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Financial spillover and global risk in a multi-region model of the world economy()

This paper estimates a three-region DSGE model (EA, US, RoW) with international financial linkages in the form of cross-border equity holding and allowing for region-specific as well as global financial shocks, which match empirical measures of financial tightness and global stock market valuation....

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Detalles Bibliográficos
Autores principales:	Croitorov, Olga, Giovannini, Massimo, Hohberger, Stefan, Ratto, Marco, Vogel, Lukas
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	The Author(s). Published by Elsevier B.V. 2020
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7326466/ https://www.ncbi.nlm.nih.gov/pubmed/32834245 http://dx.doi.org/10.1016/j.jebo.2020.05.024

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