Regional Financial Spillovers Across Europe : A Global VAR Analysis

A Global VAR Analysis

Regional Financial Spillovers Across Europe : A Global VAR Analysis
The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of international spillovers following a historical slowdown in U.S. equity prices. The GVAR model contains 27 country-specific models,... READ MORE...

Publication date: February 2009
ISBN 9781451871708
$18.00

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