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European Stability Mechanism (ESM) Research Paper Series

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Viewing: 1 - 49 of 49 papers

1.

Finding Complementarities in IMF and RFA Toolkits

European Stability Mechanism Discussion Paper No. 8
Number of pages: 44 Posted: 21 Sep 2020
Working Paper Series
European Stability Mechanism, European Stability Mechanism and Bank for International Settlements (BIS)
Downloads 22
2.

RFAs’ Financial Structures and Lending Capacities: A Statutory, Accounting and Credit Rating Perspective

European Stability Mechanism Working Paper No. 44
Number of pages: 35 Posted: 03 Aug 2020
Working Paper Series
European Stability Mechanism and European Stability Mechanism
Downloads 10
3.

How Puzzling is the Forward Premium Puzzle? A Meta-Analysis

European Stability Mechanism Working Paper No. 46
Number of pages: 45 Posted: 03 Aug 2020
Working Paper Series
Charles University in Prague, Czech National Bank (CNB) and Institute of Economic Studies, Faculty of Social Sciences, Charles University in Prague, Czech Republic
Downloads 20
4.

Sovereign Bond Market Spillovers from Crisis-Time Developments in Greece

European Stability Mechanism Working Paper No. 45
Number of pages: 78 Posted: 03 Aug 2020
Working Paper Series
European Stability Mechanism, European Stability Mechanism and Charles University in Prague
Downloads 16
5.

Volatility Indices and Implied Uncertainty Measures of European Government Bond Futures

European Stability Mechanism Working Paper No. 43
Number of pages: 48 Posted: 19 May 2020
Working Paper Series
European Stability Mechanism and Academy of Sciences of the Czech Republic
Downloads 37
6.

Quantifying Risks to Sovereign Market Access: Methods and Challenges

European Stability Mechanism Working Paper No. 42
Number of pages: 87 Posted: 16 Jan 2020
Working Paper Series
Charles University in Prague, UPNA and European Stability Mechanism

Multiple version iconThere are 3 versions of this paper

Downloads 16
7.

Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market

European Stability Mechanism Working Paper No. 41
Number of pages: 60 Posted: 15 Nov 2019
Working Paper Series
European Stability Mechanism, Central Bank of Ireland and Central Bank of Ireland

Multiple version iconThere are 2 versions of this paper

Downloads 35
8.

Learning from Trees: A Mixed Approach to Building Early Warning Systems for Systemic Banking Crises

European Stability Mechanism Working Paper No. 40
Number of pages: 39 Posted: 15 Nov 2019
Working Paper Series
European Stability Mechanism
Downloads 29
9.

Are Governments Matching Citizens’ Demand for Better Lives? A New Approach Comparing Subjective and Objective Welfare Measures

European Stability Mechanism Working Paper No. 39
Number of pages: 42 Posted: 15 Nov 2019
Working Paper Series
University of Rome Tor Vergata Department of Economics and Finance and University of Rome Tor Vergata - Department of Economics and Finance
Downloads 10
10.

US Corporate Tax Rate Cuts: Spillovers to the Irish Economy

European Stability Mechanism Working Paper No. 38, 2019
Number of pages: 54 Posted: 15 Nov 2019
Working Paper Series
European Stability Mechanism
Downloads 21
11.

Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel

European Stability Mechanism Working Paper No. 37
Number of pages: 81 Posted: 15 Nov 2019
Working Paper Series
International Monetary Fund Research Department, International Monetary Fund (IMF) - Research Department, UPNA and Keio University

Multiple version iconThere are 3 versions of this paper

Downloads 18
12.

US Corporate Tax Cuts: Spillovers to the Irish Economy

European Stability Mechanism Working Paper No. 38 (2019)
Number of pages: 54 Posted: 11 Jul 2019
Working Paper Series
European Stability Mechanism
Downloads 15
13.

Does Public Debt Produce a Crowding out Effect for Public Investment in the EU?

European Stability Mechanism Working Paper No. 36 (2019)
Number of pages: 46 Posted: 24 Apr 2019 Last Revised: 08 May 2019
Working Paper Series
European Stability Mechanism, Hasselt University and Hasselt University - Faculty of Applied Economics
Downloads 86
14.

Loss Aversion, Economic Sentiments and International Consumption Smoothing

European Stability Mechanism Working Paper No. 35 (2019)
Number of pages: 61 Posted: 24 Apr 2019
Working Paper Series
European Stability Mechanism and European Stability Mechanism
Downloads 32
15.

The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases

European Stability Mechanism Working Paper No. 34 (2019)
Number of pages: 35 Posted: 24 Apr 2019
Working Paper Series
University of Palermo - Department of Economics, Business and Statistics, Loughborough University and European Stability Mechanism
Downloads 11
16.

The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018

European Stability Mechanism Working Paper No. 33
Number of pages: 33 Posted: 05 Dec 2018
Working Paper Series
European Stability Mechanism, UPNA and European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 65
17.

Sovereign Credit Ratings under Fiscal Uncertainty

European Stability Mechanism Working Paper No. 32
Number of pages: 51 Posted: 21 Nov 2018
Working Paper Series
National Institute of Economic and Social Research
Downloads 26
18.

Risk Management for Sustainable Sovereign Debt Financing

Operations Research (forthcoming)
Number of pages: 44 Posted: 17 Sep 2018 Last Revised: 01 Sep 2020
Working Paper Series
University of Cyprus, University of Palermo - d/SEAS, European Stability Mechanism, European Stability Mechanism, European Stability Mechanism and UPNA

Multiple version iconThere are 2 versions of this paper

Downloads 105
19.

Fiscal Multipliers and Foreign Holdings of Public Debt

European Stability Mechanism Working Paper No. 30
Number of pages: 76 Posted: 30 Mar 2018
Working Paper Series
CREI, European Stability Mechanism, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and UPNA

Multiple version iconThere are 3 versions of this paper

Downloads 84
20.

Pricing and Hedging GDP-linked Bonds in Incomplete Markets

European Stability Mechanism Working Paper No. 29
Number of pages: 31 Posted: 23 Mar 2018
Working Paper Series
University of Palermo - d/SEAS and University of Cyprus

Multiple version iconThere are 2 versions of this paper

Downloads 32
21.

Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy

European Stability Mechanism Working Paper No. 7, ISBN: 978-92-95085-09-1
Number of pages: 41 Posted: 21 Mar 2018
Working Paper Series
European Stability Mechanism and European Central Bank

Multiple version iconThere are 2 versions of this paper

Downloads 7
22.

European Government Bond Dynamics and Stability Policies: Taming Contagion Risks

European Stability Mechanism Working Paper No. 8
Number of pages: 25 Posted: 20 Mar 2018
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences, Institute of Applied Simulation, Zurich University of Applied Sciences, Institute of Applied Simulation and Frankfurt University of Applied Sciences

Multiple version iconThere are 2 versions of this paper

Downloads 26
23.

Catalytic IMF? A Gross Flows Approach

European Stability Mechanism Working Paper No. 9; ISBN: 978-92-95085-15-2
Number of pages: 47 Posted: 19 Mar 2018
Working Paper Series
UPNA and Bates College

Multiple version iconThere are 2 versions of this paper

Downloads 15
24.

Countercyclical Capital Rules for Small Open Economies

European Stability Mechanism Working Paper No. 10; ISBN: 978-92-95085-10-7
Number of pages: 51 Posted: 19 Mar 2018
Working Paper Series
European Stability Mechanism and International Labour Organization (ILO)
Downloads 16
25.

External Debt Composition and Domestic Credit Cycles

European Stability Mechanism Working Paper No. 28, ISBN: 978-92-95085-49-7
Number of pages: 53 Posted: 19 Mar 2018
Working Paper Series
Bank for International Settlements (BIS), Independent and European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 32
26.

Does Exchange Rate Depreciation Have Contractionary Effects on Firm-Level Investment?

European Stability Mechanism Working Paper No. 26; ISBN 978-92-95085-47-3
Number of pages: 43 Posted: 13 Mar 2018
Working Paper Series
Bank for International Settlements (BIS) and European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 24
27.

Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moody's Judgement

European Stability Mechanism Working Paper No. 27; ISBN 978-92-95085-48-0
Number of pages: 71 Posted: 13 Mar 2018
Working Paper Series
European Stability Mechanism and European Stability Mechanism
Downloads 71
28.

Financial Contagion: A New Perspective (and a New Test)

European Stability Mechanism Working Paper No. 12; ISBN 978-92-95085-19-0
Number of pages: 32 Posted: 13 Mar 2018
Working Paper Series
European Stability Mechanism
Downloads 34
29.

Capital Adequacy Regulations in Hungary: Did It Really Matter?

European Stability Mechanism Working Paper No. 11; ISBN 978-92-95085-18-3
Number of pages: 29 Posted: 13 Mar 2018
Working Paper Series
European Stability Mechanism
Downloads 9
30.

Firm Performance and (Foreign) Debt Financing Before and During the Crisis: Evidence from Firm-Level Data

European Stability Mechanism Working Paper No. 15
Number of pages: 43 Posted: 10 Nov 2017
Working Paper Series
Bank of Slovenia, Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 29
31.

Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement

European Stability Mechanism Working Paper No. 14
Number of pages: 37 Posted: 10 Nov 2017
Working Paper Series
European Stability Mechanism and European Stability Mechanism
Downloads 32
32.

The Global Financial Safety Net Through the Prism of G20 Summits

European Stability Mechanism Working Paper No. 13
Number of pages: 46 Posted: 10 Nov 2017
Working Paper Series
European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 46
33.

Bailouts, Moral Hazard and Banks’ Home Bias for Sovereign Debt

European Stability Mechanism Working Paper No. 16
Number of pages: 36 Posted: 04 Aug 2017
Working Paper Series
Banque de France and Carnegie Mellon University
Downloads 23
34.

International Risk Sharing in the EMU

European Stability Mechanism Working Paper No. 17
Number of pages: 36 Posted: 04 Aug 2017
Working Paper Series
University of Zurich - Department of Economics and European University Institute
Downloads 80
35.

The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations

European Stability Mechanism Working Paper No. 18
Number of pages: 35 Posted: 04 Aug 2017
Working Paper Series
International Monetary Fund (IMF), International Monetary Fund (IMF) - Asia and Pacific Department and International Monetary Fund (IMF)

Multiple version iconThere are 2 versions of this paper

Downloads 44
36.

Analysing Cross-Currency Basis Spreads

European Stability Mechanism Working Paper No. 25
Number of pages: 29 Posted: 18 Jul 2017
Working Paper Series
European Stability Mechanism and University of Economics in Prague
Downloads 154
37.

Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability

European Stability Mechanism Working Paper No. 24
Number of pages: 29 Posted: 21 Jun 2017
Working Paper Series
European Stability Mechanism, UPNA, European Stability Mechanism and European Stability Mechanism
Downloads 51
38.

Balance Sheet Effects, Foreign Reserves and Public Policies

Journal of International Money and Finance, Vol. 59, 2015, European Stability Mechanism Working Paper No. 3
Number of pages: 30 Posted: 16 Jun 2017
Accepted Paper Series
European Stability Mechanism
Downloads 28
39.

What Happened to Profitability? Shocks, Challenges and Perspectives for Euro Area Banks

European Stability Mechanism Working Paper No. 5
Number of pages: 55 Posted: 16 Jun 2017
Working Paper Series
European Stability Mechanism and European Stability Mechanism
Downloads 31
40.

The Global Financial Safety Net through the Prism of G20 Summits

European Stability Mechanism Working Paper No. 13
Number of pages: 46 Posted: 16 Jun 2017
Working Paper Series
European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 26
41.

A Highly Efficient Regression Estimator for Skewed And/Or Heavy-Tailed Distributed Errors

European Stability Mechanism Working Paper No. 19
Number of pages: 11 Posted: 24 May 2017
Working Paper Series
European Stability Mechanism, FUNDP - University of Namur. CRED and Université Libre de Bruxelles (ULB)
Downloads 49
42.

From Debt Collection to Relief Provision: 60 Years of Official Debt Restructurings Through the Paris Club

European Stability Mechanism Working Paper No. 20
Number of pages: 50 Posted: 24 May 2017
Working Paper Series
European Stability Mechanism, Banco de España and UPNA
Downloads 45
43.

The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club

European Stability Mechanism Working Paper No. 21
Number of pages: 28 Posted: 24 May 2017
Working Paper Series
European Stability Mechanism, Banco de España and UPNA
Downloads 52
44.

Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets

European Stability Mechanism Working Paper No. 22
Number of pages: 44 Posted: 24 May 2017
Working Paper Series
Banco de España and UPNA
Downloads 63
45.

A Comprehensive Scorecard for Assessing Sovereign Vulnerabilities

European Stability Mechanism Working Paper No. 23
Number of pages: 28 Posted: 18 May 2017
Working Paper Series
European Stability Mechanism, European Stability Mechanism and European Stability Mechanism
Downloads 56
46.

Bailouts, Moral Hazard and Banks' Home Bias for Sovereign Debt

Banque de France Working Paper No. 594, European Stability Mechanism Research Paper No. 16
Number of pages: 36 Posted: 01 Jun 2016
Working Paper Series
Banque de France and Carnegie Mellon University
Downloads 55
47.

Balance Sheet Effects, Foreign Reserves and Public Policies

Journal of International Money and Finance, Forthcoming, European Stability Mechanism Research Paper No. 3
Posted: 05 Nov 2015
Accepted Paper Series
European Stability Mechanism
48.

European Government Bond Dynamics and Stability Policies: Taming Contagion Risks

Journal of Network Theory in Finance 1 (4), 2015, European Stability Mechanism Research Paper No. 8
Posted: 04 May 2015 Last Revised: 19 Apr 2017
Working Paper Series
Zurich University of Applied Sciences, Zurich University of Applied Sciences, Institute of Applied Simulation, Zurich University of Applied Sciences, Institute of Applied Simulation and Frankfurt University of Applied Sciences

Multiple version iconThere are 2 versions of this paper

49.

Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data

European Stability Mechanism Research Paper No. 15
Number of pages: 41 Posted: 11 Oct 2013 Last Revised: 19 Apr 2017
Working Paper Series
Bank of Slovenia, Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and European Stability Mechanism

Multiple version iconThere are 2 versions of this paper

Downloads 264