Manalis, Georgios N. - 2021
the Euro crisis -- 3.3 Empirical analysis -- A The Spillover Index - Vector Autoregressive Model -- B Bivariate …-GARCH Dynamic Conditional Correlation Model -- C Spillovers and lending during the Euro crisis - A linear regression analysis -- 3 … Validation of Model Predictions -- 3.6 Conclusion -- References -- 3.7 Appendix -- A Financial linkages across the euro area -- B …