Caporale, Guglielmo Maria; Hunter, John; Menla Ali, Faek - In: International Review of Financial Analysis 33 (2014) C, pp. 87-103
, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010 … rate changes in the US and the UK, in the opposite direction in Canada, and bidirectional causality in the euro area and … direction in the euro area and Japan, while there is evidence of bidirectional feedback in Switzerland and Canada. The results …