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Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach
Bettendorf, Timo
-
2016
aims to analyze these dynamics empirically. We estimate a
Global
VAR
(GVAR) model for nine EMU countries plus Japan, the …
Persistent link: https://www.econbiz.de/10011550586
Saved in:
2
German wage moderation and European imbalances: Feeding the
global
VAR
with theory
Bettendorf, Timo
;
León-Ledesma, Miguel A.
-
2015
bargaining shock. We then impose these restrictions on a
Global
VAR
consisting of Germany and 8 EMU countries to identify a wage …
Persistent link: https://www.econbiz.de/10011291863
Saved in:
3
Idiosyncratic and international transmission of shocks in the G7 : does EMU matter?
Bettendorf, Timo
- In:
Review of international economics
25
(
2017
)
4
,
pp. 856-890
Persistent link: https://www.econbiz.de/10011885000
Saved in:
4
Interdependence and contagion in global asset markets
Beirne, John
;
Gieck, Jana
- In:
Review of international economics
22
(
2014
)
4
,
pp. 639-659
Persistent link: https://www.econbiz.de/10011297155
Saved in:
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