Printed from https://ideas.repec.org/s/stm/wpaper.html
Content
2024
- 59 The housing supply channel of monetary policy
by Martin Iseringhausen
2023
- 58 Collateral pledgeability and asset manager portfolio choices during redemption waves
by Thiago Fauvrelle & Mathias Skrutkowski - 57 Fear (no more) of Floating: Asset Purchases and Exchange Rate Dynamics
by Yasin Mimir - 56 Leaning against persistent financial cycles with occasional crises
by Yasin Mimir
2022
- 55 Asset purchases and sovereign risk premia in the euro area during the pandemic
by Gergely Hudecz & Elisabetta Vangelista & Robert Blotevogel - 54 Expectations and term premia in EFSF bond yields
by Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista - 53 Aggregate skewness and the business cycle
by Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis - 52 Japan’s sovereign rating in the post-pandemic era
by Jinho Choi & Alexander den Ruijter & Kimi Xu Jiang & Edmund Moshammer - 51 A journey in the history of sovereign defaults on domestic-law public debt
by Aitor Erce & Enrico Mallucci & Mattia Picarelli
2021
- 50 Investor demand in syndicated bond issuances: stylised facts
by Martin Hillebrand & Marko Mravlak & Peter Schwendner - 49 A time-varying skewness model for Growth-at-Risk
by Martin Iseringhausen - 48 Fiscal policy shocks and stock prices in the United States
by Haroon Mumtaz & Konstantinos Theodoridis
2020
- 47 State dependence in labour market fluctuations
by Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti - 46 How puzzling is the forward premium puzzle? A meta-analysis
by Diana Zigraiova & Tomas Havranek & Jiri Novak - 45 Sovereign bond market spillovers from crisis-time developments in Greece
by Daragh Clancy & Carmine Gabriele & Diana Zigraiova - 44 RFAs’ Financial Structures and Lending Capacities: a statutory, accounting and credit rating perspective
by Gong Cheng & Rudolf Alvise Lennkh - 43 Volatility indices and implied uncertainty measures of European government bond futures
by Jaroslav Baran & Jan Voříšek - 42 Quantifying risks to sovereign market access: Methods and challenges
by Diana Žigraiová & Aitor Erce & Xu Jiang
2019
- 41 Liquidity and tail-risk interdependencies in the euro area sovereign bond market
by Daragh Clancy & Peter G. Dunne & Pasquale Filiani - 40 Learning from trees: A mixed approach to building early warning systems for systemic banking crises
by Carmine Gabriele - 39 Are governments matching citizens’ demand for better lives? A new approach comparing subjective and objective welfare measures
by Luisa Corrado & Giuseppe De Michele - 38 US corporate tax rate cuts: Spillovers to the Irish economy
by Daragh Clancy - 37 Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel
by Tamon Asonuma & Marcos Chamon & Aitor Erce & Akira Sasahara - 36 Does Public Debt Produce a Crowding Out Effect for Public Investment in the EU?
by Mattia Osvaldo Picarelli & Willem Vanlaer & Wim Marneffe - 35 Loss aversion, economic sentiments and international consumption smoothing
by Daragh Clancy & Lorenzo Ricci - 34 The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases
by Luca Agnello & Vitor Castro & Ricardo Sousa - 32 Sovereign Credit Ratings under Fiscal Uncertainty
by Arno Hantzsche
2018
- 33 The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018
by Mattia Osvaldo Picarelli & Aitor Erce & Xu Jiang - 31 Risk management for sovereign financing within a debt sustainability framework
by Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios - 30 Fiscal multipliers and foreign holdings of public debt
by Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce - 29 Pricing and hedging GDP-linked bonds in incomplete markets
by Andrea Consiglio & Stavros A Zenios - 28 External debt composition and domestic credit cycles
by Stefan Avdjiev & Stephan Binder & Ricardo Sousa - 27 Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moodys Judgement
by Rudolf Alvise Lennkh & Edmund Moshammer - 26 Does exchange rate depreciation have contractionary effects on firm-level investment?
by Jose Maria Serena & Ricardo Sousa
2017
- 25 Analysing Cross-Currency Basis Spreads
by Jaroslav Baran & Jiří Witzany - 24 Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability
by Carmine Gabriele & Aitor Erce & Marialena Athanasopoulou & Juan Rojas - 23 A Comprehensive Scorecard for Assessing Sovereign Vulnerabilities
by Rudolf Alvise Lennkh & Edmund Moshammer & Vilém Valenta - 22 Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets
by Irina Balteanu & Aitor Erce - 20 From Debt Collection to Relief Provision: 60 Years of Official Debt Restructurings through the Paris Club
by Gong Cheng & Javier Diaz-Cassou & Aitor Erce
2016
- 22222 dont delete IISER Pune speakers pics
by ee - 21 The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club
by Gong Cheng & Javier Diaz-Cassou & Aitor Erce - 19 A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors
by Lorenzo Ricci & Vincenzo Verardi & Catherine Vermandele - 18 The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations
by Tigran Poghosyan & Abdelhak Senhadji & Carlo Cottarelli - 17 International Risk Sharing in the EMU
by Alessandro Ferrari & Anna Rogantini Picco - 16 Bailouts, Moral Hazard and Banks’ Home Bias for Sovereign Debt
by Gaetano Gaballo & Ariel Zetlin-Jones - 15 Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data
by Mateja Gabrijelčič & Uroš Herman & Andreja Lenarčič - 14 Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement
by Rudolf Alvise Lennkh & Antonello D'Agostino - 13 The Global Financial Safety Net through the Prism of G20 Summits
by Gong Cheng - 12 Financial Contagion: A New Perspective (and a New Test)
by Matteo Cominetta - 11 Capital Adequacy Regulations in Hungary: Did It Really Matter?
by Dóra Siklós - 10 Countercyclical capital rules for small open economies
by Daragh Clancy & Rossana Merola
2015
- 9 Catalytic IMF? A gross flows approach
by Aitor Erce & Daniel Riera-Crichton - 8 European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
by Peter Schwendner & Martin Schuele & Thomas Ott & Martin Hillebrand - 7 Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy
by Antonello D’Agostino & Jacopo Cimadomo - 6 Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral
by Rudolf Alvise Lennkh & Florian Walch - 5 What Happened to Profitability? Shocks, Challenges and Perspectives for Euro Area Banks
by Gong Cheng & Dirk Mevis