Viewing: 1 - 49 of 49 papers
Finding Complementarities in IMF and RFA Toolkits
RFAs’ Financial Structures and Lending Capacities: A Statutory, Accounting and Credit Rating Perspective
How Puzzling is the Forward Premium Puzzle? A Meta-Analysis
Sovereign Bond Market Spillovers from Crisis-Time Developments in Greece
Volatility Indices and Implied Uncertainty Measures of European Government Bond Futures
Quantifying Risks to Sovereign Market Access: Methods and Challenges
There are 3 versions of this paper
Quantifying Risks to Sovereign Market Access: Methods and Challenges
Quantifying Risks to Sovereign Market Access: Methods and Challenges
Quantifying Risks to Sovereign Market Access: Methods and Challenges
Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market
There are 2 versions of this paper
Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market
Liquidity and Tail-Risk Interdependencies in the Euro Area Sovereign Bond Market
Learning from Trees: A Mixed Approach to Building Early Warning Systems for Systemic Banking Crises
Are Governments Matching Citizens’ Demand for Better Lives? A New Approach Comparing Subjective and Objective Welfare Measures
US Corporate Tax Rate Cuts: Spillovers to the Irish Economy
Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel
There are 3 versions of this paper
Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel
Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel
Costs of Sovereign Defaults: Restructuring Strategies, Bank Distress and the Capital Inflow-Credit Channel
US Corporate Tax Cuts: Spillovers to the Irish Economy
Does Public Debt Produce a Crowding out Effect for Public Investment in the EU?
Loss Aversion, Economic Sentiments and International Consumption Smoothing
The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases
The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018
There are 2 versions of this paper
The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018
The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018
Sovereign Credit Ratings under Fiscal Uncertainty
Risk Management for Sustainable Sovereign Debt Financing
There are 2 versions of this paper
Risk Management for Sustainable Sovereign Debt Financing
Risk Management for Sovereign Debt Financing with Sustainability Conditions
Fiscal Multipliers and Foreign Holdings of Public Debt
There are 3 versions of this paper
Fiscal Multipliers and Foreign Holdings of Public Debt
Fiscal Multipliers and Foreign Holdings of Public Debt
Fiscal Multipliers and Foreign Holdings of Public Debt
Pricing and Hedging GDP-linked Bonds in Incomplete Markets
There are 2 versions of this paper
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Pricing and Hedging GDP-linked Bonds in Incomplete Markets
Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy
There are 2 versions of this paper
Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy
Combining Time-Variation and Mixed-Frequencies: An Analysis of Government Spending Multipliers in Italy
European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
There are 2 versions of this paper
European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
Catalytic IMF? A Gross Flows Approach
There are 2 versions of this paper
Catalytic IMF? A Gross Flows Approach
Catalytic IMF? A Gross Flows Approach
Countercyclical Capital Rules for Small Open Economies
External Debt Composition and Domestic Credit Cycles
There are 2 versions of this paper
External Debt Composition and Domestic Credit Cycles
External Debt Composition and Domestic Credit Cycles
Does Exchange Rate Depreciation Have Contractionary Effects on Firm-Level Investment?
There are 2 versions of this paper
Does Exchange Rate Depreciation Have Contractionary Effects on Firm-Level Investment?
Does Exchange Rate Depreciation Have Contractionary Effects on Firm-Level Investment?
Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moody's Judgement
Financial Contagion: A New Perspective (and a New Test)
Capital Adequacy Regulations in Hungary: Did It Really Matter?
Firm Performance and (Foreign) Debt Financing Before and During the Crisis: Evidence from Firm-Level Data
There are 2 versions of this paper
Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data
Firm Performance and (Foreign) Debt Financing Before and During the Crisis: Evidence from Firm-Level Data
Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement
The Global Financial Safety Net Through the Prism of G20 Summits
There are 2 versions of this paper
The Global Financial Safety Net Through the Prism of G20 Summits
The Global Financial Safety Net through the Prism of G20 Summits
Bailouts, Moral Hazard and Banks’ Home Bias for Sovereign Debt
International Risk Sharing in the EMU
The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations
There are 2 versions of this paper
The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations
The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations
Analysing Cross-Currency Basis Spreads
Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability
Balance Sheet Effects, Foreign Reserves and Public Policies
What Happened to Profitability? Shocks, Challenges and Perspectives for Euro Area Banks
The Global Financial Safety Net through the Prism of G20 Summits
There are 2 versions of this paper
The Global Financial Safety Net Through the Prism of G20 Summits
The Global Financial Safety Net through the Prism of G20 Summits
A Highly Efficient Regression Estimator for Skewed And/Or Heavy-Tailed Distributed Errors
From Debt Collection to Relief Provision: 60 Years of Official Debt Restructurings Through the Paris Club
The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club
Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets
A Comprehensive Scorecard for Assessing Sovereign Vulnerabilities
Bailouts, Moral Hazard and Banks' Home Bias for Sovereign Debt
Balance Sheet Effects, Foreign Reserves and Public Policies
European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
There are 2 versions of this paper
European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
European Government Bond Dynamics and Stability Policies: Taming Contagion Risks
Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data
There are 2 versions of this paper