On the identification of interdependence and contagion of financial crises
Year of publication: |
December 2017
|
---|---|
Authors: | Bacchiocchi, Emanuele |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 79.2017, 6, p. 1148-1175
|
Subject: | Finanzkrise | Financial crisis | Schuldenkrise | Debt crisis | Internationaler Finanzmarkt | International financial market | Ansteckungseffekt | Contagion effect | Europäisches Währungssystem | European Monetary System | VAR-Modell | VAR model | EU-Staaten | EU countries |
-
On the identification of interdependence and contagion of financial crises
Bacchiocchi, Emanuele, (2015)
-
International crises, instability periods and contagion : the case of the ERM
Bacchiocchi, Emanuele, (2009)
-
Sovereign risk, elections, and contagion
Li, Chi, (2013)
- More ...
-
Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows
Bacchiocchi, Emanuele, (2016)
-
Macroeconomic spillovers of weather shocks across U.S. states
Bacchiocchi, Emanuele, (2024)
-
Partially identified heteroskedastic SVARs
Bacchiocchi, Emanuele, (2024)
- More ...