Identifying and measuring the contagion channels at work in the European financial crises
Massimo Guidolin, Manuela Pedio
| Year of publication: |
May 2017
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|---|---|
| Authors: | Guidolin, Massimo ; Pedio, Manuela |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 48.2017, p. 117-134
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| Subject: | Contagion channels | Markov switching models | Vector autoregressions | Impulse response function | Flight-to-quality | Flight-to-liquidity | Risk premium | Finanzkrise | Financial crisis | VAR-Modell | VAR model | EU-Staaten | EU countries | Risikoprämie | Ansteckungseffekt | Contagion effect | Markov-Kette | Markov chain | Schock | Shock | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2017.01.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011892337