An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
Year of publication: |
August 2015
|
---|---|
Authors: | MacDonald, Ronald ; Sogiakas, Vasilios ; Tsopanakis, Andreas |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 48.2015, p. 52-69
|
Subject: | Financial crisis | Systemic risk | Financial stress index | VAR | EU-Staaten | EU countries | Finanzkrise | Eurozone | Euro area | VAR-Modell | VAR model | Schock | Shock | Systemrisiko |
-
The role of systemic risk spillovers in the transmission of Euro Area monetary policy
Skouralis, Alexandros, (2023)
-
Systemic risk spillovers across the Euro area
Skouralis, Alexandros, (2021)
-
Jin, Xisong, (2020)
- More ...
-
MacDonald, Ronald, (2018)
-
MacDonald, Ronald, (2017)
-
MacDonald, Ronald, (2016)
- More ...