Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Julien Chevallier
| Year of publication: |
2012
|
|---|---|
| Authors: | Chevallier, Julien |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 943-973
|
| Subject: | Global imbalances | Cross-market linkages | Financial crisis | Multivariate Markov-switching model | Credit spread | Housing market | Macroeconomy | Commodities | Equities | Finanzkrise | Markov-Kette | Markov chain | Welt | World | Multivariate Analyse | Multivariate analysis | Außenwirtschaftliches Gleichgewicht | External balance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009545490