The role of credit in the Great Moderation: A multivariate GARCH approach
Year of publication: |
2013
|
---|---|
Authors: | Grydaki, Maria ; Bezemer, Dirk |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 37.2013, 11, p. 4615-4626
|
Publisher: |
Elsevier |
Subject: | Great Moderation | Mortgage credit | Multivariate GARCH | Causality |
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