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The aim of this paper is to identify the relationship between macroeconomic shocks and financial vulnerability in the argentine case for the period 1977-2004, by using VEC models. The results show that falls in the deposit-currency ratio (indicator of crisis or financial vulnerability) would be...
Persistent link: https://www.econbiz.de/10010551964
the case of Argentina. The paper employ Granger causality and exogeneity tests based on VEC models (vector error …
Persistent link: https://www.econbiz.de/10011118573