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Volatility and shocks spillover before and after EMU in European stock markets

Billio, Monica; Pelizzon, Loriana - In: Journal of multinational financial management 13 (2003) 4/5, pp. 323-340

Persistent link: https://www.econbiz.de/10001782062

Systemic risk tomography : signals, measurement and transmission channels

Billio, Monica (ed.); Pelizzon, Loriana (ed.); … - 2017

Persistent link: https://www.econbiz.de/10011581791

A turning-point chronology for the Eurozone

Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - In: Growth and cycle in the Euro-zone, (pp. 261-274). 2006

Persistent link: https://www.econbiz.de/10003412217

A system for dating and detecting turning points in the euro area

Anas, Jacques; Billio, Monica; Mazzi, Gian Luigi - In: The Manchester School 76 (2008) 5, pp. 549-577

Persistent link: https://www.econbiz.de/10003751389

Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370

Persistent link: https://www.econbiz.de/10011687515

Turning point chronology for the euro area : a distance plot approach

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … (2014) 1, pp. 89-102

Persistent link: https://www.econbiz.de/10011922977

Interactions between eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10011629417

Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015

Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...

Persistent link: https://www.econbiz.de/10011335013

A turning point chronology for the Euro-zone

Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - 2007

Persistent link: https://www.econbiz.de/10003912313

Identifying business cycle turning points with sequential Monte Carlo methods : an online and real-time application to the euro area

Billio, Monica; Casarin, Roberto - In: Journal of forecasting 29 (2010) 1/2, pp. 145-167

Persistent link: https://www.econbiz.de/10003951826