House prices and ultra-low interest rates: exploring the nonlinear nexus
D Dieckelmann, HS Hempell, B Jarmulska, JH Lang… - Empirical …, 2024 - Springer
The acceleration of house price growth amidst falling interest rates to record low levels
across euro area countries between 2015 and 2021 has sparked renewed interest in the link …
across euro area countries between 2015 and 2021 has sparked renewed interest in the link …
Understanding the Excess Bond Premium
K Benson, IH Cheng, J Hull, C Martineau… - arXiv preprint arXiv …, 2024 - arxiv.org
We study the drivers of the Gilchrist and Zakraj\v {s} ek (2012) excess bond premium (EBP)
through the lens of the news. The monthly attention the news pays to 180 topics (Bybee et …
through the lens of the news. The monthly attention the news pays to 180 topics (Bybee et …
[PDF][PDF] Beyond Boom and Bust: Causes of Banking Crises, 1870-2016
M Baron, D Dieckelmann - Unpublished manuscript, 2021 - safe-frankfurt.de
We systematically reassess the economic historiography of banking crises for 46 countries
over the past 150 years to document how their main causes have developed over time …
over the past 150 years to document how their main causes have developed over time …
[PDF][PDF] Two Centuries of Systemic Bank Runs
We study the macroeconomic causes and consequences of bank runs in 184 countries over
the period of 1800-2022. A new narrative chronology of bank run events coupled with a …
the period of 1800-2022. A new narrative chronology of bank run events coupled with a …
[PDF][PDF] Can Early Warning Indicators Explain the Severity and Length of Sovereign Debt Crises?
EFS Pereira - 2023 - repositorio-aberto.up.pt
The objective of this dissertation is to make use of the vast and growing literature on the
prediction of sovereign debt crises and analyse whether the best early warning indicators …
prediction of sovereign debt crises and analyse whether the best early warning indicators …