Showing 1 - 10 of 106
Persistent link: https://www.econbiz.de/10014546177
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/10000995874
Persistent link: https://www.econbiz.de/10014469908
Persistent link: https://www.econbiz.de/10012416822
Persistent link: https://www.econbiz.de/10012250182
Persistent link: https://www.econbiz.de/10015053846
Persistent link: https://www.econbiz.de/10013557117