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Heinz, F Frigyes:

2014

Title: Sovereign CDS Spreads in Europe: The Role of Global Risk Aversion, Economic Fundamentals, Liquidity, and Spillovers

Author: Heinz, F Frigyes ; Sun, Yan

Series: Working Paper No. 2014/017

Date: January 28, 2014

Subject: Asset and liability management Balance of payments Credit default swap Current account balance Financial sector policy and analysis Government debt management Liquidity Money Public financial management (PFM) Spillovers

2013

Title: Cross-Country Linkages in Europe: A Global VAR Analysis

Author: Sun, Yan ; Heinz, F Frigyes ; Ho, Giang

Series: Working Paper No. 2013/194

Date: September 11, 2013

Subject: Credit Econometric analysis Financial services Inflation Long term interest rates Money Prices Production Production growth Vector autoregression