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Is the international propagation of financial shocks non-linear? · Study

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ArticleIs the international propagation of financial shocks non-linear?

Carlo A. Favero2002

Article2002

Is the international propagation of financial shocks non-linear?

Carlo A. Favero · Francesco Giavazzi

277 citations·0/0 files stored·Journal of International Economics

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

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References

1978Specification Tests in Econometrics 1990Inference in Linear Time Series Models with some Unit Roots 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure 2001Measuring Contagion: Conceptual and Empirical Issues 2000A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS

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2012The more contagion effect on emerging markets: The evidence of DCC-GARCH model 2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 2009Contagion as a domino effect in global stock markets 2007Unravelling financial market linkages during crises 2014Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe 2008Evidence of interdependence and contagion using a frequency domain framework 2003Contagion and interdependence in stock markets: Have they been misdiagnosed?2013Economies of contagion: financial crisis and pandemic

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Year2002

Typearticle

Published2002-06-01

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations277

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/s0022-1996(01)00139-8

openalex_workW1532783405

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