Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 32 for “"Euro area"”.
-
Range-based Risk Estimation in Euro Area Countries
… dynamics and volatility spillover across four European markets. Chapter 2 is based on the joint research with Gregory Connor. We develop a dynamic linear model of expected daily range which is a variant of Chou’s conditional autoregressive range model. We find significant, but not uniform, …
-
The Transmission of Negative Interest Rates in the Euro Area [védés előtt]
In July 2022 the European Central Bank closed the eight years long era of negative nominal interest rates, which provides an opportunity for the evaluation of the negative interest rate policy. The assessment of this unprecedented new monetary policy tool is rather controversial in the economic …
-
Hungary’s Road to the Euro: Summary on the Taken Measures and the Possible Scenarios to Enter the Euro Area
Magyarország számára előnyös lenne az Euró bevezetése, de annak eléréséhez reformok végrehajtására van szükség. A reformok bevezetése politikai együttműködést igényel és állampolgári támogatást. Magyarország jelenleg jó úton halad a gazdasági stabilitás eléréséhez, ami a jelenlegi szakértő …
-
Az egységes monetáris politika endogén hatásai és az árszínvonal általi kiigazodás az euróövezetben = The Endogenous Feedback of Common Monetary Policy and Price Adjustment in the Euro Area
Az Európai Gazdasági és Monetáris Unió (EMU) elhúzódó válsága az elmúlt évtized egyik legfigyelemreméltóbb közgazdasági problémája. A rendkívüli turbulencia egy olyan pénzügyi struktúrában következett be, amelyet addig kimondottan előnyösnek tartott a közvélekedés, noha számos munka már alapvető …
-
Essays on measuring systemic risk
… and exploring extreme equity price movements of euro area banking institutions. It consists three chapters focusing on U.S. and euro area banking institutions. Chapter 2 investigates the contribution and the exposure of banking institutions to systemic risk and compares the systemic measures …
-
Ekonominės ir pinigų sąjungos plėtra ir pasekmės Lietuvai /
… during the period of the membership in the European economic and monetary union, as well as to investigate and compare the level of the economic development of Lithuania and the Czech Republic and compare social indicators of these two states. The thesis consists of two main chapters: …
-
Fiscal Policy, Current Account Dynamics and External Adjustment
… Chapter 5 deals with TARGET2 imbalances in the euro area. This chapter evaluates the current economic costs and profits of German claims on the Eurosystem through TARGET2. While Germany’s nominal profits from holding TARGET2 claims depend on the development of the nominal interest rate, the real …
-
Transmission of US monetary policy to the world economies. A time varying multi-country factor augmented vector autoregressive approach
… transmission of US monetary policy shocks across euro area and Asian countries. For this purpose I use a time varying Factor Augmented VAR (FAVAR) model which I estimate by using Bayesian techniques. I first examine all the possible channels through which a policy shock is transmitted in each …
-
Essays in Banking and Systemic Risk
… investigates the sovereign-bank nexus in the Euro Area from a market perspective, showing that the introduction of the ECB’s list of Significant Institutions reduced heterogeneity in long-term market sensitivity of banks to sovereign risk between large and small banks. The third chapter …
-
Bendro priežiūros mechanizmo teisinis reglamentavimas ES /
… Mechanism (SSM) project was implemented in the European Union (EU), which became one of the pillars of the Banking Union. The SSM, based on all fundamental principles of EU law, was enshrined in law in a Council Regulation empowering the institution of the European Central Bank (ECB) to carry …
-
An early warning indicatοrs fοr cyclical systemic risk crοss cοuntry analysis /
… The results of signalling in all nineteen euro area countries and Sweden could be useful for further studies of early warning indicators for the identification of cyclical systemic risks. It could serve as a starting point in considerations whether here is a possibility to have a better …
-
Essays on Applied Macroeconomics
Since its establishment in 1999, the Euro Area (EA) has experienced a series of economic shocks, including the global financial crisis in 2008, the sovereign debt crisis in 2012, the COVID-19 pandemic in 2020, and, most recently, the Russia-Ukraine war in 2022. In response, the ECB has expanded its …
-
Essays on International Finance and Currency Economics
… premia and inflation risk premia embedded in the euro area and U.S. sovereign bonds yields. We find that the fall in real risk premia has been the primary driver of declining yields, given ECB assets purchases and forward guidance which lowered the uncertainty over the projected path of short-term …
-
The effects of crisis on the interbank markets and sovereign risk: empirical investigations
… the only transparent electronic platform in Europe and the United States, unaffected by search costs and other actions. We show that stable relationships exist and that they play a significant role during the 2007-2008 financial crisis. Trading with preferred counterparts is associated with …
-
Globalizzazione e sistema bancario europeo: Determinanti e impatto sulla redditività
… a dataset that allows tracking banks across four Euro countries and across different modes of foreign entry, this study addresses the multi-nationalization strategies of European banks in the aftermath of the financial crisis of 2007. In this period the relevant regulatory activities that involved …
-
Essays on international macroeconomics
… forecasts data about real GDP growth in the euro area, available since 1999, I measure private information noise at a quarterly frequency, by insuring that the informational structure of my model implies statistics of forecast dispersion and uncertainty consistent with those observed in the …
-
ON GLOBAL LINKAGES OF ECONOMIES AND ECONOMIC INTEGRATION IN LATIN AMERICA
… tides at the same time all over the world. The European integration has been a successful and an iconic example of economic integration in other regions. This dissertation consists of three essays. The first essay investigates the transmission of US and Euro area shocks to emerging market …
-
Įmonių obligacijų rinkos plėtros veiksnių vertinimas /
Starting 2007 in United States and in 2008 in Europe, the financial crisis led to a review of the balance sheets of the credit institutions. Tighter standards for business loans forces to look for alternatives (to the knowledge of EC in 2013, there were rejected around 35 percent of SME credit …
Page 1 of 2