Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis

Economic Modelling

Volumn 29, Issue 3, 2012, Pages 943-973

  Chevallier, Julien ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Commodities; Credit spread; Cross market linkages; Equities; Financial crisis; Global imbalances; Housing market; Macroeconomy; Multivariate Markov switching model

Indexed keywords

EID: 84859110123     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2012.02.012     Document Type: Article

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