Measuring contagion potential among sovereigns and banks using a mixed-cross-section GVAR
Year of publication: |
2013-08
|
---|---|
Authors: | Gross, Marco ; Kok, Christoffer |
Institutions: | European Central Bank |
Subject: | Contagion | forecasting and simulation | Global macroeconometric modeling | macro-financial linkages | models with panel data | network analysis | spill-overs |
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