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48290 results
  • Assessing the predictive ability of sovereign default risk on exchange rates Foroni C., Ravazzolo F., Sadaba B.

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  • Oil Price Shocks and Stock Return Volatility: New Evidence Based on Volatility Impulse Response Analysis Eraslan S., Menla Ali F.

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  • Do European banks with a covered bond program still issue asset-backed securities for funding? Boesel N., Kool C., Lugo S.

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  • Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model Casarin R., Foroni C., Marcellino M., Ravazzolo F.

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  • Using low frequency information for predicting high frequency variables Foroni C., Guerin P., Marcellino M.

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  • Coordinated Structural Reforms: Insights from Fiscal and Labour Market Reforms in Germany Röhe O., Stähler N.

  • Non-response adjustments in the Panel of Household Finances Sengewald J., Tzamouranix P.

  • Information Contagion and Systemic Risk Georg C., Ahnert T.

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  • Banks' Interest Rate Risk and Search for Yield: A Theoretical Rationale and Some Empirical Evidence Memmel C., Seymen A., Teichert M.

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  • Reconciling Jaimovich-Rebello preferences, habit in consumption and labor supply Holden T., Levine P., Swarbrick J.

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