euro area. To control for international spillovers, global VARs are also considered. Differences in the results can provide … a measure on the impact of financial market integration. The specifications point to some impact of liquidity shocks on …

liquidity shocks on real share and house prices, VAR models are specified for the US and the euro area, as well as global VARs … effect is restricted to the US. Stock market prices are not affected. Thus, the results suggest that the link between …

We use a novel disaggregate sectoral euro area data set with a regional breakdown to investigate price changes and …

We use a novel disaggregate sectoral euro area data set with a regional breakdown to investigate price changes and …, that leads to new insights regarding the properties of sectoral price changes. - Disaggregated prices ; euro area regional …

euro area. To control for international spillovers, global VARs are also considered. Differences in the results can provide … a measure on the impact of financial market integration. The specifications point to some impact of liquidity shocks on …