovereign debt crisis
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- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
- Leo Krippner & Sandra Eickmeier & Julia von Borstel, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Reserve Bank of New Zealand Discussion Paper Series DP2015/03, Reserve Bank of New Zealand.
- von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113035, Verein für Socialpolitik / German Economic Association.
- Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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More about this item
Keywords
interest rate pass-through; factor model; sovereign debt crisis; unconventional monetary policy;All these keywords.
JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2015-06-27 (Central Banking)
- NEP-EEC-2015-06-27 (European Economics)
- NEP-MAC-2015-06-27 (Macroeconomics)
- NEP-MON-2015-06-27 (Monetary Economics)
- NEP-OPM-2015-06-27 (Open Economy Macroeconomics)
Statistics
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