The Spillover Effect of Euribor on Southeastern European Economies: A Global VAR Approach

Autor: Petros Golitsis, Athanasios Fassas, Sotirios K. Bellos, Sercan Demiralay
Rok vydání: 2020
Předmět:
Zdroj: Journal of East-West Business. 27:57-91
ISSN: 1528-6959
1066-9868
DOI: 10.1080/10669868.2020.1826383
Popis: In this paper we employ a Global Vector Autoregressive Model (G-VAR) to examine macroeconomic and international monetary spillovers within the South Eastern European Countries over the period 2002–...
Databáze: OpenAIRE