period 1958M2-2011M7, thereby paying particular attention to spillovers within and between countries. Using the VAR … volatility are highly intertwined, with spillovers taking place into all four directions; ii) the importance of spillovers has … point to moderate growth-growth spillovers and sizable volatility-volatility spillovers across countries, suggesting that …

policy categories are strong net transmitters of uncertainty spillovers (e.g. fiscal policy), while others show only a low … further reveals that the intensity and direction of spillovers change significantly over time. The total connectedness index …

global and euro area shocks as well as allows bilateral spillovers of country-specific shocks across the member economies …

VARs of real growth since 1970 are used to estimate spillovers between the U.S., euro area, Japan, and an aggregate of … smaller countries, which proxies for global shocks. U.S. and global shocks generate significant spillovers, while those from … financial effects are the largest source of spillovers. The results by subperiod underline the importance of the great …

empirical study is for six countries in Latin America. The findings suggest that intra-country spillovers configure an important … factor for explaining growth, while the importance of domestic spillovers is limited. The growth volatility is substantively …

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … significant co-movements and volatility spillovers across the four exchange returns, but their extend is, on average, lower in the … latter period. Return co-movements and volatility spillovers show large variability though, and are positively associated …