Predicting Recessions

Autor: Rajkamal Iyer, Shohini Kundu, Nikos Paltalidis

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::83bf157a47a41779edbd7cdd2aec7896
https://doi.org/10.2139/ssrn.4247519

Forward Guidance and Corporate Lending

Autor: Dennis Philip, Manthos D. Delis, Nikos Paltalidis, Sizhe Hong

Publikováno v: SSRN Electronic Journal.

We suggest that forward guidance, via publicly committing the central bank to future actions and creating associated expectations, fundamentally affects bank lending decisions independently of other forms of monetary policy. To test this hypothesis,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d3264d62672c86f43b6174d3e2a80df
https://doi.org/10.2139/ssrn.3520170

Reaching for Yield and the Diabolic Loop in a Monetary Union

Autor: Duc Khuong Nguyen, Sabri Boubaker, Nikos Paltalidis, Dimitrios Gounopoulos

Publikováno v: Boubaker, S, Gounopoulos, D, Nguyen, D & Paltalidis, N 2020, ' Reaching for Yield and the Diabolic Loop in a Monetary Union ', Journal of International Money and Finance, vol. 108, 102157 . https://doi.org/10.1016/j.jimonfin.2020.102157
Journal of international money and finance., 2020, Vol.108, pp.102157 [Peer Reviewed Journal]
Journal of International Money and Finance
Journal of International Money and Finance, Elsevier, 2020, 108, pp.102157-. ⟨10.1016/j.jimonfin.2020.102157⟩

We use the theoretical framework of Acharya and Naqvi (2019) to introduce a macro-financial model where the “reaching for yield” incentivized by a loosening monetary policy in the United States mitigates the diabolic loop in a Monetary Union. We

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c004664d9ee9ea7a300d0799ddbe0ca3
https://doi.org/10.2139/ssrn.3323127

Tail Risks in Credit, Commodity, and Shipping Markets

Autor: Dimitrios Gounopoulos, Nikos Paltalidis

We employ several copula functions to capture conditional and tail dependence during periods of extreme volatility and reverse conditions between shipping, financial, commodity, and credit markets. We find that shocks in the shipping market coincide

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::14db12f169645cf40d0d602d71ef9bfb
https://doi.org/10.1016/b978-0-12-813830-4.00006-x

Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives

Autor: Dimitrios Gounopoulos, Duc Khuong Nguyen, Sabri Boubaker, Nikos Paltalidis

Publikováno v: Boubaker, S, Gounopoulos, D, Nguyen, D & Paltalidis, N 2017, ' Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives ', Journal of Banking and Finance, vol. 77, pp. 35-52 . https://doi.org/10.1016/j.jbankfin.2016.12.007
Journal of banking and finance, 2017, Vol.77, pp.35-52 [Peer Reviewed Journal]

In this article the role of unconventional monetary policy and low interest rates are amplified as one of a series of components of possible explanations on US pension funds risk taking and asset allocation behavior. We quantify the effects of persis

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::064a160262c901795899c4e39da16216
https://purehost.bath.ac.uk/ws/files/159853785/JBF2017.pdf