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Public interest rate contagion in the eurozone

Contagion of Sovereign Debt in the Eurozone

Contagion of Sovereign Debt in the Eurozone

... dynamics. We find the φ 2i parameter statistically sig- nificant for most countries; see Table 4. ψ i measures the impact of the average of other EMU states’ indicator variables, i.e., contagion of public ...

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Determinants of interest rate exposure – A study of Eurozone banks

Determinants of interest rate exposure – A study of Eurozone banks

... then. Eurozone banks have started to diversify themselves in various non-interest income activities and aggressively expanded internationally by acquiring many local banks (Goddard et ...the ...

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Public Interest Payments and Bond Yields: A Panel Data Estimation for the Eurozone

Public Interest Payments and Bond Yields: A Panel Data Estimation for the Eurozone

... for public debt (𝑑², PubDebtSqu) that reflects the non-linear relationship between debt and bond yields (Bernoth et ...in public debt ( 𝛿𝑑 𝛿𝑡 , ChaPubDebt) to indicate sustainability of public debt, ...

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Interest Rate Volatily, Contagion and Convergence: And Empirical Investigation of the Cases of Argentina, Chile and México

Interest Rate Volatily, Contagion and Convergence: And Empirical Investigation of the Cases of Argentina, Chile and México

... US interest rate to the ...international interest rates had no significant effects on the estimation; in fact, the sign of the country risk proxy was the opposite of what was expected and non ...

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The impact of the Eurozone crisis on European banks stocks contagion or interdependence?

The impact of the Eurozone crisis on European banks stocks contagion or interdependence?

... result, public finance experienced a marked degradation, leading to the emergence of the Eurozone sovereign debt crisis as a new phase of the global ...the public debt in percentage of the GDP ...

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Interest rates, eurobonds and intra-European exchange rate misalignments: the challenge of sustainable adjustments in the eurozone

Interest rates, eurobonds and intra-European exchange rate misalignments: the challenge of sustainable adjustments in the eurozone

... Exchange rate adjustments being impossible, they are very few alternative ...exchange rate misalignments inside the euro zone, using a FEER approach, and examines the evolution of ...endogenous ...

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Interest rates, Eurobonds and intra-European exchange rate misalignments: The challenge of sustainable adjustments in the eurozone

Interest rates, Eurobonds and intra-European exchange rate misalignments: The challenge of sustainable adjustments in the eurozone

... exchange rate misalignments inside the eurozone, using a FEER approach, and we discuss the structural heterogeneity of the ...adjusted. Interest rates on public bonds are now ...European ...

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Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe

Financial contagion, interest rates and the role of the exchange rate as shock absorber in Central and Eastern Europe

... exchange rate system is one of the main open issues in international mac- ...exchange rate regime is often the cornerstone of macroeconomic stabi- lisation programmes in emerging ...exchange rate ...

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Sovereign bond and CDS market contagion: A story from the Eurozone crisis.

Sovereign bond and CDS market contagion: A story from the Eurozone crisis.

... In specific, on July 14, 2011, Italy raised e 3 billion from selling government bonds, albeit at a record interest rate of 5.9%. One day later, (July 15, 2011) the European Bank- ing Authority (EBA) ...

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Expected versus Unexpected Monetary Policy Impulses and Interest Rate Pass-Through in Eurozone Retail Banking

Expected versus Unexpected Monetary Policy Impulses and Interest Rate Pass-Through in Eurozone Retail Banking

... bank rate specifics by using the appropriate ...market rate changes is significantly faster, but only for loans and not for ...Anticipated rate increases, measured by a +1% shock, will statistically ...

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Expected versus unexpected monetary policy impulses and interest rate pass-through in eurozone retail banking

Expected versus unexpected monetary policy impulses and interest rate pass-through in eurozone retail banking

... retail interest rates in the ...that Eurozone banking markets are still fragmented is supported, with the eventual exemption of short-term lending to ...the Eurozone while legal and cultural ...

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A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets

A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets

... Conclusion: Contagion across the Eurozone stock markets is attracting the growing interest of analysts and ...six Eurozone stock ...a contagion effect on all market ...the ...

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Interest Rate Sensitivity in European Public Real Estate Markets

Interest Rate Sensitivity in European Public Real Estate Markets

... Therefore, in a quite fundamental sense, interest rates are a key risk factor for real estate (Ling and Naranjo, 1997, Plazzi, Torous, and Valkanov, 2008). In addition to this impact on the occupier and asset ...

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Interest Rate, Inflation, and Public Debt: What Is Causing Exchange Rate Volatility in Indonesia?

Interest Rate, Inflation, and Public Debt: What Is Causing Exchange Rate Volatility in Indonesia?

... exchange rate is one of the most essential factors of a country's economic stability ...exchange rate shows how strong a country's bargaining of trade, which is precarious to determine cost and volume of ...

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Impact of Interest Rate and Exchange Rate On

Impact of Interest Rate and Exchange Rate On

... exchange rate can affect an oversea investor holding local securities or local investor holding portfolio consisting securities from other ...example: public enlightenment is needed to educate the ...

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An Analysis of OTC Interest Rate Derivatives Transactions: Implications for Public Reporting

An Analysis of OTC Interest Rate Derivatives Transactions: Implications for Public Reporting

... OTC interest rate derivatives (IRD) market to inform the debate about post-trade transparency rules and to serve as a resource for other policymakers who are considering introducing public reporting ...

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Fiscal shocks, public debt, and long-term interest rate dynamics

Fiscal shocks, public debt, and long-term interest rate dynamics

... driving interest rates’permanent and cyclical stochastic components in the USA and in ...long-term interest rates (yield curves’ slopes increase by 9 basis points in both ...real interest rate ...

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Fiscal shocks, public debt, and long-term interest rate dynamics

Fiscal shocks, public debt, and long-term interest rate dynamics

... whether public indebtedness has implications on future potential growth, a fact that may depend on the quality of the debt-…nanced …scal policies and their impact on human and physical capital ...a¤ecting ...

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Interest rate strategy

Interest rate strategy

... Securities Public Company Limited (APS), reports on Thai securities published out of Thailand are prepared by APS but distributed outside Thailand by RBS Bank NV and affiliated ...

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interest-rate environment

interest-rate environment

... The role of diversification takes on greater significance in light of changes that have occurred in the composition of the fixed-income market over the past five years, as public debt has crowded out private ...

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