Transmission channels of financial shocks to stock, bond, and asset-backed markets : an empirical model

Viola Fabbrini, Massimo Guidolin and Manuela Pedio

Preface -- The background : channels of contagion in the us financial crisis1 -- Methodology -- The data -- Estimates of single-state var models -- Results from markov switching models -- Estimating and disentangling the contagion channels -- Comparing the us and european contagion experiences -- Conclusions -- References -- Index

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Year of publication:	2016
Authors:	Fabbrini, Viola ; Guidolin, Massimo ; Pedio, Manuela
Publisher:	London [u.a.] : Palgrave Macmillan
Subject:	Finanzkrise \| Financial crisis \| Ansteckungseffekt \| Contagion effect \| Geldpolitische Transmission \| Monetary transmission \| Finanzmarkt \| Financial market \| Markov-Kette \| Markov chain \| USA \| United States \| Europa \| Europe \| Schock <Wirtschaft> \| Übertragung \| Kreditmarkt
Description of contents:	Table of Contents [gbv.de]

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Extent:	X, 131 SW. graph. Darst.
Series:	Palgrave pivot
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index PrefaceThe background : channels of contagion in the us financial crisis1 -- Methodology -- The data -- Estimates of single-state var models -- Results from markov switching models -- Estimating and disentangling the contagion channels -- Comparing the us and european contagion experiences -- Conclusions -- References -- Index.
ISBN:	978-1-137-56138-1 ; 978-1-137-56140-4 ; 978-1-137-56139-8
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011378708