Volatility spillovers and the global financial cycle across economies: evidence from a global semi-structural model
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DOI: 10.32468/be.1011
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- Gómez-Pineda, Javier G., 2020. "Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model," Economic Modelling, Elsevier, vol. 90(C), pages 331-373.
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- Javier G. Gómez-Pineda, 2018. "A well-timed raise in inflation targets," Borradores de Economia 1042, Banco de la Republica de Colombia.
- Tuzcuoglu, Kerem, 2024. "Nonlinear transmission of international financial stress," Economic Modelling, Elsevier, vol. 139(C).
- Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
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More about this item
Keywords
Global financial cycle; Uncertainty; Risk aversion; Global risk; Global value chains; Value-chain trade equations; Global semi-structural model;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2017-09-17 (Financial Markets)
- NEP-MAC-2017-09-17 (Macroeconomics)
- NEP-RMG-2017-09-17 (Risk Management)
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