Showing 1 - 10 of 59
Persistent link: https://www.econbiz.de/10014546177
Persistent link: https://www.econbiz.de/10013253088
This paper empirically investigates the transmission of systemic risk across the Euro Area by employing a Global VAR model. We find that a union aggregate systemic risk shock results in a sharp decline in output, with two thirds of the response to be attributed to cross-country spillovers. The...
Persistent link: https://www.econbiz.de/10012704731
Persistent link: https://www.econbiz.de/10012418064
Persistent link: https://www.econbiz.de/10013187256
Persistent link: https://www.econbiz.de/10012426407
Persistent link: https://www.econbiz.de/10012592165
Persistent link: https://www.econbiz.de/10014443889
Persistent link: https://www.econbiz.de/10015052880