Researchers involved in Work Package 3 analysed on the development of new understanding of cross-border EU interdependence implications, mainly focusing on macroeconomic and financial imbalances and spillovers.
Below you can find a list of working papers published in the ADEMU Working Paper Series, which have been relevant for the achievement of the objectives of Work Package 3.
| Title |
Author(s) |
Working Paper Number |
| Breaking the Spell with Credit-Easing |
G.Gaballo, R.Marimon |
WP 2016/001 |
| Bank Opacity and Financial Crises |
J.Jungherr |
WP 2016/002 |
| Policy Spillovers and Synergies in a Monetary Union |
Ó.Arce, S.Hurtado, C.Thomas |
WP 2016/006 |
| The Real Effects of Liquidity Shocks in Sovereign Debt Markets: Evidence from Italy |
A.Gazzani, A.Vicondoa |
WP2016/0014 |
| Asymmetric Trade Liberalizations and Current Account Dynamics |
A. Barattieri |
WP2016/0018 |
| Regime-Dependent Sovereign Risk Pricing during the Euro Crisis |
A.L. Delatte, J. Fouquau, R. Portes |
WP2016/0032 |
| The Government Wage Bill and Private Activity |
D.Bermperoglu, E.Pappa, E.Vella |
WP2016/0033 |
Risk diversification and the large-small bank
dichotomy in money markets |
H.Rodriguez Mendizabal |
WP2016/0040 |
| Measuring Fiscal Policy Spillovers in the Euro Area |
L. Gambetti, F. Gallio |
WP2016/0044 |
| Optimal Debt Maturity and Firm Investment |
J. Jungherr, I. Schott |
WP2016/0051 |
| Narrow banking with modern depository institutions: Is there a reason to panic? |
H. Rodríguez Mendizábal |
WP2017/0052 |
| Leverage Bounds with Default and Asymmetric Information |
R. Bohacek |
WP2017/60 |
| Search-Based Endogenous Asset Liquidity and the Macroeconomy |
W. Cui, S. Radden |
WP2017/61 |
| Default cycles |
W. Cui, L. Kaas |
WP2017/62 |
| Volatility During the Financial Crisis Through the Lens of High Frequency Data: A Realized GARCH Approach |
D. Banulescu-Radu, P. R. Hansen, Z. Huang, M. Matei |
WP2017/63 |
Self-Fulfilling Runs and Endogeneous Liquidity
Creation |
H. Rodriguez, D.Leiva |
WP2018/90 |
| On Overborrowing: Trend Shocks and Capital Controls |
H. D. Seoane, E. Yurdagul |
WP2018/97 |
| On the asset prices and leverage requirements |
R. Levinsky, T. Gehrig |
WP2018/100 |
| The negative correlation between nonperforming loans of large and small banks |
H. Rodríguez Mendizábal |
WP2018/103 |
Optimal Government Policies
in Models with Heterogeneous Agents |
R. Bohacek and M. Kejak |
WP2018/130 |
