Martina Jancokova

Goethe University Frankfurt

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

145

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Financial Globalisation, Monetary Policy Spillovers and Macro-Modelling: Tales from 1001 Shocks

ECB Working Paper No. 2082
Number of pages: 64 Posted: 28 Jun 2017
Georgios Georgiadis and Martina Jancokova
European Central Bank (ECB) and Goethe University Frankfurt
Downloads 66 (425,547)

Abstract:

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Financial globalisation, spillovers, monetary policy shocks, New Keynesian DSGE models

Financial Globalisation, Monetary Policy Spillovers and Macro-Modelling: Tales from 1001 Shocks

Globalization and Monetary Policy Institute Working Paper No. 314
Number of pages: 60 Posted: 01 Jun 2017
Georgios Georgiadis and Martina Jancokova
European Central Bank (ECB) and Goethe University Frankfurt
Downloads 28 (603,974)

Abstract:

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2.

Linking Distress of Financial Institutions to Macrofinancial Shocks

ECB Working Paper No. 1749
Number of pages: 41 Posted: 18 Dec 2014
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Goethe University Frankfurt
Downloads 51 (474,761)

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corporate sector credit risk, default frequencies, infinite-dimensional VAR, GVAR