Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model
Year of publication: |
2011
|
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Authors: | Chudik, Alexander ; Fratzscher, Marcel |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | advanced economies | Emerging market economies | financial crisis | global transmission | Global VAR (GVAR) | liquidity | modelling | risk | shocks | US |
Series: | ECB Working Paper ; 1285 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 653939604 [GVK] hdl:10419/153719 [Handle] RePEc:ecb:ecbwps:20111285 [RePEc] |
Classification: | E44 - Financial Markets and the Macroeconomy ; F3 - International Finance ; C5 - Econometric Modeling |
Source: |
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Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model
Chudik, Alexander, (2010)
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Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model
Chudik, Alexander, (2011)
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Chudik, Alexander, (2012)
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Chudik, Alexander, (2012)
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Identifying the global transmission of the 2007 - 09 financial crisis in a GVAR Model
Chudik, Alexander, (2011)
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Identifying the global transmission of the 2007 - 09 financial crisis in a GVAR Model
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