Interdependence between the euro area and the US: what role for EMU?
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Europ. Central Bank
2002
|
| Series: | Working paper series / European Central Bank
200 |
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010199043&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | 53 S. graph. Darst. |
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MARC
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Record in the Search Index
| _version_ | 1820970203504181248 |
|---|---|
| adam_text |
CONTENTS
ABSTRACT
4
NON-TECHNICAL
SUMMARY
5
I.
INTRODUCTION
7
2.
SOME
CONCEPTUAL
ISSUES
OF
NEWS
EFFECTS
8
2.
1
ECONOMETRIC
IDENTIFICATION
OF
NEWS
EFFECTS
8
2.2
DETERMINANTS
OF
NEWS
EFFECTS
9
2.3
NEWS
EFFECTS
AND
THE
YIELD
CURVE
10
2.4
NEWS
EFFECTS
AND
INTERDEPENDENCE
11
2.5
NEWS
EFFECTS
ON
MARKET
VOLATILITY
1
2
3.
THE
DATA
1
2
3.
1
ANNOUNCEMENTS
AND
SURPRISES
1
2
3.2
INTEREST
RATE
DATA
14
4.
THE
ECONOMETRIC
APPROACH
1
5
4.1
EGARCH
MODELLING
16
4.2
WEIGHTED
LEAST
SQUARE
(WLS)
MODELLING
1
7
5.
THE
EFFECTS
OF
MONETARY
POLICY
SURPRISES
1
9
6.
THE
EFFECTS
OF
MACROECONOMIC
ANNOUNCEMENTS
2
1
6.1
PRE
EMU
21
6.2
CHANGES
OVER
TIME
22
6.3
EMU
23
7.
NONLINEARITIES
25
8.
CONCLUSIONS
27
REFERENCES
29
APPENDIX:
TABLES
&
FIGURES
3
1
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
48 |
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| indexdate | 2025-01-11T16:21:53Z |
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| language | English |
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| spelling | Ehrmann, Michael 1968- Verfasser (DE-588)13046807X aut Interdependence between the euro area and the US what role for EMU? by Michael Ehrmann and Marcel Fratzscher Frankfurt am Main Europ. Central Bank 2002 53 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / European Central Bank 200 Europäische Union (DE-588)5098525-5 gnd rswk-swf Wirtschaftliche Abhängigkeit (DE-588)4121927-2 gnd rswk-swf Währungsunion (DE-588)4188829-7 gnd rswk-swf USA (DE-588)4078704-7 gnd rswk-swf Europäische Union (DE-588)5098525-5 b Währungsunion (DE-588)4188829-7 s Wirtschaftliche Abhängigkeit (DE-588)4121927-2 s USA (DE-588)4078704-7 g DE-604 Fratzscher, Marcel 1971- Verfasser (DE-588)12212958X aut European Central Bank Working paper series 200 (DE-604)BV012681744 200 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010199043&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ehrmann, Michael 1968- Fratzscher, Marcel 1971- Interdependence between the euro area and the US what role for EMU? Europäische Union (DE-588)5098525-5 gnd Wirtschaftliche Abhängigkeit (DE-588)4121927-2 gnd Währungsunion (DE-588)4188829-7 gnd |
| subject_GND | (DE-588)5098525-5 (DE-588)4121927-2 (DE-588)4188829-7 (DE-588)4078704-7 |
| title | Interdependence between the euro area and the US what role for EMU? |
| title_auth | Interdependence between the euro area and the US what role for EMU? |
| title_exact_search | Interdependence between the euro area and the US what role for EMU? |
| title_full | Interdependence between the euro area and the US what role for EMU? by Michael Ehrmann and Marcel Fratzscher |
| title_fullStr | Interdependence between the euro area and the US what role for EMU? by Michael Ehrmann and Marcel Fratzscher |
| title_full_unstemmed | Interdependence between the euro area and the US what role for EMU? by Michael Ehrmann and Marcel Fratzscher |
| title_short | Interdependence between the euro area and the US |
| title_sort | interdependence between the euro area and the us what role for emu |
| title_sub | what role for EMU? |
| topic | Europäische Union (DE-588)5098525-5 gnd Wirtschaftliche Abhängigkeit (DE-588)4121927-2 gnd Währungsunion (DE-588)4188829-7 gnd |
| topic_facet | Europäische Union Wirtschaftliche Abhängigkeit Währungsunion USA |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010199043&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV012681744 |
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