Assessing the Effects of the Global Financial Cycle on Eurozone's Financial Stress: Does the Quantitative Easing Matter?
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More about this item
Keywords
Quantitative easing; financial stress; global financial cycle; systemic risk; balance sheet; threshold regression; quantile regression analysis;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-02-19 (Banking)
- NEP-CBA-2024-02-19 (Central Banking)
- NEP-EUR-2024-02-19 (Microeconomic European Issues)
- NEP-IFN-2024-02-19 (International Finance)
- NEP-MON-2024-02-19 (Monetary Economics)
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