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...
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Format: | Book |
Language: | English |
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Washington, D.C. :
International Monetary Fund,
2009
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Series: | IMF Working Papers ;
Working Paper No. 09/23 IMF Working Papers; Working Paper ; No. 2009/023 IMF eLibrary |
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