Πλοήγηση ανά Θέμα "interest rate"
Αποτελέσματα 1-5 από 5
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Currency crises in transition economies: An empirical analysis
(2003)This paper examines the causes of turbulence in foreign exchange markets by looking closely at the experience of four transition economies (Bulgaria, Romania, Russia, Ukraine). It considers the influence of macroeconomic ... -
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR
(2021)This paper employs a medium scale Bayesian VAR model to provide a rich picture of the transmission of unconventional monetary policy (UMP) shocks in various dimensions of the economy, and to shed light on the appropriate ... -
Regional asymmetries in monetary policy transmission: The case of the Greek regions
(2016)Monetary policy is unlikely to have a uniform impact on the real economic activity across regions with different industrial structures. This study measures the heterogeneous effects of monetary policy on regional and ... -
Significance of risk modelling in the term structure of interest rates
(2007)This study examines the significance of risk modelling and asymmetries when researchers test the popular economic theories concerning the term structure of interest rates. A panel data set of returns on government bond ... -
The Spillover Effect of Euribor on Southeastern European Economies: A Global VAR Approach
(2021)In this paper we employ a Global Vector Autoregressive Model (G-VAR) to examine macroeconomic and international monetary spillovers within the South Eastern European Countries over the period 2002–2016. In particular, we ...