Zobrazeno 1 - 10
of 156
pro vyhledávání: '"Simon Sosvilla"'
Autor:
Simon Sosvilla, Marta Gómez-Puig
Publikováno v:
Revista de Economía Mundial, Iss 51 (2019)
New empirical evidence is presented on the impact of public debt on economic growth. To that end, we employ the Autoregressive Distributed Lag (ARDL) bounds testing approach using annual data from both central and peripheral countries of the European
Externí odkaz:
https://doaj.org/article/d5764c739a18404cb144459ef2de18c0
Publikováno v:
The Quarterly Review of Economics and Finance. 79:151-160
In this paper, we use a specification of the standardized duration to test unobserved heterogeneity in a nonlinear version based on a self-exciting threshold autoregressive conditional duration model. We illustrate the relevance of this procedure for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::16059773c0bec59be0589fc008e4281a
https://doi.org/10.1016/j.qref.2020.05.016
https://doi.org/10.1016/j.qref.2020.05.016
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
The choice of the optimal sovereign risk indicator is crucial in the context of the euro area (EA) countries, which faced a fierce sovereign debt crisis. Traditional indicators of sovereign risk (CDS, bond yields, and credit rating) do not take into
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8e94c9a18e76c514b700dd8fec34d80f
https://doi.org/10.1016/j.econmod.2020.12.010
https://doi.org/10.1016/j.econmod.2020.12.010
Publikováno v:
International Journal of Finance & Economics. 26:2064-2073
This paper examines the purchasing power parity behaviour for Argentina during the 1810–2016 period. To that end, we use cointegration analysis and error correction models allowing for structural breaks. We find a long‐run relationship between th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbaac3f8c24fdb2557cdd02274cabb69
https://doi.org/10.1002/ijfe.1893
https://doi.org/10.1002/ijfe.1893
Publikováno v:
International Journal of Finance & Economics. 26:2022-2043
We propose a new flexible inflation targeting index, the economic stability index (ESI), that could enable the European Central Bank (ECB) to implement more effective monetary policy for the euro area (EA). This index incorporates separately weighed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37857944dc3dc061f0f3a3ef8a452a06
https://doi.org/10.1002/ijfe.1891
https://doi.org/10.1002/ijfe.1891
Publikováno v:
Applied Economics Letters. 27:642-646
We investigate cross-sectional connectedness between Euro Area banking and sovereign risk. Average ‘distance-to- default’ based on all publicly listed banks headquartered in a particular country is...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bdbb5964d1b706191892ada27c24904d
https://doi.org/10.1080/13504851.2020.1728225
https://doi.org/10.1080/13504851.2020.1728225
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ac96257d130c4620e51f8dde45ef27a
https://doi.org/10.2139/ssrn.4048038
https://doi.org/10.2139/ssrn.4048038
Publikováno v:
E-Prints Complutense. Archivo Institucional de la UCM
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This paper tries to shed light on the historical analogies of the ongoing COVID-19 pandemic. To that end, we compare the sample distribution of Dow Jones Industrial Average Index returns for a 420-day period (from 2 January 2020 to 31 August 2021), w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1975fa84ab10f5539b32455969efcd74
Publikováno v:
E-Prints Complutense. Archivo Institucional de la UCM
instname
instname
We examine the relationship between currency and commodity returns around the invasion of Ukraine in February 2022. We find that the expected positive contemporaneous relationship between currency and commodity returns reverses and becomes negative d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ad9329d13ab8bf8901ef2c1a3d9204b2
https://doi.org/10.2139/ssrn.4089030
https://doi.org/10.2139/ssrn.4089030