1 research outputs found
How Euro-Area Sovereign Spreads Respond to Shocks? A TVP-FAVAR Model
- Author
- A Ang
- A Beber
- A Berndt
- A Ebner
- A Fontana
- A Krishnamurthy
- A Krishnamurthy
- A Mody
- A Shleifer
- A T Wang
- B Raunig
- B S Bernanke
- B S Bernanke
- C Capuano
- C Favero
- C Gaganis
- C K Carter
- C Otrok
- C Upper
- Campbell
- D Duffie
- D Duffie
- D Haugh
- D Korobilis
- D Lesmond
- D Maltritz
- D Maltritz
- Deutsche Bank
- E J Elton
- Emmanuel C. Mamatzakis
- F A Longstaff
- F A Longstaff
- F A Longstaff
- F Comelli
- F Panetta
- G Elliott
- G Gorton
- G Koop
- H F Lopes
- H Zhu
- I J M Arnold
- J Aizenman
- J Amato
- J De Wit
- J Duarte
- J Ejsing
- J Ericsson
- J F Geweke
- J Geweke
- J Gonzalo
- J Groba
- J H Stock
- J H Stock
- J H Stock
- J H Stock
- J Hull
- J Lemmen
- J Pan
- J V Hagen
- K Bernoth
- K Bhanot
- K Giesecke
- L F Ackert
- L Norden
- L Oliveira
- M A Kose
- M D Delis
- M Del Negro
- M Fleckenstein
- M Gapen
- M Mitchell
- P Collin-Dufresne
- P De Grauwe
- R Blanco
- R C Merton
- R F Engle
- R Giacomini
- R J Brenner
- R Stulz
- S Badaouia
- S Dieckmann
- S Sgherri
- S V Lizarazo
- T Adrian
- Vassilios Babalos
- W Buiter
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study