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Business cycle and financial cycle spillovers in the G7 countries · Study

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ArticleBusiness cycle and financial cycle spillovers in the G7 countries

Nikolaos Antonakakis2015

OA

Articlegreen2015

Business cycle and financial cycle spillovers in the G7 countries

Nikolaos Antonakakis · Max Breitenlechner · Johann Scharler

41 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Monetary Policy and Economic Impact Banking stability, regulation, efficiency Global Financial Crisis and Policies

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 41 citations exist upstream.

References

1980Macroeconomics and Reality 1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1997Credit Cycles 1996Impulse response analysis in nonlinear multivariate models 2008Market Liquidity and Funding Liquidity 1998The Financial Accelerator in a Quantitative Business Cycle Framework 1988Agency Costs, Net Worth, And Business Fluctuations

Cited by

2017Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?2022Network connectedness dynamics of the yield curve of G7 countries 2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China

Details

Year2015

Typearticle

Published2015-04-06

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations41

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.qref.2015.03.002

openalex_workW2012871608

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