Les congés destinés aux parents: une perspective européenne
In: La revue de l'IRES, Heft 3/46, S. 109-186
ISSN: 1145-1378
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In: La revue de l'IRES, Heft 3/46, S. 109-186
ISSN: 1145-1378
World Affairs Online
In: La lettre de l'IRES, Heft 59, S. 1-3
World Affairs Online
In: Neue Gesellschaft, Frankfurter Hefte: NG, FH. [Deutsche Ausgabe], Band 51, Heft 1-2, S. 30-34
ISSN: 0177-6738
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In: European security: ES, Band 13, Heft 3, S. 247-272
ISSN: 0966-2839
World Affairs Online
In: Europäische Hochschulschriften
In: Reihe 2, Rechtswissenschaft 3974
We study sovereign yield dynamics and order flow in the largest euro-area treasury markets. We exploit unique transaction data to explain daily yield changes in the ten-year government bonds of Italy, France, Belgium, and Germany. We use a state space model to decompose these changes into (i) a "benchmark" yield innovation, (ii) a yield spread common factor innovation, (iii) country-specific innovations, and (iv) (transitory) noise. We relate changes in each of these factors to national order imbalance and find that Italian order imbalance impacts the common factor innovation, French and Belgian order imbalance impact country-specific innovations, and German order imbalance only changes yields temporarily. Order imbalance, however, does not have explanatory power for the most important factor: benchmark yield innovations.
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In: Journal of common market studies: JCMS, Band 42, Heft 2, S. 229-248
ISSN: 0021-9886
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In: French politics, Band 2, Heft 1, S. 25-60
ISSN: 1476-3419
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In: French politics, Band 2, Heft 1, S. 81-95
ISSN: 1476-3419
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In: Documents: revue du dialogue franco-allemand, Band 59, Heft 1, S. 10-13
ISSN: 0151-0827
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In: Documents: revue du dialogue franco-allemand, Band 59, Heft 2, S. 65-97
ISSN: 0151-0827
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In: French politics, Band 2, Heft 2, S. 151-183
ISSN: 1476-3419
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In: West European politics, Band 27, Heft 5, S. 854-874
ISSN: 0140-2382
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In: Documents: revue du dialogue franco-allemand, Band 59, Heft 3, S. 69-91
ISSN: 0151-0827
World Affairs Online