Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model-Reference-Cited by-同舟云学术

Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model

Published:2011-04 Issue:3 Volume:55 Page:325-339
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Chudik Alexander,Fratzscher Marcel

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

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5. Bekaert, G., Ehrmann, M., Fratzscher, M., Mehl, A., 2010. Contagion and the global equity market collapse of the 2007–2009 financial crisis. Mimeo, April.

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