Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? /
This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than...
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| Fformat: | Cylchgrawn |
| Iaith: | English |
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Washington, D.C. :
International Monetary Fund,
2012.
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| Cyfres: | IMF Working Papers; Working Paper ;
No. 2012/298 |
| Mynediad Ar-lein: | Full text available on IMF |