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Stress and inflation entwine

Even though the European Central Bank appeared to choose fighting inflation over defusing banking instability, its struggle to tighten interest rates any further from here will likely show that the two issues are joined at the hip.After a dramatic.

Ajay rajadhyakshaChristine lagardeSilicon valley bankEuropean central bankCredit suisseSystemic stress

ECB had a choice – stress and inflation entwine :Mike Dolan | Hellenic Shipping News Worldwide

ECB had a choice – stress and inflation entwine :Mike Dolan | Hellenic Shipping News Worldwide
hellenicshippingnews.com - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from hellenicshippingnews.com Daily Mail and Mail on Sunday newspapers.

Ajay rajadhyakshaChristine lagardeHugh lawsonMike dolanSilicon valley bankEuropean central bankCredit suisseSystemic stressMiked editing

The impact of the Russian invasion of Ukraine on euro area activity via the uncertainty channel

The European Central Bank (ECB) is the central bank of the 19 European Union countries which have adopted the euro. Our main task is to maintain price stability in the euro area and so preserve the purchasing power of the single currency.

New yorkUnited statesAlina bobasuWorld trade centerStructural vector autoregressionHarmonised indexConsumer pricesComposite indicatorSystemic stressAmerican economic review

War in Ukraine and high-frequency macroeconomic risk measures

Following the Russian invasion of Ukraine on 24 February 2022, financial stress indicators suddenly increased. Using this high-frequency daily information conveyed by financial markets, this column presents a newly developed mixed-frequency quantile regression model in order to quantify macro risks in the euro area for the first quarter of 2022. The authors show that macro

United statesEuropean central bankEuropean central bank working paper noInternational journal of forecastingComposite indicatorSystemic stressGlobal crisisEuropean centralAmerican economic reviewInternational journalEuropean central bank working paperDevelopment economics

Measuring The Forest Through The Trees: The Corporate Bond Market Distress Index

this post authored by Nina Boyarchenko, Richard Crump, Anna Kovner, and Or Shachar With more than $10.4 trillion outstanding as of Q3:2020, the U.S. corporate bond market is a significant source of funding for most large U.S. corporations. While prior literature offers a variety of measures to capture different aspects of corporate bond market functioning, there is little consensus on how to use those measures to identify periods of distress in the market as a whole. In this post, we describe the U.S. Corporate Bond Market Distress Index (CMDI), which offers a single measure to quantify joint dislocations in the primary and secondary corporate bond markets. As detailed in a new working paper, the index provides more salient information about the state of the corporate bond market relative to common measures of financial stress, thereby more accurately identifying periods of widespread dislocation in the market.

New yorkUnited statesRichard crumpNina boyarchenkoAnna kovnerRegulatory authority tradeBank researchYork researchFederal reserve bankMarket committeeFederal reserveStatistics groupChicago board options exchangeLiberty streetBond market distress indexCorporate bond market functioning