Now showing items 1-15 of 15

    • Back to the Future: A Sovereign Debt Standstill Mechanism IMF Article VIII, Section 2 (b) 

      Munevar, Daniel; Pustovit, Grygoriy (2020-06-22)
      This article provides a proposal to use IMF Article VIII, Section 2 (b) to establish a binding mechanism on private creditors for a sovereign debt standstill. The proposal builds on the original idea by Whitney Deveboise ...
    • CentERdata 

      Unknown author
      CentERdata is an eminent research institute, located on the Tilburg University (TiU) campus. We have supported and contributed to research that is relevant to science, society and policy since 1997. We conduct research ...
    • Collateral Eligibility of Corporate Debt in the Eurosystem 

      Pelizzon, Loriana; Riedel, Max; Simon, Zorka; Subrahmanyam, Marti G. (2020-04-01)
      We study how the Eurosystem Collateral Framework for corporate bonds helps the European Central Bank (ECB) fulfill its policy mandate. Using the ECBs eligibility list, we identify the first inclusion date of both bonds and ...
    • Datastream 

      Unknown author
      Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...
    • Depressed Demand  

      Massenot, Baptiste; Nghiem, Giang (2020-02-14)
      Using a survey of Dutch households, we find that individuals who have experienced higher national unemployment rates over their lifetime save more and borrow less, after controlling for aggregate shocks, income, wealth, ...
    • DNBHS 

      Unknown author
      same with DHS above
    • Does Monetary Policy Impact International Market Co-Movements? 

      Caporin, Massimiliano; Pelizzon, Loriana; Plazzi, Alberto (2020-05-11)
      We show that FED policy announcements lead to a significant increase in international comovements in the cross-section of equity and in particular sovereign CDS markets. The relaxation of unconventionary monetary policies ...
    • ECB EA 

      Unknown author
      The ECB’s historical list of eligible marketable assets
    • Higher-Order Income Risk over the Business Cycle: A Parametric Approach 

      Busch, Christopher; Ludwig, Alexander (2020-03-24)
      We extend the canonical income process with persistent and transitory risk to shock distributions with left-skewness and excess kurtosis, to which we refer as higher- order risk. We estimate our extended income process by ...
    • IHS Markit 

      Unknown author
      IHS Markit offers an unmatched combination of information, analytics and expertise. Our diverse team of professional thought leaders, subject matter experts, analysts and consultants continually advance IHS Markit solutions ...
    • Markit 

      Unknown author
      Markit Ltd. was a British financial information and services company with over 4,000 employees, founded in 2003 as an independent source of credit derivative pricing. The company provides independent data, trade processing ...
    • PSID 

      Unknown author
      The Panel Study of Income Dynamics (PSID) is the longest running longitudinal household survey in the world. The study began in 1968 with a nationally representative sample of over 18,000 individuals living in 5,000 families ...
    • Rigid Wages and Contracts: Time- versus State-Dependent Wages in the Netherlands 

      Grajales-Olarte, Anderson; Uras, Burak R.; Vellekoop, Nathanael (2019-09-01)
      We study nominal wage rigidity in the Netherlands using administrative data, which has three key features: (1) high-frequency (monthly), (2) high-quality (administrative records), and (3) high coverage (the universe of ...
    • Risk Pooling, Leverage, and the Business Cycle 

      Dindo, Pietro; Modena, Andrea; Pelizzon, Loriana (2020-02-25)
      This paper studies the impact of financial sector size and leverage on business cycles and risk-free rates dynamics. We model a general equilibrium productive economy where financial intermediaries provide costly risk ...
    • Statistics Netherland 

      Unknown author