TRANSMISSION OF FINANCIAL STRESS SHOCKS BETWEEN THE USA AND THE EURO AREA DURING DIFFERENT BUSINESS CYCLE PHASES

This paper examines the transmission of financial stress shocks between the USA and the euro area for recessionary and non-recessionary regimes in the shock-recipient economy. The investigated period is 1999M1-2017M11, which includes several episodes of recessionary and non-recessionary regimes, end...

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Bibliographic details
Volume: 23
Main Author: Dajcman, Silvo
Kavkler, Alenka
Mikek, Peter
Romih, Dejan
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: LIBEREC 1 TECHNICAL UNIV LIBEREC 01.01.2020
Technical University of Liberec
published in: E & M EKONOMIE A MANAGEMENT Vol. 23; no. 4; pp. 152 - 165
ORCID: 0000-0001-9123-0183
Data of publication: 2020-01-01
ISSN: 1212-3609
2336-5064
EISSN: 2336-5064
Discipline: Economics
Subjects:
Online Access: available in Bonn?
Database: Web of Knowledge
Web of Science - Social Sciences Citation Index – 2020
Social Sciences Citation Index
Web of Science
Database information Databases - DBIS