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Davide Lebovitz

Banca Aletti - Gruppo Banco Popolare

Via Roncaglia, 12

Milan, 20146

Italy

SCHOLARLY PAPERS

1

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122

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0

Scholarly Papers (1)

1.

A Thermometer for Financial Instability in the Euro Area Economy and the Role of Carry Trade

Number of pages: 23 Posted: 16 Sep 2014
Roberto Baviera and Davide Lebovitz
Polytechnic University of Milan - Department of Mathematics and Banca Aletti - Gruppo Banco Popolare
Downloads 122 (592,433)

Abstract:

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Financial stress index, Unconventional measures, Asset Swap, EONIA, Term structure of credit spread, Peripheral euro government bonds, Time to Structural Change, Macroprudential policy