Bayesian GVAR with k-endogenous dominants & input-output weights : financial and trade channels in crisis transmission for BRICs
Year of publication: |
May 2016
|
---|---|
Authors: | Tsionas, Efthymios G. ; Konstantakis, Konstantinos N. ; Michaēlidēs, Panagiōtēs G. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 42.2016, p. 1-26
|
Subject: | Financial sector | Crisis transmission | BRICs | GVAR | Input-Output | Bayesian | Input-Output-Analyse | Input-output analysis | BRICS-Staaten | BRICS countries | Finanzkrise | Financial crisis | Finanzsektor | Bayes-Statistik | Bayesian inference | Welt | World | Geldpolitische Transmission | Monetary transmission | Internationale Wirtschaft | International economy |
-
Zeb, Shumaila, (2019)
-
Is financial institutions' stability of BRICS block responsive to uncertain dimensions?
Aftab, Rehan, (2022)
-
Kundu, Nobinkhor, (2018)
- More ...
-
Konstantakis, Konstantinos N., (2015)
-
System estimation of GVAR with two dominants and network theory : evidence for BRICs
Konstantakis, Konstantinos N., (2015)
-
Non-linearities in financial bubbles : theory and Bayesian evidence from S&P500
Michaēlidēs, Panagiōtēs G., (2016)
- More ...