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covered bonds, liquidity, primary market, secondary market
Volatility spillovers, Contagion, Stock markets, Emerging markets
Working Paper
volatility spillovers, contagion, stock markets, emerging markets
overnight interest rate spread, liquidity risk, credit risk, stochastic volatility
Overnight Interest Rate Spread, Liquidity Risk, Credit Risk, Stochastic Volatility
Volatility spillovers, contagion, stock markets, emerging markets
unconventional monetary policy, central bank balance sheets, volatility spillovers, financial markets
Asset markets, contagion, Global VAR
macroprudential policies, international capital flows, banking system
Nonstationarity, panel data, PPP, real exchange rate, stationarity
Sovereign risk, contagion, sovereign debt crisis, bond spreads, CDS spreads, ratings
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bond spreads, CDS spreads, contagion, ratings, sovereign debt crisis, sovereign risk
human capital, education, transition economies
Education, human capital, transition economies
privatization, firm performance, firm ownership, Chinese enterprise reform, corporate governance
capital flows, capital flow management, international cooperation, IMF
exchange rate pass-through, inflation, central and eastern Europe
Financial integration, financial protectionism, macro-prudential policy, capital controls
Natural disasters, climate, inflation, monetary policy, European Central Bank
