Finance and the Macroeconomy program | Crawford School of Public Policy

15 January 2021

What affects bank market power in the Euro area? A structural model approach

Vol: 15/2021 Author name: Coccorese P; Girardone C; Shaffer S Year: 2021 Month: January

Shaffer
Finance and the Macroeconomy program
Micro-Heterogeneity and Macroeconomic Performance program

Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic

Vol: 36/2021 Author name: Fry-McKibbin R; Greenwood-Nimmo M; Hsiao CYL; Qi L Year: 2021 Month: April

Fry-McKibbin
Greenwood-Nimmo
Hsiao
Qi
COVID-19 and the Macroeconomy
Finance and the Macroeconomy program

Exchange rate shocks in multicurrency interbank markets

Vol: 44/2021 Author name: Siklos PL; Stefan M Year: 2021 Month: May

Siklos
Finance and the Macroeconomy program

One-stop source: A global database of inflation

Vol: 59/2021 Author name: Ha J; Kose MA; Ohnsorge F Year: 2021 Month: July

Ha
Kose
Ohnsorge
Finance and the Macroeconomy program

08 January 2021

Taxes and Firm Investment

Vol: 08/2021 Author name: Arin KP; Devereux K; Mazur M Year: 2021 Month: January

Arin
Finance and the Macroeconomy program
Macroeconomic Policy Frameworks program
Micro-Heterogeneity and Macroeconomic Performance program

09 February 2021

Softening the blow: US state-level banking deregulation and sectoral reallocation after the China trade shock

Vol: 25/2021 Author name: Hoffmann M; Ruslanova L Year: 2021 Month: February

Hoffmann UZH
Finance and the Macroeconomy program

04 February 2021

Global uncertainty

Vol: 21/2021 Author name: Caggiano G; Castelnuovo E Year: 2021 Month: February

Caggiano
Castelnuovo
Finance and the Macroeconomy program
Model Uncertainty and Macro-Econometrics

01 January 2015

Channels of risk-sharing at a micro level: savings, investments and the risk aversion heterogeneity

Vol: 01/2015 Author name: Balli F; Pericoli FM; Pierucci E Year: 2015 Month: January

balli
Finance and the Macroeconomy program
Behavioural Macroeconomics and Complexity program

US banking deregulation and local economic growth: A spatial analysis

Vol: 33/2021 Author name: Spierdijk L; IJtsma P; Shaffer S Year: 2021 Month: March

Shaffer
Finance and the Macroeconomy program

Analysis of systematic risk around firm-specific news in an emerging market using high frequency data

Vol: 35/2021 Author name: Saleem SAA; Smith PN; Yalaman A Year: 2021 Month: March

Smith
Micro-Heterogeneity and Macroeconomic Performance program
Finance and the Macroeconomy program

Effects of monetary policy communication in emerging market economies: Evidence from Malaysia

Vol: 67 Author name: Ho SJ; Karagedikli O Year: 2021 Month: July

Karagedikli
Finance and the Macroeconomy program

Revisiting the macroeconomic effects of monetary policy shocks

Vol: 61/2021 Author name: Tchatoka FD; Haque Q Year: 2021 Month: July

Haque
Finance and the Macroeconomy program

Time-varying effect of oil market shocks on the stock market

Vol: 35/2015 Author name: Kang W; Ratti RA; Yoon KH Year: 2015 Month: August

Ratti
Finance and the Macroeconomy program

10 November 2015

Italian Ordinary Statute Regions and Derivatives

Vol: 43/2015 Author name: Fantini G; Oldani C Year: 2015 Month: November

Oldani
Finance and the Macroeconomy program

The interest rate pass-through in the euro area during the sovereign debt crisis

Vol: 15/2015 Author name: Borstel J; Eickmeier S; Krippner L Year: 2015 Month: May

Eickmeier
Krippner
Finance and the Macroeconomy program

Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET

Vol: 25/2015 Author name: Abeln B; Jacobs JPAM Year: 2015 Month: July

Jacobs
Finance and the Macroeconomy program
Model Uncertainty and Macro-Econometrics program

What drives the global official/policy interest rate?

Vol: 27/2015 Author name: Ratti RA; Vespignani JL Year: 2015 Month: July

Ratti
Vespignani
Finance and the Macroeconomy program

06 January 2015

Globalization and international risk-sharing: do political and social factors matter more than economic integration?

Vol: 04/2015 Author name: Balli F; Pierucci E Year: 2015 Month: January

balli
Finance and the Macroeconomy program
Globalisation and Trade

01 October 2015

The coming US interest rate tightening cycle: smooth sailing or stormy waters?

Vol: 37/2015 Author name: Arteta C; Kose MA; Ohnsorge F; Stocker M Year: 2015 Month: October

Kose
Finance and the Macroeconomy program

The great plunge in oil prices: causes, consequences, and policy responses

Vol: 23/2015 Author name: Baffes J; Kose MA; Ohnsorge F; Stocker M Year: 2015 Month: June

Baffes
Kose
Commodities and the Macroeconomy
Finance and the Macroeconomy program

10 November 2021

What types of capital flows help improve international risk sharing?

Vol: 96/2021 Author name: Islamaj E; Kose MA Year: 2021 Month: November

Kose
Open Economy Macroeconomics program
Finance and the Macroeconomy program

02 November 2015

How portfolios evolve after retirement: evidence from Australia

Vol: 39/2015 Author name: Spicer A; Stavrunova O; Thorp S Year: 2015 Month: November

Thorp
Finance and the Macroeconomy program

Do transparency initiatives work? Assessing the impact of the Special Data Dissemination Standard (SDDS) on data transparency

Vol: 24/2015 Author name: Vadlamannati KC; Cooray A Year: 2015 Month: July

Cooray
Finance and the Macroeconomy program

09 September 2015

Corporate asset pricing models and debt contracts

Vol: 33/2015 Author name: Dòzsa M; Janda K Year: 2015 Month: August

Janda
Finance and the Macroeconomy program

02 February 2015

Can monetary policy surprise the market?

Vol: 05/2015 Author name: Claus E; Dungey M Year: 2015 Month: February

Claus
Dungey
Finance and the Macroeconomy program

A New Monthly Indicator of Global Real Economic Activity

Vol: 13/2015 Author name: Ravazzolo F; Vespignani JL Year: 2015 Month: April

Ravazzolo
Vespignani
Model Uncertainty and Macro-Econometrics program
Finance and the Macroeconomy program

Does the central bank respond to credit market factors? A Bayesian DSGE approach

Vol: 21/2015 Author name: Kitney P Year: 2015 Month: June

Kitney
Finance and the Macroeconomy program

05 October 2015

QE and the Bank Lending Channel in the United Kingdom

Vol: 38/2015 Author name: Butt N; Churm R; McMahon M; Morotz A; Schanz J Year: 2015 Month: October

McMahon
Finance and the Macroeconomy program

04 November 2015

Extremal dependence tests for contagion

Vol: 40/2015 Author name: Fry-McKibbin R; Hsiao CYL Year: 2015 Month: November

Fry-McKibbin
Finance and the Macroeconomy program

08 December 2015

A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates

Vol: 48/2015 Author name: Krippner L Year: 2015 Month: December

Krippner
Finance and the Macroeconomy program