Název: Economic research bulletin (2011, No.2)
Název části: Macro-financial linkages: theory and applications
Autoři: Česká národní banka
Typ dokumentu: Firemní tisk
ISSN: 1803-7089
Rok: 2011
Jazyk: eng
Abstrakt: The first article presents a model that incorporates credit frictions and serves to describe the dynamics of credit spreads in moderate as well as crisis times. The model is then used to evaluate the effects of quantitative easing and credit easing. The second article proposes a model that shows how the conditions of a parent bank might affect the interest rate setting of its subsidiary or branch in a foreign country, and is followed by an empirical assessment of the ten largest banks in the Czech Republic under foreign control. The remaining papers are of an empirical nature. The third article investigates the household credit market in the Czech Republic, proposing a new indicator of default risk and examining its determinants. The fourth article evaluates the extent to which financial variables help predict key Czech macroeconomic indicators. The last article presents evidence on the degree and evolution of financial integration of the Czech Republic and four other EU countries outside the euro area.
Klíčová slova: ekonomický výzkum; Evropská unie; makroekonomie; mezinárodní podnik; Czech national bank; economic research; European union; financial markets; international company; macroeconomics; macroeconomy; multinational banks
Práva: Dílo je chráněno podle autorského zákona č. 121/2000 Sb.

Instituce: Česká národní banka (web)
Externí umístění souboru: http://www.cnb.cz/en/research/research_publications/erb/index.html

Trvalý odkaz NUŠL: http://www.nusl.cz/ntk/nusl-124091


Záznam je zařazen do těchto sbírek:
Ostatní > Česká národní banka
Firemní literatura > Firemní tisk