Zobrazeno 1 - 8
of 8
pro vyhledávání: '"De Sola Perea, Maite"'
Publikováno v:
In Journal of Public Economics October 2024 238
Publikováno v:
In European Economic Review May 2020 124
Publikováno v:
In Journal of Empirical Finance September 2019 53:33-52
We evaluate the welfare effects of the economic consequence of the COVID shock and job retention schemes (JRS) in a heterogenous agents DSGE model calibrated to the euro area. We find that the welfare cost of the COVID shock is large. Households who
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::82eb0300ea7acbb4b8267e6065794d1d
https://hdl.handle.net/10419/273118
https://hdl.handle.net/10419/273118
The risk reducing benefits of the sovereign bond-backed security (SBBS) proposal of Brunnermeier et al (2011, 2016, 2017) have been assessed in terms of the likely losses that different kinds of holders would suffer under simulated default scenarios.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::608fd05cb84eff691ceb001503ab57c6
https://hdl.handle.net/10419/193572
https://hdl.handle.net/10419/193572
We use an original monthly dataset of 131 individual euro area banks to examine the effectiveness and transmission mechanism of the Eurosystem's credit support policies since the start of the crisis. First, we show that these policies have indeed bee
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::868704d5f23d3cfb7f27b88006907aa6
https://hdl.handle.net/10419/161881
https://hdl.handle.net/10419/161881
We estimate the 'fundamental' component of euro area sovereign bond yield spreads, i.e. the part of bond spreads that can be justified by country-specific economic factors, euro area economic fundamentals, and international influences. The yield spre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::9ddcef866dd93f185bf538068466077f
https://hdl.handle.net/10419/144471
https://hdl.handle.net/10419/144471
Autor:
Dewachter, Hans1,2,3 hans.dewachter@nbb.be, Iania, Leonardo1,4 iania.leonardo@gmail.com, Lyrio, Marco5 marco.lyrio@insper.edu.br, de Sola Perea, Maite1 Maite.DeSolaPerea@nbb.be
Publikováno v:
Journal of Banking & Finance. Jan2015, Vol. 50, p308-325. 18p.