Publications | European Stability Mechanism

ESM

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72

Regime-based portfolio optimisation: A Hidden Markov Model approach for fixed income portfolios

ESM

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71

The Unilateral Issuance Framework for the European Stability Mechanism and the European Commission

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70

Concessional credit lines for sovereigns in financial distress

ESM

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69

Asset-Quality-at-Risk

ESM

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68

A survey-based measure of asymmetric macroeconomic risk in the euro area

ESM

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67

The distributional implications of the euro area crisis: Evidence from macroeconomic adjustment in Greece and Portugal

ESM

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66

Option-implied bond spread risk

ESM

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65

Saving for stability: Greece’s Recovery and Resilience Plan and its impact on the external position

ESM

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64

Financial imbalances and macroeconomic tail risks: A structural regime-switching investigation

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