Hiona Balfoussia

Bank of Greece

21 E. Venizelos Avenue

GR-10250 Athens

Greece

SCHOLARLY PAPERS

4

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446

CITATIONS
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11

Scholarly Papers (4)

1.

Macroeconomic Sources of Risk in the Term Structure

CESifo Working Paper Series No. 1329; CEIS Working Paper No. 61
Number of pages: 49 Posted: 26 Nov 2004
Michael Wickens and Hiona Balfoussia
University of Cardiff; Centre for Economic Policy Research (CEPR) and Bank of Greece
Downloads 296 (89,419)
Citation 10

Abstract:

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term structure, the stochastic discount factor model, term premia, GARCH

2.

Structural Features of Distributive Trades and Their Impact on Prices in the Euro Area

ECB Occasional Paper No. 128
Number of pages: 146 Posted: 10 Oct 2011
European Central Bank (ECB), European Central Bank (ECB), European Union - European Investment Bank, Banco de España, European Central Bank (ECB), affiliation not provided to SSRN, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), affiliation not provided to SSRN, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, affiliation not provided to SSRN, Bulgarian National Bank, affiliation not provided to SSRN, Deutsche Bundesbank - Economics Department, Central Bank and Financial Services Authority of Ireland, Bank of Greece, University of the Aegean - Department of Shipping, Trade and Transport, Banco de España, Banco de España, Banque de France, Banque de France - Economic Study and Research Division, Aix-Marseille University, Bank of Italy, Bank of Italy, Central Bank of Cyprus, Banque Centrale du Luxembourg, Banque Central du Luxembourg, affiliation not provided to SSRN, affiliation not provided to SSRN, De Nederlandsche Bank, Oesterreichische Nationalbank (OeNB), Unaffiliated Authors, Bank of Slovenia, National Bank of Slovakia and Bank of Finland
Downloads 57 (296,472)
Citation 1

Abstract:

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Prices, trades, euro area

3.

Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries: What Does It Tell Us about the Crisis?

ECB Working Paper No. 1541
Number of pages: 45 Posted: 19 Jun 2013
Eleni Angelopoulou, Hiona Balfoussia and Heather D. Gibson
Bank of Greece, Bank of Greece and Bank of Greece
Downloads 33 (385,978)

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financial conditions, monetary policy, financial crisis

4.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
European Central Bank, Bank of Greece, Bank of Italy, Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 0 (416,932)

Abstract:

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financial cycles, synchronicity, real-time estimates, DSGE models