Caporale, Guglielmo Maria - 2013
, namely the US, the UK, Canada, Japan, the euro area, and Switzerland, using data on the banking crisis between 2007 and 2010 … changes in the US and the UK, in the opposite direction in Canada, and of bidirectional spillovers in the euro area and … direction in the euro area and Switzerland, whilst there is evidence of bidirectional feedback in the US and Canada. These …