Frigyes Heinz

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

2

DOWNLOADS

116

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers

IMF Working Paper No. 14/17
Number of pages: 78 Posted: 27 Feb 2014
Frigyes Heinz and Yan Sun
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 64 (345,529)

Abstract:

Loading...

Sovereign debt, Europe, Euro Area, Spillovers, Capital markets, Liquidity, Economic models, CESEE countries, financial spillovers, CDS spreads, debt threshold, current account, public debt, current account balance, debt crisis, global liquidity, debt sustainability, sovereign bonds, financial markets, debt restructuring, external financing, public finances, sovereign debt crisis, stock market volatility, international financial markets, external shock, financial sector, debt defaults, current account deficit, current account balances, sovereign default, budget balances, corporate bond

2.

Cross-Country Linkages in Europe: A Global VAR Analysis

IMF Working Paper No. 13/194
Number of pages: 75 Posted: 11 Mar 2014
Yan Sun, Frigyes Heinz and Giang Ho
International Monetary Fund (IMF) - Western Hemisphere Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 52 (381,886)

Abstract:

Loading...

Economic integration, Europe, Euro Area, Developed countries, Emerging markets, Cross country analysis, Economic models, Spillover, Global VAR, regional model, macro-financial linkages, emerging Europe, gdp growth, real gdp, inflation, growth rate, long-term interest rates, monetary fund, central bank, government securities, monetary policy, gdp growth rate, interest rates on government securities, growth model, real per capita income, gross domestic product