Estimating financial integration in Europe : how to separate structural trends from cyclical fluctuations
Laurent Maurin, Enrico Minnella, Alfred Lake
| Year of publication: |
2024
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|---|---|
| Authors: | Maurin, Laurent ; Minnella, Enrico ; Lake, Alfred |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 95.2024, p. 85-97
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| Subject: | Business cycle | FAVAR models | Financial markets | Macroeconomic shocks | Konjunktur | Finanzmarkt | Financial market | Schock | Shock | EU-Staaten | EU countries | Schätzung | Estimation | VAR-Modell | VAR model | Volatilität | Volatility | Marktintegration | Market integration |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631372