SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?
16 references·1 citing·43 second hopsampled
Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy? (2019)Financial stress and asymmetric shocks tr…Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries (2017)Uncovering the heterogeneous …Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model (2015)Examining asymmetries in the …The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)The EMU sovereign-debt crisis…Sovereign Risk, Fiscal Policy, and Macroeconomic Stability (2012)Sovereign Risk, Fiscal Policy…CISS - A Composite Indicator of Systemic Stress in the Financial System (2012)CISS - A Composite Indicator …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)CISS - A Composite Indicator …Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter? (2009)Financial Stress: What Is It,…Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter? (2009)Financial Stress: What Is It,…Financial Stress, Downturns, and Recoveries (2009)Financial Stress, Downturns, …Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Measuring financial stress in a developed country: An application to Canada (2006)Measuring financial stress in…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …A Theory of Optimum Currency Areas (1961)A Theory of Optimum Currency …DYNAMIC CONNECTEDNESS OF FINANCIAL STRESS ACROSS ADVANCED AND EMERGING ECONOMIES: EVIDENCE FROM TIME AND FREQUENCY DOMAINS (2021)DYNAMIC CONNECTEDNESS OF FINA…Economic Theory and Western European Integration (1959)Optimum Currency Areas (1991)One Money, One Market: Estimating the Effect of Common Currencies on Trade (1999)Fear of Floating (2000)From Principles of Political Economy (2005)The case for flexible exchange rates (2014)Stochastic Simulation (1987)How Big Is the Random Walk in GNP? (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)ARCH modeling in finance (1992)Currency crashes in emerging markets: An empirical treatment (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Inflation Targeting: A New Framework for Monetary Policy? (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy and Asset Price Volatility (2000)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Risk, Uncertainty and Monetary Policy (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Market Liquidity and Funding Liquidity (2008)The Impact of Uncertainty Shocks (2009)The VIX, the variance premium and stock market volatility (2014)Financial stability, energy consumption and environmental quality: Evidence from South Asian economies (2016)Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe (2021)A Model of Balance-of-Payments Crises (1979)Estimating long-run relationships from dynamic heterogeneous panels (1995)The Purchasing Power Parity Puzzle (1996)Mispricing of Sovereign Risk and Macroeconomic Stability in the Eurozone* (2012)Self-fulfilling crises in the Eurozone: An empirical test (2012)Oil price shocks, global financial markets and their connectedness (2020)The Adjustment of Stock Prices to New Information (1969)Credit Cycles (1997)This Time Is Different (2009)Introducing a New Broad-Based Index of Financial Development (2016)On the Estimation of Security Price Volatilities from Historical Data (1980)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1961A Theory of Optimum Currency Areas4,546 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2009Financial Stress, Downturns, and Recoveries587 cited
  • 2006Measuring financial stress in a developed country: An application to Canada571 cited
  • 2010CISS - A Composite Indicator of Systemic Stress in the Financial System474 cited
  • 2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion458 cited
  • 2009Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter?440 cited
  • 2012Sovereign Risk, Fiscal Policy, and Macroeconomic Stability423 cited
  • 2009Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter?335 cited
  • 2012CISS - A Composite Indicator of Systemic Stress in the Financial System313 cited
  • 2017Uncovering the heterogeneous effects of ECB unconventional monetary policies across euro area countries

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

164 cited
  • 2015Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model163 cited
  • Cited by

    • 2021DYNAMIC CONNECTEDNESS OF FINANCIAL STRESS ACROSS ADVANCED AND EMERGING ECONOMIES: EVIDENCE FROM TIME AND FREQUENCY DOMAINS16 cited