Regional Financial Spillovers Across Europe; A Global VAR Analysis
Year of publication: |
2009-02-01
|
---|---|
Authors: | Sgherri, Silvia ; Galesi, Alessandro |
Institutions: | International Monetary Fund (IMF) |
Subject: | Emerging markets | Financial systems | Regional shocks | Economic models | equity prices | statistics | error variance | cointegration | bootstrap | correlations | econometrics | gross domestic product | correlation | standard error | capital markets | estimation procedure | covariance | time series | financial statistics | bootstrap technique | linear trend | significance level | rate of change | confidence intervals | heteroscedasticity | asymptotic distribution | standard errors | domestic capital | structural analysis | subsidiaries | predictions | consumer price index | hypothesis testing | time series analysis | number of parameters | statistical significance | equation | central limit theorems | domestic capital markets | covariances | statistical analysis | linear model | linear models |
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