#EuropeanEconomics – Working papers (#RePEc, 10/04/2014)


Source: RePEc – EconPapers

Anatomy of a Bail-In
Thomas Conlon and John Cotter 
Created/Revised: 2014-03Downloads

Cross-country insurance mechanisms in currency unions
Nancy van Beers, Michiel Bijlsma and Gijsbert T. J. Zwart 
Created/Revised: 2014-03Downloads

Transmission effects in the presence of structural breaks: evidence from south-eastern European countries
Minoas Koukouritakis, Athanasios P Papadopoulos and Andreas Yannopoulos 
Bank of Greece
Keywords: Monetary Transmission Mechanism; Structural Breaks; LM Unit Root Tests; Cointegration Tests; Impulse…
JEL-code: E43 F15 F42
Created/Revised: 2014-01Downloads

Putting the EMU integration into a new perspective: the case of capital market holdings
George T. Palaiodimos 
Bank of Greece
Keywords: Market integration; Gravity models; equity holdings; bond holdings; EMU.
JEL-code: F36 F30 F10 F41 G11
Created/Revised: 2013-12Downloads

Why firms avoid cutting wages: survey evidence from European firms
Philip Du Caju, Theodora Kosma, Martina Lawless, Julian Messina and Tairi Room 
Bank of Greece
Keywords: labour costs; wage rigidity; firm survey; wage cuts; European Union
JEL-code: J30 J32 J33 J51 C81 P5
Created/Revised: 2014-01Downloads

The pricing of sovereign risk and contagion during the European sovereign debt crisis
John Beirne and Marcel Fratzscher 
European Central Bank
Keywords: bond spreads, CDS spreads, contagion, ratings, sovereign debt crisis, sovereign risk
Created/Revised: 2013-12Downloads

Macroeconomic experiences and risk taking of euro area households
Miguel Ampudia and Michael Ehrmann 
European Central Bank
Keywords: household finance, learning, portfolio choice, rare disasters, risk-taking behavior
Created/Revised: 2014-03Downloads

Financial conditions index and credit supply shocks for the euro area
Matthieu DARRACQ PARIES, Laurent Maurin and Diego Moccero 
European Central Bank
Keywords: credit supply shocks, euro area, factor models, financial conditions index, large dataset, sign rest…
Created/Revised: 2014-03Downloads

Cross-border production chains and business cycle co-movement between Central and Eastern European countries and euro area member states
Plamen Iossifov 
European Central Bank
Keywords: business cycle, CEE, Central and Eastern European countries, cross-border production chains, global …
Created/Revised: 2014-01Downloads

10 Financial flexibility across the euro area and the UK
Annalisa Ferrando, Maria-Teresa Marchica and Roberto Mura 
European Central Bank
Keywords: cross-country analysis, financial flexibility, investment, low leverage
Created/Revised: 2014-01Downloads

11 The euro plus pact: cost competitiveness and external capital flows in the EU countries
Hubert Gabrisch and Karsten Staehr 
European Central Bank
Keywords: current account imbalances, economic crisis, European integration, policy coordination, unit labour …
Created/Revised: 2014-03Downloads

12 European Integration: Partisan Motives or Economic Benefits?
Patricia Esteve-González & Bernd Theilen 
London School of Economics / European Institute
Keywords: Maastricht Treaty; budget; trade policy
Created/Revised: 2014-02-05Downloads

13 Is It Too Late to Bail Out the Troubled Countries in the Eurozone?
Juan Carlos Conesa and Timothy J. Kehoe 
Federal Reserve Bank of Minneapolis
Keywords: Sovereign debt; Bailout; Penalty interest rate; Collateral
JEL-code: F34 F53 G01
Created/Revised: 2014-02-05Downloads

14 Sovereign credit ratings, market volatility, and financial gains
Antonio Afonso, Pedro Gomes and Abderrahim Taamouti 
European Central Bank
Keywords: EGARCH, financial gain, optimal portfolio, risk management, sovereign ratings, stock market returns,…
Created/Revised: 2014-03Downloads

15 External and macroeconomic adjustment in the larger euro area countries
Elena Angelini, Ca’ Zorzi, Michele and Katrin Forster 
European Central Bank
Keywords: current account, euro area countries, modeling, net lending
Created/Revised: 2014-03Downloads

16 The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market
Roel Beetsma, Frank de Jong, Massimo Giuliodori and Daniel Widijanto 
European Central Bank
Keywords: crisis, eurozone, realized covariances, SMP, sovereign debt, spillovers
Created/Revised: 2014-01Downloads

17 A high frequency assessment of the ECB securities markets programme
Eric Ghysels, Julien Idier, Simone Manganelli and Olivier Vergote 
European Central Bank
Keywords: component models, euro area crisis, high frequency data, SMP, unconventional monetary policy
Created/Revised: 2014-02Downloads

18 Reallocation of Resources Across Age in a Comparative European Setting
Bernhard Hammer, Alexia Prskawetz and Inga Freund 
Keywords: Ageing, challenges for welfare system, demographic change, welfare state
JEL-code: I38 J10
Created/Revised: 2014-03Downloads

19 Reforming EU economic governance: is ‘more’ any better?
Renaud Thillaye, Ludek Kouba and Andreas Sachs 
Keywords: EU integration, European economic policy, European governance, European Monetary Union, Good governa…
JEL-code: E02
Created/Revised: 2014-03Downloads

20 Nonlinearities in sovereign risk pricing the role of cds index contracts
Anne Laure Delatte 
Observatoire Francais des Conjonctures Economiques…
Keywords: European sovereign crisis, Panel Smooth Threshold regression models, CDS indices
JEL-code: E44 F34 G12 H63 C23
Created/Revised: 2014-03Downloads

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