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Andrea Zaghini

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Calza, Alessandro & Zaghini, Andrea, 2011. "Welfare costs of inflation and the circulation of US currency abroad," Working Paper Series 1326, European Central Bank.

    Mentioned in:

    1. The shoe-leather cost of inflation is minimal
      by Economic Logician in Economic Logic on 2011-05-21 19:51:00

Working papers

  1. Zaghini, Andrea, 2023. "Unconventional green," CFS Working Paper Series 710, Center for Financial Studies (CFS).

    Cited by:

    1. Danilo Liberati & Giuseppe Marinelli, 2024. "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Questioni di Economia e Finanza (Occasional Papers) 832, Bank of Italy, Economic Research and International Relations Area.

  2. Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series 2740, European Central Bank.

    Cited by:

    1. Reinhold Heinlein & Gabriella D. Legrenzi & Scott M. R. Mahadeo & Gabriella Deborah Legrenzi, 2024. "Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations," CESifo Working Paper Series 11019, CESifo.

  3. Zaghini, Andrea, 2021. "The Covid pandemic in the market: infected, immune and cured bonds," Working Paper Series 2563, European Central Bank.

    Cited by:

    1. Fatica, Serena & Panzica, Roberto, 2021. "Sustainable investing in times of crisis: evidence from bond holdings and the COVID-19 pandemic," Working Papers 2021-07, Joint Research Centre, European Commission.
    2. Simone Letta & Pasquale Mirante, 2023. "Investigating the determinants of corporate bond credit spreads in the euro area," Temi di discussione (Economic working papers) 36, Bank of Italy, Economic Research and International Relations Area.

  4. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.

    Cited by:

    1. Darmouni, Olivier & Papoutsi, Melina, 2022. "Europe's growing league of small corporate bond issuers: new players, different game dynamics," Research Bulletin, European Central Bank, vol. 96.
    2. Joost Bats & Giovanna Bua & Daniel Kapp, 2023. "Physical and transition risk premiums in euro area corporate bond markets," Working Papers 761, DNB.
    3. Pana Alves & Sergio Mayordomo & Manuel Ruiz-García, 2022. "Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier," Occasional Papers 2209, Banco de España.
    4. Holm-Hadulla, Fédéric & Mazelis, Falk & Rast, Sebastian, 2023. "Bank and non-bank balance sheet responses to monetary policy shocks," Economics Letters, Elsevier, vol. 222(C).
    5. Gabriele Beccari & Francesco Marchionne & Beniamino Pisicoli, 2022. "Alternative financing and investment in intangibles: evidence from Italian firms," Mo.Fi.R. Working Papers 174, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    6. Feinstein, Zachary & Hałaj, Grzegorz, 2023. "Interbank asset-liability networks with fire sale management," Working Paper Series 2806, European Central Bank.

  5. De Santis, Roberto A. & Zaghini, Andrea, 2019. "Unconventional monetary policy and corporate bond issuance," Working Paper Series 2329, European Central Bank.

    Cited by:

    1. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Post-Print hal-04459541, HAL.
    2. Zaghini, Andrea, 2023. "Unconventional green," CFS Working Paper Series 710, Center for Financial Studies (CFS).
    3. Taneli Mäkinen & Fan Li & Andrea Mercatanti & Andrea Silvestrini, 2020. "Effects of eligibility for central bank purchases on corporate bond spreads," BIS Working Papers 894, Bank for International Settlements.
    4. Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2020. "It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities," CEPR Discussion Papers 15432, C.E.P.R. Discussion Papers.
    5. Mattia Guerini & Francesco Lamperti & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2022. "Unconventional monetary policies in an agent-based model with mark-to-market standards," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 73-107, April.
    6. Simone Letta & Pasquale Mirante, 2023. "Investigating the determinants of corporate bond credit spreads in the euro area," Temi di discussione (Economic working papers) 36, Bank of Italy, Economic Research and International Relations Area.
    7. Altavilla, Carlo & Lemke, Wolfgang & Linzert, Tobias & Tapking, Jens & von Landesberger, Julian, 2021. "Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014," Occasional Paper Series 278, European Central Bank.
    8. Cappiello, Lorenzo & Holm-Hadulla, Fédéric & Maddaloni, Angela & Mayordomo, Sergio & Unger, Robert & Arts, Laura & Meme, Nicolas & Asimakopoulos, Ioannis & Migiakis, Petros & Behrens, Caterina & Moura, 2021. "Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities," Occasional Paper Series 270, European Central Bank.
    9. R.J. Galema & S. Lugo, 2017. "When central banks buy corporate bonds:: Target selection and impact of the European Corporate Sector Purchase Program," Working Papers 17-16, Utrecht School of Economics.
    10. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    11. Betz, Frank & De Santis, Roberto A., 2019. "ECB corporate QE and the loan supply to bank-dependent firms," Working Paper Series 2314, European Central Bank.
    12. Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021. "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin 1938, DIW Berlin, German Institute for Economic Research.
    13. Zaghini, Andrea, 2021. "The Covid pandemic in the market: Infected, immune and cured bonds," CFS Working Paper Series 653, Center for Financial Studies (CFS).
    14. Mäkinen, Taneli & Li, Fan & Mercatanti, Andrea & Silvestrini, Andrea, 2022. "Causal analysis of central bank holdings of corporate bonds under interference," Economic Modelling, Elsevier, vol. 113(C).
    15. Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022. "It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities," Journal of Financial Economics, Elsevier, vol. 144(3), pages 695-731.
    16. António Afonso & Francisco Gomes Pereira, 2022. "Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment," Working Papers REM 2022/0218, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    17. Stéphane Dees & Stefan Gebauer & Thomas Goncalves & Camille Thubin, 2022. "The Financing Structure of NonFinancial Corporations and MacroFinancial Implications in France," Working papers 880, Banque de France.
    18. Darmouni, Olivier & Papoutsi, Melina, 2022. "The rise of bond financing in Europe: five facts about new and small issuers," Working Paper Series 2663, European Central Bank.
    19. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    20. Guillaume Horny & Supriya Kapoor, 2021. "Investment Response to Monetary Policy in a Low Interest Rate Environment: Evidence from the ECB's Corporate QE," Trinity Economics Papers tep1121, Trinity College Dublin, Department of Economics.
    21. Ferrando, Annalisa & Popov, Alexander & Udell, Gregory F., 2021. "Unconventional monetary policy, funding expectations, and firm decisions," Working Paper Series 2598, European Central Bank.
    22. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
    23. Cohen, Lior, 2023. "The effects of the BoJ's ETF purchases on equities and corporate investment," Economic Modelling, Elsevier, vol. 129(C).
    24. Cohen, Lior, 2022. "Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).

  6. Sergio Masciantonio & Andrea Zaghini, 2017. "Systemic risk and systemic importance measures during the crisis," Temi di discussione (Economic working papers) 1153, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Matteo Foglia & Eliana Angelini, 2021. "The triple (T3) dimension of systemic risk: Identifying systemically important banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 7-26, January.

  7. Andrea Zaghini, 2017. "A tale of fragmentation: corporate funding in the euro-area bond market," Temi di discussione (Economic working papers) 1104, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Arghyrou, Michael G & Gadea, Mar a Dolores, 2019. "Private bank deposits and macro/fiscal risk in the euro-area," Cardiff Economics Working Papers E2019/6, Cardiff University, Cardiff Business School, Economics Section.
    2. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
    3. Kim, Jong-Min & Kim, Dong H. & Jung, Hojin, 2021. "Estimating yield spreads volatility using GARCH-type models," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    4. Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.
    5. Riccardo Settimo, 2019. "Higher multilateral development bank lending, unchanged capital resources and triple-A rating. A possible trinity after all?," Questioni di Economia e Finanza (Occasional Papers) 488, Bank of Italy, Economic Research and International Relations Area.
    6. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022. "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers) 12236, Inter-American Development Bank.

  8. Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. De Santis, Roberto A. & Zaghini, Andrea, 2019. "Unconventional monetary policy and corporate bond issuance," Working Paper Series 2329, European Central Bank.
    2. Yang Zhang & Lena Suchanek & Jonathan Swarbrick & Joel Wagner & Tudor Schlanger, 2021. "Sequencing Extended Monetary Policies at the Effective Lower Bound," Discussion Papers 2021-10, Bank of Canada.
    3. Zaghini, Andrea, 2023. "Unconventional green," CFS Working Paper Series 710, Center for Financial Studies (CFS).
    4. Fan Li & Andrea Mercatanti & Taneli Mäkinen & Andrea Silvestrini, 2019. "A regression discontinuity design for categorical ordered running variables with an application to central bank purchases of corporate bonds," Temi di discussione (Economic working papers) 1213, Bank of Italy, Economic Research and International Relations Area.
    5. Taneli Mäkinen & Fan Li & Andrea Mercatanti & Andrea Silvestrini, 2020. "Effects of eligibility for central bank purchases on corporate bond spreads," BIS Working Papers 894, Bank for International Settlements.
    6. Simone Letta & Pasquale Mirante, 2023. "Investigating the determinants of corporate bond credit spreads in the euro area," Temi di discussione (Economic working papers) 36, Bank of Italy, Economic Research and International Relations Area.
    7. Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
    8. Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020. "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series 275, Leibniz Institute for Financial Research SAFE.
    9. Di Tommaso, Caterina & Perdichizzi, Salvatore & Vigne, Samuel & Zaghini, Andrea, 2024. "Is the government always greener?," CFS Working Paper Series 718, Center for Financial Studies (CFS).
    10. R.J. Galema & S. Lugo, 2017. "When central banks buy corporate bonds:: Target selection and impact of the European Corporate Sector Purchase Program," Working Papers 17-16, Utrecht School of Economics.
    11. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
    12. Pegoraro, Stefano & Montagna, Mattia, 2021. "Issuance and valuation of corporate bonds with quantitative easing," Working Paper Series 2520, European Central Bank.
    13. Cormac Cawley & Marie Finnegan, 2019. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy," Economies, MDPI, vol. 7(4), pages 1-25, September.
    14. Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2021. "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Discussion Papers 08/2021, Deutsche Bundesbank.
    15. D’Amico, Stefania & Kaminska, Iryna, 2019. "Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs," Bank of England working papers 825, Bank of England.
    16. Pana Alves & Sergio Mayordomo & Manuel Ruiz-García, 2022. "Corporate financing in fixed-income markets: the contribution of monetary policy to lowering the size barrier," Occasional Papers 2209, Banco de España.
    17. Berg, Tobias & Haselmann, Rainer & Kick, Thomas & Schreiber, Sebastian, 2022. "Unintended side effects of unconventional monetary policy," LawFin Working Paper Series 27, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
    18. Riccardo Settimo, 2019. "Higher multilateral development bank lending, unchanged capital resources and triple-A rating. A possible trinity after all?," Questioni di Economia e Finanza (Occasional Papers) 488, Bank of Italy, Economic Research and International Relations Area.
    19. Koráb, Petr & Saadaoui Mallek, Ray & Dibooglu, Sel, 2021. "Effects of quantitative easing on firm performance in the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    20. Anna Bartocci & Lorenzo Burlon & Alessandro Notarpietro & Massimiliano Pisani, 2017. "Macroeconomic effects of non-standard monetary policy measures in the euro area: the role of corporate bond purchases," Temi di discussione (Economic working papers) 1136, Bank of Italy, Economic Research and International Relations Area.
    21. Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021. "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin 1938, DIW Berlin, German Institute for Economic Research.
    22. Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood, 2020. "Issues in the Use of the Balance Sheet Tool," Finance and Economics Discussion Series 2020-071, Board of Governors of the Federal Reserve System (U.S.).
    23. Zaghini, Andrea, 2021. "The Covid pandemic in the market: Infected, immune and cured bonds," CFS Working Paper Series 653, Center for Financial Studies (CFS).
    24. Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023. "The effects of a green monetary policy on firms financing costs," Working Papers 2301, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2023.
    25. Stefania D'Amico & Vamsi Kurakula & Stephen M. Lee, 2020. "Impacts of the Fed Corporate Credit Facilities through the Lenses of ETFs and CDX," Working Paper Series WP-2020-14, Federal Reserve Bank of Chicago.
    26. Mäkinen, Taneli & Li, Fan & Mercatanti, Andrea & Silvestrini, Andrea, 2022. "Causal analysis of central bank holdings of corporate bonds under interference," Economic Modelling, Elsevier, vol. 113(C).
    27. Nozawa, Yoshio & Qiu, Yancheng, 2021. "Corporate bond market reactions to quantitative easing during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, vol. 133(C).
    28. Anna Burova & Alexey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Yulia Ushakova, 2021. "Measuring heterogeneity in banks' interest rate setting in Russia," Bank of Russia Working Paper Series wps77, Bank of Russia.
    29. Zaghini, Andrea, 2020. "How ECB purchases of corporate bonds helped reduce firms’ borrowing costs," Research Bulletin, European Central Bank, vol. 66.
    30. Frank Betz & Roberto A. De Santis, 2022. "ECB Corporate QE and the Loan Supply to Bank-Dependent Firms," International Journal of Central Banking, International Journal of Central Banking, vol. 18(2), pages 107-148, June.
    31. Guillaume Horny & Supriya Kapoor, 2021. "Investment Response to Monetary Policy in a Low Interest Rate Environment: Evidence from the ECB's Corporate QE," Trinity Economics Papers tep1121, Trinity College Dublin, Department of Economics.
    32. Ferrando, Annalisa & Popov, Alexander & Udell, Gregory F., 2021. "Unconventional monetary policy, funding expectations, and firm decisions," Working Paper Series 2598, European Central Bank.
    33. Stefano Neri & Stefano Siviero, 2019. "The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks," Questioni di Economia e Finanza (Occasional Papers) 486, Bank of Italy, Economic Research and International Relations Area.
    34. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
    35. Cohen, Lior, 2023. "The effects of the BoJ's ETF purchases on equities and corporate investment," Economic Modelling, Elsevier, vol. 129(C).
    36. Cohen, Lior, 2022. "Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).

  9. Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series 530, Center for Financial Studies (CFS).

    Cited by:

    1. Helen Louri & Petros M. Migiakis, 2019. "Bank lending margins in the euro area: Funding conditions, fragmentation and ECB's policies," Review of Financial Economics, John Wiley & Sons, vol. 37(4), pages 482-505, October.
    2. Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2021. "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Discussion Papers LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
    3. Ferriani, Fabrizio, 2023. "Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?," International Review of Financial Analysis, Elsevier, vol. 88(C).
    4. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016. "How the euro-area sovereign-debt crisis led to a collapse in bank equity prices," Journal of Financial Stability, Elsevier, vol. 26(C), pages 266-275.
    5. De Santis, Roberto A., 2018. "Unobservable country bond premia and fragmentation," Journal of International Money and Finance, Elsevier, vol. 82(C), pages 1-25.
    6. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
    7. De Santis, Roberto A., 2016. "Credit spreads, economic activity and fragmentation," Working Paper Series 1930, European Central Bank.
    8. Andrea Zaghini, 2017. "A tale of fragmentation: corporate funding in the euro-area bond market," Temi di discussione (Economic working papers) 1104, Bank of Italy, Economic Research and International Relations Area.
    9. Jan Kakes & Jan Willem van den End, 2023. "Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?," Working Papers 778, DNB.
    10. Noth, Felix & Ossandon Busch, Matias, 2019. "Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil," IWH Discussion Papers 7/2017, Halle Institute for Economic Research (IWH), revised 2019.
    11. Dimitrios Anastasiou & Helen Louri & Mike Tsionas, 2019. "Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 97-112, January.
    12. Ioanna Avgeri & Yiannis Dendramis & Helen Louri, 2020. "The Single Supervisory Mechanism and its implications for the profitability of European Banks," Working Papers 284, Bank of Greece.
    13. Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.
    14. Gabriella Chiesa & José Manuel Mansilla-Fernández, 2021. "The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(2), pages 397-427, May.
    15. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
    16. Fornari, Fabio & Zaghini, Andrea, 2021. "It's not time to make a change: Sovereign fragility and the corporate credit risk," CFS Working Paper Series 652, Center for Financial Studies (CFS).
    17. Raffaella Calabrese & Claudia Girardone & Alex Sclip, 2021. "Financial fragmentation and SMEs’ access to finance," Small Business Economics, Springer, vol. 57(4), pages 2041-2065, December.
    18. G. Horny & M. Manganelli & B. Mojon, 2016. "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers 582, Banque de France.
    19. Horvath, Roman & Kotlebova, Jana & Siranova, Maria, 2018. "Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates," Journal of Financial Stability, Elsevier, vol. 36(C), pages 12-21.
    20. Wang, Yabin & Wu, Sharon Xiaohui, 2023. "Local guarantees and SOE bond pricing in China," China Economic Review, Elsevier, vol. 78(C).
    21. Chang, Kai & Chen, Rongda & Chevallier, Julien, 2018. "Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots," Energy Economics, Elsevier, vol. 75(C), pages 249-260.
    22. Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2018. "Missing Investors in the Italian Corporate Bond Market," Questioni di Economia e Finanza (Occasional Papers) 450, Bank of Italy, Economic Research and International Relations Area.
    23. Guo, Wen & Liu, Xiaorui, 2022. "Market fragmentation of energy resource prices and green total factor energy efficiency in China," Resources Policy, Elsevier, vol. 76(C).

  10. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
    2. Meradj Morteza Pouraghdam, 2016. "Three essays on the role of frictions in the economy [Trois essais sur le rôle du désaccord en économie]," SciencePo Working papers Main tel-03498781, HAL.
    3. Boris Blagov & Michael Funke & Richhild Moessner, 2015. "Modelling the time-variation in euro area lending spreads," BIS Working Papers 526, Bank for International Settlements.
    4. Antonio M. Conti & Stefano Neri & Andrea Nobili, 2015. "Why is inflation so low in the euro area?," Temi di discussione (Economic working papers) 1019, Bank of Italy, Economic Research and International Relations Area.
    5. Francesco Corsello & Valerio Nispi Landi, 2020. "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
    6. Benedictow, Andreas & Hammersland, Roger, 2020. "A financial accelerator in the business sector of a macroeconometric model of a small open economy," Economic Systems, Elsevier, vol. 44(1).
    7. Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
    8. Guglielminetti, Elisa & Pouraghdam, Meradj, 2018. "Time-varying job creation and macroeconomic shocks," Labour Economics, Elsevier, vol. 50(C), pages 156-179.

  11. Alessandro Calza & Andrea Zaghini, 2015. "Shoe-leather costs in the euro area and the foreign demand for euro banknotes," Temi di discussione (Economic working papers) 1039, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Luca Baldo & Elisa Bonifacio & Marco Brandi & Michelina Lo Russo & Gianluca Maddaloni & Andrea Nobili & Giorgia Rocco & Gabriele Sene & Massimo Valentini, 2021. "Inside the black box: tools for understanding cash circulation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 7, Bank of Italy, Directorate General for Markets and Payment System.

  12. Piergiorgio Alessandri & Sergio Masciantonio & Andrea Zaghini, 2015. "Tracking banks' systemic importance before and after the crisis," Questioni di Economia e Finanza (Occasional Papers) 259, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Roman Garcia & Dimitri Lorenzani & Daniel Monteiro & Francesco Perticari & Bořek Vašíček & Lukas Vogel, 2021. "Financial Spillover and Contagion Risks in the Euro Area in 2007-2019," European Economy - Discussion Papers 137, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    2. Sergio Masciantonio & Andrea Zaghini, 2017. "Systemic risk and systemic importance measures during the crisis," Temi di discussione (Economic working papers) 1153, Bank of Italy, Economic Research and International Relations Area.
    3. Matteo Foglia & Eliana Angelini, 2021. "The triple (T3) dimension of systemic risk: Identifying systemically important banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 7-26, January.
    4. Abdelkader DERBALI & Ali LAMOUCHI, 2020. "RETRACTED ARTICLE: The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: Editor’s Note - This paper has been retracted from our journal due to bogu," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 11, pages 87-122, June.

  13. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.

    Cited by:

    1. Donato Ceci & Andrea Silvestrini, 2023. "Nowcasting the state of the Italian economy: The role of financial markets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1569-1593, November.
    2. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial Shocks And The Real Economy In A Nonlinear World: From Theory To Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/910, Ghent University, Faculty of Economics and Business Administration.
    3. Meradj Morteza Pouraghdam, 2016. "Three essays on the role of frictions in the economy [Trois essais sur le rôle du désaccord en économie]," SciencePo Working papers Main tel-03498781, HAL.
    4. Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2017. "Real and financial cycles: estimates using unobserved component models for the Italian economy," Questioni di Economia e Finanza (Occasional Papers) 382, Bank of Italy, Economic Research and International Relations Area.
    5. Boris Blagov & Michael Funke & Richhild Moessner, 2015. "Modelling the time-variation in euro area lending spreads," BIS Working Papers 526, Bank for International Settlements.
    6. Antonio M. Conti & Stefano Neri & Andrea Nobili, 2015. "Why is inflation so low in the euro area?," Temi di discussione (Economic working papers) 1019, Bank of Italy, Economic Research and International Relations Area.
    7. Mikhail Stolbov & Maria Shchepeleva, 2021. "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5557-5569, October.
    8. Francesco Corsello & Valerio Nispi Landi, 2020. "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
    9. Fang, Guochang & Tian, Lixin & Fu, Min & Sun, Mei & Du, Ruijin & Lu, Longxi & He, Yu, 2017. "The effect of energy construction adjustment on the dynamical evolution of energy-saving and emission-reduction system in China," Applied Energy, Elsevier, vol. 196(C), pages 180-189.
    10. Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2017. "Macro-financial linkages: the role of liquidity dependence," Bank of Russia Working Paper Series wps24, Bank of Russia.
    11. Marina Yu. Malkina & Rodion V. Balakin, 2023. "The Relation of Financial and Industrial Stresses to Monetary Policy Parameters in the Russian Economy," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 104-121, June.
    12. Benedictow, Andreas & Hammersland, Roger, 2020. "A financial accelerator in the business sector of a macroeconometric model of a small open economy," Economic Systems, Elsevier, vol. 44(1).
    13. Meradj Mortezapouraghdam, 2016. "Three Essays on the Role of Frictions in the Economy," Sciences Po publications info:hdl:2441/293qice3lj8, Sciences Po.
    14. Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
    15. Guglielminetti, Elisa & Pouraghdam, Meradj, 2018. "Time-varying job creation and macroeconomic shocks," Labour Economics, Elsevier, vol. 50(C), pages 156-179.
    16. Polat, Onur & Ozkan, Ibrahim, 2019. "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 395-415.

  14. Daniele Pianeselli & Andrea Zaghini, 2014. "The cost of firms� debt financing and the global financial crisis," Temi di discussione (Economic working papers) 950, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series 530, Center for Financial Studies (CFS).
    2. Mudassar Mehmood, 2021. "Agency Costs and Performance of UK Universities," Public Organization Review, Springer, vol. 21(2), pages 187-204, June.
    3. F. Koulischer, 2015. "Asymmetric shocks in a currency union: The role of central bank collateral policy," Working papers 554, Banque de France.
    4. Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.
    5. Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021. "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, vol. 39(C).
    6. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    7. Blazquez, Jorge & Galeotti, Marzio & Martin-Moreno, Jose M., 2021. "Green recovery packages for a post-Covid-19 world: A lesson from the collapse of Spanish wind farms in the past financial crisis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 151(C).
    8. G. Horny & M. Manganelli & B. Mojon, 2016. "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers 582, Banque de France.
    9. Jörg Bibow, 2015. "The euro's savior? Assessing the ECB's crisis management performance and potential for crisis resolution," IMK Studies 42-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    10. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022. "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers) 12236, Inter-American Development Bank.
    11. Kiesel, Florian, 2016. "The effect of credit and rating events on credit default swap and equity markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 81265, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    12. Kiesel, F., 2016. "Do Investors Still Rely on Credit Rating Agencies? Evidence from the Financial Crisis," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77927, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).

  15. Alessandri, Piergiorgio & Masciantonio, Sergio & Zaghini, Andrea, 2014. "Everything you always wanted to know about systemic importance (but were afraid to ask)," CFS Working Paper Series 463, Center for Financial Studies (CFS).

    Cited by:

    1. Laeven, Luc & Ratnovski, Lev & Tong, Hui, 2016. "Bank size, capital, and systemic risk: Some international evidence," Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 25-34.

  16. Andrea Zaghini, 2014. "Bank bonds: size, systemic relevance and the sovereign," Temi di discussione (Economic working papers) 966, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series 530, Center for Financial Studies (CFS).
    2. Fabrizio Crespi & Emanuela Giacomini & Danilo V. Mascia, 2019. "Bail‐in rules and the pricing of Italian bank bonds," European Financial Management, European Financial Management Association, vol. 25(5), pages 1321-1347, November.
    3. Lindstrom, Ryan & Osborne, Matthew, 2020. "Has bail-in increased market discipline? An empirical investigation of European banks’ credit spreads," Bank of England working papers 887, Bank of England.
    4. Tholl, Johannes & Schwarzbach, Christoph & Pittalis, Sandro & von Mettenheim, Hans-Jörg, 2020. "Bank funding and the recent political development in Italy: What about redenomination risk?," International Review of Law and Economics, Elsevier, vol. 64(C).
    5. Piergiorgio Alessandri & Sergio Masciantonio & Andrea Zaghini, 2015. "Tracking Banks’ Systemic Importance Before and After the Crisis," International Finance, Wiley Blackwell, vol. 18(2), pages 157-186, June.
    6. Cabrera, Matias & Dwyer, Gerald P. & Samartín-Saénz, Margarita, 2016. "Government finances and bank bailouts: Evidence from European stock markets," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 169-179.
    7. Ricardo Branco & João Pinto & Ricardo Ribeiro, 2020. "The Pricing of Bank Bonds, Sovereign Credit Risk and ECB's Asset Purchase Programmes," Working Papers de Economia (Economics Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    8. Pablos Nuevo, Irene, 2019. "Has the new bail-in framework increased the yield spread between subordinated and senior bonds?," Working Paper Series 2317, European Central Bank.
    9. Agnese, Paolo & Giacomini, Emanuela, 2023. "Bank's funding costs: Do ESG factors really matter?," Finance Research Letters, Elsevier, vol. 51(C).
    10. Alessandri, Piergiorgio & Masciantonio, Sergio & Zaghini, Andrea, 2014. "Everything you always wanted to know about systemic importance (but were afraid to ask)," CFS Working Paper Series 463, Center for Financial Studies (CFS).
    11. Sergio Masciantonio & Andrea Zaghini, 2017. "Systemic risk and systemic importance measures during the crisis," Temi di discussione (Economic working papers) 1153, Bank of Italy, Economic Research and International Relations Area.

  17. Pianeselli, Daniele & Zaghini, Andrea, 2013. "The cost of firms' debt financing," CFS Working Paper Series 2013/03, Center for Financial Studies (CFS).

    Cited by:

    1. Mudassar Mehmood, 2021. "Agency Costs and Performance of UK Universities," Public Organization Review, Springer, vol. 21(2), pages 187-204, June.
    2. Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.
    3. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    4. Giorgio Albareto & Giuseppe Marinelli, 2018. "Italian banks and market-based corporate financing," Questioni di Economia e Finanza (Occasional Papers) 432, Bank of Italy, Economic Research and International Relations Area.

  18. Zaghini, Andrea & Bencivelli, Lorenzo, 2012. "Financial innovation, macroeconomic volatility and the great moderation," MPRA Paper 41263, University Library of Munich, Germany.

    Cited by:

    1. Andrea Silvestrini & Andrea Zaghini, 2015. "Financial shocks and the real economy in a nonlinear world: a survey of the theoretical and empirical literature," Questioni di Economia e Finanza (Occasional Papers) 255, Bank of Italy, Economic Research and International Relations Area.
    2. M. Sigova V. & I. Klyuchnikov K. & М. Сигова В. & И. Ключников К., 2016. "Теория Финансовых Инноваций. Критический Обзор Основных Подходов // The Theory Of Financial Innovations. A Critical Review Of Principal Approaches," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 20(6), pages 85-95.
    3. Yuan, Shenguo & Wu, Zhouheng & Liu, Lanfeng, 2022. "The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    4. M. K. Khabekova, 2019. "Review and Systemizing of Financial Innovation Theoretical Approaches: Forming and Development Process," Administrative Consulting, Russian Presidential Academy of National Economy and Public Administration. North-West Institute of Management., issue 2.

  19. Andrea Cardillo & Andrea Zaghini, 2012. "The recent trends in long-term bank funding," Questioni di Economia e Finanza (Occasional Papers) 137, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Pianeselli, Daniele & Zaghini, Andrea, 2014. "The cost of firms’ debt financing and the global financial crisis," Finance Research Letters, Elsevier, vol. 11(2), pages 74-83.
    2. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    3. Riccardo Settimo, 2019. "Higher multilateral development bank lending, unchanged capital resources and triple-A rating. A possible trinity after all?," Questioni di Economia e Finanza (Occasional Papers) 488, Bank of Italy, Economic Research and International Relations Area.
    4. Daniele Pianeselli & Andrea Zaghini, 2014. "The cost of firms� debt financing and the global financial crisis," Temi di discussione (Economic working papers) 950, Bank of Italy, Economic Research and International Relations Area.

  20. Alessandro Calza & Andrea Zaghini, 2011. "Sectoral money demand and the great disinflation in the US," Temi di discussione (Economic working papers) 785, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Calza Alessandro & Zaghini Andrea, 2011. "Welfare Costs of Inflation and the Circulation of U.S. Currency Abroad," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-21, May.
    2. Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2020. "A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series WP2020-011, Boston University - Department of Economics.
    3. Seitz, Franz & von Landesberger, Julian, 2010. "Household money holdings in the euro area: An explorative investigation," Working Paper Series 1238, European Central Bank.
    4. Sahin, Afsin, 2013. "Estimating Money Demand Function by a Smooth Transition Regression Model: An Evidence for Turkey," MPRA Paper 46851, University Library of Munich, Germany.
    5. Luca Sessa, 2012. "Economic (in)stability under monetary targeting," Temi di discussione (Economic working papers) 858, Bank of Italy, Economic Research and International Relations Area.
    6. Zaghini, Andrea & Bencivelli, Lorenzo, 2012. "Financial innovation, macroeconomic volatility and the great moderation," MPRA Paper 41263, University Library of Munich, Germany.
    7. John Ashworth & David Barlow & Lynne Evans, 2014. "Sectoral Money Demand Behaviour and the Welfare Cost of Inflation in the UK," Manchester School, University of Manchester, vol. 82(6), pages 732-750, December.

  21. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin &, 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.

    Cited by:

    1. Philip Turner, 2011. "Is the long-term interest rate a policy victim, a policy variable or a policy lodestar?," BIS Working Papers 367, Bank for International Settlements.
    2. Xiaoqing Maggie Fu & Yongjia Rebecca Lin & Philip Molyneux, 2015. "Bank Efficiency and Shareholder Value in Asia Pacific," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Bank Competition, Efficiency and Liquidity Creation in Asia Pacific, chapter 4, pages 72-95, Palgrave Macmillan.
    3. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016. "How the euro-area sovereign-debt crisis led to a collapse in bank equity prices," Journal of Financial Stability, Elsevier, vol. 26(C), pages 266-275.
    4. Affinito, Massimiliano & Albareto, Giorgio & Santioni, Raffaele, 2022. "Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions," Journal of Banking & Finance, Elsevier, vol. 138(C).
    5. Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum, 2022. "Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation," Journal of Banking & Finance, Elsevier, vol. 145(C).
    6. Dennis Bonam & Jasper Lukkezen, 2019. "Fiscal and Monetary Policy Coordination, Macroeconomic Stability, and Sovereign Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(2-3), pages 581-616, March.
    7. Dorian Noel & Prosper Bangwayo-Skeete & Justin Robinson & Michael Brei, 2021. "Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean," Post-Print hal-03592667, HAL.
    8. Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
    9. Cycon, Lisa & Koetter, Michael, 2015. "Monetary Policy under the Microscope: Intra-bank Transmission of Asset Purchase Programs of the ECB," IWH Discussion Papers 9/2015, Halle Institute for Economic Research (IWH).
    10. Elisabetta Croci Angelini & Francesco Farina & Enzo Valentini, 2016. "Contagion across Eurozone’s sovereign spreads and the Core-Periphery divide," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 43(1), pages 197-213, February.
    11. CRISTE Adina & LUPU Iulia, 2013. "The Conflict Relation Between the Sovereign Debt of the Euro Area Countries and the Common Monetary Policy As a Potential Source For Geopolitical Changes," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 167-173, May.
    12. Opoku Mensah, Mary & Agbloyor, Elikplimi Komla & Harvey, Simon Kwadzogah & Fiador, Vera Ogeh, 2017. "Sovereign credit ratings and bank funding cost: Evidence from Africa," Research in International Business and Finance, Elsevier, vol. 42(C), pages 887-899.
    13. Li Lian Ong & Ceyla Pazarbasioglu, 2014. "Credibility and Crisis Stress Testing," IJFS, MDPI, vol. 2(1), pages 1-67, February.
    14. Luque, Jaime, 2022. "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, vol. 59(PA).
    15. Milutin Ješić, 2013. "Implications of Fiscal Irresponsibility on Financial Stability," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 111-138.
    16. Broto, Carmen & Molina, Luis, 2016. "Sovereign ratings and their asymmetric response to fundamentals," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 206-224.
    17. Luigi Bocola, 2015. "The Pass-Through of Sovereign Risk," Working Papers 722, Federal Reserve Bank of Minneapolis.
    18. Deryugina, Elena & Kovalenko, Olga & Pantina, Irina & Ponomarenko, Alexey, 2015. "Disentangling loan demand and supply shocks in Russia," BOFIT Discussion Papers 8/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
    19. Tholl, Johannes & Schwarzbach, Christoph & Pittalis, Sandro & von Mettenheim, Hans-Jörg, 2020. "Bank funding and the recent political development in Italy: What about redenomination risk?," International Review of Law and Economics, Elsevier, vol. 64(C).
    20. Holtemöller, Oliver & Scherer, Jan-Christopher, 2018. "Sovereign Stress, Banking Stress, and the Monetary Transmission Mechanism in the Euro Area," ADBI Working Papers 811, Asian Development Bank Institute.
    21. Ferrando, Annalisa & Popov, Alexander & Udell, Gregory F., 2017. "Sovereign stress and SMEs’ access to finance: Evidence from the ECB's SAFE survey," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 65-80.
    22. Martina Cecioni & Giuseppe Ferrero, 2012. "Determinants of TARGET2 imbalances," Questioni di Economia e Finanza (Occasional Papers) 136, Bank of Italy, Economic Research and International Relations Area.
    23. Andries, Natalia & Billon, Steve, 2016. "Retail bank interest rate pass-through in the euro area: An empirical survey," Economic Systems, Elsevier, vol. 40(1), pages 170-194.
    24. Klusak, Patrycja & Alsakka, Rasha & Gwilym, Owain ap, 2017. "Does the disclosure of unsolicited sovereign rating status affect bank ratings?," The British Accounting Review, Elsevier, vol. 49(2), pages 194-210.
    25. Viral V Acharya & Tim Eisert & Christian Eufinger & Christian Hirsch, 2018. "Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2855-2896.
    26. Fulli-Lemaire, Nicolas, 2013. "A Tale of Two Eurozones: Banks’s Funding, Sovereign Risk & Unconventional Monetary Policies," MPRA Paper 49072, University Library of Munich, Germany.
    27. Themistokles Lazarides & Evaggelos Drimpetas, 2016. "Defining the factors of Fitch rankings in the European banking sector," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 315-339, August.
    28. Gajewski, Krzysztof & Olszewski, Krzysztof & Pawłowska, Małgorzata & Rogowski, Wojciech & Tchorek, Grzegorz & Zięba, Jolanta, 2012. "Integracja finansowa w Europie po wprowadzeniu euro. Przegląd literatury [Financial integration in Europe after the introduction of the euro. A literature overview]," MPRA Paper 42482, University Library of Munich, Germany.
    29. Bottero, Margherita & Lenzu, Simone & Mezzanotti, Filippo, 2020. "Sovereign debt exposure and the bank lending channel: Impact on credit supply and the real economy," Journal of International Economics, Elsevier, vol. 126(C).
    30. Alter, Adrian & Beyer, Andreas, 2014. "The dynamics of spillover effects during the European sovereign debt turmoil," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 134-153.
    31. A. Pinna, 2014. "Shall We Keep Early Diers Alive?," Working Paper CRENoS 201411, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    32. Beniamino Moro, 2013. "The Run On Repo and the Liquidity Shortage Problems of the Current Global Financial Crisis: Europe vs. The US," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 41-77, January.
    33. Fiordelisi, Franco & Girardone, Claudia & Minnucci, Federica & Ricci, Ornella, 2020. "On the nexus between sovereign risk and banking crises," Journal of Corporate Finance, Elsevier, vol. 65(C).
    34. Diniz, Andre & Guimaraes, Bernardo, 2017. "How diabolic is the sovereign-bank loop? The effects of post-default fiscal policies," LSE Research Online Documents on Economics 86169, London School of Economics and Political Science, LSE Library.
    35. Marion Dupire & Christian Haddad & Regine Slagmulder, 2022. "The Importance of Board Risk Oversight in Times of Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(3), pages 319-365, June.
    36. Polat, Tandogan, 2016. "Essays on banking sector’s dynamics, expectations, preferences and impact," Other publications TiSEM d064f029-f91e-47bc-b6d3-0, Tilburg University, School of Economics and Management.
    37. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin &, 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
    38. Annika Westphal, 2015. "Systemic Risk in the European Union: A Network Approach to Banks’ Sovereign Debt Exposures," IJFS, MDPI, vol. 3(3), pages 1-36, July.
    39. Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018. "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 40-57.
    40. Hasan, Iftekhar & Kim, Suk-Joong & Wu, Eliza, 2014. "The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord," Bank of Finland Research Discussion Papers 25/2014, Bank of Finland.
    41. Kamga, Merlin Kuate & Wilde, Christian, 2017. "Liquidity premia in CDS markets," SAFE Working Paper Series 173, Leibniz Institute for Financial Research SAFE.
    42. Ugo Albertazzi & Tiziano Ropele & Gabriele Sene & Federico M. Signoretti, 2012. "The impact of the sovereign debt crisis on the activity of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 133, Bank of Italy, Economic Research and International Relations Area.
    43. Beltratti, Andrea & Stulz, Rene M., 2015. "Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard durning the European Crisis," Working Paper Series 2015-06, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    44. Guilherme Bandeira, 2018. "Fiscal transfers in a monetary union with sovereign risk," Working Papers 1807, Banco de España.
    45. Agoraki, Maria-Eleni & Gounopoulos, Dimitrios & Kouretas, Georgios P., 2021. "Market expectations and the impact of credit rating on the IPOs of U.S. banks," Journal of Economic Behavior & Organization, Elsevier, vol. 189(C), pages 587-610.
    46. Maria Teresa Medeiros Garcia & Daniel Alexandre Bourdain Santos Borrego, 2018. "Calculating the Efficient Frontier for the Portuguese Stock Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(4), pages 339-349, November.
    47. Elena Kalotychou & Eli Remolona & Eliza Wu, 2014. "What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market," Working Papers 072014, Hong Kong Institute for Monetary Research.
    48. Cifarelli, Giulio & Paladino, Giovanna, 2020. "A non-linear analysis of the sovereign bank nexus in the EU," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    49. Daniela Gabor & Cornel Ban, 2016. "Banking on Bonds: The New Links Between States and Markets," Journal of Common Market Studies, Wiley Blackwell, vol. 54(3), pages 617-635, May.
    50. Jörg Bibow, 2015. "The euro's savior? Assessing the ECB's crisis management performance and potential for crisis resolution," IMK Studies 42-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    51. Javier Ojea Ferreiro, 2018. "Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach," Documentos de Trabajo del ICAE 2018-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    52. Ricardo Correa & Kuan-Hui Lee & Horacio Sapriza & Gustavo A. Suarez, 2012. "Sovereign credit risk, banks' government support, and bank stock returns around the world," International Finance Discussion Papers 1069, Board of Governors of the Federal Reserve System (U.S.).
    53. Thordur Jonasson & Mr. Michael G. Papaioannou, 2018. "A Primer on Managing Sovereign Debt-Portfolio Risks," IMF Working Papers 2018/074, International Monetary Fund.
    54. Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero, 2016. "An inquiry into the determinants of the profitability of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 364, Bank of Italy, Economic Research and International Relations Area.
    55. María Cantero‐Saiz & Sergio Sanfilippo‐Azofra & Begoña Torre‐Olmo, 2022. "Sovereign Risk and the Bank Lending Channel: Differences across Countries and the Effects of the Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 285-312, February.
    56. Beyer, Andreas & Alter, Adrian, 2013. "The dynamics of spillover effects during the European sovereign debt crisis," Working Paper Series 1558, European Central Bank.
    57. Swamy, Vighneswara, 2013. "Euro Zone Debt Crisis: Implications for Indian Banking Sector," MPRA Paper 47658, University Library of Munich, Germany.
    58. Neyer, Ulrike & Sterzel, André, 2018. "Preferential treatment of government bonds in liquidity regulation: Implications for bank behaviour and financial stability," DICE Discussion Papers 301, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
    59. Susanna Saroyan & Lilit Popoyan, 2017. "Bank-sovereign ties against interbank market integration: the case of the Italian segment," LEM Papers Series 2017/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    60. David Howarth & Lucia Quaglia, 2013. "Banking Union as Holy Grail: Rebuilding the Single Market in Financial Services, Stabilizing Europe's Banks and ‘Completing’ Economic and Monetary Union," Journal of Common Market Studies, Wiley Blackwell, vol. 51, pages 103-123, September.
    61. Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain, 2014. "Sovereign rating actions and the implied volatility of stock index options," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 101-113.
    62. Stângă, Irina M., 2014. "Bank bailouts and bank-sovereign risk contagion channels," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 17-40.
    63. Benjamin Käfer & Jochen Michaelis, 2012. "Länderrisiko: Die ökonomischen Konsequenzen einer Herabstufung durch die Rating-Agenturen," MAGKS Papers on Economics 201202, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    64. Alter, Adrian & Schüler, Yves S., 2012. "Credit spread interdependencies of European states and banks during the financial crisis," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3444-3468.
    65. Wang, Zhanhao & Zhao, Hong & Li, Lingxiang, 2022. "The positive side of bank wealth management products: Evidence from bank lending rate," Journal of Financial Stability, Elsevier, vol. 58(C).
    66. Schertler, Andrea & Moch, Nils, 2021. "Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices," Journal of Banking & Finance, Elsevier, vol. 130(C).
    67. Dennis Bonam & Bart Hobijn, 2021. "Generalized Stability of Monetary Unions Under Regime Switching in Monetary and Fiscal Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 73-94, February.
    68. Marcin Borsuk & Błażej Lepczyński, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
    69. Alfred Guender & Bernard Tolan, 2017. "The predictive ability of a risk-adjusted yield spread for economic activity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 1-27, February.
    70. Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I., 2015. "The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 440-454.
    71. Borsuk, Marcin & Lepczyński, Błażej, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2021(1), March.
    72. Carlos Alberto Piscarreta Pinto Ferreira, 2023. "Drivers of Sovereign Bond Demand – The Case of Japans," Working Papers REM 2023/0264, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    73. Robert Brooks & Robert Faff & Sirimon Treepongkaruna & Eliza Wu, 2015. "Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 42(5-6), pages 777-799, June.
    74. Markus Eller & Thomas Reininger, 2016. "The influence of sovereign bond yields on bank lending rates: the pass-through in Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 54-78.
    75. Andre Diniz & Bernardo Guimaraes, 2014. "Financial Disruption as a Cost of Sovereign Default: a quantative assessment," Discussion Papers 1427, Centre for Macroeconomics (CFM).
    76. Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
    77. Alsakka, Rasha & ap Gwilym, Owain & Vu, Tuyet Nhung, 2014. "The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 235-257.
    78. Teresa Garcia & Daniel Borrego, 2017. "Markowitz Efficient Frontier And Capital Market Line – Evidence From The Portuguese Stock Market," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, vol. 22(1), pages 3-23.
    79. Oliver Picek, 2015. "A national public bank to finance a euro zone government: Getting the funds for investment and recovery packages," Working Papers 1512, New School for Social Research, Department of Economics.
    80. Michael Demoussis & Konstantinos Drakos & Nicholas Giannakopoulos, 2017. "The impact of sovereign ratings on euro zone SMEs’ credit rationing," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(5), pages 745-764, October.
    81. Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).
    82. Masciantonio, Sergio & Tiseno, Andrea, 2012. "The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late ‘90s," MPRA Paper 42494, University Library of Munich, Germany.

  22. Alessandro Calza & Andrea Zaghini, 2011. "Welfare costs of inflation and the circulation of US currency abroad," Temi di discussione (Economic working papers) 812, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Alessandro Calza & Andrea Zaghini, 2015. "Shoe-leather costs in the euro area and the foreign demand for euro banknotes," Temi di discussione (Economic working papers) 1039, Bank of Italy, Economic Research and International Relations Area.
    2. Geoffrey R. Dunbar & Casey Jones, 2018. "The (Un)Demand for Money in Canada," Staff Working Papers 18-20, Bank of Canada.
    3. Matteo Mogliani & Giovanni Urga, 2018. "On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1645-1660, October.
    4. John Ashworth & David Barlow & Lynne Evans, 2014. "Sectoral Money Demand Behaviour and the Welfare Cost of Inflation in the UK," Manchester School, University of Manchester, vol. 82(6), pages 732-750, December.

  23. Aviram Levy & Andrea Zaghini, 2010. "The pricing of government-guaranteed bank bonds," Temi di discussione (Economic working papers) 753, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Scott E. Page, 2012. "A complexity perspective on institutional design," Politics, Philosophy & Economics, , vol. 11(1), pages 5-25, February.
    2. Merwan Engineer & Paul Schure & Mark Gillis, 2012. "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper series 29_12, Rimini Centre for Economic Analysis.
    3. Andrea Cardillo & Andrea Zaghini, 2012. "The recent trends in long-term bank funding," Questioni di Economia e Finanza (Occasional Papers) 137, Bank of Italy, Economic Research and International Relations Area.
    4. Stéphanie Stolz & Michael Wedow, 2013. "Keeping banks afloat: public lifelines during the financial crisis," International Economics and Economic Policy, Springer, vol. 10(1), pages 81-126, March.
    5. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin &, 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
    6. Jakob Eberl & Christopher Weber, 2014. "ECB Collateral Criteria: A Narrative Database 2001–2013," ifo Working Paper Series 174, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    7. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    8. Metrick, Andrew, 2020. "Bank Debt Guarantee Programs," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 71-100, April.
    9. Jakob Korbinian Eberl, 2016. "The Collateral Framework of the Eurosystem and Its Fiscal Implications," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
    10. Michele Manna, 2011. "Home bias in interbank lending and banks� resolution regimes," Temi di discussione (Economic working papers) 816, Bank of Italy, Economic Research and International Relations Area.

  24. Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Junye Li & Gabriele Zinna, 2014. "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers) 990, Bank of Italy, Economic Research and International Relations Area.
    2. Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019. "Risky bank guarantees," Temi di discussione (Economic working papers) 1232, Bank of Italy, Economic Research and International Relations Area.
    3. Stolz, Stéphanie Marie & Wedow, Michael, 2010. "Extraordinary measures in extraordinary times: Public measures in support of the financial sector in the EU and the United States," Discussion Paper Series 1: Economic Studies 2010,13, Deutsche Bundesbank.
    4. Tomáš Klinger & Petr Teply, 2014. "Modelling Interconnections in the Global Financial System in the Light of Systemic Risk," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 64-88.
    5. Claudia Buch & Catherine Koch & Michael Koetter, 2016. "Crises and rescues: liquidity transmission through international banks," BIS Working Papers 576, Bank for International Settlements.
    6. Scott E. Page, 2012. "A complexity perspective on institutional design," Politics, Philosophy & Economics, , vol. 11(1), pages 5-25, February.
    7. Fratianni, Michele & Marchionne, Francesco, 2013. "The fading stock market response to announcements of bank bailouts," Journal of Financial Stability, Elsevier, vol. 9(1), pages 69-89.
    8. Michele Fratianni & Francesco Marchionne, 2010. "The Banking Bailout of the Subprime Crisis: Size and Effects," PSL Quarterly Review, Economia civile, vol. 63(254), pages 187-233.
    9. David Tison, 2014. "Impact of Non-cooperative Oligopoly of the Banking System on Its Pro-cyclicality in the Czech Republic," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 47-63.
    10. Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
    11. Aït-Sahalia, Yacine & Andritzky, Jochen & Jobst, Andreas & Nowak, Sylwia & Tamirisa, Natalia, 2012. "Market response to policy initiatives during the global financial crisis," Journal of International Economics, Elsevier, vol. 87(1), pages 162-177.
    12. Eijffinger, Sylvester & Nijskens, Rob, 2011. "Complementing Bagehot: Illiquidity and insolvency resolution," CEPR Discussion Papers 8603, C.E.P.R. Discussion Papers.
    13. Richhild Moessner & William A. Allen, 2011. "Las crisis bancarias y el sistema monetario internacional en la Gran Depresión y en la actualidad," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 13(25), pages 43-87, July-Dece.
    14. Adrian van Rixtel & Luna Romo González & Jing Yang, 2016. "The determinants of long-term debt issuance by European banks: evidence of two crises," Working Papers 1621, Banco de España.
    15. alberto, botta, 2011. "Fiscal policy, eurobonds and economic recovery: some heterodox policy recipes against financial instability and sovereign debt crisis," MPRA Paper 33860, University Library of Munich, Germany.
    16. Horvath, B.L. & Huizinga, H.P., 2011. "Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study," Discussion Paper 2011-118, Tilburg University, Center for Economic Research.
    17. Henk J. Brouwer & Dirk Schoenmaker & Jukka Vesala & Nicola Brink & Michael Kock, 2010. "The Quest for Stability: the Financial Stability View," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/4 edited by Morten Balling, Jan Marc Berk and Marc-Olivier Strauss-Kahn, May.
    18. Michele Fratianni & Francesco Marchionne, 2010. "Banks’ Great Bailout of 2008-2009," Working Papers 2010-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    19. Baglioni, Angelo & Cherubini, Umberto, 2013. "Marking-to-market government guarantees to financial systems – Theory and evidence for Europe," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 990-1007.
    20. António Afonso & Nuno Verdial, 2019. "Sovereign debt crisis in Portugal and in Spain," Working Papers REM 2019/0112, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    21. Hasan, Iftekhar & Jackowicz, Krzysztof & Kowalewski, Oskar & Kozlowski, Lukasz, 2012. "Market Discipline during Crisis: Evidence from Bank Depositors in Transition Countries," Working Papers 12-12, University of Pennsylvania, Wharton School, Weiss Center.
    22. Carl Schwartz & Nicholas Tan, 2016. "The Australian Government Guarantee Scheme: 2008–15," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 39-46, March.
    23. Michael Brei & Blaise Gadanecz, 2012. "Have public bailouts made banks' loan books safer?," BIS Quarterly Review, Bank for International Settlements, September.
    24. Emiliano Grossman & Cornelia Woll, 2014. "Saving the Banks: The Political Economy of Bailouts," Sciences Po publications info:hdl:2441/5adcidkke9o, Sciences Po.
    25. Klomp, Jeroen, 2013. "Government interventions and default risk: Does one size fit all?," Journal of Financial Stability, Elsevier, vol. 9(4), pages 641-653.
    26. Brei, Michael & Gambacorta, Leonardo & von Peter, Goetz, 2013. "Rescue packages and bank lending," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 490-505.
    27. Merwan Engineer & Paul Schure & Mark Gillis, 2012. "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper series 29_12, Rimini Centre for Economic Analysis.
    28. Beltratti, Andrea & Stulz, Rene M., 2010. "The Credit Crisis around the Globe: Why Did Some Banks Perform Better?," Working Paper Series 2010-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    29. Andrieş, Alin Marius & Nistor, Simona & Sprincean, Nicu, 2020. "The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe," Research in International Business and Finance, Elsevier, vol. 51(C).
    30. Paolo Angelini & Giuseppe Grande & Fabio Panetta, 2014. "The negative feedback loop between banks and sovereigns," Questioni di Economia e Finanza (Occasional Papers) 213, Bank of Italy, Economic Research and International Relations Area.
    31. Piergiorgio Alessandri & Sergio Masciantonio & Andrea Zaghini, 2015. "Tracking Banks’ Systemic Importance Before and After the Crisis," International Finance, Wiley Blackwell, vol. 18(2), pages 157-186, June.
    32. J-P. Niinimaki, 2011. "Optimal Design of Bank Bailouts: Prompt Corrective Action," Discussion Papers 69, Aboa Centre for Economics.
    33. Theoharry Grammatikos & Thorsten Lehnert & Yoichi Otsubo, 2014. "Market Perceptions of US and European Policy Actions Around the Subprime Crisis," IMES Discussion Paper Series 14-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
    34. Andrea Cardillo & Andrea Zaghini, 2012. "The recent trends in long-term bank funding," Questioni di Economia e Finanza (Occasional Papers) 137, Bank of Italy, Economic Research and International Relations Area.
    35. Diemo Dietrich & Achim Hauck, 2012. "Government interventions in banking crises: effects of alternative schemes on bank lending and risk taking," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 133-161, May.
    36. Anke Hassel & Susanne Lütz, 2012. "Balancing Competition and Cooperation: The State’s New Power in Crisis Management," Europe in Question Discussion Paper Series of the London School of Economics (LEQs) 1, London School of Economics / European Institute.
    37. Eijffinger, Sylvester & Nijskens, Rob, 2010. "The lender of last resort: liquidity provision versus the possibility of bail-out," CEPR Discussion Papers 7674, C.E.P.R. Discussion Papers.
    38. A. Burietz & L. Ureche-Rangau, 2020. "Better the devil you know: Home and sectoral biases in bank lending," International Economics, CEPII research center, issue 164, pages 69-85.
    39. Aviram Levy & Andrea Zaghini, 2010. "The pricing of government-guaranteed bank bonds," Temi di discussione (Economic working papers) 753, Bank of Italy, Economic Research and International Relations Area.
    40. Bogetoft Pedersen, Peter & Diakantoni, Antonia & Pérez del Castillo, Carlos & Mkhitarian, Amaliia, 2018. "WTO trade monitoring ten years on: Lessons learned and challenges ahead," WTO Staff Working Papers ERSD-2018-07, World Trade Organization (WTO), Economic Research and Statistics Division.
    41. Tölö, Eero & Jokivuolle, Esa & Viren, Matti, 2019. "Has banks' monitoring of other banks strengthened post-crisis? Evidence from the European overnight market," Bank of Finland Research Discussion Papers 22/2019, Bank of Finland.
    42. Davison, Lee, 2019. "The Temporary Liquidity Guarantee Program: A Systemwide Systemic Risk Exception," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 1(2), pages 1-39, March.
    43. Stéphanie Stolz & Michael Wedow, 2013. "Keeping banks afloat: public lifelines during the financial crisis," International Economics and Economic Policy, Springer, vol. 10(1), pages 81-126, March.
    44. Maria J. Nieto & Gillian G. Garcia, 2012. "The insufficiency of traditional safety nets: what bank resolution fund for Europe?," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 20(2), pages 116-146, May.
    45. Michael R King, 2009. "Time to buy or just buying time? The market reaction to bank rescue packages," BIS Working Papers 288, Bank for International Settlements.
    46. D'Aurizio, Leandro & Oliviero, Tommaso & Romano, Livio, 2015. "Family firms, soft information and bank lending in a financial crisis," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 279-292.
    47. Agnès Bénassy-Quéré & Benoît Coeuré & Pierre Jacquet & Jean Pisani-Ferry, 2009. "The Crisis- Policy Lessons and Policy Challenges," Working Papers 358, Bruegel.
    48. A. Michael Andrews, 2014. "Effective resolution regimes for financial institutions in ASEAN+3," Chapters, in: Iwan J. Azis & Hyun S. Shin (ed.), Global Shock, Risks, and Asian Financial Reform, chapter 12, pages 464-509, Edward Elgar Publishing.
    49. Panetta, Fabio & Correa, Ricardo & Davies, Michael & Di Cesare, Antonio & Marques, José-Manuel & Nadal de Simone, Francisco & Signoretti, Federico & Vespro, Cristina & Vildo, Siret & Wieland, Martin &, 2011. "The impact of sovereign credit risk on bank funding conditions," MPRA Paper 32581, University Library of Munich, Germany.
    50. Claudia M. Buch, 2013. "From the Stability Pact to ESM - What Next?," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 5, Edward Elgar Publishing.
    51. Ghosh, Saurabh & Gopalakrishnan, Pawan & Ranjan, Abhishek, 2022. "Technology shocks, banking sector policy, and the trade-off between firms and households," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 664-688.
    52. Riccardo Revelli, 2010. "Italy: Inching Out of the Global Crisis," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 11(01), pages 44-54, April.
    53. Thompson, Daniel, 2020. "The Greek Credit Guarantee Scheme (Greece GFC)," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 715-738, April.
    54. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    55. Claudio Borio & Bent Vale & Goetz von Peter, 2010. "Resolving the financial crisis: are we heeding the lessons from the Nordics?," Working Paper 2010/17, Norges Bank.
    56. Silvia Bressan, 2017. "Effects from the parent’s exposure to subsidiaries inside Bank Holding Companies (BHCs)," Journal of Banking Regulation, Palgrave Macmillan, vol. 18(2), pages 132-148, April.
    57. Fărcaș, Ioana Georgiana & Nistor, Simona, 2023. "The impact of culture on government interventions in the banking sector," Economic Modelling, Elsevier, vol. 129(C).
    58. Michele Fratianni & Francesco Marchionne, 2009. "Rescuing Banks from the Effects of the Financial Crisis," Mo.Fi.R. Working Papers 30, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    59. Claudio Borio & Marc Farag & Fabrizio Zampolli, 2023. "Tackling the fiscal policy-financial stability nexus," BIS Working Papers 1090, Bank for International Settlements.
    60. Michael Chui & Dietrich Domanski & Peter Kugler & Jimmy Shek, 2010. "The collapse of international bank finance during the crisis: evidence from syndicated loan markets," BIS Quarterly Review, Bank for International Settlements, September.
    61. Hoque, Hafiz, 2013. "From the credit crisis to the sovereign debt crisis: Determinants of share price performance of global banks," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 334-350.
    62. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2010. "Does monetary policy affect bank risk-taking?," BIS Working Papers 298, Bank for International Settlements.
    63. Hett, Florian & Schmidt, Alexander, 2017. "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," Journal of Financial Economics, Elsevier, vol. 126(3), pages 635-651.
    64. Capraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2020. "An evaluation of IFIs impact on EU countries budget deficits," Working Papers of Romania Fiscal Council 201101, Romania Fiscal Council.
    65. Tomas Pavlicek, 2014. "The Developmnet of the Self-employed Sector in the Czech Republic in the Years 2006 - 2010," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 28-46.
    66. Alessandro Carboni, 2011. "The sovereign credit default swap market: price discovery, volumes and links with banks' risk premia," Temi di discussione (Economic working papers) 821, Bank of Italy, Economic Research and International Relations Area.
    67. Metrick, Andrew, 2020. "Bank Debt Guarantee Programs," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 2(3), pages 71-100, April.
    68. Jie Dai, 2014. "Assessing Solvency of Financial Institutions: An Option-theoretic Approach," Proceedings of Economics and Finance Conferences 0401522, International Institute of Social and Economic Sciences.
    69. Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2014. "The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis," Journal of Financial Stability, Elsevier, vol. 11(C), pages 49-61.
    70. Uwe Vollmer & Ralf Bebenroth, 2012. "The Financial Crisis in Japan: Causes and Policy Reactions by the Bank of Japan," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 9(1), pages 51-77, April.
    71. Franco Fiordelisi & Ornella Ricci, 2016. "“Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking," Review of Finance, European Finance Association, vol. 20(6), pages 2321-2347.
    72. Leonardo Gambacorta & Paolo Emilio Mistrulli, 2011. "Bank heterogeneity and interest rate setting: What lessons have we learned since Lehman Brothers?," BIS Working Papers 359, Bank for International Settlements.
    73. Bogetoft Pedersen, Peter & Diakantoni, Antonia, 2020. "Lessons learned and challenges ahead for the WTO Trade Monitoring exercise," WTO Staff Working Papers ERSD-2020-03, World Trade Organization (WTO), Economic Research and Statistics Division.
    74. Edwin Weinstein & Gulnur Muradoglu, 2023. "Who Wil Run Their Bank?," IADI Sponsored Papers 3, International Association of Deposit Insurers.
    75. Adrian Van Rixtel & Gabriele Gasperini, 2013. "Financial crises and bank funding: recent experience in the euro area," BIS Working Papers 406, Bank for International Settlements.
    76. Breton, R. & Pinto, C. & Weber, P.F., 2012. "Banks, moral hazard, and public debts," Financial Stability Review, Banque de France, issue 16, pages 57-70, April.
    77. Nicholas Garvin, 2019. "Emergency Liquidity Injections," RBA Research Discussion Papers rdp2019-10, Reserve Bank of Australia.
    78. Glocker, Christian & Url, Thomas, 2022. "Financial sector rescue programs: Domestic and cross border effects," Journal of International Money and Finance, Elsevier, vol. 127(C).
    79. Paola Bongini & Laura Nieri, 2014. "Identifying and Regulating Systemically Important Financial Institutions," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 43(1), pages 39-62, February.
    80. Sergio Masciantonio & Andrea Tiseno, 2013. "The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late �90s," Questioni di Economia e Finanza (Occasional Papers) 164, Bank of Italy, Economic Research and International Relations Area.
    81. Takatoshi Ito, 2009. "Fire, flood, and lifeboats: policy responses to the global crisis of 2007-09," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 207-249.
    82. Hauck, Achim & Neyer, Ulrike & Vieten, Thomas, 2015. "Reestablishing stability and avoiding a credit crunch: Comparing different bad bank schemes," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 116-128.
    83. Júlia Király, 2020. "Hungary and Other Emerging EU Countries in the Financial Storm," Financial and Monetary Policy Studies, Springer, number 978-3-030-49544-2, March.
    84. Stijn Ferrari & Patrick Van Roy & Cristina Vespro, 2010. "In search of timely credit risk indicators : a view of the current crisis from a market-implied ratings perspective," Financial Stability Review, National Bank of Belgium, vol. 8(1), pages 161-175, June.
    85. Alessandri, Piergiorgio & Masciantonio, Sergio & Zaghini, Andrea, 2014. "Everything you always wanted to know about systemic importance (but were afraid to ask)," CFS Working Paper Series 463, Center for Financial Studies (CFS).
    86. Andrieș, Alin Marius & Nistor, Simona & Ongena, Steven & Sprincean, Nicu, 2020. "On Becoming an O-SII (“Other Systemically Important Institution”)," Journal of Banking & Finance, Elsevier, vol. 111(C).
    87. J.-P. Niinimäki, 2012. "Optimal Design of Bank Bailouts: The Case of Prompt Corrective Action," Finnish Economic Papers, Finnish Economic Association, vol. 25(1), pages 1-19, Spring.
    88. Ugo Albertazzi & Alessandro Notarpietro & Stefano Siviero, 2016. "An inquiry into the determinants of the profitability of Italian banks," Questioni di Economia e Finanza (Occasional Papers) 364, Bank of Italy, Economic Research and International Relations Area.
    89. Hassel, Anke & Lütz, Susanne, 2012. "Balancing competition and cooperation: the state’s new power in crisis management," LSE Research Online Documents on Economics 53201, London School of Economics and Political Science, LSE Library.
    90. Eaton, Ben & Elaluf-Calderwood, Silvia & Sorensen, Carsten & Yoo, Youngjin, 2015. "Distributed tuning of boundary resources: the case of Apple's iOS service system," LSE Research Online Documents on Economics 63272, London School of Economics and Political Science, LSE Library.
    91. Marcus Scheiblecker & Christian Glocker & Serguei Kaniovski & Atanas Pekanov, 2018. "Der Beitrag der Finanzmarktinterventionen des Bundes über die HETA Abwicklungsgesellschaft zur Stabilisierung des österreichischen Finanzmarktes," WIFO Studies, WIFO, number 60979, February.
    92. Michele Anelli & Michele Patanè & Mario Toscano & Stefano Zedda, 2020. "The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads," JRFM, MDPI, vol. 13(7), pages 1-17, July.
    93. Bhadury, Soumya & Ghosh, Saurabh & Gopalakrishnan, Pawan, 2021. "In quest for policy 'silver bullets' towards triggering a v-shaped recovery," MPRA Paper 110905, University Library of Munich, Germany.
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    95. Arturo Estrella & Sebastian Schich, 2012. "Sovereign and Banking Sector Debt: Interconnections through Guarantees," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(2), pages 21-45.
    96. Ghosh, Saurabh & Gopalakrishnan, Pawan & Satija, Sakshi, 2019. "Recapitalization in an Economy with State-Owned Banks - A DSGE Framework," MPRA Paper 96981, University Library of Munich, Germany.
    97. Fratianni, Michele & Marchionne, Francesco, 2013. "The banking bailout of the subprime crisis: Was the bang worth the buck?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 240-264.
    98. Stângă, Irina M., 2014. "Bank bailouts and bank-sovereign risk contagion channels," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 17-40.
    99. Caitlin Ann Greatrex & Erick W. Rengifo, 2010. "Government Intervention and the CDS Market: A Look at the Market's Response to Policy Announcements During the 2007-2009 Financial Crisis," Fordham Economics Discussion Paper Series dp2010-12, Fordham University, Department of Economics.
    100. Varvara Isyuk, 2013. "Determinants of the Allocation of Funds Under the Capital Purchase Program," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 79-114, January.
    101. Florian Hett & Alexander Schmidt, 2013. "Bank Bailouts and Market Discipline: How Bailout Expectations Changed During the Financial Crisis," Working Papers 1305, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 01 Aug 2013.
    102. De Bonis, Riccardo & Pozzolo, Alberto Franco & Stacchini, Massimiliano, 2012. "The Italian banking system: Facts and interpretations," Economics & Statistics Discussion Papers esdp12068, University of Molise, Department of Economics.
    103. Jaroslav Vostatek, 2014. "Tax Treatment of Public and Private Pensions," ACTA VSFS, University of Finance and Administration, vol. 8(1), pages 7-27.
    104. Merler, S. & Pisani-Ferry, J., 2012. "Hazardous tango: sovereign-bank interdependence and financial stability in the euro area," Financial Stability Review, Banque de France, issue 16, pages 201-210, April.
    105. Buch, Claudia M. & Koch, Cathérine Tahmee & Koetter, Michael, 2011. "Crises, rescues, and policy transmission through international banks," Discussion Paper Series 1: Economic Studies 2011,15, Deutsche Bundesbank.
    106. George M. von Furstenberg, 2011. "Concocting Marketable Cocos," Working Papers 222011, Hong Kong Institute for Monetary Research.
    107. Anke Hassel & Susanne Lütz, 2012. "Balancing Competition and Cooperation: The State’s New Power in Crisis Management," LEQS – LSE 'Europe in Question' Discussion Paper Series 51, European Institute, LSE.
    108. Emmanuel Mamatzakis & Panos Remoundos, 2012. "What are the Driving Factors Behind the Rise of Spreads and CDS of Eurozone Sovereign Bonds? A Panel VAR Analysis," Global Credit Review (GCR), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 79-94.
    109. Kawai, Masahiro & Takagi, Shinji, 2009. "Why was Japan Hit So Hard by the Global Financial Crisis?," ADBI Working Papers 153, Asian Development Bank Institute.
    110. Emiliano Grossman & Cornelia Woll, 2014. "Saving the Banks: The Political Economy of Bailouts," SciencePo Working papers Main hal-02186491, HAL.
    111. Ureche-Rangau, Loredana & Burietz, Aurore, 2013. "One crisis, two crises…the subprime crisis and the European sovereign debt problems," Economic Modelling, Elsevier, vol. 35(C), pages 35-44.
    112. Masciantonio, Sergio & Tiseno, Andrea, 2012. "The rise and fall of universal banking: ups and downs of a sample of large and complex financial institutions since the late ‘90s," MPRA Paper 42494, University Library of Munich, Germany.
    113. Căpraru, Bogdan & Georgescu, George & Sprincean, Nicu, 2022. "Do independent fiscal institutions cause better fiscal outcomes in the European Union?," Economic Systems, Elsevier, vol. 46(2).
    114. Massimo Florio, 2014. "The return of public enterprise," Working Papers 201401, CSIL Centre for Industrial Studies.
    115. Michael Diemer & Uwe Vollmer, 2015. "What makes banking crisis resolution difficult? Lessons from Japan and the Nordic Countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 251-277, December.

  25. Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, transparency and the improved operational framework: a look at the overnight volatility transmission," Temi di discussione (Economic working papers) 710, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Abbassi, Puriya & Nautz, Dieter, 2012. "Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 54-69.
    2. Nautz, Dieter & Scheithauer, Jan, 2010. "Monetary policy implementation and overnight rate persistence," Discussion Papers 2010/26, Free University Berlin, School of Business & Economics.
    3. Busch Ulrike & Nautz Dieter, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, vol. 11(3), pages 367-380, August.
    4. C. Emre Alper & R. Armando Morales & Fan Yang, 2017. "Monetary Policy Implementation and Volatility Transmission Along the Yield Curve: The Case of Kenya," South African Journal of Economics, Economic Society of South Africa, vol. 85(3), pages 455-478, September.
    5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series 8664, CESifo.
    6. Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko, 2013. "Competition in banks’ lending business and its interference with ECB monetary policy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 144-162.
    7. Osborne, Matthew, 2016. "Monetary policy and volatility in the sterling money market," Bank of England working papers 588, Bank of England.
    8. Nautz, Dieter & Schmidt, Sandra, 2009. "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
    9. Asif Mahmood, 2016. "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," Working Papers id:8359, eSocialSciences.
    10. Mahmood, Asif, 2014. "Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan," MPRA Paper 54256, University Library of Munich, Germany.

  26. Lamartina, Serena & Zaghini, Andrea, 2008. "Increasing public expenditures: Wagner's law in OECD countries," CFS Working Paper Series 2008/13, Center for Financial Studies (CFS).

    Cited by:

    1. Awaworyi, Sefa & Ugur, Mehmet & Yew, Siew Ling, 2015. "Does government size affect per-capita income growth? A Hierarchical meta-regression analysis," MPRA Paper 68006, University Library of Munich, Germany, revised 18 Nov 2015.
    2. Nyasha, Sheilla & Odhiambo, Nicholas M, 2019. "Government size and economic growth:A review of international literature," Working Papers 25740, University of South Africa, Department of Economics.
    3. Manabu Nose, 2015. "Estimation of Drivers of Public Education Expenditure: Baumol’s Effect Revisited," IMF Working Papers 2015/178, International Monetary Fund.
    4. Ahlfeldt, Gabriel M. & Nitsch, Volker & Wendland, Nicolai, 2019. "Ease vs. noise: Long-run changes in the value of transport (dis)amenities," Journal of Environmental Economics and Management, Elsevier, vol. 98(C).
    5. Lenka Maličká, 2017. "Determinanty zadĺženosti miestnych samospráv Slovenskej republiky [Determinants of the Municipal Indebtedness in the Slovakia]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(3), pages 301-315.
    6. Gitana Dudzevičiūtė & Agnė Šimelytė & Aušra Liučvaitienė, 2018. "Government expenditure and economic growth in the European Union countries," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 45(2), pages 372-386, February.
    7. Glenda Maluleke, 2017. "The Determinants of Government Expenditure: Analysis of the Empirical Literature from 1995 To 2016," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 13(2), pages 212-219, April.
    8. Hassan Mohammadi & Rati Ram, 2015. "Economic Development and Government Spending: An Exploration of Wagner’s Hypothesis during Fifty Years of Growth in East Asia," Economies, MDPI, vol. 3(4), pages 1-11, October.
    9. Ahlfeldt, Gabriel M. & Maennig, Wolfgang & Mueller, Steffen Q., 2022. "The generation gap in direct democracy: Age vs. cohort effects," European Journal of Political Economy, Elsevier, vol. 72(C).
    10. António Afonso, & José Alves, 2016. "Reconsidering Wagner's Law: evidence from the functions of the government," Working Papers Department of Economics 2016/09, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    11. Monojit Chatterji & Sushil Mohan & Sayantan Ghosh Dastidar, 2014. "Determinants of public education expenditure: Evidence from Indian states," Dundee Discussion Papers in Economics 280, Economic Studies, University of Dundee.
    12. Tesařová Žaneta, 2020. "The Wagner’s law testing in the Visegrád Four countries," Review of Economic Perspectives, Sciendo, vol. 20(4), pages 409-430, December.
    13. António Afonso & João Tovar Jalles & Ana Venâncio, 2020. "Government Spending Efficiency, Measurement and Applications: a CrossCountry Efficiency Dataset," EconPol Working Paper 50, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    14. Manuel Jaen-Garcia, 2011. "Empirical Analysis of Wagner’s Law for the Spain’s Regions," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 1(1), pages 1-17, November.
    15. Andreas Chai & Elena Stepanova & Alessio Moneta, 2022. "Quantifying Expenditure Hierarchies and the Expansion of Global Consumption Diversity," LEM Papers Series 2022/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    16. Kanayo Kingsley Ogujiuba & Kizito Ehigiamusoe, 2014. "Capital Budget Implementation in Nigeria: Evidence from the 2012 Capital Budget," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(3), September.
    17. Wahyudi Wahyudi, 2020. "The Relationship between Government Spending and Economic Growth Revisited," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 84-88.
    18. Stephen Moore, 2016. "Wagner in Ireland: An Econometric Analysis," The Economic and Social Review, Economic and Social Studies, vol. 47(1), pages 69-103.
    19. Ebaid Ali & Bahari Zakaria, 2019. "The Nexus between Government Expenditure and Economic Growth: Evidence of the Wagner’s Law in Kuwait," Review of Middle East Economics and Finance, De Gruyter, vol. 15(1), pages 1-9, April.
    20. Chen, Zhigang & Lv, Bingyang & Liu, Yongzheng, 2019. "Financial development and the composition of government expenditure: Theory and cross-country evidence," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 600-611.
    21. Durevall, Dick & Henrekson, Magnus, 2011. "The futile quest for a grand explanation of long-run government expenditure," Journal of Public Economics, Elsevier, vol. 95(7-8), pages 708-722, August.
    22. Gabriel M. Ahlfeldt & Volker Nitsch & Nicolai Wendland, 2019. "Ease versus noise: long-run changes in the value of transport (dis)amenities," CEP Discussion Papers dp1631, Centre for Economic Performance, LSE.
    23. Danuvas Sagarik, 2016. "Determinants of Health Expenditures in ASEAN Region: Theory and Evidence," Millennial Asia, , vol. 7(1), pages 1-19, April.
    24. Nicholas Odhiambo, 2015. "Government Expenditure and Economic Growth in South Africa: an Empirical Investigation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 43(3), pages 393-406, September.
    25. Irandoust, Manuchehr, 2019. "Wagner on government spending and national income: A new look at an old relationship," Journal of Policy Modeling, Elsevier, vol. 41(4), pages 636-646.
    26. Cruz-Martinez, Gibran, 2017. "Is there a Common Path that could have Conditioned the Degree of Welfare State Development in Latin America and the Caribbean?," SocArXiv 2y3mb, Center for Open Science.
    27. Marco Gallegati & Massimo Tamberi, 2020. "Long Swings In The Growth Of Government Expenditure: An International Historical Perspective," Working Papers 447, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    28. Mahmoud M. Sabra, 2016. "Government size, country size, openness and economic growth in selected MENA countries," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 9(1), pages 39-45, April.
    29. Dan Lupu & Mihai Bogdan Petrisor & Ana Bercu & Mihaela Tofan, 2018. "The Impact of Public Expenditures on Economic Growth: A Case Study of Central and Eastern European Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(3), pages 552-570, February.
    30. Pitlik, Hans & Rode, Martin, 2017. "Individualistic values, institutional trust, and interventionist attitudes," Journal of Institutional Economics, Cambridge University Press, vol. 13(3), pages 575-598, September.
    31. Andrzej Kwiatkowski, 2013. "Education investment effects of affirmative action policy. Contest game argument," Dundee Discussion Papers in Economics 279, Economic Studies, University of Dundee.
    32. Lenka Malicka, 2018. "Political Expenditure Cycle in V4 Countries," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 14(3), pages 163-176.
    33. Deepti Ahuja & Deepak Pandit, 2020. "Public Expenditure and Economic Growth: Evidence from the Developing Countries," FIIB Business Review, , vol. 9(3), pages 228-236, September.
    34. Magazzino, Cosimo, 2010. "Wagner's law and Italian disaggregated public spending: some empirical evidences," MPRA Paper 26662, University Library of Munich, Germany.
    35. Zuzana Machová & Igor Kotlán, 2013. "Interakce zdanění, vládních výdajů a ekonomického růstu: panelový VAR model pro země OECD [Interaction of Taxation, Government Expenditure and Economic Growth: Panel VAR Model for OECD Countries]," Politická ekonomie, Prague University of Economics and Business, vol. 2013(5), pages 623-638.
    36. Olayiwola, Saheed O. & Bakare-Aremu, Tunde Abubakar & Abiodun, S.O., 2021. "Public Health Expenditure and Economic Growth in Nigeria: Testing of Wagner's Hypothesis," African Journal of Economic Review, African Journal of Economic Review, vol. 9(2), April.
    37. Paparas, Dimitrios & Stoian, Andreea, 2016. "The validity of Wagner’s Law in Romania during 1995-2015," MPRA Paper 74378, University Library of Munich, Germany.
    38. Philip Arestis & Hüseyin Şen & Ayşe Kaya, 2021. "On the linkage between government expenditure and output: empirics of the Keynesian view versus Wagner’s law," Economic Change and Restructuring, Springer, vol. 54(2), pages 265-303, May.
    39. Dongmin Yao & Yijing Chen & Yixuan Xu, 2021. "How Public Expenditure and Bank Credit Affect Growth: Provincial and Enterprise Level Causal Evidence from China's 2008 Wenchuan Earthquake," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 195-231, May.
    40. Saten Kumar & Zhaoyi Cao, 2020. "Testing for structural changes in the Wagner’s Law for a sample of East Asian countries," Empirical Economics, Springer, vol. 59(4), pages 1959-1976, October.
    41. Sidita KUSHI & Ian P. McMANUS, 2018. "Gendered costs of austerity: The effects of welfare regime and government policies on employment across the OECD, 2000–13," International Labour Review, International Labour Organization, vol. 157(4), pages 557-587, December.
    42. Lenka Malicka, 2021. "The Mill Hypothesis Examination on the EU Sample," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 17(2), pages 47-58.
    43. Fedotenkov, Igor & Idrisov, Georgy, 2021. "A supply-demand model of public sector size," Economic Systems, Elsevier, vol. 45(2).
    44. Martin Larch & Philipp Mohl, 2019. "Mitigating the Gap between the Rich & the Poor: An Empirical Assessment of Key Trends & Drivers of Redistribution," European Economy - Discussion Papers 105, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    45. Irena Szarowska, 2013. "Relationship between government expenditure and output in the problematic regions in the European Union," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 190-199.
    46. Cosimo Magazzino, 2012. "The Nexus between Disaggregated Public Spending and GDP in the Euro Area," Economics Bulletin, AccessEcon, vol. 32(3), pages 2560-2579.
    47. Fedotenkov, Igor & Idrisov, Georgy, 2019. "A supply-demand model of the size of public sector and Wagner's law," MPRA Paper 94973, University Library of Munich, Germany.
    48. Kudrin, Alexey & Sokolov, Ilya, 2017. "Fiscal maneuver and restructuring of the Russian economy," Russian Journal of Economics, Elsevier, vol. 3(3), pages 221-239.
    49. Martin Larch & Philipp Mohl, 2020. "Mitigating the Gap Between the Rich and the Poor: Key Trends and Drivers of Redistribution," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 55(4), pages 245-255, July.
    50. Magazzino, Cosimo, 2010. "Wagner's law and augmented Wagner's law in EU-27. A time-series analysis on stationarity, cointegration and causality," MPRA Paper 26668, University Library of Munich, Germany.
    51. Magazzino, Cosimo, 2011. "The nexus between public expenditure and inflation in the Mediterranean countries," MPRA Paper 28493, University Library of Munich, Germany.
    52. Manuel Jaén-García, 2018. "Wagner’s Law: A Revision and a New Empirical Estimation," Hacienda Pública Española / Review of Public Economics, IEF, vol. 224(1), pages 13-35, March.
    53. Funashima, Yoshito, 2015. "Wagner's law versus displacement effect," MPRA Paper 68390, University Library of Munich, Germany.
    54. Saima Nawaz & Idrees Khawaja, 2020. "The Impact of Political Regime and Institutions on Government Size in Middle-Income Countries," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 59(2), pages 199-220.
    55. Yoshito Funashima & Kazuki Hiraga, 2017. "Wagner’s law, fiscal discipline, and intergovernmental transfer: empirical evidence at the US and German state levels," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(4), pages 652-677, August.
    56. Gibrán Cruz-Martínez, 2021. "Mapping Welfare State Development in (post) Neoliberal Latin America," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 157(1), pages 175-201, August.
    57. Estéfano Rubio & Rodrigo Vergara, 2017. "Carga y estructura tributaria en Chile: comparación con países OCDE," Puntos de Referencia 451, Centro de Estudios Públicos.
    58. Florin Teodor Boldeanu & Madalin Sebastian Ion, 2015. "The Influence Of Public And Private Sector Investment On Economic Growth In The European Union," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(43), pages 219-228.
    59. Chandika Gunasinghe & E. A. Selvanathan & Athula Naranpanawa & John Forster, 2021. "Rising Income Inequality in OECD Countries: Does Fiscal Policy Sacrifice Economic Growth in Achieving Equity?," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 33(6), pages 1840-1876, December.
    60. Magazzino, Cosimo, 2012. "Wagner versus Keynes: Public spending and national income in Italy," Journal of Policy Modeling, Elsevier, vol. 34(6), pages 890-905.
    61. Arze del Granado, F. Javier & Martinez-Vazquez, Jorge & McNab, Robert M., 2012. "Decentralized Governance and Preferences for Public Goods," MPRA Paper 42459, University Library of Munich, Germany.

  27. Barbara Roffia & Andrea Zaghini, 2008. "Excess money growth and inflation dynamics," Temi di discussione (Economic working papers) 657, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Douglas Sutherland & Peter Hoeller & Balázs Égert & Oliver Röhn, 2010. "Counter-cyclical Economic Policy," OECD Economics Department Working Papers 760, OECD Publishing.
    2. Asongu, Simplice A, 2013. "Does Money Matter in Africa? New Empirics on Long- and Short-run Effects of Monetary Policy on Output and Prices," MPRA Paper 48494, University Library of Munich, Germany.
    3. Mr. Helge Berger & Mr. Thomas Harjes & Mr. Emil Stavrev, 2008. "The ECB’s Monetary Analysis Revisited," IMF Working Papers 2008/171, International Monetary Fund.
    4. Christian Dreger & J¨¹rgen Wolters, 2011. "Liquidity and Asset Prices: How Strong are the Linkages?," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 43-52, February.
    5. Joao Miguel Sousa & Andrea Zaghini, 2007. "Global Monetary Policy Shocks in the G5: a SVAR Approach," CEIS Research Paper 89, Tor Vergata University, CEIS.
    6. Maciej Ryczkowski, 2021. "Money and inflation in inflation-targeting regimes – new evidence from time–frequency analysis," Journal of Applied Economics, Taylor & Francis Journals, vol. 24(1), pages 17-44, January.
    7. Claudiu Tiberiu Albulescu & Daniel Goyeau & Cornel Oros, 2015. "On the Long Run Money-Prices Relationship in CEE Countries," Post-Print hal-01257389, HAL.
    8. Simplice A. Asongu, 2014. "Correcting Inflation with Financial Dynamic Fundamentals: Which Adjustments Matter in Africa?," Journal of African Business, Taylor & Francis Journals, vol. 15(1), pages 64-73, April.
    9. Berlemann, Michael & Freese, Julia, 2010. "Monetary policy and real estate prices: A disaggregated analysis for Switzerland," HWWI Research Papers 2-19, Hamburg Institute of International Economics (HWWI).
    10. Ming-Chu Chiang & I-Chun Tsai, 2020. "Importance of Proper Monetary Liquidity: Sustainable Development of the Housing and Stock Markets," Sustainability, MDPI, vol. 12(21), pages 1-20, October.
    11. Emil Stavrev & Helge Berger, 2012. "The information content of money in forecasting euro area inflation," Applied Economics, Taylor & Francis Journals, vol. 44(31), pages 4055-4072, November.
    12. Vestin, David & Lombardo, Giovanni, 2007. "Welfare implications of Calvo vs. Rotemberg pricing assumptions," Working Paper Series 770, European Central Bank.
    13. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2008. "Liquidity and the dynamic pattern of price adjustment: a global view," Discussion Paper Series 1: Economic Studies 2008,25, Deutsche Bundesbank.
    14. Asongu, Simplice A, 2013. "How would monetary policy matter in the proposed African monetary unions? Evidence from output and prices," MPRA Paper 48496, University Library of Munich, Germany.
    15. Asongu Simplice, 2013. "A note on the long-run neutrality of monetary policy: new empirics," Working Papers of the African Governance and Development Institute. 13/032, African Governance and Development Institute..
    16. de Bondt, Gabe, 2009. "Euro area money demand: empirical evidence on the role of equity and labour markets," Working Paper Series 1086, European Central Bank.
    17. Chengsi Zhang & Hong Pang, 2008. "Excess Liquidity and Inflation Dynamics in China: 1997–2007," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(4), pages 1-15, July.
    18. Simplice Asongu, 2016. "New empirics of monetary policy dynamics: evidence from the CFA franc zones," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 7(2), pages 164-204, June.
    19. Mr. Martin Cihak & Ms. Katerina Smídková & Mr. Ales Bulir, 2008. "Writing Clearly: ECB’s Monetary Policy Communication," IMF Working Papers 2008/252, International Monetary Fund.
    20. Ansgar Belke & Walter Orth & Ralph Setzer, 2008. "Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?," International Economics and Economic Policy, Springer, vol. 5(4), pages 403-424, December.
    21. Egorov D.A. (Егоров, Д.А.) & Perevyshina E.A. (Перевышина, Е.А.), 2016. "Modelling of Inflationary Processes in Russia [Моделирование Инфляционных Процессов В России]," Working Papers 2138, Russian Presidential Academy of National Economy and Public Administration.
    22. Hoffmann, Andreas, 2009. "Fear of depression - Asymmetric monetary policy with respect to asset markets," MPRA Paper 17522, University Library of Munich, Germany.
    23. Berger, Helge & Harjes, Thomas & Stavrev, Emil, 2008. "The ECB's monetary analysis revisited," Discussion Papers 2008/14, Free University Berlin, School of Business & Economics.
    24. Frondel, Manuel & Schmidt, Torsten & Vance, Colin & Zimmermann, Tobias & Belke, Ansgar, 2008. "Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 70890.
    25. Gabe J. De Bondt, 2010. "New Evidence On The Motives For Holding Euro Area Money," Manchester School, University of Manchester, vol. 78(3), pages 259-278, June.
    26. Bohl, Martin & Mayes, David G. & Siklos, Pierre L., 2009. "The quality of monetary policy and inflation performance: globalization and its aftermath," Bank of Finland Research Discussion Papers 31/2009, Bank of Finland.
    27. Simplice A, Asongu, 2012. "Fighting consumer price inflation in Africa. What do dynamics in money, credit, efficiency and size tell us?," MPRA Paper 41553, University Library of Munich, Germany.
    28. Sarah Zeller, 2020. "Economic Advantages of Community Currencies," JRFM, MDPI, vol. 13(11), pages 1-11, November.
    29. Jiang, Chun & Chang, Tsangyao & Li, Xiao-Lin, 2015. "Money growth and inflation in China: New evidence from a wavelet analysis," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 249-261.
    30. Joseph Kopecky, 2021. "Okay Boomer... Excess Money Growth, Inflation, and Population Aging," Trinity Economics Papers tep0721, Trinity College Dublin, Department of Economics, revised Oct 2021.
    31. Kulaksizoglu, Tamer & Kulaksizoglu, Sebnem, 2009. "The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis," MPRA Paper 23780, University Library of Munich, Germany.
    32. Christian Dreger & Jürgen Wolters, 2009. "Geldpolitik und Vermögensmärkte," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 78(1), pages 56-65.
    33. Otmar Issing, 2010. "The development of monetary policy in the 20th century – some reflections," Working Paper Research 186, National Bank of Belgium.
    34. José De Gregorio, 2008. "Price Stability and Financial Stability: Some Thoughts on the Current Global Financial Crisis," Economic Policy Papers Central Bank of Chile 28, Central Bank of Chile.
    35. Saumitra N Bhaduri & S. Raja Sethu Durai, 2013. "A Note on Excess Money Growth and Inflation Dynamics: Evidence from Threshold Regression," Working Papers 2013-078, Madras School of Economics,Chennai,India.
    36. Shu-hen Chiang, 2016. "Rising residential rents in Chinese mega cities: The role of monetary policy," Urban Studies, Urban Studies Journal Limited, vol. 53(16), pages 3493-3509, December.
    37. Ansgar BELKE & Walter ORTH & Ralph SETZER, 2008. "Global Liquidity and House Prices: A VAR Analysis for OECD Countries," EcoMod2008 23800010, EcoMod.

  28. Alessandro Calza & Andrea Zaghini, 2008. "Nonlinearities in the dynamics of the euro area demand for M1," Temi di discussione (Economic working papers) 690, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
    2. Beckmann, Joscha & Czudaj, Robert, 2013. "Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?," Energy Economics, Elsevier, vol. 40(C), pages 665-678.
    3. Lieb Lenard & Candelon Bertrand, 2015. "Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 355-376, June.
    4. Jung, Alexander, 2016. "A portfolio demand approach for broad money in the euro area," Working Paper Series 1929, European Central Bank.

  29. Finicelli, Andrea & Sbracia, Massimo & Zaghini, Andrea, 2008. "A disaggregated analysis of the export performance of some industrial and emerging countries," MPRA Paper 11000, University Library of Munich, Germany.

    Cited by:

    1. Angela Cheptea & Lionel Fontagné & Soledad Zignago, 2014. "European Export Performance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00975534, HAL.
    2. Andrea Zaghini, 2006. "Commercial Specialisation in the Countries of Central-Eastern Europe," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 3, July.
    3. Angela Cheptea, 2012. "Who gains and who loses from China’s growth?," Working Papers SMART 12-03, INRAE UMR SMART.
    4. Maria Paula Fontoura & Nuno Crespo, 2015. "Trade performance of the less developed African countries," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(1), pages 223-241, January-M.
    5. Gaulier, Guillaume & Santoni, Gianluca & Taglioni, Daria & Zignago, Soledad, 2013. "In the wake of the global crisis : evidence from a new quarterly database of export competitiveness," Policy Research Working Paper Series 6733, The World Bank.
    6. Gaulier, G. & Santoni, G. & Taglioni, D. & Zignago, S., 2013. "Market Shares in the Wake of the Global Crisis: the Quarterly Export Competitiveness Database," Working papers 472, Banque de France.
    7. Mohd Fayaz & Sandeep Kaur, 2022. "India’s Merchandise Exports to Asia: A Constant Market Share Analysis," Foreign Trade Review, , vol. 57(2), pages 178-197, May.
    8. Bonanno, Graziella, 2014. "A note: Constant Market Share Analysis," MPRA Paper 59997, University Library of Munich, Germany.
    9. Asada, Raphael & Stern, Tobias, 2018. "Competitive Bioeconomy? Comparing Bio-based and Non-bio-based Primary Sectors of the World," Ecological Economics, Elsevier, vol. 149(C), pages 120-128.

  30. Colarossi, Silvio & Zaghini, Andrea, 2007. "Gradualism, transparency and improved operational framework: A look at the overnight volatility transmission," CFS Working Paper Series 2007/16, Center for Financial Studies (CFS).

    Cited by:

    1. Abbassi, Puriya & Nautz, Dieter, 2012. "Monetary transmission right from the start: On the information content of the Eurosystem's main refinancing operations," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 54-69.
    2. Nautz, Dieter & Scheithauer, Jan, 2010. "Monetary policy implementation and overnight rate persistence," Discussion Papers 2010/26, Free University Berlin, School of Business & Economics.
    3. Busch Ulrike & Nautz Dieter, 2010. "Controllability and Persistence of Money Market Rates along the Yield Curve: Evidence from the Euro Area," German Economic Review, De Gruyter, vol. 11(3), pages 367-380, August.
    4. C. Emre Alper & R. Armando Morales & Fan Yang, 2017. "Monetary Policy Implementation and Volatility Transmission Along the Yield Curve: The Case of Kenya," South African Journal of Economics, Economic Society of South Africa, vol. 85(3), pages 455-478, September.
    5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series 8664, CESifo.
    6. Brämer, Patrick & Gischer, Horst & Richter, Toni & Weiß, Mirko, 2013. "Competition in banks’ lending business and its interference with ECB monetary policy," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 144-162.
    7. Osborne, Matthew, 2016. "Monetary policy and volatility in the sterling money market," Bank of England working papers 588, Bank of England.
    8. Nautz, Dieter & Schmidt, Sandra, 2009. "Monetary policy implementation and the federal funds rate," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1274-1284, July.
    9. Asif Mahmood, 2016. "Transmission of Volatility of Money Market Overnight Repo Rate along the Yield Curve in Pakistan," Working Papers id:8359, eSocialSciences.
    10. Mahmood, Asif, 2014. "Volatility Transmission of Overnight Rate along the Yield Curve in Pakistan," MPRA Paper 54256, University Library of Munich, Germany.

  31. Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Sophie Brana & Stéphanie Prat & Marie-Louise Djibenou, 2012. "Global excess liquidity and asset prices in emerging countries: a pvar approach Abstract : The overly accommodating monetary policy is often accused of creating surplus liquidity and bubbles on the as," Larefi Working Papers 201203, Larefi, Université Bordeaux 4.
    2. Fabio C. Bagliano & Claudio Morana, 2006. "International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach," ICER Working Papers 41-2006, ICER - International Centre for Economic Research.
    3. Vespignani, Joaquin L. & Ratti, Ronald A., 2013. "International monetary transmission to the Euro area: Evidence from the U.S., Japan and China," MPRA Paper 49707, University Library of Munich, Germany.
    4. Paolo Del Giovane & Silvia Fabiani & Roberto Sabbatini, 2008. "What�s behind �inflation perceptions�? A survey-based analysis of Italian consumers," Temi di discussione (Economic working papers) 655, Bank of Italy, Economic Research and International Relations Area.
    5. Joao Miguel Sousa & Andrea Zaghini, 2007. "Global Monetary Policy Shocks in the G5: a SVAR Approach," CEIS Research Paper 89, Tor Vergata University, CEIS.
    6. Eickmeier, Sandra & Gambacorta, Leonardo & Hofmann, Boris, 2013. "Understanding global liquidity," Discussion Papers 03/2013, Deutsche Bundesbank.
    7. Brana, Sophie & Djigbenou, Marie-Louise & Prat, Stéphanie, 2012. "Global excess liquidity and asset prices in emerging countries: A PVAR approach," Emerging Markets Review, Elsevier, vol. 13(3), pages 256-267.
    8. Konstantins Benkovskis & Andrejs Bessonovs & Martin Feldkircher & Julia Wörz, 2011. "The Transmission of Euro Area Monetary Shocks to the Czech Republic, Poland and Hungary: Evidence from a FAVAR Model," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 3, pages 8-36.
    9. Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
    10. Ms. Sally Chen & Mr. Philip Liu & Andrea M. Maechler & Chris Marsh & Mr. Sergejs Saksonovs & Mr. Hyun S Shin, 2012. "Exploring the Dynamics of Global Liquidity," IMF Working Papers 2012/246, International Monetary Fund.
    11. Jose A. Zabala & Maria A. Prats, 2020. "The unconventional monetary policy of the European Central Bank: Effectiveness and transmission analysis," The World Economy, Wiley Blackwell, vol. 43(3), pages 794-809, March.
    12. Mr. Helge Berger & Mr. Thomas Harjes, 2009. "Does Global Liquidity Matter for Monetary Policy in the Euro Area?," IMF Working Papers 2009/017, International Monetary Fund.
    13. Peter Tillmann, 2017. "Global Liquidity and the Impact on SEACEN Economies," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp100.
    14. Tomas Havranek & Marek Rusnak, 2012. "Transmission Lags of Monetary Policy: A Meta-Analysis," William Davidson Institute Working Papers Series wp1038, William Davidson Institute at the University of Michigan.
    15. Michael Woodford, 2007. "Globalization and Monetary Control," NBER Chapters, in: International Dimensions of Monetary Policy, pages 13-77, National Bureau of Economic Research, Inc.
    16. Brana, Sophie & Prat, Stéphanie, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
    17. Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," Working Papers 2023-01, University of Tasmania, Tasmanian School of Business and Economics.
    18. Mr. Akito Matsumoto, 2011. "Global Liquidity: Availability of Funds for Safe and Risky Assets," IMF Working Papers 2011/136, International Monetary Fund.
    19. Ács, Attila, 2014. "Pénzintézeti mérlegadatok monetáris politikai újraértelmezése. A brókerkereskedő szervezetek reálgazdasági és likviditási jelentősége [Reconsidering the role of financial institutions balance sheet," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 166-192.
    20. Blau, Benjamin M., 2017. "The volatility of exchange rates and the non-normality of stock returns," Journal of Economics and Business, Elsevier, vol. 91(C), pages 41-52.
    21. Rüffer, Rasmus & Stracca, Livio, 2006. "What is global excess liquidity, and does it matter?," Working Paper Series 696, European Central Bank.
    22. Fatma Pinar Erdem Kucukbicakci & Etkin Ozen & Ibrahim Unalmis, 2020. "Are Macroprudential Policies Effective Tools to Reduce Credit Growth in Emerging Markets?," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(1), pages 73-89, June.
    23. Berger, Helge & Harjes, Thomas, 2008. "Does global liquidity matter for monetary policy in the Euro area?," Discussion Papers 2008/13, Free University Berlin, School of Business & Economics.
    24. Sauro Mocetti, 2012. "Educational choices and the selection process: before and after compulsory schooling," Education Economics, Taylor & Francis Journals, vol. 20(2), pages 189-209, February.
    25. Mesut Turkay, 2018. "Does International Liquidity Matter For G-7 Countries? A PVAR Approach," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 1-13, April.
    26. Haroon Mumtaz & Paolo Surico, 2009. "The Transmission of International Shocks: A Factor-Augmented VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, February.
    27. Nady Rapelanoro, 2016. "Spillover effects of global liquiditys expansion on emerging countries: evidences from a Panel VAR approach," EconomiX Working Papers 2016-17, University of Paris Nanterre, EconomiX.
    28. Shesadri Banerjee & Harendra Behera, 2023. "Financial frictions, bank intermediation and monetary policy transmission in India," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(3), pages 749-785, July.
    29. Otmar Issing, 2011. "Lessons for monetary policy: what should the consensus be?," Globalization Institute Working Papers 81, Federal Reserve Bank of Dallas.
    30. Ellington, Michael & Milas, Costas, 2019. "Global liquidity, money growth and UK inflation," Journal of Financial Stability, Elsevier, vol. 42(C), pages 67-74.
    31. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2021. "The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis," Resources Policy, Elsevier, vol. 72(C).
    32. Carrillo, Julio A., 2012. "How well does sticky information explain the dynamics of inflation, output, and real wages?," Journal of Economic Dynamics and Control, Elsevier, vol. 36(6), pages 830-850.
    33. Issing, Otmar, 2011. "Lessons for monetary policy: What should the consensus be?," CFS Working Paper Series 2011/13, Center for Financial Studies (CFS).
    34. Yoshiyuki Fukuda & Yuki Kimura & Nao Sudo & Hiroshi Ugai, 2013. "Cross-country Transmission Effect of the U.S. Monetary Shock under Global Integration," Bank of Japan Working Paper Series 13-E-16, Bank of Japan.
    35. Vespignani, Joaquin L., 2015. "International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China," Economic Modelling, Elsevier, vol. 44(C), pages 131-141.
    36. Ivan Baboucek & Martin Jancar, 2005. "Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio," Working Papers 2005/01, Czech National Bank.
    37. Azar R. Hasanli, 2020. "Global Liquidity Challenges of the International Monetary System," Proceedings of the 17th International RAIS Conference, June 1-2, 2020 032ah, Research Association for Interdisciplinary Studies.
    38. Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," EconomiX Working Papers 2012-27, University of Paris Nanterre, EconomiX.
    39. Israr Ahmad Shah Hashmi & Arshad Ali Bhatti, 2019. "On the monetary measures of global liquidity," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-23, December.
    40. Tangyong Liu & Xu Gong & Lizhi Tang, 2022. "The uncertainty spillovers of China's economic policy: Evidence from time and frequency domains," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4541-4555, October.
    41. Irfan Akbar Kazi & Hakimzadi Wagan & Farhan Akbar, 2012. "The changing international transmission of US monetary policy shocks: is there evidence of contagion effect on OECD countries," Working Papers hal-04141067, HAL.

  32. Sousa, Joao Miguel & Zaghini, Andrea, 2006. "Global monetary policy shocks in the G5: A SVAR approach," CFS Working Paper Series 2006/30, Center for Financial Studies (CFS).

    Cited by:

    1. Mahjus Ekananda & Tulus Suryanto, 2021. "The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR," Economies, MDPI, vol. 9(4), pages 1-20, October.
    2. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
    3. Ester Faia & Eleni Iliopulos, 2011. "Financial openness, financial frictions and optimal monetary policy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00628737, HAL.
    4. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    5. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Ruhr Economic Papers 323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    6. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks and Industrial Sector Performance in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 8(3), pages 26-40.
    7. Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
    8. Chi Wei Su & Zhi-Feng Wang & Rui Nian & Yanping Zhao, 2017. "Does international capital flow lead to a housing boom? A time-varying evidence from China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(7), pages 851-864, October.
    9. Michael Woodford, 2007. "Globalization and Monetary Control," NBER Chapters, in: International Dimensions of Monetary Policy, pages 13-77, National Bureau of Economic Research, Inc.
    10. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2010. "Liquidity and the dynamic pattern of asset price adjustment: A global view," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1933-1945, August.
    11. Berlemann, Michael & Freese, Julia, 2010. "Monetary policy and real estate prices: A disaggregated analysis for Switzerland," HWWI Research Papers 2-19, Hamburg Institute of International Economics (HWWI).
    12. Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.
    13. Belke, Ansgar & Rees, Andreas, 2014. "Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 306-321.
    14. Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," Working Papers 2023-01, University of Tasmania, Tasmanian School of Business and Economics.
    15. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
    16. Luca Gattini & Huw Pill & Ludger Schuknecht, 2015. "A global perspective on inflation and propagation channels," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(3), pages 50-76, May.
    17. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2008. "Liquidity and the dynamic pattern of price adjustment: a global view," Discussion Paper Series 1: Economic Studies 2008,25, Deutsche Bundesbank.
    18. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
    19. Rüffer, Rasmus & Stracca, Livio, 2006. "What is global excess liquidity, and does it matter?," Working Paper Series 696, European Central Bank.
    20. Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Discussion Papers of DIW Berlin 971, DIW Berlin, German Institute for Economic Research.
    21. Mesut Turkay, 2018. "Does International Liquidity Matter For G-7 Countries? A PVAR Approach," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 1-13, April.
    22. Ansgar Belke & Walter Orth & Ralph Setzer, 2008. "Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?," International Economics and Economic Policy, Springer, vol. 5(4), pages 403-424, December.
    23. Kishan Abeygunawardana & Chandranath Amarasekara & C. D. Tilakaratne, 2017. "Macroeconomic Effects of Monetary Policy Shocks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(1), pages 21-38, March.
    24. Haroon Mumtaz & Paolo Surico, 2009. "The Transmission of International Shocks: A Factor-Augmented VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, February.
    25. Shesadri Banerjee & Harendra Behera, 2023. "Financial frictions, bank intermediation and monetary policy transmission in India," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(3), pages 749-785, July.
    26. Hu, May & Li, Yunfeng & Yang, Jingjing & Chao, Chi-Chur, 2016. "Actual intervention and verbal intervention in the Chinese RMB exchange rate," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 499-508.
    27. Mustafa Kilinc & Cengiz Tunc, 2014. "Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach," Working Papers 1423, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    28. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2021. "The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis," Resources Policy, Elsevier, vol. 72(C).
    29. Mirdala, Rajmund, 2009. "Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)," MPRA Paper 14072, University Library of Munich, Germany.
    30. Bahram Adrangi & Hannah Baade & Kambiz Raffiee, 2019. "Dynamic Responses of the Economy to Monetary Shocks in the United Kingdom," Review of Economics & Finance, Better Advances Press, Canada, vol. 15, pages 31-45, February.
    31. Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2009. "Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries," Ruhr Economic Papers 102, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    32. Emmanuel Erem, 2024. "The Transmission Mechanism of the European Central Bank Unconventional Monetary Policy: A Global Assessment," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 16(3), pages 1-50, March.
    33. Vespignani, Joaquin L., 2015. "International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China," Economic Modelling, Elsevier, vol. 44(C), pages 131-141.
    34. Marie-Louise Djigbenou, 2014. "Determinants of Global Liquidity Dynamics:a FAVAR approach," Working Papers hal-00956314, HAL.
    35. Arash Ketabforoush Badri, 2022. "The Monetary Policy Shocks and the Price of Selected Oil Commodity Groups in Iran," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 7(3), pages 51-59, September.
    36. Mohamed BELHEDI & Ines SLAMA & Amine LAHIANI, 2015. "Tranmission Of International Shocks To An Emerging Small Open-Economy: Evidence From Tunisia," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 231-258.
    37. Yiping Huang & Peichu Xie & Jiao Wang, 2014. "International Transmission of the People's Bank of China's Balance Sheet Expansion," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(2), pages 276-296, July.
    38. Asit B Chakraborty & Sanjib Bordoloi, 2013. "International commodity prices – volatility and global liquidity," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 239-258, Bank for International Settlements.
    39. Ansgar BELKE & Walter ORTH & Ralph SETZER, 2008. "Global Liquidity and House Prices: A VAR Analysis for OECD Countries," EcoMod2008 23800010, EcoMod.
    40. Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.

  33. Sousa, Joao Miguel & Zaghini, Andrea, 2006. "Global monetary policy shocks in the G5: A SVAR approach," CFS Working Paper Series 2006/30, Center for Financial Studies (CFS).

    Cited by:

    1. Mahjus Ekananda & Tulus Suryanto, 2021. "The Influence of Global Financial Liquidity on the Indonesian Economy: Dynamic Analysis with Threshold VAR," Economies, MDPI, vol. 9(4), pages 1-20, October.
    2. Ratti, Ronald A & Vespignani, Joaquin L., 2012. "Crude Oil Prices and Liquidity, the BRIC and G3 countries," MPRA Paper 44049, University Library of Munich, Germany.
    3. Ester Faia & Eleni Iliopulos, 2011. "Financial openness, financial frictions and optimal monetary policy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00628737, HAL.
    4. Ratti, Ronald A. & Vespignani, Joaquin L., 2015. "Commodity prices and BRIC and G3 liquidity: A SFAVEC approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 18-33.
    5. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Ruhr Economic Papers 323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    6. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks and Industrial Sector Performance in South Africa," Journal of Economics and Behavioral Studies, AMH International, vol. 8(3), pages 26-40.
    7. Antonello D'Agostino & Paolo Surico, 2009. "Does Global Liquidity Help to Forecast U.S. Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 479-489, March.
    8. Chi Wei Su & Zhi-Feng Wang & Rui Nian & Yanping Zhao, 2017. "Does international capital flow lead to a housing boom? A time-varying evidence from China," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(7), pages 851-864, October.
    9. Michael Woodford, 2007. "Globalization and Monetary Control," NBER Chapters, in: International Dimensions of Monetary Policy, pages 13-77, National Bureau of Economic Research, Inc.
    10. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2010. "Liquidity and the dynamic pattern of asset price adjustment: A global view," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1933-1945, August.
    11. Berlemann, Michael & Freese, Julia, 2010. "Monetary policy and real estate prices: A disaggregated analysis for Switzerland," HWWI Research Papers 2-19, Hamburg Institute of International Economics (HWWI).
    12. Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.
    13. Belke, Ansgar & Rees, Andreas, 2014. "Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 306-321.
    14. Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," Working Papers 2023-01, University of Tasmania, Tasmanian School of Business and Economics.
    15. Beckmann, Joscha & Belke, Ansgar & Czudaj, Robert, 2014. "Does global liquidity drive commodity prices?," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 224-234.
    16. Luca Gattini & Huw Pill & Ludger Schuknecht, 2015. "A global perspective on inflation and propagation channels," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(3), pages 50-76, May.
    17. Belke, Ansgar & Orth, Walter & Setzer, Ralph, 2008. "Liquidity and the dynamic pattern of price adjustment: a global view," Discussion Paper Series 1: Economic Studies 2008,25, Deutsche Bundesbank.
    18. Adebayo Augustine Kutu & Harold Ngalawa, 2016. "Monetary Policy Shocks And Industrial Output In Brics Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(3), pages 3-24, July-Sept.
    19. Rüffer, Rasmus & Stracca, Livio, 2006. "What is global excess liquidity, and does it matter?," Working Paper Series 696, European Central Bank.
    20. Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Discussion Papers of DIW Berlin 971, DIW Berlin, German Institute for Economic Research.
    21. Mesut Turkay, 2018. "Does International Liquidity Matter For G-7 Countries? A PVAR Approach," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 1-13, April.
    22. Ansgar Belke & Walter Orth & Ralph Setzer, 2008. "Sowing the seeds for the subprime crisis: does global liquidity matter for housing and other asset prices?," International Economics and Economic Policy, Springer, vol. 5(4), pages 403-424, December.
    23. Kishan Abeygunawardana & Chandranath Amarasekara & C. D. Tilakaratne, 2017. "Macroeconomic Effects of Monetary Policy Shocks," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(1), pages 21-38, March.
    24. Haroon Mumtaz & Paolo Surico, 2009. "The Transmission of International Shocks: A Factor-Augmented VAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(s1), pages 71-100, February.
    25. Shesadri Banerjee & Harendra Behera, 2023. "Financial frictions, bank intermediation and monetary policy transmission in India," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(3), pages 749-785, July.
    26. Hu, May & Li, Yunfeng & Yang, Jingjing & Chao, Chi-Chur, 2016. "Actual intervention and verbal intervention in the Chinese RMB exchange rate," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 499-508.
    27. Mustafa Kilinc & Cengiz Tunc, 2014. "Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach," Working Papers 1423, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    28. Ding, Qian & Huang, Jianbai & Zhang, Hongwei, 2021. "The time-varying effects of financial and geopolitical uncertainties on commodity market dynamics: A TVP-SVAR-SV analysis," Resources Policy, Elsevier, vol. 72(C).
    29. Mirdala, Rajmund, 2009. "Interest rate transmission mechanism of the monetary policy in the selected EMU candidate countries (SVAR approach)," MPRA Paper 14072, University Library of Munich, Germany.
    30. Bahram Adrangi & Hannah Baade & Kambiz Raffiee, 2019. "Dynamic Responses of the Economy to Monetary Shocks in the United Kingdom," Review of Economics & Finance, Better Advances Press, Canada, vol. 15, pages 31-45, February.
    31. Belke, Ansgar & Bordon, Ingo G. & Hendricks, Torben W., 2009. "Global Liquidity and Commodity Prices – A Cointegrated VAR Approach for OECD Countries," Ruhr Economic Papers 102, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    32. Emmanuel Erem, 2024. "The Transmission Mechanism of the European Central Bank Unconventional Monetary Policy: A Global Assessment," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 16(3), pages 1-50, March.
    33. Vespignani, Joaquin L., 2015. "International transmission of monetary shocks to the Euro area: Evidence from the U.S., Japan and China," Economic Modelling, Elsevier, vol. 44(C), pages 131-141.
    34. Marie-Louise Djigbenou, 2014. "Determinants of Global Liquidity Dynamics:a FAVAR approach," Working Papers hal-00956314, HAL.
    35. Arash Ketabforoush Badri, 2022. "The Monetary Policy Shocks and the Price of Selected Oil Commodity Groups in Iran," Noble International Journal of Economics and Financial Research, Noble Academic Publsiher, vol. 7(3), pages 51-59, September.
    36. Mohamed BELHEDI & Ines SLAMA & Amine LAHIANI, 2015. "Tranmission Of International Shocks To An Emerging Small Open-Economy: Evidence From Tunisia," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 42, pages 231-258.
    37. Yiping Huang & Peichu Xie & Jiao Wang, 2014. "International Transmission of the People's Bank of China's Balance Sheet Expansion," Asian Economic Policy Review, Japan Center for Economic Research, vol. 9(2), pages 276-296, July.
    38. Asit B Chakraborty & Sanjib Bordoloi, 2013. "International commodity prices – volatility and global liquidity," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 239-258, Bank for International Settlements.
    39. Ansgar BELKE & Walter ORTH & Ralph SETZER, 2008. "Global Liquidity and House Prices: A VAR Analysis for OECD Countries," EcoMod2008 23800010, EcoMod.
    40. Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.

  34. Calza, Alessandro & Zaghini, Andrea, 2006. "Non-linear dynamics in the euro area demand for M1," Working Paper Series 592, European Central Bank.

    Cited by:

    1. Daniel Dias, 2006. "Measuring the Importance of the Uniform Nonsynchronization Hypothesis," Working Papers w200603, Banco de Portugal, Economics and Research Department.
    2. Marcus Scheiblecker, 2017. "Modelling Short-run Money Demand for the US," Applied Economics and Finance, Redfame publishing, vol. 4(5), pages 9-20, September.
    3. Austin, Darran & Ward, Bert & Dalziel, Paul, 2007. "The demand for money in China 1987-2004: A non-linear modelling approach," China Economic Review, Elsevier, vol. 18(2), pages 190-204.
    4. Leonardo Gambacorta & Carlotta Rossi, 2007. "Modelling bank lending in the euro area: A non-linear approach," Temi di discussione (Economic working papers) 650, Bank of Italy, Economic Research and International Relations Area.

  35. Andrea Zaghini, 2005. "Evolution of trade patterns in the new EU member states," Temi di discussione (Economic working papers) 568, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Kapllan Halimi, 2020. "Export Competitiveness of Food Industry in Kosovo," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 648-665, December.
    2. Benno Ferrarini & Pasquale Scaramozzino, 2015. "The Product Space Revisited: China's Trade Profile," The World Economy, Wiley Blackwell, vol. 38(9), pages 1368-1386, September.
    3. Jürgen Meckl & Ivan Savin, 2018. "Factor-Biased Technical Change and Specialization Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 10(2), pages 75-100, June.
    4. Hoang, Viet, 2019. "The Dynamics of Agricultural Intra-Industry Trade: A Comprehensive Case Study in Vietnam," Structural Change and Economic Dynamics, Elsevier, vol. 49(C), pages 74-82.
    5. Andrea Zaghini, 2006. "Commercial Specialisation in the Countries of Central-Eastern Europe," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 3, July.
    6. Ferrarini, Benno & Scaramozzino, Pasquale, 2016. "Production complexity, adaptability and economic growth," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 52-61.
    7. Beňo, Michal, 2021. "E-working: Country Versus Culture Dimension," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    8. Ferrarini, Benno & Scaramozzino, Pasquale, 2013. "Complexity, Specialization, and Growth," ADB Economics Working Paper Series 344, Asian Development Bank.
    9. Stéphane Bécuwe, 2016. "French textile specialization in long run perspective (1836-1938) : Trade policy as industrial policy," Post-Print hal-02149617, HAL.
    10. Smutka, L. & Maitah, Mansoor & Zhuravleva, E. A., 2014. "The Russian Federation – Specifics of the Sugar Market," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 6(1), pages 1-14, March.
    11. Raphaël Chiappini, 2010. "Dynamique des spécialisations et performances commerciales des pays d’Europe centrale et orientale(PECO)," Larefi Working Papers 201005, Larefi, Université Bordeaux 4.
    12. Irena BENESOVA & Mansoor MAITAH & Lubos SMUTKA & Karel TOMSIK & Natalia ISHCHUKOVA, 2017. "Perspectives of the Russian agricultural exports in terms of comparative advantage," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 63(7), pages 318-330.
    13. Imre Fertő & Karoly Attila Soos, 2009. "Duration of trade of former communist countries in the EU market," Post-Communist Economies, Taylor & Francis Journals, vol. 21(1), pages 31-39.
    14. Aleksandra Parteka, 2012. "Skilled-Unskilled Wage Gap Versus Evolving Trade And Labour Market Structures in the EU," Working Papers 1204, Instytut Rozwoju, Institute for Development.
    15. Imre Ferto, 2007. "The Dynamics of Trade in Central and Eastern European Countries," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 5(1), pages 5-23.
    16. Platania, Marco & Rapisarda, P. & Rizzo, M., 2015. "Italian Trade Specialization: Persistence and Change in Regional Agri-Food Production," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 7(4), pages 1-9, December.
    17. Miroslav Svatoš & Luboš Smutka, 2012. "Comparative advantages of the Czech agrarian foreign trade in relation to the EU and third countries," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(4), pages 363-378.
    18. Aleksandra Parteka, 2013. "The evolving structure of Polish exports (1994−2010) – diversification of products and trade partners," Bank i Kredyt, Narodowy Bank Polski, vol. 44(5), pages 435-466.
    19. Cristiano Antonelli & Francesco Quatraro, 2014. "The effects of biased technological changes on total factor productivity: a rejoinder and new empirical evidence," Post-Print hal-01070563, HAL.
    20. Bojnec, Štefan & Fertő, Imre, 2014. "Forestry industry trade by degree of wood processing in the enlarged European Union countries," Forest Policy and Economics, Elsevier, vol. 40(C), pages 31-39.
    21. Drabik, Dusan & Bartova, Lubica, 2007. "Assessing the Implications of EU Enlargement for CEEC Agri-food Trade Specialisation," 104th Seminar, September 5-8, 2007, Budapest, Hungary 7783, European Association of Agricultural Economists.
    22. Finicelli, Andrea & Sbracia, Massimo & Zaghini, Andrea, 2008. "A disaggregated analysis of the export performance of some industrial and emerging countries," MPRA Paper 11000, University Library of Munich, Germany.
    23. Miroslav Svatoš & Luboš Smutka, 2012. "Structure and Competitiveness of Mutual Agrarian Trade of Visegrad Countries," Acta Universitatis Bohemiae Meridionales, University of South Bohemia in Ceske Budejovice, vol. 15(2), pages 95-106.
    24. Raphaël Chiappini, 2013. "Persistence vs. Mobility in Industrial and Technological Specialisations: Evidence from 11 Euro Area Countries," GREDEG Working Papers 2013-01, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    25. David Aristei & Davide Castellani & Chiara Franco, 2011. "Firms' exporting and importing activities: is there a two-way relationship?," Quaderni del Dipartimento di Economia, Finanza e Statistica 99/2011, Università di Perugia, Dipartimento Economia.
    26. Peter BIELIK & Luboš SMUTKA & Miroslav SVATOŠ & Daniela HUPKOVÁ, 2013. "Czech and Slovak agricultural foreign trade - two decades after the dissolution," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 59(10), pages 441-453.
    27. Darmawan, Dwi Putra & Arisena, Gede Mekse Korri & Utami, Ni Wayan Febriana & Krisnandika, Anak Agung Keswari, 2021. "The Dynamics of the Social Network of Urban Farmers in Subak Sembung Denpasar," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    28. Svatos, Miroslav & Smutka, Lubos, 2012. "Development of Agricultural Trade of Visegrad Group Countries in Relation to EU and Third Countries," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(3), pages 1-15, September.
    29. Ferrarini, Benno & Scaramozzino, Pasquale, 2011. "Indicators and Patterns of Specialization in International Trade," Papers 148, World Trade Institute.
    30. Zdráhal, Ivo & Hrabálek, Martin & Kadlec, Petr & Krpec, Oldřich, 2021. "Brazil's Comparative Advantages and Specialization Dynamics in Agri-food Trade," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    31. Widarjono, Agus & Mumpuni Ruchba, Sarastri, 2021. "Demand for Meat in Indonesia: Censored AIDS Model," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    32. Popa Angela Cristina, 2012. "ROMANIAâ€(tm)S SPECIALIZATION IN TRADE TOWARDS EU-27 - A REVEALED COMPARATIVE ADVANTAGE APPROACH," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 54-60, July.
    33. Stéphane Bécuwe & Bertrand Blancheton & Christopher Meissner, 2015. "France’s international insertion strategy in globalization in the long run perspective 1836-1938," Post-Print hal-02149499, HAL.
    34. Laura CARRARESI & Alessandro BANTERLE, 2013. "The agri-food competitive performance in the EU countries: a fifteen years retrospective," Departmental Working Papers 2013-14, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    35. Belova, Anna & Smutka, Lubos & Rosochatecka, Eva & Bazina, A., 2012. "Competitiveness of Domestic Production of Poultry Meat on the EU Market and on the World Market," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(4 Special), pages 1-15, December.
    36. Marica DUMITRASCO, 2020. "Romania s position in the global value chains in comparison with European countries," Smart Cities International Conference (SCIC) Proceedings, Smart-EDU Hub, vol. 8, pages 9-25, November.
    37. Irina Marilena Ban, 2017. "Measuring trade specialization dynamics: the case of Romania and Bulgaria," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(2), pages 229-248, May.
    38. Cima, Elizabeth Giron & Freire da Rocha-Junior, Weimar & Uribe-Opazo, Miguel Angel & Dalposso, Gustavo Henrique, 2021. "Modifiable Areal Unit Problem (MAUP): Analysis of Agriculture of the State of Paraná-Brazil," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    39. Yonas T. Bahta & Salomo Mbai, 2023. "Competitiveness of Namibia’s Agri-Food Commodities: Implications for Food Security," Resources, MDPI, vol. 12(3), pages 1-21, March.
    40. Dimitri Mardas & Chistos Nikas, 2008. "European Integration, Intra-industry Trade in Vertically Differentiated Products and the Balkan Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 14(4), pages 355-368, November.
    41. Bojnec, Stefan & Ferto, Imre, 2009. "Former Central European Free Trade Agreement countries’ agri-food trade specialisation," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 58(08), pages 1-9, November.
    42. Kardung, Maximilian & Drabik, Dušan, 2021. "Full speed ahead or floating around? Dynamics of selected circular bioeconomies in Europe," Ecological Economics, Elsevier, vol. 188(C).
    43. Stéphane Becuwe & Bertrand Blancheton & Christopher M Meissner, 2018. "Stages of diversification: France, 1836–1938," European Review of Economic History, European Historical Economics Society, vol. 22(4), pages 430-461.
    44. Marcello Signorelli & Enrico Marelli, 2007. "Institutional change, regional features and aggregate performance in eight EU’s transition countries," Quaderni del Dipartimento di Economia, Finanza e Statistica 37/2007, Università di Perugia, Dipartimento Economia.
    45. Nendissa, Doppy Roy & Anindita, Ratya & Khoiriyah, Nikmatul & Sa’diyah, Ana Arifatus, 2021. "Consumption and Beef Price Changes on Demand in East Nusa Tenggara, Indonesia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    46. Molendowski Edward & Polan Wojciech, 2020. "Poland in the single European market—changes in the similarity of import and export structures in comparison with the EU-10 countries in 2004–20171," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 56(1), pages 20-30, March.
    47. Alessandro Antimiani & Fabrizio De Filippis & Roberto Henke, 2006. "European Union Enlargement and Agri-Food Trade Specialisation," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
    48. Ivan Savin & Peter Winker, 2009. "Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession," MAGKS Papers on Economics 200914, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    49. Látečková, Anna & Trnková, Michaela, 2021. "Cloud Computing in Agricultural Enterprises in Slovakia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    50. Alessandrini, Michele & Enowbi Batuo, Michael, 2008. "The Trade Specialization of SANE:Evidence from Manufacturing Industries," MPRA Paper 13216, University Library of Munich, Germany.
    51. Kudryashova, Ekaterina & Casetti, Michele, 2021. "The Internet of Things - the Nearest Future of Viticulture," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    52. Svatoš, M. & Maitah, Mansoor & Belova, Anna, 2013. "World Sugar Market – Basic Development Trends and Tendencies," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 5(2), pages 1-16, June.
    53. Maximilian Kardung & Kutay Cingiz & Ortwin Costenoble & Roel Delahaye & Wim Heijman & Marko Lovrić & Myrna van Leeuwen & Robert M’Barek & Hans van Meijl & Stephan Piotrowski & Tévécia Ronzon & Johanne, 2021. "Development of the Circular Bioeconomy: Drivers and Indicators," Sustainability, MDPI, vol. 13(1), pages 1-24, January.
    54. Matteo Bugamelli & Alfonso Rosolia, 2006. "Productivity and foreign competition," Temi di discussione (Economic working papers) 578, Bank of Italy, Economic Research and International Relations Area.
    55. Burianova, Jaroslava & Belova, Anna, 2012. "The Competitiveness of Agricultural Foreign Trade Commodities of the CR Assessed by Way of the Lafay Index," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(4 Special), pages 1-10, December.
    56. Svatoš, Miroslav & Smutka, Luboš, 2014. "Visegrad countries - agrarian foreign trade development in relation to their total merchandise trade performance," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 14(29), pages 1-15, December.
    57. Luboš Smutka & Jaroslava Burianová & Anna Belova, 2012. "The comparative advantage of Czech agricultural trade in relation to the most important trade partner countries in the period of 2008-2011," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(7), pages 273-288.
    58. Ivo Zdráhal & Nahanga Verter & Barbora Daňková & Jan Kuchtík, 2019. "Products Mapping' and Agri-Food Trade between Nigeria and ECOWAS Member Countries," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 67(5), pages 1379-1392.
    59. Nahanga Verter & Ivo Zdráhal & Věra Bečvářová & Libor Grega, 2020. "'Products mapping' and trade in agri-food products between Nigeria and the EU28," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 66(1), pages 34-45.
    60. Andrey Pushkarev & Natalia Davidson & Oleg Mariev & Nikita Luft, 0000. "Specialization of Russia in international trade: development in the changing international environment," Proceedings of Economics and Finance Conferences 11413244, International Institute of Social and Economic Sciences.
    61. Alessia Lo Turco & Aleksandra Parteka, 2009. "Empirical investigation on labour market interactions in an enlarged Europe," Bank i Kredyt, Narodowy Bank Polski, vol. 40(1), pages 87-105.
    62. Raphaël Chiappini, 2010. "Dynamique des spécialisations et performances commerciales des pays d'Europe centrale et orientale (PECO)," Working Papers hal-00637591, HAL.
    63. Viet V. Hoang, 2019. "Investigating the evolution of agricultural trade specialization in transition economies: A case study from Vietnam," The International Trade Journal, Taylor & Francis Journals, vol. 33(4), pages 361-378, July.

  36. Paola Caselli & Andrea Zaghini, 2005. "International specialization models in Latin America: the case of Argentina," Temi di discussione (Economic working papers) 558, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Andrea Zaghini, 2006. "Commercial Specialisation in the Countries of Central-Eastern Europe," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 3, July.
    2. Andrea Zaghini, 2005. "Evolution of trade patterns in the new EU member states," Temi di discussione (Economic working papers) 568, Bank of Italy, Economic Research and International Relations Area.
    3. Platania, Marco & Rapisarda, P. & Rizzo, M., 2015. "Italian Trade Specialization: Persistence and Change in Regional Agri-Food Production," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 7(4), pages 1-9, December.
    4. Finicelli, Andrea & Sbracia, Massimo & Zaghini, Andrea, 2008. "A disaggregated analysis of the export performance of some industrial and emerging countries," MPRA Paper 11000, University Library of Munich, Germany.
    5. Matteo Bugamelli & Alfonso Rosolia, 2006. "Productivity and foreign competition," Temi di discussione (Economic working papers) 578, Bank of Italy, Economic Research and International Relations Area.
    6. Adam A. Ambroziak & Joanna Stefaniak, 2022. "The position of China in trade in services within the European Union," Oeconomia Copernicana, Institute of Economic Research, vol. 13(2), pages 335-354, June.
    7. Belmartino, Andrea, 2022. "Green & non-green relatedness: challenges and diversification opportunities for regional economies in Argentina," Nülan. Deposited Documents 3697, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.

  37. Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005. "Monetary policy predictability in the euro area: An international comparison," Working Paper 2005/7, Norges Bank.

    Cited by:

    1. Jung, Alexander, 2016. "Have minutes helped to predict fed funds rate changes?," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 18-32.
    2. Lustenberger, Thomas & Rossi, Enzo, 2018. "Does Central Bank Transparency and Communication Affect Financial and Macroeconomic Forecasts?," Working papers 2018/06, Faculty of Business and Economics - University of Basel.
    3. Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission," International Finance, Wiley Blackwell, vol. 12(2), pages 151-170, August.
    4. Geraats, P. & Eijffinger, S.C.W. & van der Cruijsen, C.A.B., 2006. "Does Central Bank Transparency Reduce Interest Rates?," Other publications TiSEM fd5584c7-1654-4695-ac85-e, Tilburg University, School of Economics and Management.
    5. Philipp Hartman & Frank Smets, 2018. "The European Central Bank’s Monetary Policy during Its First 20 Years," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 1-146.
    6. Marek Rozkrut, 2008. "It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication," NBP Working Papers 47, Narodowy Bank Polski.
    7. Hartmann, Philipp & Smets, Frank, 2018. "The first twenty years of the European Central Bank: monetary policy," CEPR Discussion Papers 13411, C.E.P.R. Discussion Papers.
    8. Brand, Claus & Turunen, Jarkko & Buncic, Daniel, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 657, European Central Bank.
    9. Fabio Canova & Carlo Favero, 2005. "Monetary policy in the Euro area: Lessons from 5 years of ECB and implications for Turkey," Economics Working Papers 922, Department of Economics and Business, Universitat Pompeu Fabra.
    10. Jung, Alexander, 2016. "Have FOMC minutes helped markets to predict FED funds rate changes?," Working Paper Series 1961, European Central Bank.
    11. Bennani, Hamza, 2014. "Does one word fit all? The asymmetric effects of central banks' communication policy," MPRA Paper 57150, University Library of Munich, Germany.
    12. Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2016. "Central bank transparency and exchange rate volatility effects on inflation-output volatility," Economics and Business Letters, Oviedo University Press, vol. 5(4), pages 125-133.
    13. Jung, Alexander & El-Shagi, Makram, 2015. "Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of England's MPC?," Working Paper Series 1808, European Central Bank.
    14. Sébastien Kraenzlin, 2007. "The characteristics and development of the Swiss franc repurchase agreement market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(2), pages 241-261, June.
    15. Jung, Alexander, 2016. "Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?," Working Paper Series 1926, European Central Bank.
    16. Alexis Flageollet & Hamza Bahaji, 2016. "Monetary Policy and Risk-Based Asset Allocation," Open Economies Review, Springer, vol. 27(5), pages 851-870, November.
    17. Michał Laskowski, 2016. "Instytucjonalne uwarunkowania wspólnej polityki pieniężnej w Unii Gospodarczej i Walutowej / Institutional Framework of Single Monetary Policy in The Economic and Monetary Union," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 16, pages 313-331, December.
    18. Fabio Filipozzi, 2009. "Market‐Based Measures of Monetary Policy Expectations and Their Evolution Since the Introduction of the Euro," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(3), pages 137-167, November.
    19. Bennani, Hamza, 2014. "The art of central banks' forward guidance at the zero lower bound," MPRA Paper 57043, University Library of Munich, Germany.
    20. Favero, Carlo A. & Canova, Fabio, 2005. "Monetary Policy in the Euro Area: Lessons from Five Years of ECB and Implications for Turkey," CEPR Discussion Papers 5101, C.E.P.R. Discussion Papers.
    21. Rozkrut, Marek & Rybinski, Krzysztof & Sztaba, Lucyna & Szwaja, Radoslaw, 2007. "Quest for central bank communication: Does it pay to be "talkative"?," European Journal of Political Economy, Elsevier, vol. 23(1), pages 176-206, March.
    22. Bruno Ducoudre, 2008. "Structure par terme des taux d’intérêt et anticipations de la politique économique," Sciences Po publications info:hdl:2441/5221, Sciences Po.
    23. El-Shagi, Makram & Jung, Alexander, 2015. "Have minutes helped markets to predict the MPC's monetary policy decisions?," European Journal of Political Economy, Elsevier, vol. 39(C), pages 222-234.

  38. Zaghini, Andrea, 2003. "Trade advantages and specialisation dynamics in acceding countries," Working Paper Series 249, European Central Bank.

    Cited by:

    1. Oana Ancuta Stangaciu, 2011. "The Dynamic Of Regional Trade Specialisation Pattern In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 3(2), pages 336-354, June.
    2. Vasilii Erokhin & Gao Tianming & Anna Ivolga, 2021. "Cross-Country Potentials and Advantages in Trade in Fish and Seafood Products in the RCEP Member States," Sustainability, MDPI, vol. 13(7), pages 1-40, March.
    3. Beňo, Michal, 2021. "E-working: Country Versus Culture Dimension," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    4. Yose Rizal Damuri & Raymond Atje & Arya B. Gaduh, 2006. "Integration and Trade Specialization in East Asia," CSIS Economics Working Paper Series WPE094, Centre for Strategic and International Studies, Jakarta, Indonesia.
    5. Giovanni Federico & Nikolaus Wolf, 2011. "Comparative Advantage: A Long-Run Perspective," Quaderni di storia economica (Economic History Working Papers) 09, Bank of Italy, Economic Research and International Relations Area.
    6. Wolf, Nikolaus & Federico, Giovanni, 2012. "Italy?s Comparative Advantage: A Long-Run Perspective," CEPR Discussion Papers 8758, C.E.P.R. Discussion Papers.
    7. Mansoor Maitah & Elena Kuzmenko & Lubos Smutka, 2016. "Real Effective Exchange Rate of Rouble and Competitiveness of Russian Agrarian Producers," Economies, MDPI, vol. 4(3), pages 1-19, June.
    8. Marco PLATANIA, 2014. "Trade Advantage Of Italian Industrial Districts:Persistence And Change," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 14(2).
    9. Platania, Marco & Rapisarda, P. & Rizzo, M., 2015. "Italian Trade Specialization: Persistence and Change in Regional Agri-Food Production," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 7(4), pages 1-9, December.
    10. Lubanda, J.- P. E. & Smutka, L. & Selby, R., 2016. "Agricultural Production and Trade Structure Profile in Democratic Republic of Congo (DRC)," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 8(2), pages 1-21, June.
    11. Roberta De Santis, 2004. "Has Trade Structure Any Importance in the Trasmission of Currency Shocks? An Empirical Application for Central and Eastern European Acceding Countries to Eu," ISAE Working Papers 43, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    12. Léo CHARLES, 2015. "Evolution of trade patterns and economic performance:the case of France and Switzerland during the nineteenth century," Cahiers du GREThA (2007-2019) 2015-28, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    13. Drabik, Dusan & Bartova, Lubica, 2007. "Assessing the Implications of EU Enlargement for CEEC Agri-food Trade Specialisation," 104th Seminar, September 5-8, 2007, Budapest, Hungary 7783, European Association of Agricultural Economists.
    14. Miroslav Svatoš & Luboš Smutka, 2012. "Structure and Competitiveness of Mutual Agrarian Trade of Visegrad Countries," Acta Universitatis Bohemiae Meridionales, University of South Bohemia in Ceske Budejovice, vol. 15(2), pages 95-106.
    15. Veerle Miranda & Marialuz Moreno Badia & Ilke Van Beveren, 2012. "Globalization drives strategic product switching," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 148(1), pages 45-72, April.
    16. Ascari, Guido & Rankin, Neil, 2007. "Perpetual youth and endogenous labor supply: A problem and a possible solution," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 708-723, December.
    17. Darmawan, Dwi Putra & Arisena, Gede Mekse Korri & Utami, Ni Wayan Febriana & Krisnandika, Anak Agung Keswari, 2021. "The Dynamics of the Social Network of Urban Farmers in Subak Sembung Denpasar," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    18. Svatos, Miroslav & Smutka, Lubos, 2012. "Development of Agricultural Trade of Visegrad Group Countries in Relation to EU and Third Countries," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(3), pages 1-15, September.
    19. Zdráhal, Ivo & Hrabálek, Martin & Kadlec, Petr & Krpec, Oldřich, 2021. "Brazil's Comparative Advantages and Specialization Dynamics in Agri-food Trade," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    20. Oana Ancuta Stangaciu, 2012. "The Mobility Of The Processes Of Regional Intra-Industry Specialization In Romania," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(2), pages 241-255, June.
    21. Widarjono, Agus & Mumpuni Ruchba, Sarastri, 2021. "Demand for Meat in Indonesia: Censored AIDS Model," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    22. Belova, Anna & Smutka, Lubos & Rosochatecka, Eva & Bazina, A., 2012. "Competitiveness of Domestic Production of Poultry Meat on the EU Market and on the World Market," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(4 Special), pages 1-15, December.
    23. Cima, Elizabeth Giron & Freire da Rocha-Junior, Weimar & Uribe-Opazo, Miguel Angel & Dalposso, Gustavo Henrique, 2021. "Modifiable Areal Unit Problem (MAUP): Analysis of Agriculture of the State of Paraná-Brazil," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    24. Luboš Smutka & Mansoor Maitah & Miroslav Svatoš, 2018. "Czech Agrarian Trade Comparative Advantages Distribution in Relation to Developed and Developing Countries," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 66(4), pages 1001-1015.
    25. Nendissa, Doppy Roy & Anindita, Ratya & Khoiriyah, Nikmatul & Sa’diyah, Ana Arifatus, 2021. "Consumption and Beef Price Changes on Demand in East Nusa Tenggara, Indonesia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    26. Vasilii Erokhin & Li Diao & Peiran Du, 2020. "Sustainability-Related Implications of Competitive Advantages in Agricultural Value Chains: Evidence from Central Asia—China Trade and Investment," Sustainability, MDPI, vol. 12(3), pages 1-29, February.
    27. Alessandro Antimiani & Fabrizio De Filippis & Roberto Henke, 2006. "European Union Enlargement and Agri-Food Trade Specialisation," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 2, May.
    28. Látečková, Anna & Trnková, Michaela, 2021. "Cloud Computing in Agricultural Enterprises in Slovakia," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    29. Kudryashova, Ekaterina & Casetti, Michele, 2021. "The Internet of Things - the Nearest Future of Viticulture," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 13(2), June.
    30. Svatoš, M. & Maitah, Mansoor & Belova, Anna, 2013. "World Sugar Market – Basic Development Trends and Tendencies," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 5(2), pages 1-16, June.
    31. Burianova, Jaroslava & Belova, Anna, 2012. "The Competitiveness of Agricultural Foreign Trade Commodities of the CR Assessed by Way of the Lafay Index," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 4(4 Special), pages 1-10, December.
    32. Svatoš, Miroslav & Smutka, Luboš, 2014. "Visegrad countries - agrarian foreign trade development in relation to their total merchandise trade performance," Problems of World Agriculture / Problemy Rolnictwa Światowego, Warsaw University of Life Sciences, vol. 14(29), pages 1-15, December.
    33. Luboš Smutka & Jaroslava Burianová & Anna Belova, 2012. "The comparative advantage of Czech agricultural trade in relation to the most important trade partner countries in the period of 2008-2011," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 60(7), pages 273-288.
    34. Levkovych, Inna, 2011. "Der ukrainische Außenhandel mit Produkten der Agrar- und Ernährungswirtschaft: Eine quantitative Analyse aus Sicht traditioneller und neuer Außenhandelstheorien," Studies on the Agricultural and Food Sector in Transition Economies, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 59, number 109520.
    35. Rusali. Mirela Adriana, 2013. "Evaluation Of The Romanian Agricultural Products Specialization In The Intra-Sectoral Foreign Trade," Agricultural Economics and Rural Development, Institute of Agricultural Economics, vol. 10(1), pages 77-83.

  39. Massimo Sbracia & Andrea Zaghini, 2001. "The Role of the Banking System in the International Transmission of Shocks," Temi di discussione (Economic working papers) 409, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Salvatore Dell’Erba & Emanuele Baldacci & Tigran Poghosyan, 2013. "Spatial spillovers in emerging market spreads," Empirical Economics, Springer, vol. 45(2), pages 735-756, October.
    2. Sergio Rossi, 2004. "Monetary integration strategies and perspectives of new EU countries," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(4), pages 443-469.
    3. Fabio Panetta, 2003. "Evoluzione del sistema bancario e finanziamento dell�economia nel Mezzogiorno," Temi di discussione (Economic working papers) 467, Bank of Italy, Economic Research and International Relations Area.
    4. Sophie Brana & Dalila Chenaf-Nicet & Delphine Lahet, 2023. "Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries," Working Papers 2023.06, International Network for Economic Research - INFER.
    5. Carlos C. Bautista & Philippe Rous & Amine Tarazi, 2008. "The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia," Post-Print hal-00838543, HAL.
    6. Hamidreza Tabarraei, 2014. "Euro-Crisis and Spillover Effects on the Emerging Economies," PSE Working Papers halshs-00952153, HAL.
    7. Andrea Cipollini & George Kapetanios, 2005. "Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis," Working Papers 538, Queen Mary University of London, School of Economics and Finance.
    8. Dungey, Mardi & Gajurel, Dinesh, 2014. "Contagion and banking crisis — internatonal evidence for 2007-2009," Working Papers 2014-10, University of Tasmania, Tasmanian School of Business and Economics.
    9. Panagiotis Staikouras & Christos Staikouras & Maria-Eleni Agoraki, 2007. "The effect of board size and composition on European bank performance," European Journal of Law and Economics, Springer, vol. 23(1), pages 1-27, February.
    10. Zsófia Arvai & Karl Driessen & Ínci Ötker-Robe, 2009. "Regional Financial Interlinkages and Financial Contagion within Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(6), pages 522-540, December.
    11. Allard Bruinshoofd & Bertrand Candelon & Katharina Raabe, 2010. "Banking Sector Fragility and the Transmission of Currency Crises," Open Economies Review, Springer, vol. 21(2), pages 263-292, April.
    12. Andrew K. Rose & Mark M. Spiegel, 2010. "Cross‐Country Causes And Consequences Of The 2008 Crisis: International Linkages And American Exposure," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 340-363, August.
    13. Valter Di Giacinto, 2003. "Differential Regional Effects of Monetary Policy: A Geographical SVAR Approach," International Regional Science Review, , vol. 26(3), pages 313-341, July.
    14. Hamidreza Tabarraei, 2014. "Euro-Crisis and Spillover Effects on the Emerging Economies," Working Papers halshs-00952153, HAL.
    15. Bodart, V. & Candelon, B., 2005. "Evidences of interdependence and contagion using a frequency domain framework," Research Memorandum 023, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    16. Reiner Eichenberger & Sergio Rossi, 2004. "Die Deregulierung der Zentralbanken: Auf zu einem internationalen Markt für gute Geldpolitik!," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 327-353, September.
    17. Ruth Mateos de Cabo & Ricardo Gimeno & María Nieto, 2012. "Gender Diversity on European Banks’ Boards of Directors," Journal of Business Ethics, Springer, vol. 109(2), pages 145-162, August.
    18. Islam, Raisul & Volkov, Vladimir, 2020. "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers 2020-09, University of Tasmania, Tasmanian School of Business and Economics.
    19. Georgios Fotopoulos & Helen Louri, 2011. "On the geography of international banking: the role of third-country effects," Working Papers 125, Bank of Greece.
    20. Michael Chui & Simon Hall & Ashley Taylor, 2004. "Crisis spillovers in emerging market economies: interlinkages, vulnerabilities and investor behaviour," Bank of England working papers 212, Bank of England.
    21. Rossi, Sergio, 2004. "The enlargement of the euro area: what lessons can be learned from EMU?," Journal of Asian Economics, Elsevier, vol. 14(6), pages 947-970, January.
    22. Andrea Cipollini & George Kapetanios, 2003. "A Dynamic Factor Analysis of Financial Contagion in Asia," Working Papers 498, Queen Mary University of London, School of Economics and Finance.
    23. Dahl, Drew & Logan, Andrew, 2007. "The exposure of international banks to cross-country interdependencies: An empirical analysis of overdue claims," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 203-213, July.
    24. Valter Di Giacinto, 2006. "A Generalized Space-Time ARMA Model with an Application to Regional Unemployment Analysis in Italy," International Regional Science Review, , vol. 29(2), pages 159-198, April.
    25. MARAIS Elise, 2004. "Indices de vulnérabilité au créancier bancaire commun," International Finance 0404001, University Library of Munich, Germany.
    26. Georgios Fotopoulos & Helen Louri, 2011. "On the Geography of International Banking: a case for spatial econometrics?," ERSA conference papers ersa10p1081, European Regional Science Association.
    27. Pappas, Vasileios & Ingham, Hilary & Izzeldin, Marwan & Steele, Gerry, 2016. "Will the crisis “tear us apart”? Evidence from the EU," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 346-360.
    28. Stergios Leventis & Panagiotis Dimitropoulos, 2012. "The role of corporate governance in earnings management: experience from US banks," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 13(2), pages 161-177, September.

  40. Massimo Sbracia & Andrea Zaghini, 2000. "Expectations and information in second generation currency crises models," Temi di discussione (Economic working papers) 391, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Meixing Dai, 2009. "Public debt and currency crisis: how central bank opacity can make things bad?," Economics Bulletin, AccessEcon, vol. 29(1), pages 190-198.
    2. Bannier, Christina E., 2003. "Privacy or Publicity - Who Drives the Wheel?," CFS Working Paper Series 2003/29, Center for Financial Studies (CFS).
    3. Francesco Spadafora, 2004. "Il pilastro privato del sistema previdenziale. Il caso del Regno Unito," Temi di discussione (Economic working papers) 503, Bank of Italy, Economic Research and International Relations Area.
    4. Luca Casolaro & Leonardo Gambacorta, 2004. "Un modello dei conti economici per il sistema bancario italiano," Temi di discussione (Economic working papers) 519, Bank of Italy, Economic Research and International Relations Area.
    5. Tomasz Michalski & Gilles Stoltz, 2013. "Do Countries Falsify Economic Data Strategically? Some Evidence that They Do," Working Papers hal-01903804, HAL.
    6. MARAIS Elise, 2004. "La contagion financi`ere : une ´etude empirique sur les causalités lors de la crise asiatique," International Finance 0404003, University Library of Munich, Germany.
    7. Allsopp, Louise, 2002. "Common knowledge and the value of defending a fixed exchange rate--an explanation of a currency crisis," Journal of Macroeconomics, Elsevier, vol. 24(1), pages 67-79, March.
    8. Chanelle Duley & Prasanna Gai, 2020. "When the penny doesn't drop - Macroeconomic tail risk and currency crises," National Institute of Economic and Social Research (NIESR) Discussion Papers 520, National Institute of Economic and Social Research.
    9. Camille Cornand, 2008. "Speculative Attacks and Informational Structure: an Experimental Study," Post-Print hal-00279185, HAL.
    10. Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
    11. Fabio Panetta, 2003. "Evoluzione del sistema bancario e finanziamento dell�economia nel Mezzogiorno," Temi di discussione (Economic working papers) 467, Bank of Italy, Economic Research and International Relations Area.
    12. Ruiz-Porras, Antonio, 2006. "Información privilegiada, administración de riesgos y utilidades esperadas: Una aplicación de los juegos de señalización al estudio de crisis cambiarias," MPRA Paper 1441, University Library of Munich, Germany.
    13. Claudia Biancotti & Giovanni D'Alessio & Andrea Neri, 2004. "Errori di misura nell�indagine sui bilanci delle famiglie italiane," Temi di discussione (Economic working papers) 520, Bank of Italy, Economic Research and International Relations Area.
    14. Sander, Harald & Kleimeier, Stefanie, 2003. "Contagion and causality: an empirical investigation of four Asian crisis episodes," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 171-186, April.
    15. Christina E. Bannier, 2003. "Privacy or Publicity - Who Drives the Wheel?," Game Theory and Information 0309006, University Library of Munich, Germany.
    16. Paolo Chiades & Massimo Gallo & Andrea Venturini, 2003. "L�utilizzo degli indicatori compositi nell'analisi congiunturale territoriale: un'applicazione all'economia del Veneto," Temi di discussione (Economic working papers) 485, Bank of Italy, Economic Research and International Relations Area.
    17. Tomasz Michalski & Gilles Stoltz, 2013. "Do countries falsify economic data strategically? Some evidence that they might," Post-Print halshs-00482106, HAL.
    18. Paolo Del Giovane & Roberto Sabbatini, 2004. "L�introduzione dell�euro e la divergenza tra infl azione rilevata e percepita," Temi di discussione (Economic working papers) 532, Bank of Italy, Economic Research and International Relations Area.
    19. Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2004. "Money Demand in theEuroArea: Do National Differences Matter?," Macroeconomics 0404019, University Library of Munich, Germany, revised 24 Apr 2004.
    20. Joscha Beckmann & Robert L. Czudaj, 2023. "The role of expectations for currency crisis dynamics—The case of the Turkish lira," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 625-642, April.
    21. Jean-Pierre Allegret & Camille Cornand, 2006. "The Pros and Cons of Higher Transparency: The Case of Speculative Attacks," Post-Print halshs-00137469, HAL.
    22. Sanne Zwart, 2005. "Liquidity runs with endogenous information acquisition," Economics Working Papers ECO2005/18, European University Institute.
    23. Chan, Kenneth S. & Chiu, Y. Stephen, 2002. "The role of (non-)transparency in a currency crisis model," European Economic Review, Elsevier, vol. 46(2), pages 397-416, February.
    24. Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, vol. 17(4), pages 571-608, September.
    25. Lili Zhu & Jiawen Yang, 2010. "Psychic Distance in the Eight-year Crisis: An Empirical Study," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 7, Edward Elgar Publishing.
    26. Tai-kuang Ho & Ming-yen Wu, 2012. "Third-person Effect and Financial Contagion in the Context of a Global Game," Open Economies Review, Springer, vol. 23(5), pages 823-846, November.
    27. Cannari Luigi & D'Alessio Giovanni, 2007. "The opinion of Italians on tax evasion," Temi di discussione (Economic working papers) 618, Bank of Italy, Economic Research and International Relations Area.
    28. Antonio Bassanetti & Massimiliano Iommi & Cecilia Jona-Lasinio & Francesco Zollino, 2004. "La crescita dell'economia italiana negli anni novanta tra ritardo tecnologico e rallentamento della produttivit�," Temi di discussione (Economic working papers) 539, Bank of Italy, Economic Research and International Relations Area.
    29. Prati, Alessandro & Sbracia, Massimo, 2010. "Uncertainty and Currency Crises: Evidence from Survey Data," MPRA Paper 21209, University Library of Munich, Germany.
    30. Maurício Yoshinori Une & Marcelo Savino Portugal, 2005. "Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility," Econometrics 0509005, University Library of Munich, Germany.
    31. Paolo Finaldi Russo & Luigi Leva, 2004. "Il debito commerciale in Italia: quanto contano le motivazioni finanziarie?," Temi di discussione (Economic working papers) 496, Bank of Italy, Economic Research and International Relations Area.
    32. David Gray, 2014. "Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis," The European Journal of Finance, Taylor & Francis Journals, vol. 20(6), pages 550-567, June.
    33. Mr. M. Sbracia & Mr. Alessandro Prati, 2002. "Currency Crises and Uncertainty About Fundamentals," IMF Working Papers 2002/003, International Monetary Fund.
    34. Matteo Bugamelli & Alfonso Rosolia, 2006. "Productivity and foreign competition," Temi di discussione (Economic working papers) 578, Bank of Italy, Economic Research and International Relations Area.

  41. Andrea Zaghini, 1999. "The economyc policy of fiscal consolidations: The european experience," Temi di discussione (Economic working papers) 355, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Wissem Khanfir, 2019. "Keynesian or Non-keynesian Effects of Fiscal Policy Changes: the Case of Tunisia," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 10(1), pages 335-347, March.
    2. Odile Chagny & Valerie Chauvin & Paola Veroni, 2001. "Aller simple pour l’Union: Croissance comparée en France, Allemagne et Italie sur la décennie 1990," Sciences Po publications info:hdl:2441/2544, Sciences Po.
    3. António Afonso & Christiane Nickel & Philipp Rother, 2005. "Fiscal Consolidations in the Central and Eastern European Countries," Working Papers Department of Economics 2005/03, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    4. Mourao, Paulo & Rodrigues, Carlos, 2007. "Abordagens da despesa pública nos últimos vinte anos [Twenty years of Perspectives on Public Expenditures]," MPRA Paper 3416, University Library of Munich, Germany.
    5. Odile Chagny & Valerie Chauvin & Paola Veroni, 2001. "Aller simple pour l’Union," Post-Print hal-01017073, HAL.
    6. Paola Veroni, 2001. "Dix ans de politique budgétaire au service de l'euro : l'exemple italien," Post-Print hal-01016956, HAL.
    7. António Afonso, 2001. "Non-Keynesian Effects of Fiscal Policy in the EU-15," Working Papers Department of Economics 2001/07, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    8. Hjelm, Göran & Johansson, Martin W, 2002. "Structural Change in Fiscal Policy and The Permanence of Fiscal Contractions - The Case of Denmark and Ireland," Working Papers 2002:11, Lund University, Department of Economics.
    9. Larch, Martin & Turrini, Alessandro, 2011. "Received Wisdom and Beyond: Lessons from Fiscal Consolidation in the EU," National Institute Economic Review, National Institute of Economic and Social Research, vol. 217, pages 1-18, July.
    10. Tom Verbeke & M. De Clercq, 2003. "The income-environment relationship: Does a logit model offer an alternative empirical strategy?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/192, Ghent University, Faculty of Economics and Business Administration.
    11. Andrea Zaghini, 2001. "Fiscal adjustments and economic performing: a comparative study," Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 613-624.
    12. Ioannis Kostakis, 2017. "The impact of shadow economy and/or corruption on private consumption: further evidence from selected Eurozone economies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 7(3), pages 411-434, December.
    13. Paola Veroni, 2001. "Dix ans de politique budgétaire au service de l'euro : l'exemple italien," SciencePo Working papers Main hal-01016956, HAL.
    14. Jérôme Creel & Bruno Ducoudre & Catherine Mathieu & Henri Sterdyniak, 2005. "Doit-on oublier la politique budgétaire? Une analyse critique de la nouvelle théorie anti-keynésienne des finances publiques," SciencePo Working papers Main hal-01020610, HAL.
    15. Hjelm, Goran, 2002. "Is private consumption growth higher (lower) during periods of fiscal contractions (expansions)?," Journal of Macroeconomics, Elsevier, vol. 24(1), pages 17-39, March.
    16. Anton Burger & Martin Zagler, 2007. "Reasons for the U.S. growth period in the nineties: non-keynesian effects, asset wealth and productivity," Department of Economics Working Papers wuwp095, Vienna University of Economics and Business, Department of Economics.
    17. Hans Pitlik & Norbert Gruber & Ewald Walterskirchen, 2010. "An International Comparison of Success Factors for Budget Consolidation Strategies," Austrian Economic Quarterly, WIFO, vol. 15(2), pages 198-210, July.
    18. Paola Veroni, 2001. "Dix ans de politique budgétaire au service de l’euro : l’exemple italien," Sciences Po publications info:hdl:2441/2545, Sciences Po.
    19. Stefano Siviero & Daniele Terlizzese & Ignazio Visco, 1999. "Are model-based inflation forecasts used in monetary policymaking? A case study," Temi di discussione (Economic working papers) 357, Bank of Italy, Economic Research and International Relations Area.
    20. Hans Pitlik & Norbert Gruber & Ewald Walterskirchen, 2010. "Erfolgsfaktoren von Budgetkonsolidierungsstrategien im internationalen Vergleich," WIFO Monatsberichte (monthly reports), WIFO, vol. 83(3), pages 233-245, March.
    21. Anton Burger & Martin Zagler, 2008. "US growth and budget consolidation in the 1990s: was there a non-Keynesian effect?," International Economics and Economic Policy, Springer, vol. 5(1), pages 225-235, July.

Articles

  1. Fornari, Fabio & Zaghini, Andrea, 2022. "It’s not time to make a change: Sovereign fragility and the corporate credit risk," Journal of International Money and Finance, Elsevier, vol. 128(C).
    See citations under working paper version above.
  2. De Santis, Roberto A. & Zaghini, Andrea, 2021. "Unconventional monetary policy and corporate bond issuance," European Economic Review, Elsevier, vol. 135(C).
    See citations under working paper version above.
  3. Zaghini, Andrea, 2020. "How ECB purchases of corporate bonds helped reduce firms’ borrowing costs," Research Bulletin, European Central Bank, vol. 66.

    Cited by:

    1. Nicolae-Bogdan IANC & Adrian-Marius IONESCU, 2021. "Do Central and Eastern Countries benefit from ECB’s unconventional monetary policies?," LEO Working Papers / DR LEO 2898, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

  4. Zaghini, Andrea, 2019. "The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 282-297.
    See citations under working paper version above.
  5. Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.

    Cited by:

    1. Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Jose Arreola-Hernandez, 2019. "Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe," Post-Print hal-02129104, HAL.
    2. Helbing, Pia, 2019. "A review on IPO withdrawal," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 200-208.
    3. Urquhart, Andrew & Zhang, Hanxiong, 2019. "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 49-57.
    4. Liao, Haojie & Chen, Yuqiang & Tan, RongYong & Chen, Yuling & Wei, Xiaoyu & Yang, Hongmei, 2023. "Can natural resource rent, technological innovation, renewable energy, and financial development ease China's environmental pollution burden? New evidence from the nonlinear-autoregressive distributiv," Resources Policy, Elsevier, vol. 84(C).
    5. Yang, Yurun & Göncü, Ahmet & Pantelous, Athanasios A., 2018. "Momentum and reversal strategies in Chinese commodity futures markets," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 177-196.
    6. Corbet, Shaen & Lucey, Brian & Urquhart, Andrew & Yarovaya, Larisa, 2019. "Cryptocurrencies as a financial asset: A systematic analysis," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 182-199.
    7. Corbet, Shaen & Lucey, Brian & Peat, Maurice & Vigne, Samuel, 2018. "Bitcoin Futures—What use are they?," Economics Letters, Elsevier, vol. 172(C), pages 23-27.
    8. Selvarajan, Sonia Kumari & Ab-Rahim, Rossazana, 2020. "Financial Integration and Economic Growth: Should Asia Emulate Europe?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 191-213.
    9. Ichev, Riste & Marinč, Matej, 2018. "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 153-166.
    10. Yousaf Raza, Muhammad & Lin, Boqiang, 2021. "Oil for Pakistan: What are the main factors affecting the oil import?," Energy, Elsevier, vol. 237(C).
    11. Wang, Ze & Gao, Xiangyun & An, Haizhong & Tang, Renwu & Sun, Qingru, 2020. "Identifying influential energy stocks based on spillover network," International Review of Financial Analysis, Elsevier, vol. 68(C).
    12. Seiler, Volker, 2021. "China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions," Energy Economics, Elsevier, vol. 102(C).
    13. Son, Bumho & Jang, Huisu, 2023. "Economics of blockchain-based securities settlement," Research in International Business and Finance, Elsevier, vol. 64(C).
    14. Gogolin, Fabian & Kearney, Fearghal & Lucey, Brian M. & Peat, Maurice & Vigne, Samuel A., 2018. "Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis," Energy Economics, Elsevier, vol. 76(C), pages 584-593.
    15. Seiler, Volker & Fanenbruck, Katharina Maria, 2021. "Acceptance of digital investment solutions: The case of robo advisory in Germany," Research in International Business and Finance, Elsevier, vol. 58(C).
    16. Di Pietro, Francesca & Butticè, Vincenzo, 2020. "Institutional characteristics and the development of crowdfunding across countries," International Review of Financial Analysis, Elsevier, vol. 71(C).
    17. Bilgin, Mehmet Huseyin & Gogolin, Fabian & Lau, Marco Chi Keung & Vigne, Samuel A., 2018. "Time-variation in the relationship between white precious metals and inflation: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 55-70.
    18. Qilun Li & Zhaoyi Xu & Xiaoqin Shen & Jiacheng Zhong, 2022. "Predicting Business Risks of Commercial Banks Based on BP-GA Optimized Model," Computational Economics, Springer;Society for Computational Economics, vol. 59(4), pages 1423-1441, April.
    19. Lau, Chi Keung Marco & Sheng, Xin, 2018. "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 420-429.
    20. Manahov, Viktor & Urquhart, Andrew, 2021. "The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets," International Review of Financial Analysis, Elsevier, vol. 73(C).

  6. Zaghini, Andrea, 2017. "A tale of fragmentation: Corporate funding in the euro-area bond market," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 59-68.
    See citations under working paper version above.
  7. Alessandro Calza & Andrea Zaghini, 2016. "Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 231-246, March.
    See citations under working paper version above.
  8. Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," Journal of Financial Stability, Elsevier, vol. 23(C), pages 51-61.
    See citations under working paper version above.
  9. Piergiorgio Alessandri & Sergio Masciantonio & Andrea Zaghini, 2015. "Tracking Banks’ Systemic Importance Before and After the Crisis," International Finance, Wiley Blackwell, vol. 18(2), pages 157-186, June.
    See citations under working paper version above.
  10. Silvestrini, Andrea & Zaghini, Andrea, 2015. "Financial shocks and the real economy in a nonlinear world: From theory to estimation," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 915-929.
    See citations under working paper version above.
  11. Pianeselli, Daniele & Zaghini, Andrea, 2014. "The cost of firms’ debt financing and the global financial crisis," Finance Research Letters, Elsevier, vol. 11(2), pages 74-83.

    Cited by:

    1. Zaghini, Andrea, 2016. "Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?," CFS Working Paper Series 530, Center for Financial Studies (CFS).
    2. Mudassar Mehmood, 2021. "Agency Costs and Performance of UK Universities," Public Organization Review, Springer, vol. 21(2), pages 187-204, June.
    3. F. Koulischer, 2015. "Asymmetric shocks in a currency union: The role of central bank collateral policy," Working papers 554, Banque de France.
    4. Andrea Zaghini, 2017. "The CSPP at work: yield heterogeneity and the portfolio rebalancing channel," Temi di discussione (Economic working papers) 1157, Bank of Italy, Economic Research and International Relations Area.
    5. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    6. Blazquez, Jorge & Galeotti, Marzio & Martin-Moreno, Jose M., 2021. "Green recovery packages for a post-Covid-19 world: A lesson from the collapse of Spanish wind farms in the past financial crisis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 151(C).
    7. G. Horny & M. Manganelli & B. Mojon, 2016. "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers 582, Banque de France.
    8. Jörg Bibow, 2015. "The euro's savior? Assessing the ECB's crisis management performance and potential for crisis resolution," IMK Studies 42-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    9. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022. "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers) 12236, Inter-American Development Bank.
    10. Giorgio Albareto & Giuseppe Marinelli, 2018. "Italian banks and market-based corporate financing," Questioni di Economia e Finanza (Occasional Papers) 432, Bank of Italy, Economic Research and International Relations Area.
    11. Kiesel, Florian, 2016. "The effect of credit and rating events on credit default swap and equity markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 81265, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    12. Kiesel, F., 2016. "Do Investors Still Rely on Credit Rating Agencies? Evidence from the Financial Crisis," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77927, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).

  12. Andrea Zaghini, 2014. "Bank Bonds: Size, Systemic Relevance and the Sovereign," International Finance, Wiley Blackwell, vol. 17(2), pages 161-184, June.
    See citations under working paper version above.
  13. Giuseppe Grande & Aviram Levy & Fabio Panetta & Andrea Zaghini, 2012. "Public Guarantees on Bank Bonds: Effectiveness and Distortions," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(2), pages 47-72.

    Cited by:

    1. Scott E. Page, 2012. "A complexity perspective on institutional design," Politics, Philosophy & Economics, , vol. 11(1), pages 5-25, February.
    2. Pianeselli, Daniele & Zaghini, Andrea, 2014. "The cost of firms’ debt financing and the global financial crisis," Finance Research Letters, Elsevier, vol. 11(2), pages 74-83.
    3. Paolo Angelini & Giuseppe Grande & Fabio Panetta, 2014. "The negative feedback loop between banks and sovereigns," Questioni di Economia e Finanza (Occasional Papers) 213, Bank of Italy, Economic Research and International Relations Area.
    4. Andrea Cardillo & Andrea Zaghini, 2012. "The recent trends in long-term bank funding," Questioni di Economia e Finanza (Occasional Papers) 137, Bank of Italy, Economic Research and International Relations Area.
    5. Pianeselli, Daniele & Zaghini, Andrea, 2013. "The cost of firms' debt financing," CFS Working Paper Series 2013/03, Center for Financial Studies (CFS).
    6. Zaghini, Andrea, 2014. "Bank bonds: Size, systemic relevance and the sovereign," CFS Working Paper Series 454, Center for Financial Studies (CFS).
    7. Marta Gómez-Puig & Simón Sosvilla-Rivero & Manish K. Singh, 2018. "“Incorporating creditors' seniority into contingent claim models:Application to peripheral euro area countries”," IREA Working Papers 201803, University of Barcelona, Research Institute of Applied Economics, revised Feb 2018.
    8. Daniele Pianeselli & Andrea Zaghini, 2014. "The cost of firms� debt financing and the global financial crisis," Temi di discussione (Economic working papers) 950, Bank of Italy, Economic Research and International Relations Area.
    9. Cantero-Saiz, Maria & Sanfilippo-Azofra, Sergio & Torre-Olmo, Begoña & López-Gutiérrez, Carlos, 2014. "Sovereign risk and the bank lending channel in Europe," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 1-20.

  14. Calza Alessandro & Zaghini Andrea, 2011. "Welfare Costs of Inflation and the Circulation of U.S. Currency Abroad," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-21, May.
    See citations under working paper version above.
  15. Andrea Finicelli & Massimo Sbracia & Andrea Zaghini, 2011. "A disaggregated analysis of the export performance of some industrial and emerging countries," International Economics and Economic Policy, Springer, vol. 8(1), pages 93-113, April.
    See citations under working paper version above.
  16. Serena Lamartina & Andrea Zaghini, 2011. "Increasing Public Expenditure: Wagner's Law in OECD Countries," German Economic Review, Verein für Socialpolitik, vol. 12(2), pages 149-164, May.
    See citations under working paper version above.
  17. Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2011. "Monetary policy predictability in the euro area: an international comparison," Applied Economics, Taylor & Francis Journals, vol. 43(20), pages 2533-2544.
    See citations under working paper version above.
  18. Alessandro Calza & Andrea Zaghini, 2010. "Sectoral Money Demand and the Great Disinflation in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1663-1678, December.

    Cited by:

    1. Calza Alessandro & Zaghini Andrea, 2011. "Welfare Costs of Inflation and the Circulation of U.S. Currency Abroad," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-21, May.
    2. Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2020. "A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series WP2020-011, Boston University - Department of Economics.
    3. Seitz, Franz & von Landesberger, Julian, 2010. "Household money holdings in the euro area: An explorative investigation," Working Paper Series 1238, European Central Bank.
    4. Roberto Santis, 2015. "Quantity theory is alive: the role of international portfolio shifts," Empirical Economics, Springer, vol. 49(4), pages 1401-1430, December.
    5. De Santis, Roberto A., 2012. "Quantity theory is alive: the role of international portfolio shifts," Working Paper Series 1435, European Central Bank.
    6. Luisanna Onnis & Patrizio Tirelli, 2015. "Shadow economy: Does it matter for money velocity?," Empirical Economics, Springer, vol. 49(3), pages 839-858, November.
    7. John Ashworth & David Barlow & Lynne Evans, 2014. "Sectoral Money Demand Behaviour and the Welfare Cost of Inflation in the UK," Manchester School, University of Manchester, vol. 82(6), pages 732-750, December.

  19. Calza, Alessandro & Zaghini, Andrea, 2009. "Nonlinearities In The Dynamics Of The Euro Area Demand For M1," Macroeconomic Dynamics, Cambridge University Press, vol. 13(1), pages 1-19, February.
    See citations under working paper version above.
  20. Silvio Colarossi & Andrea Zaghini, 2009. "Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission," International Finance, Wiley Blackwell, vol. 12(2), pages 151-170, August.
    See citations under working paper version above.
  21. Joao Sousa & Andrea Zaghini, 2008. "Monetary policy shocks in the euro area and global liquidity spillovers," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 205-218.
    See citations under working paper version above.
  22. Sousa, Joao Miguel & Zaghini, Andrea, 2007. "Global monetary policy shocks in the G5: A SVAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(5), pages 403-419, December.
    See citations under working paper version above.
  23. Barbara Roffia & Andrea Zaghini, 2007. "Excess Money Growth and Inflation Dynamics," International Finance, Wiley Blackwell, vol. 10(3), pages 241-280, December.
    See citations under working paper version above.
  24. Andrea Zaghini, 2005. "Evolution of trade patterns in the new EU member states," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 13(4), pages 629-658, October.
    See citations under working paper version above.
  25. Massimo Sbracia & Andrea Zaghini, 2003. "The Role of the Banking System in the International Transmission of Shocks," The World Economy, Wiley Blackwell, vol. 26(5), pages 727-754, May.
    See citations under working paper version above.
  26. Sbracia, Massimo & Zaghini, Andrea, 2001. "Expectations and information in second generation currency crises models," Economic Modelling, Elsevier, vol. 18(2), pages 203-222, April.
    See citations under working paper version above.
  27. Andrea Zaghini, 2001. "Fiscal adjustments and economic performing: a comparative study," Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 613-624.

    Cited by:

    1. Vicente Esteve & Juan Sanchis, "undated". "Estimating the substitutability between private and public consumption: the case of Spain, 1960- 2001," Studies on the Spanish Economy 161, FEDEA.
    2. Christoph A. Schaltegger & Martin Weder, 2010. "Fiscal Adjustment and the Costs of Public Debt Service: Evidence from OECD Countries," CREMA Working Paper Series 2010-08, Center for Research in Economics, Management and the Arts (CREMA).
    3. António Afonso & José Alves & João Tovar Jalles, 2022. "To consolidate or not to consolidate? A multi-step analysis to assess needed fiscal sustainability," International Economics, CEPII research center, issue 172, pages 106-123.
    4. Christoph A. Schaltegger & Lars P. Feld, 2007. "Are Fiscal Adjustments less Successful in Decentralized Governments?," CESifo Working Paper Series 1946, CESifo.
    5. António Afonso, 2006. "Expansionary fiscal consolidations in Europe: new evidence," Working Papers Department of Economics 2006/18, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    6. Sanz, Ismael & Velazquez, Francisco J, 2003. "What do OECD countries cut first at a time of fiscal adjustments? A dynamic panel data approach," University of California at Santa Barbara, Economics Working Paper Series qt4j744960, Department of Economics, UC Santa Barbara.
    7. Eugene Msizi BUTHELEZI, 2023. "Impact of Fiscal Consolidation on Government Debt in South Africa: Evidence to Structural and Cyclical Effect," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 7(2), pages 1-23.
    8. Vicente Esteve & Juan Sanchis-Llopis, 2005. "Estimating the substitutability between private and public consumption: the case of Spain, 1960-2003," Applied Economics, Taylor & Francis Journals, vol. 37(20), pages 2327-2334.
    9. Kleis, Mischa & Moessinger, Marc-Daniel, 2016. "The long-run effect of fiscal consolidation on economic growth: Evidence from quantitative case studies," ZEW Discussion Papers 16-047, ZEW - Leibniz Centre for European Economic Research, revised 2016.

Chapters

  1. Massimo Sbracia & Andrea Zaghini, 2001. "Crises and contagion: the role of the banking system," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 241-260, Bank for International Settlements.

    Cited by:

    1. Suarez, Javier & Sánchez Serrano, Antonio, 2018. "Approaching non-performing loans from a macroprudential angle," Report of the Advisory Scientific Committee 7, European Systemic Risk Board.
    2. Francesca Viani, 2005. "International Monetary Fund Resources and Contagion Mechanisms: A Hypothesis," Rivista di Politica Economica, SIPI Spa, vol. 95(6), pages 69-103, November-.
    3. Carlos C. Bautista & Philippe Rous & Amine Tarazi, 2008. "The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia," Post-Print hal-00838543, HAL.
    4. Leila Ali & Yan Kestens, 2006. "Contagion and Crises Clusters: Toward a Regional Warning System?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 142(4), pages 814-839, December.
    5. Massimo Sbracia & Andrea Zaghini, 2003. "The Role of the Banking System in the International Transmission of Shocks," The World Economy, Wiley Blackwell, vol. 26(5), pages 727-754, May.
    6. Drew Dahl & Andrew Logan, 2005. "The exposure of international bank loans to third-country risk: an empirical analysis of overdue claims," Bank of England working papers 247, Bank of England.
    7. Takeda, Fumiko, 2004. "A twin crisis model with incomplete information," Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 38-56, March.
    8. Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
    9. MARAIS Elise, 2004. "Indices de vulnérabilité au créancier bancaire commun," International Finance 0404001, University Library of Munich, Germany.

Books

  1. Bank for International Settlements, 2011. "The impact of sovereign credit risk on bank funding conditions," CGFS Papers, Bank for International Settlements, number 43, december.
    See citations under working paper version above.
  2. Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael R King & Aviram Levy & Federico M Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48.
    See citations under working paper version above.Sorry, no citations of books recorded.
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