Macro-financial linkages during tranquil and crisis periods: evidence from stressed economies
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DOI: 10.1057/s41283-017-0032-x
Abstract: The predominant approach for studying macro-financial linkages is employing standard econometric techniques to link bank-specific risk parameters to macroeconomic and financial indicators. A single model is estimated using historical data and is subsequently used to… read more here.
Keywords: linkages tranquil; macro financial; tranquil crisis; financial linkages ... See more keywords