Workshop on "Modelling cross-border financial channels: a GVAR perspective" - European Central Bank

The workshop focuses on the empirical modelling of major transmission channels of financial market shocks using the global vector autoregressive (GVAR) framework. Understanding financial market interdependencies during times of significant monetary accommodation remains a key issue in current policy debates. Against this background, appropriate tools are needed to assess the impact on global financial flows of changing monetary conditions and to identify the drivers of changing co-movements between asset prices. The aim is to bring together academics, members of policy institutions and financial market participants to exchange their views and experience in modelling international financial market dynamics using the GVAR framework.