Viewing: 1 - 44 of 44 papers
1.
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, European Union - European Investment Bank and European Stability Mechanism
There are 2 versions of this paper
Quantifying Risks to Sovereign Market Access: Methods and Challenges
European Stability Mechanism Working Paper No. 42
Number of pages: 87
Posted: 16 Jan 2020
Downloads
3
Quantifying Risks to Sovereign Market Access: Methods and Challenges
ESM Working Paper Series no. 42 (2020)
Number of pages: 87
Posted: 15 Jan 2020
Downloads
1
Downloads
3
2.
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
There are 2 versions of this paper
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
Downloads
11
Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market
Number of pages: 57
Posted: 04 Nov 2019
Downloads
6
Downloads
11
3.
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
14
4.
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
4
5.
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
3
6.
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, European Union - European Investment Bank and University of Idaho - College of Business & Economics
There are 3 versions of this paper
Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel
IMF Working Paper No. 19/69
Number of pages: 92
Posted: 25 Apr 2019
Downloads
19
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
Downloads
6
Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel
European Stability Mechanism Working Paper Series 37/2019; ISBN 978-92-95085-68-8
Number of pages: 81
Posted: 19 Sep 2019
Downloads
3
Downloads
6
7.
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
14
8.
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
34
9.
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
27
10.
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
10
11.
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, European Union - European Investment Bank and European Stability Mechanism
There are 2 versions of this paper
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
Downloads
46
The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018
Forthcoming at Capital Markets Law Journal
Number of pages: 30
Posted: 05 Dec 2018
Downloads
17
Downloads
46
12.
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
22
13.
Risk Management for Sovereign Debt Financing with Sustainability Conditions
Federal Reserve Bank of Dallas Globalization Institute Working Paper 367, and European Stability Mechanism Working Paper 31 (Revised)
Number of pages: 49
Posted: 17 Sep 2018
Last Revised: 29 Aug 2019
Working Paper Series
University of Cyprus, University of Palermo - d/SEAS, European Stability Mechanism, European Stability Mechanism, European Stability Mechanism and European Union - European Investment Bank
There are 2 versions of this paper
Risk Management for Sovereign Debt Financing with Sustainability Conditions
Federal Reserve Bank of Dallas Globalization Institute Working Paper 367, and European Stability Mechanism Working Paper 31 (Revised)
Number of pages: 49
Posted: 17 Sep 2018
Last Revised: 29 Aug 2019
Downloads
67
Risk Management for Sovereign Debt Financing with Sustainability Conditions
Globalization and Monetary Policy Institute Working Paper No. 367
Number of pages: 49
Posted: 31 Oct 2019
Downloads
12
Downloads
67
14.
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 European Union - European Investment Bank
There are 3 versions of this paper
Fiscal Multipliers and Foreign Holdings of Public Debt
European Stability Mechanism Working Paper No. 30
Number of pages: 76
Posted: 30 Mar 2018
Downloads
80
Fiscal Multipliers and Foreign Holdings of Public Debt
ECB Working Paper No. 2255 (2019); ISBN 978-92-899-3517-3
Number of pages: 75
Posted: 27 Mar 2019
Downloads
17
Fiscal Multipliers and Foreign Holdings of Public Debt
CEPR Discussion Paper No. DP12960
Number of pages: 77
Posted: 05 Jun 2018
Last Revised: 22 Oct 2018
Downloads
80
15.
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
There are 2 versions of this paper
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Journal of Economic Dynamics and Control, Available online Jan. 5, 2018. DOI:10.1016/j.jedc.2018.01.001
Number of pages: 22
Posted: 11 May 2017
Last Revised: 08 Jan 2018
Downloads
82
Pricing and Hedging GDP-linked Bonds in Incomplete Markets
European Stability Mechanism Working Paper No. 29
Number of pages: 31
Posted: 23 Mar 2018
Downloads
30
Downloads
30
16.
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
There are 2 versions of this paper
Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy
ECB Working Paper No. 1856
Number of pages: 43
Posted: 16 Oct 2015
Downloads
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
Downloads
6
Downloads
6
17.
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, Center for Asset Management, Zurich University of Applied Sciences, Institute of Applied Simulation, Zurich University of Applied Sciences, Institute of Applied Simulation and Frankfurt University of Applied Sciences
There are 2 versions of this paper
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
Downloads
14
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
Downloads
14
18.
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
European Union - European Investment Bank and Bates College
There are 2 versions of this paper
Catalytic IMF? A Gross Flows Approach
Globalization and Monetary Policy Institute Working Paper No. 254
Number of pages: 38
Posted: 28 Jan 2016
Downloads
27
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
Downloads
10
Downloads
10
19.
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
13
20.
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
There are 2 versions of this paper
External Debt Composition and Domestic Credit Cycles
BIS Working Paper No. 627
Number of pages: 46
Posted: 29 Apr 2017
Downloads
72
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
Downloads
24
Downloads
24
21.
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
There are 2 versions of this paper
Does Exchange Rate Depreciation Have Contractionary Effects on Firm-Level Investment?
BIS Working Paper No. 624
Number of pages: 36
Posted: 29 Apr 2017
Downloads
68
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
Downloads
22
Downloads
22
22.
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
64
23.
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
32
24.
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
25.
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
There are 2 versions of this paper
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
Downloads
255
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
Downloads
27
Downloads
27
26.
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
30
27.
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
There are 2 versions of this paper
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
Downloads
32
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
Downloads
23
Downloads
32
28.
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 University of Minnesota - Twin Cities - Department of Economics
Downloads
21
29.
International Risk Sharing in the EMU
European Stability Mechanism Working Paper No. 17
Number of pages: 36
Posted: 04 Aug 2017
Working Paper Series
European University Institute - Economics Department and European University Institute
Downloads
60
30.
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)
There are 2 versions of this paper
The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations
IMF Working Paper No. 16/141
Number of pages: 35
Posted: 09 Dec 2016
Downloads
62
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
Downloads
40
Downloads
40
31.
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
117
32.
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, European Union - European Investment Bank, European Stability Mechanism and European Stability Mechanism
Downloads
45
33.
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
24
34.
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
29
35.
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
There are 2 versions of this paper
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
Downloads
32
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
Downloads
23
Downloads
23
36.
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
48
37.
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 European Union - European Investment Bank
Downloads
37
38.
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 European Union - European Investment Bank
Downloads
41
39.
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 European Union - European Investment Bank
Downloads
62
40.
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
54
41.
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 University of Minnesota - Twin Cities - Department of Economics
Downloads
52
42.
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
43.
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, Center for Asset Management, Zurich University of Applied Sciences, Institute of Applied Simulation, Zurich University of Applied Sciences, Institute of Applied Simulation and Frankfurt University of Applied Sciences
There are 2 versions of this paper
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
Downloads
14
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
44.
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
There are 2 versions of this paper
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
Downloads
255
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
Downloads
27
Downloads
255
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