Blot, Christophe; Creel, Jérôme; Hubert, Paul; … - Centre de recherche en Économie (OFCE), Sciences … - 2014
This paper aims at investigating first the (possibly time-varying) empirical relationship between the level and conditional variances of price and financial stability, and second, the effects of macro and policy variables on this relationship in the United States and the Eurozone. Three...