Latviešu valodas versija nav pieejama
Jana Gieck
- 1 October 2012
- WORKING PAPER SERIES - No. 1480Details
- Abstract
- This paper provides an empirical assessment of interdependence and contagion across three asset classes (bonds, stocks, and currencies) for over 60 economies over the period 1998 to 2011. Using a global VAR, we test for changes in the transmission mechanism
- JEL Code
- F30 : International Economics→International Finance→General
G15 : Financial Economics→General Financial Markets→International Financial Markets