On the Identification of Interdependence and Contagion of Financial Crises

Author:

Bacchiocchi Emanuele1

Affiliation:

1. Department of Economics, Management and Quantitative Methods; University of Milan; Italy

Funder

Ministero dell’Istruzione, dell’Università e della Ricerca

Università degli Studi di Milano-Bicocca

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference45 articles.

1. Topics in Structural VAR Econometrics

2. Arezki , R. Candelon , B. Sy , A. N. R. 2011 Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

3. International crises, instability periods and contagion: the case of the ERM’,;Bacchiocchi;International Review of Economics,2009

4. Identification in Structural Vector Autoregressive models with structural changes, with an application to U.S. monetary policy’,;Bacchiocchi;Oxford Bulletin of Economics and Statistics,2015

5. Bacchiocchi , E. Lucchetti , R. 2015 Structure-Based SVAR Identification, Department of Economics, Management and Quantitative Methods

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