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European Stability Mechanism (ESM) Research Paper Series

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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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 3 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 3 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

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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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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)

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

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

Multiple version iconThere are 2 versions of this paper

Downloads 255