Financial and monetary stability across Euro-zone and BRICS : an exogenous threshold VAR approach
Year of publication: |
April 2018
|
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Authors: | Tsagkanos, Athanasios ; Evgenidis, Anastasios ; Vartholomatou, Konstantina |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 44.2018, p. 386-393
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Subject: | Financial stability | Monetary stability | Euro-zone | BRICS | Threshold VAR | VAR-Modell | VAR model | Geldpolitik | Monetary policy | BRICS-Staaten | BRICS countries | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Eurozone | Euro area | Schock | Shock | Finanzmarkt | Financial market |
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