Macro-uncertainty and financial stress spillovers in the Eurozone
Andrea Cipollini, Ieva Mikaliunaite
| Year of publication: |
2020
|
|---|---|
| Authors: | Cipollini, Andrea ; Mikaliunaite, Ieva |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 89.2020, p. 546-558
|
| Subject: | Connectedness | Financial stress | Global VAR | Macro-uncertainty | Mixed frequency data | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Eurozone | Euro area | Finanzkrise | Financial crisis | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.11.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012426244