• A Quasi Real-Time Leading Indicator for the EU Industrial Production 

      Donadelli, Michael; Paradiso, Antonio; Riedel, Max (2016-01-04)
      We build a quasi real-time leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper gives rise to an ex-ante LI that is immune to “overlapping ...
    • Bloomberg 

      Unbekannter Autor
      Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...
    • Datastream 

      Unbekannter Autor
      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 ...
    • EC 

      Unbekannter Autor
      The European Commission (EC) is the executive branch of the European Union, responsible for proposing legislation, implementing decisions, upholding the EU treaties and managing the day-to-day business of the EU.
    • FRED 

      Unbekannter Autor
      Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louisthat has more than 500,000 economic time series from 87 sources. The data can be viewed in ...
    • Liquidity Premia in CDS Markets 

      Kamga, Merlin Kuate; Wilde, Christian (2017-07-14)
      We develop a state-space model to decompose bid and ask quotes of CDS into two components, fair default premium and liquidity premium. This approach gives a better estimate of the default premium than mid quotes, and it ...
    • OECD 

      Unbekannter Autor
      The Organisation for Economic Co-operation and Development (OECD) is an international organisation that works to build better policies for better lives. Our goal is to shape policies that foster prosperity, equality, ...
    • Systemic risk for financial institutions of major petroleum-based economies: The role of oil 

      Khalifa, Ahmed; Caporin, Massimiliano; Costola, Michele; Hammoudeh, Shawkat (2017-11-05)
      This paper examines the relationship between oil price movements and systemic risk of many financial institutions in major petroleum-based economies. We estimate ?CoVaR for those institutions and thereby observe the presence ...