This document has not been cited yet.

1. [1] Ait-Sahalia, Y., Andritzky, J., Jobst, A., Nowak, S., & Tamirisa, N. 2012. Market response to policy initiatives during the global financial crisis. Journal of International Economics 87, 162-177.

2. [10] Antonakakis, N. 2012. Exchange return co-movements and volatility spillovers before and after the introduction of euro. Journal of International Financial Markets, Institutions and Money 22, 1091-1109.

3. [12] Baillie, R. T., & Bollerslev, T. 1991. Intra-day and inter-market volatility in foreign exchange rates. The Review of Economic Studies 58, 565-585.

4. [13] Black, A. J., & McMillan, D. G. 2004. Long run trends and volatility spillovers in daily exchange rates. Applied Financial Economics 14, 895-907. 64 Lamouchi and Shira

5. [14] Bollerslev, T. 1990. Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model. The review of economics and statistics, 498-505.

6. [15] Bubak, V. 2009. Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data. Finance a Uver: Czech Journal of Economics & Finance 59.

7. [16] Bubák, V., Kočenda, E., & Žikeš, F. 2011. Volatility transmission in emerging European foreign exchange markets. Journal of Banking & Finance 35, 28292841.

8. [17] Cai, F., Howorka, E., & Wongswan, J. 2008. Informational linkages across trading regions: Evidence from foreign exchange markets. Journal of International Money and Finance 27, 1215-1243.

9. [18] Calvet, L. E., Fisher, A. J., & Thompson, S. B. 2006. Volatility comovement: a multifrequency approach. Journal of econometrics 131, 179-215.

10. [19] Chiriac, R., & Voev, V. 2011. Modelling and forecasting multivariate realized volatility. Journal of Applied Econometrics 26, 922-947.

11. [2] Amonlirdviman, K., & Carvalho, C. (2010). Loss aversion, asymmetric market comovements, and the home bias. Journal of International Money and Finance, 29(7), 1303-1320.

12. [20] Clements, A. E., Hurn, A. S., & Volkov, V. V. 2015. Volatility transmission in global financial markets. Journal of Empirical Finance 32, 3-18.

13. [21] Corradi, V., Distaso, W., & Fernandes, M. 2012. International market links and volatility transmission. Journal of Econometrics 170, 117-141.

14. [22] Corsi, F. 2009. A simple approximate long-memory model of realized volatility. Journal of Financial Econometrics, nbp001.

15. [23] Corsi, F., Audrino, F., & Renó, R. 2012. HAR modeling for realized volatility forecasting.
    Paper not yet in RePEc: Add citation now
    

16. [24] Dacorogna, M. M., Müller, U. A., Nagler, R. J., Olsen, R. B., & Pictet, O. V. 1993. A geographical model for the daily and weekly seasonal volatility in the foreign exchange market. Journal of International Money and Finance 12, 413438.

17. [25] Davidson, R., & MacKinnon, J. G. 2004. Econometric theory and methods Vol. 5. Oxford University Press New York.
    Paper not yet in RePEc: Add citation now
    

18. [26] Degiannakis, S., & Filis, G. 2017. Forecasting oil price realized volatility using information channels from other asset classes. Journal of International Money and Finance 76, 28-49.

19. [27] ECB, 2012. Monetary and fiscal policy interactions in a monetary union, ECB Monthly Bulletin, July 2012.
    Paper not yet in RePEc: Add citation now
    

20. [28] Engle, R. 2002. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics 20, 339-350.

21. [29] Engle, R. F., & Gallo, G. M. 2006. A multiple indicators model for volatility using intra-daily data. Journal of Econometrics 131, 3-27.

22. [3] Andersen, T. G., & Bollerslev, T. 1998. Answering the skeptics: Yes, standard volatility models do provide accurate forecasts. International economic review, 885-905.

23. [30] Engle, R. F., & Kroner, K. F. 1995. Multivariate simultaneous generalized ARCH. Econometric theory 11, 122-150. Heterogeneous Behavior and Volatility Transmission in the Forex Market using… 65

24. [31] Engle, R. F., & Sheppard, K. 2001. Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH. in, National Bureau of Economic Research.

25. [32] Federal Reserve Bank of New York. 2009. Time lines of Policy Responses to the Global Financial Crisis.
    Paper not yet in RePEc: Add citation now
    

26. [33] French, K. R., Schwert, G. W., & Stambaugh, R. F. 1987. Expected stock returns and volatility. Journal of financial Economics 19, 3-29.

27. [34] Gardebroek, C., & Hernandez, M. A. 2013. Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets. Energy economics 40, 119-129.

28. [35] Gençay, R., Dacorogna, M., Muller, U. A., Pictet, O., & Olsen, R. 2001. An introduction to high-frequency finance. Elsevier.

29. [36] Goodhart, C. A., & OHara, M. 1997. High frequency data in financial markets: Issues and applications. Journal of Empirical Finance 4, 73-114.
    Paper not yet in RePEc: Add citation now
    

30. [37] Grammatikos, T., & Vermeulen, R. 2012. Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates. Journal of International Money and Finance 31, 517-533.

31. [38] Greenwood-Nimmo, M., Nguyen, V. H., & Rafferty, B. (2016). Risk and return spillovers among the G10 currencies. Journal of Financial Markets, 31, 43-62.

32. [39] Hamao, Y., Masulis, R. W., & Ng, V. 1990. Correlations in price changes and volatility across international stock markets. Review of Financial studies 3, 281-307.

33. [4] Andersen, T. G., Bollerslev, T., & Diebold, F. X. 2007. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility. The review of economics and statistics 89, 701-720.

34. [40] Inagaki, K. 2007. Testing for volatility spillover between the British pound and the euro. Research in International Business and Finance 21, 161-174.

35. [41] Kanas, A., & Kouretas, G. P. (2001). Volatility spillovers between the black market and official market for foreign currency in Greece. Journal of Financial Research, 24(3), 443-461.

36. [42] Kearney, C., & Patton, A. J. 2000. Multivariate GARCH modeling of exchange rate volatility transmission in the European monetary system. Financial Review 35, 29-48.

37. [43] Kenourgios, D., Papadamou, S., & Dimitriou, D. 2015. Intraday exchange rate volatility transmissions across QE announcements. Finance Research Letters 14, 128-134.

38. [44] Khalifa, A. A., Otranto, E., Hammoudeh, S., & Ramchander, S. 2016. Volatility transmission across currencies and commodities with US uncertainty measures. The North American Journal of Economics and Finance 37, 63-83.

39. [46] Lyócsa, Š., Výrost, T., & Baumöhl, E. 2017. Return spillovers around the globe: A network approach. Economic Modelling.
    Paper not yet in RePEc: Add citation now
    

40. [47] Malik, F., & Ewing, B. T. 2009. Volatility transmission between oil prices and equity sector returns. International Review of Financial Analysis 18, 95-100. 66 Lamouchi and Shira

41. [48] McMillan, D. G., & Speight, A. E. 2010. Return and volatility spillovers in three euro exchange rates. Journal of Economics and Business 62, 79-93.

42. [49] Melvin, M., & Melvin, B. P. 2003. The global transmission of volatility in the foreign exchange market. Review of Economics and Statistics 85, 670-679.

43. [5] Andersen, T. G., Bollerslev, T., Diebold, F. X., & Ebens, H. 2001. The distribution of realized stock return volatility. Journal of financial economics 61, 43-76.

44. [50] Müller, U. A., Dacorogna, M. M., Davé, R. D., Olsen, R. B., Pictet, O. V., & von Weizsäcker, J. E. 1997. Volatilities of different time resolutions— analyzing the dynamics of market components. Journal of Empirical Finance 4, 213-239.

45. [51] Nikkinen, J., Sahlström, P., & Vähämaa, S. 2006. Implied volatility linkages among major European currencies. Journal of International Financial Markets, Institutions and Money 16, 87-103.

46. [52] Pérez-Rodríguez, J. V. 2006. The euro and other major currencies floating against the US dollar. Atlantic Economic Journal 34, 367-384.

47. [53] Soriano Felipe, P., & Climent Diranzo, F. 2006. Volatility transmission models: a survey. Revista de Economía financiera, 32-81.
    Paper not yet in RePEc: Add citation now
    

48. [54] Souček, M., & Todorova, N. 2013. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. Energy Economics 40, 586-597.

49. [55] Souček, M., & Todorova, N. 2014. Realized volatility transmission: The role of jumps and leverage effects. Economics Letters 122, 111-115.

50. [56] Speight, A. E., & McMillan, D. G. 2001. Volatility spillovers in East European black-market exchange rates. Journal of International Money and Finance 20, 367-378.

51. [57] Syllignakis, M. N., & Kouretas, G. P. 2011. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. International Review of Economics & Finance 20, 717-732.

52. [58] Tian, S., & Hamori, S. 2016. Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. The North American Journal of Economics and Finance 38, 163-171.

53. [59] Todorova, N., Worthington, A., & Souček, M. 2014. Realized volatility spillovers in the non-ferrous metal futures market. Resources Policy 39, 21-31.

54. [6] Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. 2000. Exchange rate returns standardized by realized volatility are (nearly) Gaussian. in, National Bureau of Economic Research.

55. [60] Tule, M., Dogo, M., & Uzonwanne, G. 2017. Volatility of stock market returns and the naira exchange rate. Global Finance Journal.
    Paper not yet in RePEc: Add citation now
    

56. [61] Wongswan, J. 2006. Transmission of information across international equity markets. The Review of Financial Studies 19, 1157-1189.

57. [7] Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. 2001. The distribution of realized exchange rate volatility. Journal of the American statistical association 96, 42-55.

58. [8] Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. 2003. Modeling and forecasting realized volatility. Econometrica 71, 579-625.

59. [9] Andersen, T. G., Bollerslev, T., & Lange, S. 1999. Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon. Journal of empirical finance 6, 457-477.

1. The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model. (2017). Han, Yingying ; Zhou, Xiang.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2017:i:1:p:38-59.

   Full description at Econpapers || Download paper

2. Stock returns and interest rates around the World: A panel data approach. (2017). Mollick, Andre ; ESQUEDA, OMAR ; Assefa, Tibebe A.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:89:y:2017:i:c:p:20-35.

   Full description at Econpapers || Download paper

3. Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. (2017). Paltalidis, Nikos ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Gounopoulos, Dimitrios.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:77:y:2017:i:c:p:35-52.

   Full description at Econpapers || Download paper

4. Bank productivity growth and convergence in the European Union during the financial crisis. (2017). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Sevic, Zeljko ; Degl, Marta.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:75:y:2017:i:c:p:184-199.

   Full description at Econpapers || Download paper

5. The equity-like behaviour of sovereign bonds. (2017). Varotto, Simone ; Dufour, Alfonso ; Stancu, Andrei.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

   Full description at Econpapers || Download paper

6. Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20172044.

   Full description at Econpapers || Download paper

7. Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices. (2016). Ebner, Till ; Bernhard, Severin.
   In: Working Papers.
   RePEc:snb:snbwpa:2016-09.

   Full description at Econpapers || Download paper

8. Assessing the effects of unconventional monetary policy on pension funds risk incentives. (2016). Paltalidis, Nikos ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Gounopoulos, Dimitrios.
   In: MPRA Paper.
   RePEc:pra:mprapa:73398.

   Full description at Econpapers || Download paper

9. The effectiveness of policy interventions in CEE countries. (2016). Nistor, Simona ; Andrieș, Alin Marius ; Iean-Muntean, Florentina .
   In: Eastern Journal of European Studies.
   RePEc:jes:journl:y:2016:v:7:p:93-124.

   Full description at Econpapers || Download paper

10. What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; In, Francis ; Maharaj, Elizabeth Ann.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:358-375.

    Full description at Econpapers || Download paper

11. Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view. (2016). Gente, Karine ; Dufrénot, Gilles ; Dufrenot, Gilles ; Monsia, Fredia.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:67:y:2016:i:c:p:123-146.

    Full description at Econpapers || Download paper

12. Government finances and bank bailouts: Evidence from European stock markets. (2016). Dwyer, Gerald ; Cabrera, Matias ; Samartin-Saenz, Margarita .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:39:y:2016:i:pb:p:169-179.

    Full description at Econpapers || Download paper

13. A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan.
    In: Working Papers.
    RePEc:dnb:dnbwpp:510.

    Full description at Econpapers || Download paper

14. The ECB, Between Conservatism and Pragmatism. (2016). huchet, nicolas ; BASTIDON, Cécile ; Gilles, Philippe.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:5:y:2016:i:1:p:25-52.

    Full description at Econpapers || Download paper

15. A comparative analysis of developments in central bank balance sheet composition. (2016). Pattipeilohy, Christiaan.
    In: BIS Working Papers.
    RePEc:bis:biswps:559.

    Full description at Econpapers || Download paper

16. The European Central Bank: Building a shelter in a storm. (2015). Ligthart, Nick ; Kang, Dae Woong ; Mody, Ashoka.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:527.

    Full description at Econpapers || Download paper

17. Speculative bubbles, financial crises and convergence in global real estate investment trusts. (2015). Milunovich, George ; Joyeux, Roselyne.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:27:p:2878-2898.

    Full description at Econpapers || Download paper

18. The European Central Bank: Building a Shelter in a Storm. (2015). Ligthart, Nick ; Woong, Kang Dae ; Mody, Ashoka.
    In: Working Papers.
    RePEc:pri:cepsud:248.

    Full description at Econpapers || Download paper

19. State-Aid, Stability and Competition in European Banking. (2015). Molyneux, Philip ; Mare, Davide Salvatore ; Fiordelisi, Franco.
    In: MPRA Paper.
    RePEc:pra:mprapa:67473.

    Full description at Econpapers || Download paper

20. Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

    Full description at Econpapers || Download paper

21. The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis?. (2015). Ramayandi, Arief ; Pennings, Steven ; Tang, Hsiao Chink.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:44:y:2015:i:c:p:60-70.

    Full description at Econpapers || Download paper

22. Short-term options: Clienteles, market segmentation, and event trading. (2015). Miao, Hong ; Ramchander, Sanjay ; Christie-David, Rohan A ; Chatrath, Arjun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:c:p:237-250.

    Full description at Econpapers || Download paper

23. Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

    Full description at Econpapers || Download paper

24. Bank dividends and signaling to information-sensitive depositors. (2015). Schiozer, Rafael F. ; Forti, Cristiano .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:1-11.

    Full description at Econpapers || Download paper

25. The impact of monetary policy announcements on the stock price of large European banks during the financial crisis. (2015). Ricci, Ornella.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:245-255.

    Full description at Econpapers || Download paper

26. Unconventional monetary policy had large international effects. (2015). Neely, Christopher.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:101-111.

    Full description at Econpapers || Download paper

27. Market perceptions of US and European policy actions around the subprime crisis. (2015). Otsubo, Yoichi ; Lehnert, Thorsten ; Grammatikos, Theoharry.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:37:y:2015:i:c:p:99-113.

    Full description at Econpapers || Download paper

28. Decomposing Long-Term Interest Rates: An International Comparison. (2015). Romero, Damian ; Ceballos, Luis.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:767.

    Full description at Econpapers || Download paper

29. Contagion and banking crisis — internatonal evidence for 2007-2009. (2014). Gajurel, Dinesh ; Dungey, Mardi.
    In: Working Papers.
    RePEc:tas:wpaper:18569.

    Full description at Econpapers || Download paper

30. The Equity-like Behaviour of Sovereign Bonds. (2014). Varotto, Simone ; Dufour, Alfonso ; Stancu, Andrei.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-16.

    Full description at Econpapers || Download paper

31. The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis. (2014). Chevapatrakul, Thanaset ; Tee, Kai-Hong.
    In: Discussion Papers.
    RePEc:not:notcfc:14/08.

    Full description at Econpapers || Download paper

32. The Financial Market Impact of Unconventional Monetary Policies in the U.S., the U.K., the Eurozone, and Japan. (2014). Hosono, Kaoru ; Isobe, Shogo .
    In: Discussion papers.
    RePEc:mof:wpaper:ron259.

    Full description at Econpapers || Download paper

33. The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries. (2014). Mehanaoui, Mohamed ; Kazi, Irfan Akbar ; Akbar, Farhan.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-128.

    Full description at Econpapers || Download paper

34. Market Perceptions of US and European Policy Actions Around the Subprime Crisis. (2014). Otsubo, Yoichi ; Lehnert, Thorsten ; Grammatikos, Theoharry.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:14-e-11.

    Full description at Econpapers || Download paper

35. The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis. (2014). Chevapatrakul, Thanaset ; Tee, Kai-Hong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:32:y:2014:i:c:p:83-105.

    Full description at Econpapers || Download paper

36. Fixing the Fixings: What Road to a More Representative Money Market Benchmark?. (2013). Durré, Alain ; Brousseau, V ; Chailloux, Alexandre ; Durre, A.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/131.

    Full description at Econpapers || Download paper

37. The Impact of Policy Initiatives on Credit Spreads during the 2007-09 Financial Crisis. (2013). Rai, Alan.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2013:q:1:a:3.

    Full description at Econpapers || Download paper

38. How did the financial crisis alter the correlations of U.S. yield spreads?. (2013). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio.
    In: Working Papers.
    RePEc:fip:fedlwp:2013-005.

    Full description at Econpapers || Download paper

39. Unconventional Monetary Policy of the ECB during the Financial Crisis: An Assessment and New Evidence. (2013). van den End, Willem ; Tabbae, Mostafa ; Frost, Jon ; de Haan, Jakob ; Pattipeilohy, Christiaan.
    In: SUERF 50th Anniversary Volume Chapters.
    RePEc:erf:erfftc:1-4.

    Full description at Econpapers || Download paper

40. Government interventions and default risk: Does one size fit all?. (2013). Klomp, Jeroen.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:4:p:641-653.

    Full description at Econpapers || Download paper

41. Central Banking after the Crisis. (2013). Mishkin, Frederic.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:714.

    Full description at Econpapers || Download paper

42. Estimated Impact of the Federal Reserve’s Mortgage-Backed Securities Purchase Program. (2012). Taylor, John ; Stroebel, Johannes.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2012:q:2:a:1.

    Full description at Econpapers || Download paper

43. Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom. (2012). Wieladek, Tomasz ; Rose, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0460.

    Full description at Econpapers || Download paper

44. Assessing the economy-wide effects of quantitative easing. (2012). Theodoridis, Konstantinos ; Stevens, Ibrahim ; mumtaz, haroon ; Kapetanios, George.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0443.

    Full description at Econpapers || Download paper

45. Monetary Policy Strategy: Lessons from the Crisis. (2011). Mishkin, Frederic.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16755.

    Full description at Econpapers || Download paper

46. Unforeseen Events Wait Lurking: Estimating Policy Spillovers From U.S. to Foreign Asset Prices. (2011). Bayoumi, Tamim ; Bui, Trung T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/183.

    Full description at Econpapers || Download paper

47. Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis. (2011). Frankel, Jeffrey ; Saravelo, George .
    In: Scholarly Articles.
    RePEc:hrv:hksfac:5027952.

    Full description at Econpapers || Download paper

48. Financial Protectionism: the First Tests. (2011). Wieladek, Tomasz ; Rose, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8404.

    Full description at Econpapers || Download paper

49. Over the Cliff: From the Subprime to the Global Financial Crisis. (2011). Mishkin, Frederic.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:25:y:2011:i:1:p:49-70.

    Full description at Econpapers || Download paper

50. Inflation Targeting in Financially Stable Economies: Has it been Flexible Enough?. (2010). Garcia Silva, Pablo ; Cowan, Kevin ; Calani, Mauricio ; Pablo Garcia S., ; Mauricio Calani C., ; Kevin Cowan L., .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:13:y:2010:i:2:p:11-50.

    Full description at Econpapers || Download paper

Report date: 2025-09-22 12:25:22 || Missing content? Let us know