identification through generalized forecast error variance decompositions to estimate spillovers across four systemic markets in a … asset class, but that there are also substantial international spillovers across asset classes. Rolling estimations analysis …

identification through generalized forecast error variance decompositions to estimate spillovers across four systemic markets in a … asset class, but that there are also substantial international spillovers across asset classes. Rolling estimations analysis … substanzielle Spillovers über verschiedene Anlageklassen hinweg empirisch nachweisen. Rollierende Schätzungen liefern Evidenz dafür …

identification through generalized forecast error variance decompositions to estimate spillovers across four systemic markets in a … asset class, but that there are also substantial international spillovers across asset classes. Rolling estimations analysis … substanzielle Spillovers über verschiedene Anlageklassen hinweg empirisch nachweisen. Rollierende Schätzungen liefern Evidenz dafür …

interest rates and reductions in uncertainty in most non-Euro area countries. The spillovers on uncertainty are more pronounced …

hierarchy in the global spillovers from ECB and Federal Reserve monetary policy: while the spillovers to consumer prices are …

interest rates and reductions in uncertainty in most non-Euro area countries. The spillovers on uncertainty are more pronounced …

flows and have thus called for better monetary policy coordination to avoid excessive volatility and negative spillovers. …

Europe and Russia. Notably, bilateral integration with the eurozone is a key determinant of the strength of spillovers, with … spillovers strongest in non-euro EU countries and weakest in non-EU East European countries. Interestingly, we find … differentiated strength of spillovers to Russia compared to other non-EU East European countries, which we attribute to its fixed …