The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy

Author:

Skouralis AlexandrosORCID

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics

Reference82 articles.

1. Adrian T, Brunnermeier MK (2016) CoVaR. Am Econ Rev 106(7):1705–1741

2. Alcaraz C, Claessens S, Cuadra G, Marques-Ibanez D, Sapriza H (2019) ‘Whatever it takes. what’s the impact of a major nonconventional monetary policy intervention?’, ECB Working paper series (No.2249)

3. Allen F, Beck T, Carletti E, Lane PR, Schoenmaker D, Wagner W (2011) “Cross border banking in Europe: implications for financial stability and macroeconomic policies”. Centre for Economic Policy Research (CEPR)

4. Altavilla C, Brugnolini L, Gürkaynak RS, Motto R, Ragusa G (2019) Measuring Euro Area monetary policy. J Monet Econ 108:162–179

5. Alzuabi R, Caglayan M, Mouratidis K(2020) “The risk-taking channel in the United States: a GVAR approach”,International Journal of Finance & Economics, pp.1–24

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