Stefano Schiavo

English

Research Papers in Economics

A model of balance of payments crises,”

A reply: capital mobility and size,”

A simple estimator of cointegrating vectors in hiher order integrated systems,”

Applied Macroeconometrics.

Capital mobility and stabilization policy under ﬁxed and ﬂexible exchange rates,”

Collapsing exchange rate regimes: some linear examples,”

Credit risk and European government bond markets: a panel data econometric analysis,”

Debt, deﬁcits and ﬁnite horizons,”

Default premia on European government debt,”

Deﬁning benchmark status: an application using euro–area bonds,” Working Paper 9087,

Do credit markets discipline sovereign borrowers? evidence from U.S. states,”

Domestic ﬁnancial policies under ﬁxed and under ﬂoating exchange rates,”

Economic and Monetary Union in Europe.

Eﬀective demand failures,”

European exchange rate credibility before the fall,”

Fiscal discipline and the cost of public debt service: some estimates for OECD

Fiscal institutions in EMU and the stability pact,” in Fiscal Aspects of European Monetary Integration,

Fiscal Policies and the World Economy.

Fiscal policy events and interest rate swap spreads: evidence from the EU,” Working Paper 303, European Central Bank.

Foundations of international macroeconomics.

Indicators of the cyclically adjusted budget balance: the Bank of Finland’s experience,” Discussion Paper 1, Bank of Finland.

International adjustment and the dollar: policy illusions and economic constraints,”

International implication of German uniﬁcation,”

Le politiche di stabilizzazione in Europa nel nuovo regime di unione monetaria,”

Liquidity of the government of Canada securities market: stylized facts and some market microstructure comparisons to the United States treasury market,” Working Paper 11, Bank of Canada.

Living in the EMU. The dynamics of the Maastricht Treaty’s ﬁscal rules,” Rivista Italiana degli Economisti,

Long-term interest rates: evidence on the global capital market,”

Macro-coordination of ﬁscal policies in an economic and monetary union

Models of currency crises with self-fulﬁlling features,”

National debt in a neoclassic growth model,”

New evidence on the interest rate eﬀects of budget deﬁcits and debt,”

Provincial credit ratings in Canada: an ordered probit analysis,” Working Paper 96-6, Bank of Canada.

Ricardian equivalence,”

Stability without a pact? Lessons form the European gold standard, 1880–1914,” Economic Policy,

Suggestions for a new set of ﬁscal indicators,” Working Paper 79, OECD Economics Department.

Tests for interest rate convergence and structural break in the EMS: further analysis,”

The advantage of tying one’s hands: EMS discipline and central bank credibility,”

The euro and capital markets: a new era,” World Economy,

The euro area and world interest rates,” Working Paper 0317,

The euro area ﬁnancial system: structure, integration and policy initiatives,” Working Paper 230, European Central Bank.

The neoclassical approach to ﬁscal policy,”

The risk premium over Italian government debt, 1976-88,”

The stability pact: trading oﬀ ﬂexibility for credibility?,” in Fiscal Aspects of European Monetary Integration,

The stock-ﬂow analysis of investment,” Working

The term structure of interest rates and the public debt issuance policy: a note,”

Trends in public sector debt since German uniﬁcation,” Deutsche Bundesbank Monthly Report,

Welfare and macroeconomic interdependence,”

World public debt and real interest rates,”

Euro bonds: in search of financial spillovers

http://www.unitn.it/files/2_05_schiavo.pdf

Euro bonds: in search of financial spillovers

Abstract

Similar works

Full text

Available Versions

Research Papers in Economics