Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model

European Economic Review

Volumn 55, Issue 3, 2011, Pages 325-339

  Chudik, Alexander ^a   Fratzscher, Marcel ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

Author keywords

Advanced economies; C5; E44; Emerging market economies; F3; Financial crisis; Global transmission; Global VAR (GVAR); Liquidity; Modelling; Risk; Shocks; US

Indexed keywords

CAPITAL FLOW; ECONOMIC IMPACT; FINANCIAL CRISIS; FINANCIAL MARKET; FINANCIAL SYSTEM; GLOBAL ECONOMY; RISK ASSESSMENT;

EUROPE;

EID: 79952192645     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.euroecorev.2010.12.003     Document Type: Review

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