Elizaveta Krylova

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

6

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1,628

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111

Scholarly Papers (6)

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1.

Measuring European Financial Integration

Downloads 689 (76,226)
Citation 103

Measuring European Financial Integration

ECB Occasional Paper No. 14
Number of pages: 98 Posted: 16 Aug 2005
Lieven Baele, Annalisa Ferrando, Peter Hördahl, Elizaveta Krylova and Cyril Monnet
Tilburg University - Department of Finance, European Central Bank (ECB), Bank for International Settlements (BIS), European Central Bank (ECB) and University of Bern
Downloads 689 (75,137)
Citation 103

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Financial integration, EMU, law of one price

Measuring European Financial Integration

Oxford Review of Economic Policy, Vol. 20, No. 4, pp. 509-530, 2004
Posted: 23 Jun 2006
Lieven Baele, Annalisa Ferrando, Peter Hördahl, Elizaveta Krylova and Cyril Monnet
Tilburg University - Department of Finance, European Central Bank (ECB), Bank for International Settlements (BIS), European Central Bank (ECB) and University of Bern

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Financial Integration, Home Bias, Price Differentials

2.

The Retail Bank Interest Rate Pass-Through: The Case of the Euro Area During the Financial and Sovereign Debt Crisis

ECB Occasional Paper No. 155
Number of pages: 47 Posted: 20 Sep 2014
Matthieu Darracq Paries, Diego Moccero, Elizaveta Krylova and Claudia Marchini
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 330 (183,083)
Citation 1

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bank lending rates, pass-through models, DSGE models, financial fragmentation, monetary policy

3.

Cross-Dynamics of Volatility Term Structures Implied by Foreign Exchange Options

ECB Working Paper No. 530
Number of pages: 48 Posted: 19 Oct 2005
Elizaveta Krylova, Jussi Nikkinen and Sami Vähämaa
European Central Bank (ECB), University of Vaasa - Department of Accounting and Finance and University of Vaasa
Downloads 307 (197,653)

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implied volatility, volatility term structure, foreign exchange options

4.

Determinants of Euro-Denominated Corporate Bond Spreads

ECB Working Paper No. 1912
Number of pages: 40 Posted: 19 Jun 2016
Elizaveta Krylova
European Central Bank (ECB)
Downloads 212 (285,725)
Citation 5

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corporate bond spreads, credit risk

5.

Leading Indicator Properties of Corporate Bond Spreads, Excess Bond Premia and Lending Spreads in the Euro Area

ECB Working Paper No. 1911
Number of pages: 46 Posted: 19 Jun 2016
Elizaveta Krylova
European Central Bank (ECB)
Downloads 90 (564,030)
Citation 2

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excess bond return, credit risk, forecasting

6.

Why Does the Correlation between Stock and Bond Returns Vary Over Time?

Applied Financial Economics, Vol. 18, No. 2, 2008
Posted: 16 Jan 2011
Magnus Andersson, Elizaveta Krylova and Sami Vähämaa
European Central Bank (ECB), European Central Bank (ECB) and University of Vaasa

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stock-bond return correlation, dynamic conditional correlation, macroeconomic expectations, implied volatility