Stann, Carsten M.; Grigoriadis, Theocharis - 2019
spillovers strongest in non-euro EU countries and weakest in non-EU East European countries. Interestingly, we find … differentiated strength of spillovers to Russia compared to other non-EU East European countries, which we attribute to its fixed … exchange rate regime. Lastly, we test for the presence of the portfolio rebalancing and confidence transmission channels. …