Lo Duca, Marco; Stracca, Livio - European Central Bank - 2014
equity returns, bond yields and measures of market risk such as implied volatility, skewness and kurtosis. Our main finding …In the wake of the global financial crisis, the G20 has become the most important forum of global governance and … ministerial and Leaders level have had an impact on global financial markets. We focus on the period from 2007 to 2013, looking at …