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Related papers: Stability in EMU

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This paper describes the opportunities and also the difficulties of EMU with regard to international monetary cooperation. Even though the institutional and intellectual assistance to the coordination of monetary policy in the EU will…

Econometrics · Economics 2018-07-03 Chris Kirrane

This study analyzes public debts and deficits between European countries. The statistical evidence here seems in general to reveal that sovereign debts and government deficits of countries within European Monetary Unification-in average-…

General Economics · Economics 2018-07-23 Mario Coccia

Monetary integration has both costs and benefits. Europeans have a strong aversion to exchange rate instability. From this perspective, the EMS has shown its limits and full monetary union involving a single currency appears to be a…

General Economics · Economics 2018-07-23 Chris Kirrane

In dynamical framework the conflict between government and the central bank according to the exchange Rate of payment of fixed rates and fixed rates of fixed income (EMU) convergence criteria such that the public debt / GDP ratio The method…

Econometrics · Economics 2018-07-24 William Mackenzie

In the late 90's, after severe financial and economic crisis, accompanied by inflation and exchange rate instability, Eastern Europe emerged into two groups of countries with radically contrasting monetary regimes (Currency Boards and…

General Finance · Quantitative Finance 2013-03-26 Muhammad Khan , Mazen Kebewar , Nikolay Nenovsky

Public debt is one of the important economic variables that quantitatively describes a nation's economy. Because bankruptcy is a risk faced even by institutions as large as governments (e.g. Iceland), national debt should be strictly…

General Finance · Quantitative Finance 2010-06-04 Alexander M. Petersen , Boris Podobnik , Davor Horvatic , H. Eugene Stanley

With negative growth in real production in many countries and debt levels which become an increasing burden on developed societies, the calls for a change in economic policy and even the monetary system become louder and increasingly…

General Finance · Quantitative Finance 2012-06-08 Andreas Hula

Currency crises are frequently discussed retrospectively as a necessary and deterministic outcome of a finite sequence of fiscal decisions, monetary manoeuvres, and limited exogenous inputs. Parallelly, the Twin Deficits Hypothesis (TDH)…

General Economics · Economics 2025-10-09 Shaunak Kulkarni , Rohan Ajay Dubey

The aim of the present article is to offer a strictly mathematical, statistical treatment of the current account balances in EU and in the Eurozone. Based on Eurostat data, an overview of the total and annual balances is first made for…

General Finance · Quantitative Finance 2013-02-26 Dimitris Sardelis

The emerging system at the European level can be conceptualized as a pattern of relations among member states that tends to be reproduced despite disturbances in individual trajectories. The Markov property is used as an indicator of…

Data Analysis, Statistics and Probability · Physics 2010-01-26 Loet Leydesdorff , Nienke Oomes

This paper examines the history of previous examples of EMU from the viewpoint that state actors make decisions about whether to participate in a monetary union based on rational self-interest concerning costs and benefits to their national…

General Economics · Economics 2018-07-23 Chris Kirrane

European Monetary Union continues to be characterised by significant macroeconomic imbalances. Germany has shown increasing current account surpluses at the expense of the other member states (especially the European periphery). Since the…

General Economics · Economics 2022-09-21 Giovanni Carnazza , Pierluigi Vellucci

Recent developments in the global liberalization of equity and currency markets, coupled to advances in trading technologies, are making markets increasingly interdependent. This increased fluidity raises questions about the stability of…

adap-org · Physics 2019-08-15 Tad Hogg , Bernardo A. Huberman , Michael Youssefmir

We examine the problem of dynamic reserving for risk in multiple currencies under a general coherent risk measure. The reserver requires to hedge risk in a time-consistent manner by trading in baskets of currencies. We show that reserving…

Mathematical Finance · Quantitative Finance 2017-12-18 Saul Jacka , Seb Armstrong , Abdel Berkaoui

This paper aims at solving FX market volatility modeling problem and finding the most becoming approach to this task. Validity of two competing approaches, classical econometric generalized conditional heteroscedasticity and mathematical…

Mathematical Finance · Quantitative Finance 2021-04-30 Anton Koshelev

This paper investigates and compares currency substitution between the currencies of Central and Eastern European (CEE) countries and the euro. In addition, we develop a model with microeconomic foundations, which identifies difference…

General Finance · Quantitative Finance 2017-04-07 Claudiu Tiberiu Albulescu , Dominique Pépin , Stephen Miller

Stablecoins and central bank digital currencies are on the horizon in Asia, and in some cases have already arrived. This paper provides new analysis and a critique of the use case for both forms of digital currency. It provides time-varying…

General Economics · Economics 2022-02-16 Barry Eichengreen , Ganesh Viswanath-Natraj

The long-lasting socio-economic impact of the global financial crisis has questioned the adequacy of traditional tools in explaining periods of financial distress, as well as the adequacy of the existing policy response. In particular, the…

General Economics · Economics 2020-04-21 Chiara Perillo , Stefano Battiston

We study the effects on economic activity of a pure temporary change in government debt and the relationship between the debt multiplier and the level of debt in an overlapping generations framework. The debt multiplier is positive but…

General Economics · Economics 2022-12-05 Alice Albonico , Guido Ascari , Alessandro Gobbi

We study a matching problem between agents and public goods, in settings without monetary transfers. Since goods are public, they have no capacity constraints. There is no exogenously defined budget of goods to be provided. Rather, each…

Computer Science and Game Theory · Computer Science 2025-06-10 Sara Fish , Yannai A. Gonczarowski , Sergiu Hart
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