Kerstin Bernoth
Berlin,
01.07.2011
| External Imbalances, Financial Integration and Exchange Rate Regimes: Workshop. Deutsche Bundesbank, Freie Universität Berlin
We study the determinants of sovereign bond yield spreads across 10 EMU countries between Q1/1999 and Q1/2010. We apply a semiparametric time-varying coefficient model to identify, to what extent an observed change in the yield spread is due to a shift in macroeconomic fundamentals or due to altering risk pricing. We find that at the beginning of EMU, the government debt level and the general...
Kerstin Bernoth, Burcu Erdogan
Rethymno, Griechenland,
26.05.2011
- 28.05.2011| 15th Annual International Conference on Macroeconomic Analysis and International Finance
Linkages between banks and insurance companies are important when forecasting the fragility of the banking and insurance sectors. We propose a novel empirical framework that allows us to estimate unobserved linkages in panel data sets that contains observed regressors. We find that taking unobserved common factors into account reduces the root mean square forecasts error of firm specific forecasts...
Kerstin Bernoth, Andreas Pick
München,
23.09.2010
- 25.09.2010| CEQURA Conference on Advances in Financial and Insurance Risk Management
Linkages between banks and insurance companies are important when forecasting the fragility of the banking and insurance sectors. We propose a novel empirical framework that allows us to estimate unobserved linkages in panel data sets that contains observed regressors. We find that taking unobserved common factors into account reduces the root mean square forecasts error of firm specific forecasts...
Kerstin Bernoth, Andreas Pick
Frankfurt am Main,
11.06.2010
| Research Seminar: Deutsche Bundesbank
Linkages between banks and insurance companies are important when forecasting the fragility of the banking and insurance sectors. We propose a novel empirical framework that allows us to estimate unobserved linkages in panel data sets that contains observed regressors. We find that taking unobserved common factors into account reduces the root mean square forecasts error of firm specific forecasts...
Kerstin Bernoth, Andreas Pick
Rethymno, Griechenland,
27.05.2010
- 29.05.2010| 14th Annual International Conference on Macroeconomic Analysis and International Finance
A strong private equity market is a cornerstone for commercialization and innovation in modern economies. However, substantial differences exist in the relative amounts raised and invested in private equity across European countries. We investigate the macro-determinants of private equity investment in Europe, focusing on the comparison between CEE and Western European countries. Our estimations...
Kerstin Bernoth, Roberta Colavecchio, Magdolna Sass
Berlin,
26.04.2010
| Financial Systems, Efficiency and Stimulation of Sustainable Growth (FINESS): Advisory and Steering Committee Meeting
Kerstin Bernoth
Berlin,
11.03.2010
| Medien - Mittler zwischen den Völkern: ein Programm der Robert Bosch Stiftung in Zusammenarbeit mit der Berliner Journalisten-Schule
Kerstin Bernoth, Casper G. de Vries, Jürgen von Hagen
Limassol, Zypern,
29.10.2009
- 31.10.2009| 3rd International Conference on Computational and Financial Econometrics (CFE'09)
Kerstin Bernoth, Casper G. de Vries, Jürgen von Hagen
Barcelona, Spanien,
23.08.2009
- 27.08.2009| 64th European Meeting of the Econometric Society ESEM