Regional Financial Spillovers Across Europe; A Global VAR Analysis
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References listed on IDEAS
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More about this item
KeywordsCross country analysis; Capital markets; Financial systems; Europe; Emerging markets; Economic models; Regional shocks; Global VAR; Macro-Financial Linkages; International Financial Spillovers; equity prices; statistics; error variance; cointegration; bootstrap;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-03-28 (All new papers)
- NEP-CBA-2009-03-28 (Central Banking)
- NEP-EEC-2009-03-28 (European Economics)
- NEP-FDG-2009-03-28 (Financial Development & Growth)
- NEP-MAC-2009-03-28 (Macroeconomics)
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