International spillovers in global asset markets

Author:

Belke Ansgar,Dubova Irina

Funder

Roman Horvath and two anonymous referees for valuable comments

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference29 articles.

1. Asymmetric connectedness of stocks: bad and good volatility spillovers;Barunik;J. Financ. Markets,2016

2. Global Bonding: Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? IMF Working Paper No. 12/298;Bayoumi,2012

3. Interdependence and contagion in global asset markets;Beirne;Rev. Int. Econ.,2014

4. New Keynesian macroeconomics and the term structure;Bekaert;J. Money Credit Bank.,2010

5. Measuring Fiscal Spillovers in EMU and Beyond: A Global VAR Approach, CEPS Working Document, No. 428;Belke,2016

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